WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 248,729: 37,574 37,062 39,956 146,686 134,504 224,216 211,521: 24,513 37,208
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 238,917: 36,290 38,503 36,933 144,928 129,490 218,152 204,926: 20,765 33,991
: : :
: : Changes in Commitments from: April 19, 2005 :
: -32,281: 611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181: -3,390 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.9 16.1 59.0 54.1 90.1 85.0: 9.9 15.0
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 15.2 16.1 15.5 60.7 54.2 91.3 85.8: 8.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 62 83 66 48 55 160 163:
Old : 70: 19 19 1 10 25 30 44:
Other: 214: 65 82 58 44 54 148 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 34.0 46.2 40.7 31.3 31.2 44.7 36.4
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 32.9 35.1 48.0 42.0 32.6 32.3 46.4 37.8
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 281,010: 36,964 38,629 56,330 159,814 148,744 253,107 243,703: 27,903 37,308
Old : 54,827: 10,151 7,539 15,187 19,515 26,427 44,853 49,154: 9,974 5,673
Other: 226,183: 32,434 36,711 35,522 140,299 122,317 208,254 194,549: 17,929 31,634
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,056: -994 9,382 -3,104 14,753 5,859 10,655 12,138: 1,402 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.7 20.0 56.9 52.9 90.1 86.7: 9.9 13.3
Old : 100.0: 18.5 13.8 27.7 35.6 48.2 81.8 89.7: 18.2 10.3
Other: 100.0: 14.3 16.2 15.7 62.0 54.1 92.1 86.0: 7.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 81 75 50 57 168 178:
Old : 141: 52 35 45 30 43 101 104:
Other: 208: 61 81 56 43 53 139 158:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.0 45.3 39.8 28.2 27.5 39.9 32.5
Old : 30.4 28.1 40.2 41.2 6.9 13.8 11.6 20.9
Other: 34.4 36.3 50.1 43.5 34.1 33.5 48.5 39.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 789,190: 86,295 99,085 104,602 448,607 364,784 639,504 568,470: 149,686 220,720
Old : 541,579: 63,278 102,768 52,805 317,280 260,764 433,363 416,337: 108,216 125,242
Other: 247,611: 40,490 13,790 34,324 131,327 104,020 206,141 152,134: 41,470 95,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -51,576: -1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110: 1,744 -4,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.6 13.3 56.8 46.2 81.0 72.0: 19.0 28.0
Old : 100.0: 11.7 19.0 9.8 58.6 48.1 80.0 76.9: 20.0 23.1
Other: 100.0: 16.4 5.6 13.9 53.0 42.0 83.3 61.4: 16.7 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 107 117 119 208 202 386 378:
Old : 450: 96 118 98 184 188 340 348:
Other: 338: 73 58 55 126 166 225 254:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.0 27.6 21.3 18.3 10.8 26.4 14.7
Old : 24.9 19.7 34.0 24.4 24.9 17.3 33.9 21.6
Other: 26.7 12.1 33.8 17.7 19.0 6.2 24.4 10.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 840,766: 88,020 115,928 128,927 475,877 370,725 692,824 615,581: 147,942 225,185
Old : 601,340: 68,362 119,153 80,181 344,244 268,800 492,787 468,134: 108,553 133,206
Other: 239,426: 37,732 14,849 30,673 131,633 101,925 200,038 147,447: 39,388 91,979
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,447: -2,035 5,489 7,128 15,318 20,895 20,410 33,511: 3,037 -10,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.8 15.3 56.6 44.1 82.4 73.2: 17.6 26.8
Old : 100.0: 11.4 19.8 13.3 57.2 44.7 81.9 77.8: 18.1 22.2
Other: 100.0: 15.8 6.2 12.8 55.0 42.6 83.5 61.6: 16.5 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 113 134 137 211 208 409 407:
Old : 483: 101 142 105 191 192 361 375:
Other: 346: 79 61 55 125 168 227 261:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.5 27.8 19.7 17.0 8.0 24.8 12.0
Old : 22.4 17.3 31.8 22.1 22.4 14.0 30.9 18.1
Other: 29.4 10.7 36.7 16.5 22.7 6.1 28.8 10.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,311: 2,718 79 745 1,136 7,100 4,599 7,923: 4,712 1,387
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 7,621: 2,491 84 737 1,068 5,629 4,296 6,449: 3,325 1,171
: : :
: : Changes in Commitments from: April 19, 2005 :
: -380: -223 75 119 -382 -449 -486 -255: 106 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.8 8.0 12.2 76.3 49.4 85.1: 50.6 14.9
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 32.7 1.1 9.7 14.0 73.9 56.4 84.6: 43.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 3 5 9 16 24 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 11 4 5 8 16 22 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 : 21.8 42.6 31.8 57.8 21.4 40.3 28.8 55.5
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 26.6 38.2 38.9 56.6 26.1 36.5 34.7 53.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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: 2,941 4 626 1,518 7,549 5,085 8,179: 4,606 1,512
Old : 4,140: 1,591 14 167 373 3,500 2,131 3,681: 2,009 459
Other: 5,551: 1,366 5 444 1,144 4,049 2,954 4,498: 2,597 1,053
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1: 84 -4 -3 305 -85 386 -92: -386 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 0.0 6.5 15.7 77.9 52.5 84.4: 47.5 15.6
Old : 100.0: 38.4 0.3 4.0 9.0 84.5 51.5 88.9: 48.5 11.1
Other: 100.0: 24.6 0.1 8.0 20.6 72.9 53.2 81.0: 46.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 3 4 10 16 26 20:
Old : 27: 9 2 3 5 14 16 17:
Other: 31: 11 2 4 9 15 22 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 : 21.8 44.6 32.0 59.6 20.6 42.0 30.2 56.0
Old : 37.9 53.6 45.3 76.1 37.9 53.0 45.0 73.9
Other: 25.9 41.4 39.0 61.0 25.5 38.5 34.1 57.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 333,078: 55,795 22,444 63,113 146,058 145,767 264,967 231,324: 68,111 101,754
Old : 236,485: 44,083 26,385 35,697 112,946 112,622 192,727 174,705: 43,758 61,780
Other: 96,593: 20,623 4,969 18,506 33,112 33,144 72,240 56,620: 24,353 39,974
: : :
: : Changes in Commitments from: April 19, 2005 :
: -49,700: -796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851: -4,780 -10,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.7 18.9 43.9 43.8 79.6 69.5: 20.4 30.5
Old : 100.0: 18.6 11.2 15.1 47.8 47.6 81.5 73.9: 18.5 26.1
Other: 100.0: 21.3 5.1 19.2 34.3 34.3 74.8 58.6: 25.2 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 111 75 106 95 103 268 236:
Old : 305: 97 89 83 83 102 230 226:
Other: 194: 63 44 45 57 71 147 134:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.6 30.6 25.6 16.9 8.6 22.6 13.8
Old : 25.1 20.9 36.8 29.3 23.6 13.2 31.2 18.9
Other: 20.9 15.6 29.8 22.7 12.3 8.3 18.6 13.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 382,778: 56,591 26,061 85,005 168,291 159,109 309,887 270,175: 72,891 112,604
Old : 293,592: 44,609 30,352 61,011 137,339 128,307 242,959 219,671: 50,633 73,922
Other: 89,186: 20,427 4,154 15,549 30,952 30,801 66,928 50,504: 22,258 38,682
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,199: 5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844: 374 -6,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.8 22.2 44.0 41.6 81.0 70.6: 19.0 29.4
Old : 100.0: 15.2 10.3 20.8 46.8 43.7 82.8 74.8: 17.2 25.2
Other: 100.0: 22.9 4.7 17.4 34.7 34.5 75.0 56.6: 25.0 43.4
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 124 115 143 101 107 306 290:
Old : 352: 107 124 121 89 105 267 280:
Other: 197: 70 43 46 55 66 150 131:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 17.2 30.0 23.8 14.6 7.6 19.6 11.7
Old : 23.4 19.5 34.0 26.4 18.9 9.4 25.0 13.9
Other: 19.9 14.9 29.3 22.3 12.7 8.7 19.3 13.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 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 : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 156,119: 27,397 11,343 25,129 76,721 105,984 129,247 142,456: 26,872 13,663
Old : 123,575: 26,152 12,202 15,964 60,068 83,418 102,183 111,585: 21,391 11,990
Other: 32,544: 4,273 2,168 6,138 16,653 22,566 27,064 30,871: 5,480 1,673
: : :
: : Changes in Commitments from: April 19, 2005 :
: -7,637: -2,103 -241 -790 -2,880 -4,170 -5,773 -5,201: -1,864 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.3 16.1 49.1 67.9 82.8 91.2: 17.2 8.8
Old : 100.0: 21.2 9.9 12.9 48.6 67.5 82.7 90.3: 17.3 9.7
Other: 100.0: 13.1 6.7 18.9 51.2 69.3 83.2 94.9: 16.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 46 22 36 43 46 108 98:
Old : 137: 49 24 33 40 45 102 96:
Other: 61: 15 13 18 25 23 49 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 : 20.9 37.9 31.0 48.8 20.6 29.4 28.3 39.2
Old : 21.9 39.5 31.9 50.2 20.9 32.7 29.5 41.7
Other: 37.5 47.4 48.9 59.2 33.7 39.4 40.0 49.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 163,756: 29,500 11,584 25,919 79,601 110,154 135,020 147,657: 28,736 16,099
Old : 133,134: 27,615 12,546 18,097 64,774 88,582 110,486 119,225: 22,648 13,909
Other: 30,622: 4,044 1,196 5,663 14,827 21,572 24,534 28,432: 6,088 2,190
: : :
: : Changes in Commitments from: April 12, 2005 :
: -470: 3,650 -1,259 -1,474 18 1,597 2,194 -1,136: -2,664 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.1 15.8 48.6 67.3 82.5 90.2: 17.5 9.8
Old : 100.0: 20.7 9.4 13.6 48.7 66.5 83.0 89.6: 17.0 10.4
Other: 100.0: 13.2 3.9 18.5 48.4 70.4 80.1 92.8: 19.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 45 24 37 40 41 106 91:
Old : 131: 44 28 35 38 41 101 91:
Other: 52: 13 9 16 23 19 44 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 : 20.8 37.7 31.3 50.0 19.4 30.8 27.0 39.2
Old : 21.6 36.8 32.4 49.8 19.4 30.7 27.7 39.1
Other: 38.4 51.0 50.8 63.6 34.5 44.9 41.2 54.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Old : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -59,756: 4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734: -7,565 3,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
Old : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
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 : 178: 37 36 45 78 87 139 144:
Old : 178: 37 36 45 78 87 139 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.3 31.9 24.1 15.6 11.0 20.8 17.5
Old : 24.2 13.3 31.9 24.1 15.6 11.0 20.8 17.5
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 19, 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 : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Old : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 22,164: 1,615 8,347 8,154 21,546 11,531 31,316 28,033: -9,152 -5,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
Old : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 33 45 50 79 88 141 154:
Old : 183: 33 45 50 79 88 141 154:
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 : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
Old : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 158,700: 33,945 10,160 24,386 65,793 100,972 124,125 135,518: 34,575 23,182
Old : 121,611: 32,336 10,878 16,379 43,928 75,660 92,643 102,917: 28,969 18,695
Other: 37,089: 3,951 1,624 5,666 21,866 25,312 31,482 32,602: 5,606 4,487
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,002: 4,968 -1,293 -3,751 -690 7,188 527 2,144: 474 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.4 15.4 41.5 63.6 78.2 85.4: 21.8 14.6
Old : 100.0: 26.6 8.9 13.5 36.1 62.2 76.2 84.6: 23.8 15.4
Other: 100.0: 10.7 4.4 15.3 59.0 68.2 84.9 87.9: 15.1 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 48 22 38 56 63 129 113:
Old : 157: 56 21 33 51 63 122 109:
Other: 81: 18 14 20 37 29 64 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 30.3 21.6 41.7 10.0 21.4 17.2 31.2
Old : 10.6 31.5 18.9 39.4 10.1 27.4 17.6 33.4
Other: 31.3 45.8 44.7 58.9 26.9 43.1 38.8 51.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 157,698: 28,977 11,453 28,137 66,484 93,784 123,598 133,374: 34,100 24,324
Old : 123,031: 26,999 11,929 20,296 47,118 70,667 94,412 102,892: 28,619 20,139
Other: 34,667: 3,857 1,402 5,963 19,366 23,117 29,186 30,482: 5,481 4,185
