WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 255,195: 34,667 43,431 45,839 152,147 130,602 232,653 219,872: 22,542 35,323
Old : 254,425: 34,656 43,241 45,829 151,623 130,425 232,109 219,496: 22,316 34,929
Other: 770: 20 199 0 524 177 544 376: 226 394
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,475: 2,083 6,611 4,834 4,184 3,092 11,101 14,537: -627 -4,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.0 18.0 59.6 51.2 91.2 86.2: 8.8 13.8
Old : 100.0: 13.6 17.0 18.0 59.6 51.3 91.2 86.3: 8.8 13.7
Other: 100.0: 2.6 25.8 0.0 68.1 23.0 70.6 48.8: 29.4 51.2
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 84 65 45 60 151 170:
Old : 222: 62 83 65 44 60 150 170:
Other: 23: 1 3 0 3 16 4 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 : 33.7 30.4 47.6 37.1 33.4 27.9 47.0 33.1
Old : 33.8 30.5 47.8 37.2 33.5 28.1 47.2 33.3
Other: 70.6 36.1 70.6 42.2 70.6 36.1 70.6 42.2
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 244,720: 32,584 36,820 41,004 147,963 127,511 221,551 205,335: 23,169 39,385
Old : 244,032: 32,655 36,737 40,909 147,504 127,377 221,068 205,023: 22,964 39,009
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,009: -4,991 -242 1,049 1,277 -6,993 -2,665 -6,187: -1,344 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.0 16.8 60.5 52.1 90.5 83.9: 9.5 16.1
Old : 100.0: 13.4 15.1 16.8 60.4 52.2 90.6 84.0: 9.4 16.0
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 62 73 63 43 57 145 159:
Old : 209: 63 73 63 43 57 145 159:
Other: 21: 2 2 1 2 15 4 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 : 32.9 31.8 47.6 38.3 32.6 28.8 46.6 33.7
Old : 33.0 31.9 47.7 38.4 32.7 29.0 46.8 33.9
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 835,393: 87,197 148,056 126,721 477,472 347,873 691,390 622,649: 144,003 212,743
Old : 568,264: 67,267 150,201 64,512 340,236 242,868 472,016 457,582: 96,249 110,683
Other: 267,128: 43,841 21,765 38,297 137,236 105,005 219,374 165,068: 47,754 102,061
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,471: 708 16,218 5,149 6,605 3,788 12,462 25,156: 9,009 -3,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 17.7 15.2 57.2 41.6 82.8 74.5: 17.2 25.5
Old : 100.0: 11.8 26.4 11.4 59.9 42.7 83.1 80.5: 16.9 19.5
Other: 100.0: 16.4 8.1 14.3 51.4 39.3 82.1 61.8: 17.9 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 500: 119 134 129 200 185 390 391:
Old : 473: 103 145 107 174 165 343 354:
Other: 344: 90 55 68 131 156 245 255:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 17.5 28.6 22.3 18.7 13.3 26.4 16.7
Old : 25.9 22.0 34.9 26.2 25.8 19.6 34.3 23.5
Other: 25.0 11.6 32.5 16.9 17.7 5.5 23.2 9.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 813,921: 86,489 131,837 121,571 470,868 344,085 678,928 597,493: 134,993 216,428
Old : 552,167: 67,899 133,224 63,044 329,023 240,384 459,967 436,653: 92,200 115,515
Other: 261,754: 40,202 20,226 36,915 141,844 103,700 218,961 160,840: 42,793 100,914
: : :
: : Changes in Commitments from: April 26, 2005 :
: 24,731: 194 32,752 16,969 22,261 -20,699 39,424 29,023: -14,693 -4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 14.9 57.9 42.3 83.4 73.4: 16.6 26.6
Old : 100.0: 12.3 24.1 11.4 59.6 43.5 83.3 79.1: 16.7 20.9
Other: 100.0: 15.4 7.7 14.1 54.2 39.6 83.7 61.4: 16.3 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 112 135 137 195 184 386 395:
Old : 471: 96 144 113 166 167 336 361:
Other: 334: 83 56 59 129 153 235 245:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 16.8 29.0 21.8 18.6 12.0 26.5 15.3
Old : 25.4 21.2 34.6 25.3 25.4 18.1 34.2 22.0
Other: 27.4 11.2 35.2 16.9 20.0 5.8 26.0 10.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 9,209: 1,908 1,353 817 2,127 4,832 4,852 7,002: 4,357 2,207
Old : 9,209: 1,908 1,353 817 2,127 4,832 4,852 7,002: 4,357 2,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 488: -39 441 -29 347 -458 279 -46: 208 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.7 8.9 23.1 52.5 52.7 76.0: 47.3 24.0
Old : 100.0: 20.7 14.7 8.9 23.1 52.5 52.7 76.0: 47.3 24.0
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 : 35: 9 8 4 10 15 21 25:
Old : 35: 9 8 4 10 15 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 33.1 34.3 49.0 20.5 31.5 30.5 47.2
Old : 22.2 33.1 34.3 49.0 20.5 31.5 30.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Old : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -590: -771 833 101 645 -1,810 -26 -876: -563 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