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,515: 6,999 -167 -196 -369 7,164 6,434 6,801: 1,081 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.3 17.8 42.2 59.5 78.4 84.6: 21.6 15.4
Old : 100.0: 21.9 9.7 16.5 38.3 57.4 76.7 83.6: 23.3 16.4
Other: 100.0: 11.1 4.0 17.2 55.9 66.7 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 43 30 43 57 59 131 114:
Old : 154: 51 28 39 54 58 126 110:
Other: 80: 14 18 19 36 29 63 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 : 13.6 26.4 22.2 38.6 10.1 17.0 16.7 26.8
Old : 10.8 26.9 19.5 36.5 9.7 21.4 15.9 28.6
Other: 31.8 43.7 44.8 58.0 27.0 42.9 36.9 51.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 7,862: 3,572 1,350 820 1,219 4,590 5,610 6,760: 2,252 1,102
Old : 6,993: 3,550 1,334 552 969 4,143 5,071 6,029: 1,922 964
Other: 869: 95 89 194 250 447 540 730: 329 139
: : :
: : Changes in Commitments from: April 19, 2005 :
: -204: 16 107 -435 202 98 -217 -230: 12 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 17.2 10.4 15.5 58.4 71.4 86.0: 28.6 14.0
Old : 100.0: 50.8 19.1 7.9 13.9 59.3 72.5 86.2: 27.5 13.8
Other: 100.0: 10.9 10.3 22.4 28.8 51.4 62.1 84.1: 37.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 6 9 12 15 34 29:
Old : 44: 21 6 8 10 15 32 28:
Other: 21: 6 4 7 4 9 14 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.0 48.9 58.7 33.3 36.7 44.5 55.2
Old : 40.1 40.1 53.2 60.7 36.9 37.4 48.8 58.0
Other: 36.3 53.2 54.2 72.1 28.5 40.9 31.7 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 8,066: 3,556 1,243 1,255 1,016 4,492 5,827 6,990: 2,239 1,076
Old : 7,361: 3,495 1,209 1,050 780 4,148 5,326 6,407: 2,035 954
Other: 706: 102 75 163 236 345 501 583: 204 123
: : :
: : Changes in Commitments from: April 12, 2005 :
: 629: 159 -25 121 153 520 433 616: 196 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 15.4 15.6 12.6 55.7 72.2 86.7: 27.8 13.3
Old : 100.0: 47.5 16.4 14.3 10.6 56.4 72.4 87.0: 27.6 13.0
Other: 100.0: 14.4 10.6 23.1 33.4 48.8 71.0 82.6: 29.0 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 6 10 10 13 32 28:
Old : 42: 21 6 10 8 13 30 28:
Other: 19: 7 2 7 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 : 33.9 38.5 50.4 57.8 32.4 35.3 41.5 52.8
Old : 36.5 38.6 52.8 59.5 35.0 36.0 44.8 54.9
Other: 41.1 53.2 60.9 73.2 35.2 40.4 41.9 53.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Old : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 11,527: 9,550 12,695 212 3,844 -3,178 13,606 9,728: -2,078 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
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 : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 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 : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
Old : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
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 19, 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 : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Old : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,954: 6,287 3,458 5 -3,690 9,046 2,602 12,510: 4,352 -5,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
Old : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
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 : 98: 19 23 2 36 39 57 62:
Old : 98: 19 23 2 36 39 57 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 : 32.3 22.2 45.3 31.2 32.3 20.4 45.3 29.4
Old : 32.3 22.2 45.3 31.2 32.3 20.4 45.3 29.4
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 26, 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 : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Old : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -86,156: 48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975: 20,169 17,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 17.4
Old : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 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 : 290: 51 78 84 110 150 211 262:
Old : 290: 51 78 84 110 150 211 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
Old : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
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 19, 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 : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Old : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 65,537: -41,274 -95,308 80,987 -6,347 81,783 33,367 67,462: 32,170 -1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 16.3
Old : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 41 91 92 117 152 221 272:
Old : 294: 41 91 92 117 152 221 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Old : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Old : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -69,563: 782 -17,232 -36,065 -12,245 632 -47,528 -52,665: -22,035 -16,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
Old : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 32 52 49 71 94 131 167:
Old : 189: 32 52 49 71 94 131 167:
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 : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
Old : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
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 19, 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 : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Old : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 16,714: -23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395: 31,166 -18,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 19.1
Old : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 26 66 55 77 96 143 177:
Old : 197: 26 66 55 77 96 143 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
Old : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
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 26, 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 : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Old : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 30,140: 34,085 5,653 3,301 -3,976 22,684 33,409 31,637: -3,269 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 5.1
Old : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 43 24 47 52 59 112 113:
Old : 131: 43 24 47 52 59 112 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.5 48.1 46.5 18.1 22.1 24.4 28.5
Old : 34.5 34.5 48.1 46.5 18.1 22.1 24.4 28.5
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 19, 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 : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Old : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,271: 1,398 -9,564 17,729 -9,805 6,112 9,322 14,276: 10,949 5,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
Old : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 45 17 48 56 61 112 115:
Old : 128: 45 17 48 56 61 112 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
Old : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
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 26, 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 : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Old : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,136: 1,278 -355 190 101 357 1,569 192: -433 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
Old : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
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 : 66: 21 16 9 19 12 46 31:
Old : 66: 21 16 9 19 12 46 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 : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
Old : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
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 19, 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 : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Old : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,833: -561 471 136 948 1,254 523 1,861: 1,310 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 16.7
Old : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 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 : 64: 18 18 9 18 12 44 31:
Old : 64: 18 18 9 18 12 44 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 : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 65.1
Old : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 65.1
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 26, 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 : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Old : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,737: -2,669 4,625 889 9,864 -1,395 8,084 4,118: -3,347 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
Old : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
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 : 74: 22 27 17 16 16 45 53:
Old : 74: 22 27 17 16 16 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
Old : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Old : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,855: 633 2,087 -2,208 4,213 4,463 2,639 4,342: 5,216 3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
Old : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
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 : 68: 24 22 14 16 13 45 44:
Old : 68: 24 22 14 16 13 45 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 : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
Old : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
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 26, 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 : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
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 : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 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 : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
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 19, 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 : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 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 : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
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 26, 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 : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
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 : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
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 19, 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 : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
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 : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 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 : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
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 26, 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 : 30,088: 1,692 2,159 4,993 16,663 15,189 23,349 22,342: 6,739 7,746
Old : 30,088: 1,692 2,159 4,993 16,663 15,189 23,349 22,342: 6,739 7,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,288: -39 68 407 1,142 516 1,510 990: -222 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.2 16.6 55.4 50.5 77.6 74.3: 22.4 25.7
Old : 100.0: 5.6 7.2 16.6 55.4 50.5 77.6 74.3: 22.4 25.7
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 : 45: 12 6 14 23 18 39 34:
Old : 45: 12 6 14 23 18 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 27.6 57.1 48.2 38.6 24.8 45.2 39.5
Old : 41.6 27.6 57.1 48.2 38.6 24.8 45.2 39.5
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 19, 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 : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Old : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,338: 268 -1 33 745 586 1,046 618: 293 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
Old : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
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 : 45: 13 4 12 24 19 39 33:
Old : 45: 13 4 12 24 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
Old : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
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 26, 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 : 99,796: 16,797 9,069 24,175 42,481 37,425 83,453 70,669: 16,343 29,127
Old : 93,447: 16,372 9,134 22,504 39,796 35,393 78,672 67,031: 14,775 26,416
Other: 6,349: 1,870 1,380 226 2,685 2,032 4,781 3,638: 1,568 2,711
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,890: 1,319 3,814 2,528 40 -1,024 3,886 5,318: 4 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.1 24.2 42.6 37.5 83.6 70.8: 16.4 29.2
Old : 100.0: 17.5 9.8 24.1 42.6 37.9 84.2 71.7: 15.8 28.3
Other: 100.0: 29.5 21.7 3.6 42.3 32.0 75.3 57.3: 24.7 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 46 38 59 28 35 110 113:
Old : 145: 45 38 59 27 35 108 113:
Other: 31: 10 5 7 6 12 20 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 : 26.9 17.9 38.7 27.3 26.9 17.7 36.7 25.8
Old : 28.7 18.0 41.3 28.0 28.7 17.9 39.2 27.2
Other: 57.0 37.9 67.3 48.9 55.6 35.6 65.4 46.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 95,905: 15,478 5,254 21,647 42,441 38,449 79,567 65,351: 16,339 30,555
Old : 90,224: 15,411 5,232 20,258 39,858 36,572 75,527 62,061: 14,697 28,163
Other: 5,681: 1,361 1,317 96 2,583 1,877 4,040 3,290: 1,642 2,392
: : :
: : Changes in Commitments from: April 12, 2005 :
: -2,687: -221 -113 158 -1,283 -1,625 -1,346 -1,580: -1,342 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.5 22.6 44.3 40.1 83.0 68.1: 17.0 31.9
Old : 100.0: 17.1 5.8 22.5 44.2 40.5 83.7 68.8: 16.3 31.2
Other: 100.0: 24.0 23.2 1.7 45.5 33.0 71.1 57.9: 28.9 42.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 35 35 54 26 30 101 96:
Old : 130: 35 35 54 26 30 101 96:
Other: 29: 8 5 6 5 12 16 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 18.7 39.7 29.7 27.9 18.3 38.0 26.9
Old : 29.7 18.8 42.2 30.4 29.7 18.3 40.2 29.5
Other: 62.5 39.7 68.8 50.5 60.9 39.7 66.6 50.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,826: 392 1,486 420 1,639 765 2,451 2,671: 1,375 1,155
Old : 3,806: 389 1,486 419 1,624 765 2,432 2,670: 1,374 1,136
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 19, 2005 :
: 758: 208 516 98 49 -37 355 577: 403 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 38.8 11.0 42.8 20.0 64.1 69.8: 35.9 30.2
Old : 100.0: 10.2 39.0 11.0 42.7 20.1 63.9 70.2: 36.1 29.8
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 12 8 8 3 22 20:
Old : 33: 11 12 8 8 3 22 20:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.9 48.2 57.5 32.9 40.9 39.7 48.5
Old : 36.4 44.1 48.0 57.8 32.7 41.1 39.5 48.8
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,069: 184 970 322 1,590 802 2,097 2,094: 972 974
Old : 3,050: 184 970 320 1,574 797 2,079 2,087: 971 962
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 631: -9 440 202 23 48 216 690: 414 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 31.6 10.5 51.8 26.1 68.3 68.3: 31.7 31.7
Old : 100.0: 6.0 31.8 10.5 51.6 26.1 68.2 68.4: 31.8 31.6
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 6 10 4 20 18:
Old : 30: 7 11 6 10 4 20 18:
Other: 4: 1 1 1 2 1 3 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 : 41.5 42.2 54.5 56.0 34.8 38.0 41.7 45.6
Old : 41.2 42.5 54.3 56.4 34.6 38.2 41.5 45.9
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 156,675: 45,945 11,475 21,384 70,051 79,957 137,381 112,816: 19,294 43,860
Old : 156,675: 45,945 11,475 21,384 70,051 79,957 137,381 112,816: 19,294 43,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,039: 4,826 1,035 2,178 -2,669 -556 4,335 2,657: 1,704 3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.3 13.6 44.7 51.0 87.7 72.0: 12.3 28.0
Old : 100.0: 29.3 7.3 13.6 44.7 51.0 87.7 72.0: 12.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 61 31 42 63 102 150 156:
Old : 212: 61 31 42 63 102 150 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 14.7 34.7 24.3 20.7 14.5 32.5 22.8
Old : 20.7 14.7 34.7 24.3 20.7 14.5 32.5 22.8
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 19, 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 : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Old : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2: -2,179 977 2,028 1,641 -2,375 1,490 630: -1,488 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 26.9
Old : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 26.9
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 : 215: 55 31 45 79 109 161 166:
Old : 215: 55 31 45 79 109 161 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.7 36.1 24.9 21.3 15.5 33.7 23.9
Old : 21.3 15.7 36.1 24.9 21.3 15.5 33.7 23.9
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 26, 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 : 4,879: 1,200 442 402 1,215 2,634 2,817 3,478: 2,062 1,401
Old : 4,879: 1,200 442 402 1,215 2,634 2,817 3,478: 2,062 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -50: -193 147 -34 -73 -305 -300 -193: 250 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.1 8.2 24.9 54.0 57.7 71.3: 42.3 28.7
Old : 100.0: 24.6 9.1 8.2 24.9 54.0 57.7 71.3: 42.3 28.7
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 : 47: 16 7 8 19 16 37 29:
Old : 47: 16 7 8 19 16 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 43.0 30.0 53.5 18.0 43.0 25.7 52.8
Old : 19.6 43.0 30.0 53.5 18.0 43.0 25.7 52.8
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 19, 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 : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Old : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -317: -72 -10 0 32 -54 -40 -65: -277 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 25.5
Old : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 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 : 47: 17 9 10 15 17 37 31:
Old : 47: 17 9 10 15 17 37 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 : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
Old : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
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 26, 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 : 31,852: 10,287 2,293 6,297 9,313 7,446 25,897 16,035: 5,955 15,816
Old : 31,852: 10,287 2,293 6,297 9,313 7,446 25,897 16,035: 5,955 15,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 851: -254 800 208 145 -340 99 668: 751 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 7.2 19.8 29.2 23.4 81.3 50.3: 18.7 49.7
Old : 100.0: 32.3 7.2 19.8 29.2 23.4 81.3 50.3: 18.7 49.7
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 : 154: 53 25 31 49 50 119 94:
Old : 154: 53 25 31 49 50 119 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 12.5 27.0 17.9 14.5 6.2 23.2 10.7
Old : 15.9 12.5 27.0 17.9 14.5 6.2 23.2 10.7
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 19, 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 : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Old : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -900: 61 411 -1,939 999 99 -879 -1,429: -21 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
Old : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
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 : 147: 52 18 23 48 54 112 86:
Old : 147: 52 18 23 48 54 112 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
Old : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
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 26, 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 : 92,366: 13,713 38,118 2,350 48,040 30,932 64,103 71,399: 28,264 20,967
Old : 92,366: 13,713 38,118 2,350 48,040 30,932 64,103 71,399: 28,264 20,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 9,571: 142 8,191 153 9,546 -1,061 9,841 7,283: -270 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 41.3 2.5 52.0 33.5 69.4 77.3: 30.6 22.7
Old : 100.0: 14.8 41.3 2.5 52.0 33.5 69.4 77.3: 30.6 22.7
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 : 69: 18 15 6 27 20 47 39:
Old : 69: 18 15 6 27 20 47 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 : 29.6 30.7 42.2 45.4 28.7 30.7 40.8 45.1
Old : 29.6 30.7 42.2 45.4 28.7 30.7 40.8 45.1
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 19, 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 : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Old : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,551: -2,348 6,600 297 12,560 -181 10,509 6,715: -2,958 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
Old : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
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 : 69: 18 15 6 24 21 45 39:
Old : 69: 18 15 6 24 21 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
Old : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
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 26, 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 : 35,064: 3,504 12,129 1 21,122 7,719 24,627 19,849: 10,437 15,215
Old : 35,064: 3,504 12,129 1 21,122 7,719 24,627 19,849: 10,437 15,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,371: -81 -3,177 0 -1,584 1,107 -1,665 -2,070: 295 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 34.6 0.0 60.2 22.0 70.2 56.6: 29.8 43.4
Old : 100.0: 10.0 34.6 0.0 60.2 22.0 70.2 56.6: 29.8 43.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 7 1 10 8 16 15:
Old : 28: 5 7 1 10 8 16 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 : 37.6 28.8 56.7 44.1 37.6 28.7 54.6 41.2
Old : 37.6 28.8 56.7 44.1 37.6 28.7 54.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Old : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,809: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 184 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
Old : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
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 : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 16 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 : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
Old : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
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 26, 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 : 99,147: 71,277 5,197 57 19,424 91,149 90,758 96,402: 8,390 2,745
Old : 99,147: 71,277 5,197 57 19,424 91,149 90,758 96,402: 8,390 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,278: 6,435 1,042 -1 -491 4,859 5,944 5,900: 334 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 5.2 0.1 19.6 91.9 91.5 97.2: 8.5 2.8
Old : 100.0: 71.9 5.2 0.1 19.6 91.9 91.5 97.2: 8.5 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 : 100: 53 16 2 18 18 72 35:
Old : 100: 53 16 2 18 18 72 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 : 35.8 59.1 50.4 81.7 35.8 59.0 50.4 81.6
Old : 35.8 59.1 50.4 81.7 35.8 59.0 50.4 81.6
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 19, 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 : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Old : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,596: 13,161 147 0 2,564 15,611 15,725 15,759: -1,129 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
Old : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
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 : 94: 53 10 2 18 18 72 29:
Old : 94: 53 10 2 18 18 72 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
Old : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
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 26, 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 : 87,877: 29,298 5,474 818 33,734 70,510 63,850 76,803: 24,026 11,074
Old : 87,877: 29,298 5,474 818 33,734 70,510 63,850 76,803: 24,026 11,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,786: -3,036 -965 -2,083 -995 1,602 -6,114 -1,446: 3,327 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.2 0.9 38.4 80.2 72.7 87.4: 27.3 12.6