Old : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
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 : 35: 8 8 5 11 16 22 26:
Old : 35: 8 8 5 11 16 22 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 : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Old : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 335,554: 51,989 21,235 68,488 145,916 149,307 266,393 239,031: 69,161 96,524
Old : 227,825: 38,474 24,686 39,044 108,560 110,730 186,078 174,460: 41,748 53,365
Other: 107,729: 22,343 5,377 20,617 37,356 38,576 80,316 64,570: 27,413 43,159
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,423: 6,657 -3,668 642 -1,241 12,746 6,059 9,720: 4,364 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.3 20.4 43.5 44.5 79.4 71.2: 20.6 28.8
Old : 100.0: 16.9 10.8 17.1 47.7 48.6 81.7 76.6: 18.3 23.4
Other: 100.0: 20.7 5.0 19.1 34.7 35.8 74.6 59.9: 25.4 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 121 73 107 90 98 263 232:
Old : 298: 97 87 80 72 95 213 219:
Other: 200: 74 35 49 64 71 160 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 31.6 27.7 18.1 9.5 23.2 15.0
Old : 27.2 22.0 37.9 31.2 26.3 15.1 32.9 21.0
Other: 22.0 17.1 29.6 24.3 11.4 8.4 17.2 13.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 325,132: 45,332 24,903 67,846 147,156 136,561 260,335 229,310: 64,797 95,822
Old : 222,937: 33,127 29,047 37,823 112,459 101,455 183,409 168,325: 39,528 54,612
Other: 102,195: 22,020 5,672 20,208 34,698 35,105 76,925 60,985: 25,270 41,210
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,947: -10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014: -3,314 -5,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.7 20.9 45.3 42.0 80.1 70.5: 19.9 29.5
Old : 100.0: 14.9 13.0 17.0 50.4 45.5 82.3 75.5: 17.7 24.5
Other: 100.0: 21.5 5.6 19.8 34.0 34.4 75.3 59.7: 24.7 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 106 88 113 93 101 263 247:
Old : 303: 87 100 81 75 98 211 232:
Other: 201: 76 36 52 61 68 160 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.6 32.2 25.4 17.4 9.0 22.9 13.6
Old : 26.1 21.9 39.2 29.9 25.1 13.5 32.4 18.3
Other: 20.9 16.8 28.8 24.3 11.9 8.6 17.8 13.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,923: 10,674 3,185 234 121 728 11,029 4,147: 2,894 9,776
Old : 5,428: 3,415 3,009 39 36 47 3,490 3,095: 1,938 2,333
Other: 8,495: 7,370 287 84 85 681 7,539 1,052: 956 7,443
: : :
: : Changes in Commitments from: May 3, 2005 :
: -105: -313 261 -30 0 6 -343 237: 238 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 22.9 1.7 0.9 5.2 79.2 29.8: 20.8 70.2
Old : 100.0: 62.9 55.4 0.7 0.7 0.9 64.3 57.0: 35.7 43.0
Other: 100.0: 86.8 3.4 1.0 1.0 8.0 88.7 12.4: 11.3 87.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 5 1 3 14 13:
Old : 21: 10 8 1 1 2 12 10:
Other: 13: 7 3 4 1 3 9 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 18.9 72.6 25.9 57.1 18.5 72.3 24.7
Old : 39.2 43.4 59.4 56.2 39.2 43.4 59.4 55.4
Other: 84.0 10.2 88.7 12.2 83.5 9.1 86.8 10.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 158,504: 33,785 11,207 21,859 75,246 110,703 130,889 143,770: 27,615 14,735
Old : 122,775: 31,034 12,412 12,763 57,930 85,462 101,727 110,638: 21,047 12,137
Other: 35,730: 6,046 2,090 5,801 17,315 25,241 29,162 33,132: 6,568 2,598
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,862: 7,368 -3,166 -3,425 -3,953 8,797 -10 2,206: 1,872 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.1 13.8 47.5 69.8 82.6 90.7: 17.4 9.3
Old : 100.0: 25.3 10.1 10.4 47.2 69.6 82.9 90.1: 17.1 9.9
Other: 100.0: 16.9 5.9 16.2 48.5 70.6 81.6 92.7: 18.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 46 28 28 44 47 106 91:
Old : 134: 43 29 25 40 45 96 88:
Other: 61: 17 10 15 24 24 49 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 36.9 30.6 50.0 20.6 30.8 28.5 43.4
Old : 22.4 39.2 32.8 52.4 22.3 35.9 31.0 47.7
Other: 35.5 46.7 49.3 59.6 31.7 39.3 37.8 49.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 156,643: 26,417 14,373 25,284 79,199 101,907 130,899 141,563: 25,744 15,079
Old : 120,897: 24,475 15,451 15,462 61,363 76,971 101,300 107,884: 19,597 13,013
Other: 35,746: 5,854 2,835 5,909 17,836 24,936 29,599 33,680: 6,147 2,066
: : :
: : Changes in Commitments from: April 26, 2005 :