Old : 100.0: 33.3 6.2 0.9 38.4 80.2 72.7 87.4: 27.3 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 : 57: 23 9 4 16 15 41 26:
Old : 57: 23 9 4 16 15 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 58.0 38.6 74.5 25.3 57.2 37.8 73.7
Old : 26.1 58.0 38.6 74.5 25.3 57.2 37.8 73.7
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 19, 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 : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Old : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,330: 6,591 185 1,370 -3,563 4,221 4,398 5,776: 932 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 13.7
Old : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 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 : 59: 21 11 6 19 15 44 28:
Old : 59: 21 11 6 19 15 44 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 : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
Old : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
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 26, 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 : 165,535: 10,403 42,651 4,313 123,500 92,610 138,215 139,573: 27,320 25,962
Old : 165,535: 10,403 42,651 4,313 123,500 92,610 138,215 139,573: 27,320 25,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -3,128: 3,527 -18,644 1,388 -8,262 16,910 -3,347 -347: 218 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 25.8 2.6 74.6 55.9 83.5 84.3: 16.5 15.7
Old : 100.0: 6.3 25.8 2.6 74.6 55.9 83.5 84.3: 16.5 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 15 25 8 31 29 48 60:
Old : 83: 15 25 8 31 29 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 38.2 65.5 50.0 44.1 31.1 52.2 39.9
Old : 50.4 38.2 65.5 50.0 44.1 31.1 52.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Old : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 8,974: -3,507 6,163 -2,304 15,293 8,725 9,482 12,583: -508 -3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 17.0
Old : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 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 : 87: 14 32 8 30 27 47 64:
Old : 87: 14 32 8 30 27 47 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 : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
Old : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
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 26, 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 : 165,528: 23,706 18,287 17,927 71,711 79,436 113,344 115,651: 52,183 49,877
Old : 165,528: 23,706 18,287 17,927 71,711 79,436 113,344 115,651: 52,183 49,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 13,596: 1,547 572 -392 8,098 5,155 9,253 5,336: 4,343 8,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.0 10.8 43.3 48.0 68.5 69.9: 31.5 30.1
Old : 100.0: 14.3 11.0 10.8 43.3 48.0 68.5 69.9: 31.5 30.1
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 : 95: 31 26 26 33 27 76 67:
Old : 95: 31 26 26 33 27 76 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 : 22.1 28.4 31.5 40.7 21.1 26.9 29.7 35.4
Old : 22.1 28.4 31.5 40.7 21.1 26.9 29.7 35.4
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 19, 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 : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Old : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -4,746: -3,722 -5,917 4,468 -1,586 -342 -840 -1,791: -3,906 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
Old : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
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: 26 30 26 32 27 75 66:
Old : 93: 26 30 26 32 27 75 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.4 31.8 41.9 20.3 26.9 28.2 34.9
Old : 21.8 28.4 31.8 41.9 20.3 26.9 28.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Old : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,888: 327 6,000 110 7,860 1,330 8,297 7,440: -409 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Old : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 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 : 29: 4 2 2 14 18 18 22:
Old : 29: 4 2 2 14 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Old : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
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 19, 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 : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 16 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 : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 :13,010,217: 629,239 707,849 3,768,891 7,434,138 6,762,124 11,832,269 11,238,864: 1,177,948 1,771,353
Old :13,010,217: 629,239 707,849 3,768,891 7,434,138 6,762,124 11,832,269 11,238,864: 1,177,948 1,771,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 94,709: 59,749 71,346 -131,663 149,317 79,951 77,403 19,633: 17,306 75,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.4 29.0 57.1 52.0 90.9 86.4: 9.1 13.6
Old : 100.0: 4.8 5.4 29.0 57.1 52.0 90.9 86.4: 9.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 57 67 109 137 141 254 264:
Old : 279: 57 67 109 137 141 254 264:
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 : 19.7 14.3 32.4 25.2 17.6 9.0 23.1 13.0
Old : 19.7 14.3 32.4 25.2 17.6 9.0 23.1 13.0
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Old :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -542,306: -62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342: 107,276 -4,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
Old : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 53 77 108 127 135 246 258:
Old : 274: 53 77 108 127 135 246 258:
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 : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
Old : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 768,101: 63,892 74,024 50,468 501,273 519,756 615,633 644,248: 152,468 123,853
Old : 768,101: 63,892 74,024 50,468 501,273 519,756 615,633 644,248: 152,468 123,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,928: -1,088 -5,494 3,920 6,139 10,812 8,971 9,237: 12,958 12,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.6 6.6 65.3 67.7 80.2 83.9: 19.8 16.1
Old : 100.0: 8.3 9.6 6.6 65.3 67.7 80.2 83.9: 19.8 16.1
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 : 213: 52 39 57 102 68 183 135:
Old : 213: 52 39 57 102 68 183 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.9 26.0 42.9 17.5 30.7 25.1 42.7
Old : 18.1 30.9 26.0 42.9 17.5 30.7 25.1 42.7
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 19, 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 : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Old : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 17,521: 2,890 1,667 9,553 6,330 11,822 18,773 23,043: -1,252 -5,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 14.9
Old : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 50 40 54 100 69 180 133:
Old : 210: 50 40 54 100 69 180 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 30.6 26.7 43.4 18.0 30.4 25.6 43.2
Old : 18.7 30.6 26.7 43.4 18.0 30.4 25.6 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 985,606: 210,064 212,389 21,862 453,804 644,038 685,730 878,288: 299,876 107,318
Old : 985,606: 210,064 212,389 21,862 453,804 644,038 685,730 878,288: 299,876 107,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,003: 3,566 -8,997 814 2,474 -5,510 6,854 -13,693: -17,857 2,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.5 2.2 46.0 65.3 69.6 89.1: 30.4 10.9
Old : 100.0: 21.3 21.5 2.2 46.0 65.3 69.6 89.1: 30.4 10.9
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 : 188: 45 52 26 56 63 115 127:
Old : 188: 45 52 26 56 63 115 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.0 32.4 37.2 17.0 20.8 25.3 30.8
Old : 21.8 25.0 32.4 37.2 17.0 20.8 25.3 30.8
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 19, 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 : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Old : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,154: 35,901 29,818 3,349 68,726 40,393 107,976 73,559: -15,822 18,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
Old : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
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: 44 53 26 51 61 107 128:
Old : 184: 44 53 26 51 61 107 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
Old : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Old : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 34: 0 -33 0 -353 -29 -353 -62: 387 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Old : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 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 : 26: 1 3 0 10 13 11 16:
Old : 26: 1 3 0 10 13 11 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 : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Old : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
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 19, 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 : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 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 : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 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 : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
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 26, 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 : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Old : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -143: 1,682 270 -17 -901 -146 764 107: -907 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Old : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
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 : 39: 6 3 2 19 18 26 22:
Old : 39: 6 3 2 19 18 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Old : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
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 : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 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 : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 61,392: 6,844 20,440 83 36,076 27,903 43,003 48,426: 18,389 12,967
Old : 61,392: 6,844 20,440 83 36,076 27,903 43,003 48,426: 18,389 12,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,237: 1,512 2,027 -45 -57 1,762 1,410 3,744: 1,827 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.3 0.1 58.8 45.4 70.0 78.9: 30.0 21.1
Old : 100.0: 11.1 33.3 0.1 58.8 45.4 70.0 78.9: 30.0 21.1
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 : 95: 17 25 2 35 34 53 60:
Old : 95: 17 25 2 35 34 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.8 40.5 40.8 29.1 24.1 37.9 37.9
Old : 30.3 26.8 40.5 40.8 29.1 24.1 37.9 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Old : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,518: 1,117 1,655 19 -134 -481 1,003 1,193: 4,515 4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 23.2
Old : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 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 : 92: 15 25 3 36 31 52 58:
Old : 92: 15 25 3 36 31 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
Old : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
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 26, 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 : 342,390: 79,234 146,895 1,439 221,396 127,338 302,069 275,672: 40,320 66,717
Old : 342,390: 79,234 146,895 1,439 221,396 127,338 302,069 275,672: 40,320 66,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,503: -716 -1,587 112 24,300 -1,528 23,697 -3,003: -9,193 17,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 42.9 0.4 64.7 37.2 88.2 80.5: 11.8 19.5
Old : 100.0: 23.1 42.9 0.4 64.7 37.2 88.2 80.5: 11.8 19.5