: 524: -981 3,029 155 2,478 -4,077 1,652 -893: -1,128 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.2 16.1 50.6 65.1 83.6 90.4: 16.4 9.6
Old : 100.0: 20.2 12.8 12.8 50.8 63.7 83.8 89.2: 16.2 10.8
Other: 100.0: 16.4 7.9 16.5 49.9 69.8 82.8 94.2: 17.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 43 28 36 48 46 111 100:
Old : 140: 42 32 33 45 44 106 96:
Other: 60: 12 13 17 26 24 47 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 : 21.7 34.8 32.3 47.0 21.7 28.3 29.5 39.0
Old : 22.9 37.1 33.8 48.5 22.3 32.4 31.2 42.5
Other: 39.8 48.2 53.0 59.5 35.6 41.1 42.6 50.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 908,858: 86,956 99,694 141,583 514,139 483,831 742,678 725,108: 166,180 183,751
Old : 908,858: 86,956 99,694 141,583 514,139 483,831 742,678 725,108: 166,180 183,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,088: -4,684 -1,786 4,858 -5,550 -6,745 -5,376 -3,673: 3,288 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.0 15.6 56.6 53.2 81.7 79.8: 18.3 20.2
Old : 100.0: 9.6 11.0 15.6 56.6 53.2 81.7 79.8: 18.3 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 30 45 46 80 93 138 156:
Old : 183: 30 45 46 80 93 138 156:
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 : 23.1 14.1 30.7 23.7 13.5 9.1 17.9 14.5
Old : 23.1 14.1 30.7 23.7 13.5 9.1 17.9 14.5
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, May 3, 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 : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Old : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 35,559: -1,640 1,635 17,819 1,515 19,479 17,695 38,933: 17,865 -3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
Old : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 31 44 45 79 88 139 148:
Old : 181: 31 44 45 79 88 139 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
Old : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
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, May 10, 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 : 144,896: 28,367 9,192 23,068 61,828 91,014 113,263 123,274: 31,633 21,622
Old : 104,213: 27,441 9,666 14,594 36,853 63,285 78,888 87,545: 25,325 16,668
Other: 40,683: 3,899 2,499 5,502 24,975 27,729 34,375 35,729: 6,308 4,954
: : :
: : Changes in Commitments from: May 3, 2005 :
: -3,213: -1,585 -347 -206 -954 -1,795 -2,746 -2,349: -468 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.3 15.9 42.7 62.8 78.2 85.1: 21.8 14.9
Old : 100.0: 26.3 9.3 14.0 35.4 60.7 75.7 84.0: 24.3 16.0
Other: 100.0: 9.6 6.1 13.5 61.4 68.2 84.5 87.8: 15.5 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 42 28 37 52 64 125 114:
Old : 155: 51 26 33 46 62 118 107:
Other: 82: 16 17 24 39 31 69 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 28.9 24.0 41.6 9.6 20.1 15.6 27.6
Old : 12.6 31.8 20.5 39.1 9.6 25.6 16.3 31.4
Other: 29.5 44.5 43.7 60.4 26.3 41.6 39.3 51.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 148,110: 29,952 9,539 23,275 62,782 92,809 116,009 125,623: 32,101 22,486
Old : 109,714: 28,554 10,089 15,498 39,448 66,320 83,500 91,907: 26,214 17,807
Other: 38,396: 3,211 1,263 5,963 23,335 26,489 32,509 33,716: 5,887 4,680
: : :
: : Changes in Commitments from: April 26, 2005 :
: -10,590: -3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895: -2,474 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.4 15.7 42.4 62.7 78.3 84.8: 21.7 15.2
Old : 100.0: 26.0 9.2 14.1 36.0 60.4 76.1 83.8: 23.9 16.2
Other: 100.0: 8.4 3.3 15.5 60.8 69.0 84.7 87.8: 15.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 46 26 37 51 62 122 113:
Old : 154: 48 28 33 45 60 115 107:
Other: 77: 20 10 20 37 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 : 14.8 28.0 23.9 40.9 10.4 20.0 16.5 28.2
Old : 12.9 29.3 20.6 37.1 9.9 25.0 17.2 30.6
Other: 30.3 45.8 43.5 60.3 26.7 42.4 38.7 51.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 7,794: 3,436 338 1,215 1,030 5,165 5,681 6,718: 2,114 1,076
Old : 6,428: 3,350 430 837 544 4,262 4,732 5,529: 1,696 899
Other: 1,366: 233 56 230 486 903 949 1,189: 417 177
: : :
: : Changes in Commitments from: May 3, 2005 :
: -18: -27 -772 104 224 687 301 19: -319 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 4.3 15.6 13.2 66.3 72.9 86.2: 27.1 13.8
Old : 100.0: 52.1 6.7 13.0 8.5 66.3 73.6 86.0: 26.4 14.0
Other: 100.0: 17.1 4.1 16.8 35.6 66.1 69.5 87.0: 30.5 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 9 12 17 35 29:
Old : 44: 19 7 9 7 17 30 29:
Other: 27: 10 2 7 7 13 19 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 : 34.6 42.1 48.2 60.0 33.6 39.4 39.4 52.5
Old : 40.5 41.7 53.0 61.5 40.5 41.5 47.5 56.5
Other: 37.7 46.1 54.6 63.8 26.1 34.2 31.7 45.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 7,813: 3,463 1,110 1,110 806 4,478 5,380 6,699: 2,433 1,114
Old : 6,583: 3,355 1,175 759 482 3,839 4,596 5,772: 1,987 811
Other: 1,229: 250 78 210 324 639 784 927: 445 302
: : :
: : Changes in Commitments from: April 26, 2005 :
: -49: -109 -240 291 -412 -112 -230 -61: 181 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 14.2 14.2 10.3 57.3 68.9 85.7: 31.1 14.3
Old : 100.0: 51.0 17.8 11.5 7.3 58.3 69.8 87.7: 30.2 12.3
Other: 100.0: 20.3 6.3 17.1 26.4 52.0 63.8 75.4: 36.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 6 10 10 15 32 30:
Old : 43: 20 7 9 6 15 28 29:
Other: 25: 9 3 8 6 12 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.2 46.8 58.6 32.9 36.7 39.3 53.2
Old : 38.8 39.1 51.3 63.0 38.8 38.9 46.5 58.1
Other: 29.5 39.2 48.0 56.2 26.2 30.7 32.4 41.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 330,629: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,748 106,444
Old : 330,629: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,748 106,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -4,817: 1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920: 396 4,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.9 0.5 46.0 43.4 81.3 67.8: 18.7 32.2
Old : 100.0: 34.8 23.9 0.5 46.0 43.4 81.3 67.8: 18.7 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 : 103: 18 28 3 38 40 58 69:
Old : 103: 18 28 3 38 40 58 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
Old : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
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, May 3, 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 : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Old : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,930: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,907 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
Old : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
Old : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 2,925,810: 349,918 386,965 630,215 1,672,182 1,452,725 2,652,316 2,469,904: 273,495 455,906
Old : 2,925,810: 349,918 386,965 630,215 1,672,182 1,452,725 2,652,316 2,469,904: 273,495 455,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 16,033: -843 18,946 9,584 5,596 -18,793 14,336 9,736: 1,697 6,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 13.2 21.5 57.2 49.7 90.7 84.4: 9.3 15.6
Old : 100.0: 12.0 13.2 21.5 57.2 49.7 90.7 84.4: 9.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 48 96 93 119 155 229 282:
Old : 310: 48 96 93 119 155 229 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 13.1 42.4 23.5 24.0 9.2 30.3 13.2
Old : 30.2 13.1 42.4 23.5 24.0 9.2 30.3 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Old : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 158,490: 16,538 -35,855 131,668 11,160 92,927 159,365 188,740: -875 -30,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 15.5
Old : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 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 : 304: 51 88 89 114 155 221 276:
Old : 304: 51 88 89 114 155 221 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.6 44.3 24.6 25.9 9.9 31.8 14.0
Old : 31.6 13.6 44.3 24.6 25.9 9.9 31.8 14.0
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, May 10, 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 : 1,700,796: 137,232 296,154 277,162 1,116,577 824,792 1,530,971 1,398,108: 169,825 302,687
Old : 1,700,796: 137,232 296,154 277,162 1,116,577 824,792 1,530,971 1,398,108: 169,825 302,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -5,273: -1,284 5,555 21,956 -24,444 -32,882 -3,772 -5,370: -1,501 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.4 16.3 65.7 48.5 90.0 82.2: 10.0 17.8
Old : 100.0: 8.1 17.4 16.3 65.7 48.5 90.0 82.2: 10.0 17.8
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 : 199: 32 57 56 80 96 148 173:
Old : 199: 32 57 56 80 96 148 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 20.2 46.2 28.1 23.1 12.2 33.2 18.6