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 : 191: 38 84 8 47 36 90 123:
Old : 191: 38 84 8 47 36 90 123:
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 : 37.2 26.7 55.5 38.5 35.3 19.8 48.4 29.5
Old : 37.2 26.7 55.5 38.5 35.3 19.8 48.4 29.5
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 19, 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 : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Old : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 45,308: 1,769 30,141 -1,045 29,251 3,688 29,975 32,783: 15,333 12,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.3 0.4 60.1 39.3 84.9 85.0: 15.1 15.0
Old : 100.0: 24.4 45.3 0.4 60.1 39.3 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 : 194: 46 75 8 50 37 100 116:
Old : 194: 46 75 8 50 37 100 116:
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 : 36.4 28.3 52.5 40.0 34.0 22.1 45.5 31.8
Old : 36.4 28.3 52.5 40.0 34.0 22.1 45.5 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 96,275: 28,449 4,203 8,366 35,983 73,751 72,799 86,320: 23,477 9,956
Old : 96,275: 28,449 4,203 8,366 35,983 73,751 72,799 86,320: 23,477 9,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,931: 7,281 -1,016 1,879 -4,772 8,799 4,388 9,663: 542 -4,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.4 8.7 37.4 76.6 75.6 89.7: 24.4 10.3
Old : 100.0: 29.6 4.4 8.7 37.4 76.6 75.6 89.7: 24.4 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 : 52: 18 6 6 20 18 41 27:
Old : 52: 18 6 6 20 18 41 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 : 38.5 60.4 48.1 73.4 33.6 59.2 43.2 69.1
Old : 38.5 60.4 48.1 73.4 33.6 59.2 43.2 69.1
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 19, 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 : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Old : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -523: -5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495: 3,277 4,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
Old : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
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 : 46: 11 9 6 19 16 35 26:
Old : 46: 11 9 6 19 16 35 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 : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
Old : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 34,505: 1,121 13,276 5 28,032 16,626 29,158 29,907: 5,347 4,597
Old : 34,505: 1,121 13,276 5 28,032 16,626 29,158 29,907: 5,347 4,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,501: 0 812 0 714 1,212 714 2,024: 787 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.2 48.2 84.5 86.7: 15.5 13.3
Old : 100.0: 3.2 38.5 0.0 81.2 48.2 84.5 86.7: 15.5 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 : 61: 2 14 1 26 29 29 43:
Old : 61: 2 14 1 26 29 29 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 : 56.6 37.3 66.9 49.7 55.4 36.9 65.4 49.3
Old : 56.6 37.3 66.9 49.7 55.4 36.9 65.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Old : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,853: -71 1,614 5 1,830 432 1,764 2,051: 88 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
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: 2 13 1 26 28 29 41:
Old : 60: 2 13 1 26 28 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
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 26, 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 : 218,835: 56,240 28,545 2,035 147,905 169,766 206,180 200,346: 12,655 18,489
Old : 218,835: 56,240 28,545 2,035 147,905 169,766 206,180 200,346: 12,655 18,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,109: 5,687 -82 224 11,149 14,991 17,060 15,133: 5,049 6,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.0 0.9 67.6 77.6 94.2 91.6: 5.8 8.4
Old : 100.0: 25.7 13.0 0.9 67.6 77.6 94.2 91.6: 5.8 8.4
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 : 114: 19 38 11 30 43 54 87:
Old : 114: 19 38 11 30 43 54 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 36.7 70.6 51.2 55.8 33.4 67.3 47.5
Old : 58.8 36.7 70.6 51.2 55.8 33.4 67.3 47.5
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 19, 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 : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Old : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 19,561: 7,157 -1,629 118 14,968 21,673 22,243 20,162: -2,683 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 5.9
Old : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 5.9
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 : 105: 18 33 9 30 40 52 78:
Old : 105: 18 33 9 30 40 52 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 : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
Old : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
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 26, 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 : 38,020: 10,270 6,697 235 15,282 21,517 25,787 28,449: 12,233 9,571
Old : 38,020: 10,270 6,697 235 15,282 21,517 25,787 28,449: 12,233 9,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -316: 201 -1,592 0 -938 120 -737 -1,472: 421 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.6 0.6 40.2 56.6 67.8 74.8: 32.2 25.2
Old : 100.0: 27.0 17.6 0.6 40.2 56.6 67.8 74.8: 32.2 25.2
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 : 76: 23 13 2 17 25 42 39:
Old : 76: 23 13 2 17 25 42 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 : 22.0 27.6 33.5 39.1 21.6 25.0 31.2 35.9
Old : 22.0 27.6 33.5 39.1 21.6 25.0 31.2 35.9
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 19, 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 : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Old : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 21.9
Old : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 13 2 18 24 42 38:
Old : 74: 22 13 2 18 24 42 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 : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
Old : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Old : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 40: -537 -238 0 1,036 93 499 -145: -459 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Old : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
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 : 23: 9 2 1 9 4 18 7:
Old : 23: 9 2 1 9 4 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Old : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
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: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
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 26, 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 : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Old : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -394: -2,091 0 -136 121 1,289 -2,106 1,153: 1,712 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Old : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
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 : 47: 3 12 1 19 27 23 40:
Old : 47: 3 12 1 19 27 23 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 : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Old : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
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 19, 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 : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
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: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 23 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 : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 127,337: 44,947 3,942 18,497 25,295 90,862 88,739 113,301: 38,598 14,036
Old : 127,337: 44,947 3,942 18,497 25,295 90,862 88,739 113,301: 38,598 14,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 419: 2,967 581 -1,809 -2,842 828 -1,685 -400: 2,104 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 3.1 14.5 19.9 71.4 69.7 89.0: 30.3 11.0
Old : 100.0: 35.3 3.1 14.5 19.9 71.4 69.7 89.0: 30.3 11.0
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 : 156: 91 19 43 21 35 125 89:
Old : 156: 91 19 43 21 35 125 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 33.5 25.3 49.8 12.8 26.9 18.4 41.6
Old : 17.1 33.5 25.3 49.8 12.8 26.9 18.4 41.6
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 19, 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 : 126,918: 41,981 3,361 20,307 28,137 90,034 90,424 113,702: 36,494 13,216
Old : 126,918: 41,981 3,361 20,307 28,137 90,034 90,424 113,702: 36,494 13,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2,705: 718 -349 -209 2,376 3,453 2,884 2,894: -180 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.6 16.0 22.2 70.9 71.2 89.6: 28.8 10.4
Old : 100.0: 33.1 2.6 16.0 22.2 70.9 71.2 89.6: 28.8 10.4
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 : 164: 92 25 48 24 36 138 92:
Old : 164: 92 25 48 24 36 138 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 : 18.1 31.0 26.0 48.1 12.1 27.0 17.8 41.0
Old : 18.1 31.0 26.0 48.1 12.1 27.0 17.8 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 26, 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 : 119,037: 34,638 12,076 24,169 44,909 69,824 103,716 106,069: 15,321 12,968
Old : 119,037: 34,638 12,076 24,169 44,909 69,824 103,716 106,069: 15,321 12,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,440: 2,422 -254 -1,461 -3,358 -1,044 -2,397 -2,759: -43 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.1 20.3 37.7 58.7 87.1 89.1: 12.9 10.9
Old : 100.0: 29.1 10.1 20.3 37.7 58.7 87.1 89.1: 12.9 10.9
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 : 168: 61 45 39 40 42 124 111:
Old : 168: 61 45 39 40 42 124 111:
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 : 23.5 29.6 35.9 47.1 17.6 27.0 25.6 39.1
Old : 23.5 29.6 35.9 47.1 17.6 27.0 25.6 39.1
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 121,478: 32,216 12,330 25,630 48,267 70,868 106,113 108,828: 15,365 12,649
Old : 121,478: 32,216 12,330 25,630 48,267 70,868 106,113 108,828: 15,365 12,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -15,217: -13,758 -4,110 -3,555 6,113 -4,616 -11,199 -12,281: -4,017 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.2 21.1 39.7 58.3 87.4 89.6: 12.6 10.4
Old : 100.0: 26.5 10.2 21.1 39.7 58.3 87.4 89.6: 12.6 10.4
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 : 185: 67 51 54 45 45 141 132:
Old : 185: 67 51 54 45 45 141 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 28.3 35.8 46.6 17.4 26.2 24.8 37.6
Old : 24.8 28.3 35.8 46.6 17.4 26.2 24.8 37.6
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 26, 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 : 376,622: 175,825 26,564 59,182 83,662 267,843 318,669 353,590: 57,953 23,032
Old : 376,622: 175,825 26,564 59,182 83,662 267,843 318,669 353,590: 57,953 23,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,584: 22,470 -2,341 -2,053 -3,666 23,331 16,751 18,938: 4,833 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 7.1 15.7 22.2 71.1 84.6 93.9: 15.4 6.1
Old : 100.0: 46.7 7.1 15.7 22.2 71.1 84.6 93.9: 15.4 6.1
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 : 248: 143 44 56 40 48 205 129:
Old : 248: 143 44 56 40 48 205 129:
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 : 22.3 32.3 32.8 48.3 19.5 27.2 25.9 40.4
Old : 22.3 32.3 32.8 48.3 19.5 27.2 25.9 40.4
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 19, 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 : 355,038: 153,355 28,905 61,234 87,329 244,512 301,918 334,652: 53,120 20,386
Old : 355,038: 153,355 28,905 61,234 87,329 244,512 301,918 334,652: 53,120 20,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,328: 3,077 3,335 3,140 -599 360 5,618 6,834: 710 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 8.1 17.2 24.6 68.9 85.0 94.3: 15.0 5.7