Old : 32.5 20.2 46.2 28.1 23.1 12.2 33.2 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Old : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 42,260: 7,299 2,387 39,896 -4,707 11,626 42,488 53,909: -228 -11,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
Old : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
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 : 200: 31 55 51 80 103 142 178:
Old : 200: 31 55 51 80 103 142 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
Old : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 605,624: 119,054 34,586 219,473 225,003 314,855 563,530 568,914: 42,094 36,710
Old : 605,624: 119,054 34,586 219,473 225,003 314,855 563,530 568,914: 42,094 36,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 29,498: -39,889 4,755 45,959 17,471 -27,655 23,541 23,059: 5,957 6,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.7 36.2 37.2 52.0 93.0 93.9: 7.0 6.1
Old : 100.0: 19.7 5.7 36.2 37.2 52.0 93.0 93.9: 7.0 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 : 116: 36 23 47 46 54 102 104:
Old : 116: 36 23 47 46 54 102 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 39.2 50.7 51.5 11.6 16.2 18.2 21.3
Old : 34.6 39.2 50.7 51.5 11.6 16.2 18.2 21.3
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, May 3, 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 : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Old : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -105,154: -58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726: -5,228 -4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
Old : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
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 : 116: 39 18 43 49 55 103 101:
Old : 116: 39 18 43 49 55 103 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
Old : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 43,651: 10,478 5,107 1,493 20,900 28,665 32,871 35,264: 10,780 8,387
Old : 43,651: 10,478 5,107 1,493 20,900 28,665 32,871 35,264: 10,780 8,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -251: -199 -130 -102 -28 57 -329 -175: 78 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.7 3.4 47.9 65.7 75.3 80.8: 24.7 19.2
Old : 100.0: 24.0 11.7 3.4 47.9 65.7 75.3 80.8: 24.7 19.2
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 : 65: 21 15 10 19 14 46 33:
Old : 65: 21 15 10 19 14 46 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 : 31.3 57.8 45.4 65.7 31.3 57.8 45.2 64.8
Old : 31.3 57.8 45.4 65.7 31.3 57.8 45.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Old : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 407: 595 -6,748 243 -257 6,482 581 -22: -174 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
Old : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
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 : 68: 20 17 12 20 14 50 33:
Old : 68: 20 17 12 20 14 50 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 : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
Old : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
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, May 10, 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 : 74,867: 9,513 29,089 5,336 43,886 19,379 58,735 53,803: 16,133 21,064
Old : 74,867: 9,513 29,089 5,336 43,886 19,379 58,735 53,803: 16,133 21,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,435: 1,503 3,849 1,680 2,660 -558 5,842 4,971: -408 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 38.9 7.1 58.6 25.9 78.5 71.9: 21.5 28.1
Old : 100.0: 12.7 38.9 7.1 58.6 25.9 78.5 71.9: 21.5 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 21 29 21 15 15 49 52:
Old : 73: 21 29 21 15 15 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 29.9 60.7 42.6 48.9 29.9 55.9 40.0
Old : 52.6 29.9 60.7 42.6 48.9 29.9 55.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Old : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,081: -1,092 715 752 3,350 -1,613 3,010 -147: 1,071 4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
Old : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
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 : 72: 21 29 19 13 17 44 55:
Old : 72: 21 29 19 13 17 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
Old : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Old : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,333: 1,675 80 0 -215 1,444 1,460 1,524: -127 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