Old : 100.0: 43.2 8.1 17.2 24.6 68.9 85.0 94.3: 15.0 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 : 246: 141 46 54 39 45 203 127:
Old : 246: 141 46 54 39 45 203 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 33.7 35.0 49.3 20.7 28.2 26.0 40.6
Old : 23.6 33.7 35.0 49.3 20.7 28.2 26.0 40.6
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 26, 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 : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Old : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -239: -1,162 -277 63 195 -318 -904 -532: 665 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Old : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 24 5 8 4 5 33 16:
Old : 40: 24 5 8 4 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 : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Old : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
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 19, 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 : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Old : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 522: 709 223 1 -38 614 672 838: -150 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Old : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 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 : 37: 23 4 6 2 6 29 14:
Old : 37: 23 4 6 2 6 29 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 : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Old : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 71,829: 10,798 10,141 7,312 38,843 33,579 56,954 51,031: 14,875 20,798
Old : 7,379: 0 1,042 0 6,005 3,551 6,005 4,593: 1,374 2,786
Other: 64,450: 10,817 9,118 7,293 32,838 30,028 50,949 46,438: 13,501 18,012
: : :
: : Changes in Commitments from: April 19, 2005 :
: -15,744: 188 -3,531 -4,463 -11,315 -6,200 -15,590 -14,195: -153 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.1 10.2 54.1 46.7 79.3 71.0: 20.7 29.0
Old : 100.0: 0.0 14.1 0.0 81.4 48.1 81.4 62.2: 18.6 37.8
Other: 100.0: 16.8 14.1 11.3 51.0 46.6 79.1 72.1: 20.9 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 24 28 20 46 44 81 83:
Old : 34: 0 3 0 16 18 16 21:
Other: 110: 24 26 20 43 41 78 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 24.4 33.3 32.7 20.6 16.0 28.0 22.1
Old : 63.4 38.6 77.6 52.8 63.4 38.3 77.6 52.5
Other: 22.7 26.0 31.6 35.2 22.5 21.8 30.7 29.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 87,573: 10,610 13,672 11,775 50,159 39,779 72,544 65,226: 15,029 22,347
Old : 24,172: 174 4,151 4,808 15,376 10,161 20,357 19,119: 3,815 5,053
Other: 63,400: 10,609 9,694 6,794 34,783 29,618 52,187 46,106: 11,213 17,294
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,630: 907 4,315 370 3,306 742 4,583 5,428: 1,047 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.6 13.4 57.3 45.4 82.8 74.5: 17.2 25.5
Old : 100.0: 0.7 17.2 19.9 63.6 42.0 84.2 79.1: 15.8 20.9
Other: 100.0: 16.7 15.3 10.7 54.9 46.7 82.3 72.7: 17.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 22 27 18 47 46 78 83:
Old : 62: 5 14 9 28 28 39 45:
Other: 100: 21 24 17 39 39 69 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 27.5 40.0 35.6 21.4 14.4 28.5 20.8
Old : 50.1 32.9 63.3 48.4 30.8 19.2 37.6 26.8
Other: 28.2 29.4 37.7 38.5 27.3 26.7 36.4 34.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 30,076: 1,776 3,741 2,227 17,936 14,056 21,938 20,023: 8,138 10,053
Old : 18,717: 2,689 3,671 995 9,636 8,696 13,319 13,362: 5,397 5,355
Other: 11,359: 138 1,121 181 8,300 5,360 8,619 6,662: 2,741 4,698
: : :
: : Changes in Commitments from: April 19, 2005 :
: -8,842: -149 -6,375 -326 -6,085 -544 -6,560 -7,245: -2,282 -1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.4 7.4 59.6 46.7 72.9 66.6: 27.1 33.4
Old : 100.0: 14.4 19.6 5.3 51.5 46.5 71.2 71.4: 28.8 28.6
Other: 100.0: 1.2 9.9 1.6 73.1 47.2 75.9 58.6: 24.1 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 12 9 23 17 36 33:
Old : 45: 9 10 8 17 17 30 32:
Other: 28: 3 6 4 14 13 20 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 : 37.4 32.7 50.2 44.6 35.5 28.0 44.5 36.4
Old : 37.5 33.7 49.4 47.4 34.7 32.1 45.8 45.5
Other: 43.3 39.2 64.0 49.6 42.6 29.3 57.8 39.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 38,918: 1,925 10,116 2,552 24,021 14,600 28,498 27,268: 10,420 11,650
Old : 27,511: 3,171 10,177 1,069 15,737 8,988 19,977 20,234: 7,534 7,277
Other: 11,407: 136 1,321 102 8,284 5,612 8,521 7,034: 2,886 4,373
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,487: 829 5,876 688 3,522 -683 5,039 5,881: 1,448 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 26.0 6.6 61.7 37.5 73.2 70.1: 26.8 29.9
Old : 100.0: 11.5 37.0 3.9 57.2 32.7 72.6 73.5: 27.4 26.5
Other: 100.0: 1.2 11.6 0.9 72.6 49.2 74.7 61.7: 25.3 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 12 9 27 16 41 35:
Old : 52: 13 11 6 26 15 39 32:
Other: 30: 2 8 4 15 13 21 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 30.7 47.2 45.9 28.0 26.4 38.1 35.9
Old : 32.8 35.4 45.8 50.2 28.7 35.4 39.2 44.8
Other: 45.7 36.4 64.3 49.7 40.6 29.4 54.5 39.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 162,489: 47,015 3,663 30,727 63,733 119,817 141,476 154,208: 21,014 8,282
Old : 120,789: 43,674 5,344 15,465 44,964 95,254 104,103 116,063: 16,687 4,726
Other: 41,700: 5,593 571 13,010 18,770 24,563 37,373 38,144: 4,327 3,556
: : :
: : Changes in Commitments from: April 19, 2005 :
: 309: 3,541 -120 3,702 -7,964 -1,931 -721 1,650: 1,030 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.3 18.9 39.2 73.7 87.1 94.9: 12.9 5.1
Old : 100.0: 36.2 4.4 12.8 37.2 78.9 86.2 96.1: 13.8 3.9
Other: 100.0: 13.4 1.4 31.2 45.0 58.9 89.6 91.5: 10.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 105 33 55 62 65 194 131:
Old : 216: 100 40 43 39 61 160 123:
Other: 124: 45 15 34 51 48 105 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.2 25.1 50.6 15.2 32.7 22.2 43.6
Old : 20.4 45.8 30.2 56.9 20.4 42.7 29.2 53.4
Other: 19.4 22.3 31.8 38.2 12.7 19.2 18.0 26.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 162,180: 43,474 3,784 27,025 71,698 121,748 142,196 152,557: 19,984 9,623
Old : 123,908: 40,324 5,056 13,849 53,952 98,721 108,126 117,627: 15,782 6,281
Other: 38,272: 5,244 822 11,081 17,745 23,027 34,071 34,931: 4,202 3,342
: : :
: : Changes in Commitments from: April 12, 2005 :
: -18,503: -1,218 -696 -16,964 1,402 223 -16,780 -17,437: -1,722 -1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.3 16.7 44.2 75.1 87.7 94.1: 12.3 5.9
Old : 100.0: 32.5 4.1 11.2 43.5 79.7 87.3 94.9: 12.7 5.1
Other: 100.0: 13.7 2.1 29.0 46.4 60.2 89.0 91.3: 11.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 105 31 52 67 66 198 130:
Old : 216: 97 41 44 48 60 171 120:
Other: 124: 40 19 35 48 51 103 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 41.2 29.6 52.9 15.0 31.4 21.7 40.4
Old : 24.9 49.1 35.6 58.9 19.6 39.7 28.2 48.7
Other: 22.9 22.8 33.9 37.7 16.6 20.2 22.4 28.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 40,053: 13,178 3,552 6,183 14,775 28,482 34,136 38,217: 5,918 1,837
Old : 39,521: 13,190 3,763 5,816 14,685 28,172 33,692 37,751: 5,829 1,770
Other: 532: 265 66 90 90 311 444 466: 89 66
: : :
: : Changes in Commitments from: April 19, 2005 :
: -769: 902 118 316 -2,284 -939 -1,067 -505: 298 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.9 15.4 36.9 71.1 85.2 95.4: 14.8 4.6
Old : 100.0: 33.4 9.5 14.7 37.2 71.3 85.3 95.5: 14.7 4.5
Other: 100.0: 49.7 12.3 16.9 16.8 58.4 83.4 87.6: 16.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 66 15 26 22 18 98 51:
Old : 113: 61 20 26 22 18 98 51:
Other: 21: 10 4 10 5 5 16 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 46.8 33.6 65.7 17.6 38.7 27.3 57.2
Old : 22.5 46.7 34.0 65.9 17.8 38.6 27.6 57.3
Other: 46.0 64.6 70.4 76.0 41.8 62.4 56.9 65.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 40,823: 12,276 3,434 5,867 17,059 29,421 35,202 38,722: 5,620 2,101
Old : 40,330: 12,205 3,513 5,625 16,965 29,162 34,795 38,300: 5,535 2,030
Other: 492: 217 67 96 94 259 407 422: 85 70
: : :
: : Changes in Commitments from: April 12, 2005 :
: -4,117: -2,269 -317 -2,126 661 -1,213 -3,733 -3,656: -383 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.4 14.4 41.8 72.1 86.2 94.9: 13.8 5.1
Old : 100.0: 30.3 8.7 13.9 42.1 72.3 86.3 95.0: 13.7 5.0
Other: 100.0: 44.2 13.5 19.5 19.1 52.6 82.8 85.7: 17.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 64 14 27 23 18 95 53:
Old : 111: 59 19 27 22 18 94 53:
Other: 20: 8 5 10 4 5 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 49.6 37.6 68.2 17.7 37.1 26.5 55.2
Old : 27.6 49.7 38.0 68.4 17.9 37.1 26.8 55.3
Other: 45.3 60.4 71.1 74.3 40.8 58.2 55.2 61.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 133,526: 23,592 13,890 12,974 86,662 101,416 123,228 128,280: 10,298 5,246
Old : 70,289: 18,099 13,211 8,378 34,184 44,124 60,661 65,713: 9,628 4,576
Other: 63,237: 7,216 2,402 2,873 52,478 57,291 62,567 62,567: 670 670
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,094: -1,132 6,884 1,698 4,158 -5,457 4,724 3,126: -630 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.4 9.7 64.9 76.0 92.3 96.1: 7.7 3.9
Old : 100.0: 25.7 18.8 11.9 48.6 62.8 86.3 93.5: 13.7 6.5
Other: 100.0: 11.4 3.8 4.5 83.0 90.6 98.9 98.9: 1.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 58 35 32 51 40 125 92:
Old : 147: 64 26 29 51 38 122 86:
Other: 76: 15 21 18 29 30 59 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.9 42.1 52.4 21.7 27.5 31.1 36.2
Old : 17.0 28.6 28.4 43.0 16.2 25.4 26.3 39.1
Other: 50.4 55.2 66.7 72.8 35.2 42.1 48.8 52.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 129,432: 24,724 7,005 11,276 82,504 106,873 118,504 125,154: 10,928 4,277
Old : 66,925: 19,286 6,577 7,281 31,049 49,487 57,615 63,345: 9,310 3,580
Other: 62,507: 6,939 1,929 2,495 51,455 57,386 60,889 61,809: 1,618 697
: : :
: : Changes in Commitments from: April 12, 2005 :
: -10,113: -5,139 2,645 2,193 -3,665 -11,765 -6,611 -6,927: -3,503 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.4 8.7 63.7 82.6 91.6 96.7: 8.4 3.3
Old : 100.0: 28.8 9.8 10.9 46.4 73.9 86.1 94.7: 13.9 5.3
Other: 100.0: 11.1 3.1 4.0 82.3 91.8 97.4 98.9: 2.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 55 28 34 50 41 125 90:
Old : 144: 58 29 30 47 39 119 84:
Other: 77: 17 19 16 29 31 58 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.2 43.3 57.2 21.0 29.8 30.6 39.7
Old : 18.8 35.1 29.0 50.2 17.1 30.6 26.4 45.1
Other: 51.5 55.1 67.8 74.3 36.7 44.0 49.5 54.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Old : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -667: 8,829 5,730 -379 -3,827 -1,561 4,623 3,790: -5,290 -4,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 12.4
Old : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 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 : 155: 50 40 36 60 45 124 107:
Old : 155: 50 40 36 60 45 124 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
Old : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
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 19, 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 : 451,080: 63,140 77,519 63,728 244,525 249,449 371,393 390,696: 79,687 60,384
Old : 451,080: 63,140 77,519 63,728 244,525 249,449 371,393 390,696: 79,687 60,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,173: -8,221 14,296 -2,680 7,967 -7,800 -2,934 3,816: 1,761 -4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.2 14.1 54.2 55.3 82.3 86.6: 17.7 13.4
Old : 100.0: 14.0 17.2 14.1 54.2 55.3 82.3 86.6: 17.7 13.4
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 : 145: 38 42 35 60 46 115 106:
Old : 145: 38 42 35 60 46 115 106:
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 : 15.6 27.6 27.9 43.5 13.5 22.1 23.4 31.3
Old : 15.6 27.6 27.9 43.5 13.5 22.1 23.4 31.3