Old : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
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 : 58: 7 21 4 17 18 27 40:
Old : 58: 7 21 4 17 18 27 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 : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
Old : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 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 : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Old : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -72: 0 6 0 163 180 163 186: -235 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Old : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,847: 1,666 1,956 4,192 15,707 13,442 21,564 19,590: 5,283 7,257
Old : 26,847: 1,666 1,956 4,192 15,707 13,442 21,564 19,590: 5,283 7,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 865: 459 89 275 750 68 1,484 432: -619 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 15.6 58.5 50.1 80.3 73.0: 19.7 27.0
Old : 100.0: 6.2 7.3 15.6 58.5 50.1 80.3 73.0: 19.7 27.0
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 : 44: 10 7 13 23 19 38 34:
Old : 44: 10 7 13 23 19 38 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 : 43.6 27.4 58.2 47.2 41.4 24.7 49.2 39.2
Old : 43.6 27.4 58.2 47.2 41.4 24.7 49.2 39.2
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, May 3, 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 : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Old : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,106: -485 -292 -1,077 -1,706 -1,814 -3,268 -3,183: -837 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
Old : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 6 12 21 18 34 32:
Old : 41: 9 6 12 21 18 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
Old : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
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, May 10, 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 : 100,876: 14,574 10,279 21,827 44,779 36,637 81,181 68,743: 19,695 32,133
Old : 92,686: 14,380 10,347 19,491 40,907 33,910 74,778 63,748: 17,908 28,938
Other: 8,190: 2,110 1,848 420 3,872 2,727 6,402 4,995: 1,787 3,194
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,270: -2,148 1,961 -2,258 434 -3,218 -3,972 -3,515: 1,702 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 21.6 44.4 36.3 80.5 68.1: 19.5 31.9
Old : 100.0: 15.5 11.2 21.0 44.1 36.6 80.7 68.8: 19.3 31.2
Other: 100.0: 25.8 22.6 5.1 47.3 33.3 78.2 61.0: 21.8 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 41 42 48 28 34 97 104:
Old : 135: 40 41 48 28 34 95 104:
Other: 36: 9 8 6 8 15 22 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 17.7 40.7 28.7 27.2 16.6 37.3 22.7
Old : 29.6 18.0 43.2 29.6 29.6 17.2 40.4 26.1
Other: 59.7 34.9 70.7 46.7 58.5 30.5 68.1 42.3
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 103,146: 16,722 8,318 24,085 44,345 39,855 85,153 72,258: 17,993 30,888
Old : 95,964: 16,603 8,653 21,945 41,145 37,289 79,693 67,887: 16,271 28,078
Other: 7,182: 1,863 1,409 396 3,201 2,566 5,459 4,371: 1,722 2,810
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,350: -75 -751 -90 1,865 2,430 1,700 1,589: 1,650 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.1 23.4 43.0 38.6 82.6 70.1: 17.4 29.9
Old : 100.0: 17.3 9.0 22.9 42.9 38.9 83.0 70.7: 17.0 29.3
Other: 100.0: 25.9 19.6 5.5 44.6 35.7 76.0 60.9: 24.0 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 36 60 30 37 114 114:
Old : 147: 47 37 59 29 37 111 113:
Other: 35: 10 7 7 8 14 23 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.1 38.1 27.8 26.5 17.1 36.0 24.7
Old : 28.4 18.1 40.5 28.5 28.4 17.8 38.6 27.7
Other: 56.1 38.6 68.3 49.1 54.7 33.9 65.2 44.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 3,787: 396 1,496 403 1,537 806 2,336 2,705: 1,451 1,082
Old : 3,765: 396 1,501 397 1,521 801 2,314 2,699: 1,451 1,066
Other: 22: 5 0 1 16 5 22 6: 0 16
: : :
: : Changes in Commitments from: May 3, 2005 :
: 81: -197 39 67 76 12 -53 118: 134 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 39.5 10.6 40.6 21.3 61.7 71.4: 38.3 28.6
Old : 100.0: 10.5 39.9 10.5 40.4 21.3 61.5 71.7: 38.5 28.3
Other: 100.0: 22.7 0.0 4.5 72.7 22.7 100.0 27.3: 0.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 8 13 6 7 4 20 18:
Old : 30: 8 13 6 7 4 20 18:
Other: 3: 1 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 46.2 48.6 59.2 32.9 42.9 40.8 50.1