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 26, 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 : 138,548: 34,206 8,856 39,312 51,045 81,903 124,564 130,071: 13,985 8,477
Old : 119,334: 33,578 12,696 30,184 42,648 69,274 106,411 112,155: 12,923 7,179
Other: 19,214: 5,221 753 4,535 8,397 12,629 18,153 17,917: 1,062 1,298
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,938: 4,388 1,291 5,642 -4,008 -842 6,022 6,092: 917 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.4 28.4 36.8 59.1 89.9 93.9: 10.1 6.1
Old : 100.0: 28.1 10.6 25.3 35.7 58.1 89.2 94.0: 10.8 6.0
Other: 100.0: 27.2 3.9 23.6 43.7 65.7 94.5 93.2: 5.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 167 47 110 100 105 301 234:
Old : 341: 157 58 103 96 101 291 226:
Other: 149: 37 21 36 58 73 108 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 23.5 23.8 35.2 11.7 17.9 18.8 25.8
Old : 13.8 24.1 23.5 35.2 13.4 18.8 21.7 27.3
Other: 30.6 33.0 45.4 42.9 25.2 24.7 30.5 32.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 131,610: 29,819 7,565 33,670 55,053 82,745 118,542 123,979: 13,068 7,631
Old : 115,098: 29,498 10,139 26,182 46,921 72,173 102,601 108,495: 12,497 6,603
Other: 16,512: 3,630 736 4,178 8,132 10,571 15,941 15,485: 571 1,027
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,812: -6,725 352 -2,142 1,105 -4,989 -7,763 -6,780: 1,951 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.7 25.6 41.8 62.9 90.1 94.2: 9.9 5.8
Old : 100.0: 25.6 8.8 22.7 40.8 62.7 89.1 94.3: 10.9 5.7
Other: 100.0: 22.0 4.5 25.3 49.3 64.0 96.5 93.8: 3.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 164 42 105 96 103 293 223:
Old : 328: 161 46 97 93 101 283 216:
Other: 143: 33 24 35 56 64 105 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 24.3 25.4 36.7 12.7 18.6 20.0 26.2
Old : 15.1 25.7 25.6 37.8 14.4 20.2 22.8 28.2
Other: 31.8 29.9 47.0 40.9 24.1 20.1 28.8 28.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Old : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 737: -307 274 -35 809 214 467 453: 270 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
Old : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 13 9 6 6 25 25:
Old : 39: 15 13 9 6 6 25 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 : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
Old : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
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 19, 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 : 17,759: 7,123 4,303 2,743 4,948 8,337 14,814 15,383: 2,945 2,375
Old : 17,759: 7,123 4,303 2,743 4,948 8,337 14,814 15,383: 2,945 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,000: -69 -775 77 -616 -228 -608 -926: -392 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 24.2 15.4 27.9 46.9 83.4 86.6: 16.6 13.4
Old : 100.0: 40.1 24.2 15.4 27.9 46.9 83.4 86.6: 16.6 13.4
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 : 41: 18 12 10 7 5 30 23:
Old : 41: 18 12 10 7 5 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 68.3 68.3 78.2 47.9 57.0 56.5 64.4
Old : 54.7 68.3 68.3 78.2 47.9 57.0 56.5 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 207,363: 30,199 25,506 34,675 108,228 120,708 173,101 180,889: 34,262 26,474
Old : 207,363: 30,199 25,506 34,675 108,228 120,708 173,101 180,889: 34,262 26,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -3,923: 420 -29 -2,073 -4,118 -2,325 -5,771 -4,427: 1,848 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.3 16.7 52.2 58.2 83.5 87.2: 16.5 12.8
Old : 100.0: 14.6 12.3 16.7 52.2 58.2 83.5 87.2: 16.5 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 : 118: 35 19 29 58 57 105 96:
Old : 118: 35 19 29 58 57 105 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 28.3 31.8 37.8 13.0 16.4 19.5 22.6
Old : 20.5 28.3 31.8 37.8 13.0 16.4 19.5 22.6
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 211,287: 29,779 25,535 36,748 112,346 123,033 178,873 185,316: 32,414 25,971
Old : 211,287: 29,779 25,535 36,748 112,346 123,033 178,873 185,316: 32,414 25,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 9,062: 653 -3,547 1,982 6,124 11,631 8,758 10,065: 304 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.1 17.4 53.2 58.2 84.7 87.7: 15.3 12.3
Old : 100.0: 14.1 12.1 17.4 53.2 58.2 84.7 87.7: 15.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 37 21 33 59 59 111 100:
Old : 125: 37 21 33 59 59 111 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 27.5 31.8 38.8 13.3 17.6 20.6 24.7
Old : 19.4 27.5 31.8 38.8 13.3 17.6 20.6 24.7
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 26, 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 : 729,843: 39,085 46,380 292,479 319,654 352,852 651,217 691,710: 78,626 38,133
Old : 729,843: 39,085 46,380 292,479 319,654 352,852 651,217 691,710: 78,626 38,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -34,183: 494 -4,868 -16,697 -14,226 -12,967 -30,429 -34,532: -3,753 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 40.1 43.8 48.3 89.2 94.8: 10.8 5.2
Old : 100.0: 5.4 6.4 40.1 43.8 48.3 89.2 94.8: 10.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 44 50 71 86 78 171 162:
Old : 185: 44 50 71 86 78 171 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 22.3 32.7 35.2 4.5 7.3 7.0 11.1
Old : 21.1 22.3 32.7 35.2 4.5 7.3 7.0 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 764,026: 38,590 51,248 309,176 333,880 365,818 681,647 726,243: 82,379 37,783
Old : 764,026: 38,590 51,248 309,176 333,880 365,818 681,647 726,243: 82,379 37,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 17,860: -7,874 1,531 4,515 7,815 7,198 4,456 13,244: 13,404 4,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.7 40.5 43.7 47.9 89.2 95.1: 10.8 4.9
Old : 100.0: 5.1 6.7 40.5 43.7 47.9 89.2 95.1: 10.8 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 : 200: 51 54 85 87 79 186 177:
Old : 200: 51 54 85 87 79 186 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.5 31.7 34.4 4.3 6.8 6.6 10.7
Old : 20.0 21.5 31.7 34.4 4.3 6.8 6.6 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Old : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Old : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
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 : 20: 2 1 3 12 12 15 15:
Old : 20: 2 1 3 12 12 15 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 : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Old : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
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 26, 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 : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Old : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,050: 998 -1,758 1,758 -498 674 2,258 674: 792 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Old : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 20 26 22 28:
Old : 34: 2 1 1 20 26 22 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 : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Old : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Old : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,096: 0 952 0 1,423 231 1,423 1,183: -327 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 4.2
Old : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 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 : 33: 1 2 0 19 26 20 28:
Old : 33: 1 2 0 19 26 20 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 : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
Old : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
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 26, 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 : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Old : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,473: 1,624 186 0 -333 4,073 1,291 4,259: 182 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Old : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 11 14 13 17:
Old : 23: 1 3 1 11 14 13 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 : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Old : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
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 19, 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 : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Old : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,474: 3,548 7,430 -3,444 3,017 983 3,121 4,969: 1,353 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Old : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 11 13 13 16:
Old : 21: 1 3 1 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Old : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Old : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 2,140: 0 -721 1,079 999 1,720 2,078 2,078: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Old : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 15 14 18 17:
Old : 21: 0 3 3 15 14 18 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 : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Old : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Old : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Old : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 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 : 20: 0 3 3 14 13 17 16:
Old : 20: 0 3 3 14 13 17 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 : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
Old : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
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 26, 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 : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Old : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,662: -743 2,128 933 4,637 603 4,827 3,664: -1,165 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Old : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 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 : 26: 2 3 4 18 16 22 21:
Old : 26: 2 3 4 18 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Old : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
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 19, 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 : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Old : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,211: -1,228 2,020 1,029 2,940 1,375 2,741 4,424: 1,470 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Old : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 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 : 24: 3 2 4 18 15 22 20:
Old : 24: 3 2 4 18 15 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 : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
Old : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
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 26, 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 : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Old : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -831: 0 -2 -308 -920 -335 -1,228 -645: 397 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Old : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Old : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
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 19, 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 : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Old : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,221: 0 -182 182 705 1,066 887 1,066: 334 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Old : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Old : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Old : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 15,376: 17,874 9,794 0 -1,960 5,044 15,914 14,838: -538 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Old : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 14 16 15:
Old : 21: 2 1 0 14 14 16 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 : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Old : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Old : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Old : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 14 13 16 14:
Old : 20: 2 1 0 14 13 16 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 : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Old : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Old : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Old : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 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 : 21: 3 1 0 6 12 9 13:
Old : 21: 3 1 0 6 12 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Old : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Old : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Old : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 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 : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Old : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Old : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,229: -4,536 3,207 -5,060 31,456 24,173 21,860 22,320: 369 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Old : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 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 : 125: 20 9 29 85 82 116 113:
Old : 125: 20 9 29 85 82 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Old : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
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 19, 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 : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Old : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,551: 488 3,090 6,175 17,482 14,925 24,145 24,190: -594 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Old : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 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 : 122: 22 8 29 82 79 113 111:
Old : 122: 22 8 29 82 79 113 111:
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 : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Old : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Old : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 10,115: 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124: 1,917 16,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Old : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 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 : 48: 12 8 15 25 25 43 42:
Old : 48: 12 8 15 25 25 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Old : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
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 19, 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 : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Old : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,913: -3,734 7,284 -51 10,514 -520 6,729 6,713: 184 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 2.3
Old : 100.0: 18.2 38.5 20.7 58.2 38.5 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 : 46: 10 10 15 24 24 43 40:
Old : 46: 10 10 15 24 24 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
Old : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
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 26, 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 : 57,904: 14,291 1,225 13,876 29,493 42,743 57,660 57,844: 244 60
Old : 57,904: 14,291 1,225 13,876 29,493 42,743 57,660 57,844: 244 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,505: -496 -2,060 2,333 1,615 3,277 3,452 3,550: 53 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.1 24.0 50.9 73.8 99.6 99.9: 0.4 0.1
Old : 100.0: 24.7 2.1 24.0 50.9 73.8 99.6 99.9: 0.4 0.1
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 : 41: 3 4 8 31 30 39 38:
Old : 41: 3 4 8 31 30 39 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 : 52.1 40.6 69.6 62.2 37.2 35.5 44.2 46.1
Old : 52.1 40.6 69.6 62.2 37.2 35.5 44.2 46.1
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 19, 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 : 54,399: 14,787 3,285 11,543 27,878 39,465 54,208 54,294: 191 106
Old : 54,399: 14,787 3,285 11,543 27,878 39,465 54,208 54,294: 191 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,108: 5,003 299 353 845 5,530 6,200 6,182: -93 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.0 21.2 51.2 72.5 99.6 99.8: 0.4 0.2
Old : 100.0: 27.2 6.0 21.2 51.2 72.5 99.6 99.8: 0.4 0.2
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: 4 4 8 31 29 39 37:
Old : 40: 4 4 8 31 29 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 43.1 72.7 65.9 37.4 38.2 46.3 48.0
Old : 53.1 43.1 72.7 65.9 37.4 38.2 46.3 48.0
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 26, 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 : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Old : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,011: -244 0 -220 1,519 766 1,055 546: -44 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Old : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 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 : 27: 3 1 4 17 19 21 23:
Old : 27: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Old : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
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 19, 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 : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Old : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,032: -60 -44 484 564 548 988 988: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 4 17 18 21 22:
Old : 26: 3 1 4 17 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Old : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Old : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 11 8 14 11:
Old : 21: 1 3 2 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Old : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
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 26, 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 : 1,276,265: 130,122 60,278 327,853 754,102 808,363 1,212,076 1,196,494: 64,189 79,771
Old : 1,276,265: 130,122 60,278 327,853 754,102 808,363 1,212,076 1,196,494: 64,189 79,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -291: -2,535 1,363 13,288 -5,894 -15,547 4,859 -896: -5,150 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.7 25.7 59.1 63.3 95.0 93.7: 5.0 6.3
Old : 100.0: 10.2 4.7 25.7 59.1 63.3 95.0 93.7: 5.0 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 : 284: 83 92 118 87 94 235 248:
Old : 284: 83 92 118 87 94 235 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.8 29.3 33.4 8.3 9.3 13.6 14.0
Old : 19.5 20.8 29.3 33.4 8.3 9.3 13.6 14.0
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 19, 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 : 1,276,556: 132,657 58,915 314,565 759,996 823,909 1,207,218 1,197,390: 69,338 79,166
Old : 1,276,556: 132,657 58,915 314,565 759,996 823,909 1,207,218 1,197,390: 69,338 79,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -66,062: -31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730: -9,772 -5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.6 24.6 59.5 64.5 94.6 93.8: 5.4 6.2
Old : 100.0: 10.4 4.6 24.6 59.5 64.5 94.6 93.8: 5.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 82 88 111 86 92 226 239:
Old : 275: 82 88 111 86 92 226 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.2 29.7 33.5 8.5 8.8 13.2 13.5
Old : 20.2 21.2 29.7 33.5 8.5 8.8 13.2 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Old : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Old : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 6 14 14 20 20:
Old : 21: 2 0 6 14 14 20 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 : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Old : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Old : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 216: -23 420 -47 262 -114 192 259: 24 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Old : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
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 : 117: 65 14 4 12 26 81 42:
Old : 117: 65 14 4 12 26 81 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 : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Old : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Old : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 225: -228 278 118 120 -306 10 90: 215 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 4.4
Old : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 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 : 112: 64 11 6 11 24 80 40:
Old : 112: 64 11 6 11 24 80 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 : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
Old : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
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 26, 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 : 9,190: 6,254 1,078 5 894 7,307 7,153 8,390: 2,037 800
Old : 9,190: 6,254 1,078 5 894 7,307 7,153 8,390: 2,037 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 925: 868 71 -1 -7 782 860 852: 65 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 11.7 0.1 9.7 79.5 77.8 91.3: 22.2 8.7
Old : 100.0: 68.1 11.7 0.1 9.7 79.5 77.8 91.3: 22.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 7 1 8 19 34 26:
Old : 55: 25 7 1 8 19 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 52.6 49.8 67.0 35.8 52.4 49.8 66.8
Old : 35.8 52.6 49.8 67.0 35.8 52.4 49.8 66.8
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,264: 5,386 1,007 6 901 6,525 6,293 7,538: 1,971 726
Old : 8,264: 5,386 1,007 6 901 6,525 6,293 7,538: 1,971 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 647: 752 307 -80 -25 428 647 655: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 12.2 0.1 10.9 79.0 76.1 91.2: 23.9 8.8
Old : 100.0: 65.2 12.2 0.1 10.9 79.0 76.1 91.2: 23.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 6 1 8 16 33 22:
Old : 50: 24 6 1 8 16 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 52.1 48.8 69.1 33.9 51.9 48.8 68.9
Old : 33.9 52.1 48.8 69.1 33.9 51.9 48.8 68.9
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 26, 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 : 200,561: 37,064 7,775 37,310 103,687 137,155 178,061 182,240: 22,500 18,321
Old : 200,561: 37,064 7,775 37,310 103,687 137,155 178,061 182,240: 22,500 18,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -10,109: 1,934 1,892 -7,159 -2,843 -5,053 -8,068 -10,320: -2,041 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.9 18.6 51.7 68.4 88.8 90.9: 11.2 9.1
Old : 100.0: 18.5 3.9 18.6 51.7 68.4 88.8 90.9: 11.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 48 26 42 70 79 137 130:
Old : 164: 48 26 42 70 79 137 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 16.5 36.3 27.6 19.7 10.1 28.8 17.1
Old : 24.4 16.5 36.3 27.6 19.7 10.1 28.8 17.1
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 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 210,670: 35,130 5,883 44,469 106,530 142,208 186,129 192,560: 24,541 18,110
Old : 210,670: 35,130 5,883 44,469 106,530 142,208 186,129 192,560: 24,541 18,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,744: -3,306 -774 -374 -2,886 -6,955 -6,567 -8,103: -1,177 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 2.8 21.1 50.6 67.5 88.4 91.4: 11.6 8.6
Old : 100.0: 16.7 2.8 21.1 50.6 67.5 88.4 91.4: 11.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 54 20 41 72 85 140 133:
Old : 166: 54 20 41 72 85 140 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 16.8 33.8 27.5 17.2 10.4 25.7 16.9
Old : 22.6 16.8 33.8 27.5 17.2 10.4 25.7 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005