Old : 34.7 46.4 48.3 59.6 32.7 43.1 40.6 50.4
Other: 100.0 27.3 100.0 27.3 90.9 18.2 90.9 18.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 3,707: 593 1,457 336 1,461 794 2,389 2,587: 1,317 1,119
Old : 3,687: 590 1,457 335 1,446 794 2,370 2,586: 1,316 1,100
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -120: 201 -29 -85 -178 29 -62 -84: -58 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.3 9.1 39.4 21.4 64.5 69.8: 35.5 30.2
Old : 100.0: 16.0 39.5 9.1 39.2 21.5 64.3 70.1: 35.7 29.9
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 : 32: 14 10 8 6 3 21 20:
Old : 32: 14 10 8 6 3 21 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 : 34.0 46.4 46.5 57.9 31.6 43.4 41.8 51.7
Old : 33.8 46.7 46.3 58.2 31.4 43.6 41.6 52.0
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 155,384: 45,937 11,527 22,775 66,291 79,147 135,003 113,450: 20,381 41,934
Old : 155,384: 45,937 11,527 22,775 66,291 79,147 135,003 113,450: 20,381 41,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,837: 1,504 -409 2,267 -2,126 316 1,645 2,174: 1,191 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.4 14.7 42.7 50.9 86.9 73.0: 13.1 27.0
Old : 100.0: 29.6 7.4 14.7 42.7 50.9 86.9 73.0: 13.1 27.0
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 : 220: 68 30 48 65 101 158 162:
Old : 220: 68 30 48 65 101 158 162:
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 : 21.3 14.9 34.0 24.6 21.3 14.9 32.3 23.2
Old : 21.3 14.9 34.0 24.6 21.3 14.9 32.3 23.2
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, May 3, 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 : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Old : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,128: -1,512 461 -876 -1,635 -1,126 -4,023 -1,540: -105 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
Old : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
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 : 221: 64 29 43 66 107 155 162:
Old : 221: 64 29 43 66 107 155 162:
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 : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
Old : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 3,635: 1,001 332 183 892 1,998 2,076 2,512: 1,559 1,123
Old : 3,635: 1,001 332 183 892 1,998 2,076 2,512: 1,559 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -476: -210 -45 50 -40 -403 -200 -398: -275 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 9.1 5.0 24.5 55.0 57.1 69.1: 42.9 30.9
Old : 100.0: 27.5 9.1 5.0 24.5 55.0 57.1 69.1: 42.9 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 12 7 5 14 19 27 30:
Old : 42: 12 7 5 14 19 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 39.9 34.7 49.8 21.4 39.5 31.1 48.1
Old : 23.8 39.9 34.7 49.8 21.4 39.5 31.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Old : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -768: 11 -65 -269 -283 -233 -541 -568: -227 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
Old : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
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 : 43: 14 9 5 11 15 27 27:
Old : 43: 14 9 5 11 15 27 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 : 22.4 43.9 33.1 55.0 21.1 43.7 30.2 52.9
Old : 22.4 43.9 33.1 55.0 21.1 43.7 30.2 52.9
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,007: 10,154 2,151 4,799 8,413 6,157 23,365 13,106: 5,642 15,901
Old : 29,007: 10,154 2,151 4,799 8,413 6,157 23,365 13,106: 5,642 15,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 487: 177 -269 344 -87 -253 435 -178: 52 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 7.4 16.5 29.0 21.2 80.6 45.2: 19.4 54.8
Old : 100.0: 35.0 7.4 16.5 29.0 21.2 80.6 45.2: 19.4 54.8
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 : 148: 49 26 27 47 48 113 87:
Old : 148: 49 26 27 47 48 113 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 : 17.4 12.0 28.5 17.4 15.9 7.3 25.3 11.3
Old : 17.4 12.0 28.5 17.4 15.9 7.3 25.3 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Old : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,331: -311 127 -1,842 -813 -1,035 -2,966 -2,751: -365 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
Old : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
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 : 146: 52 23 27 46 47 112 86:
Old : 146: 52 23 27 46 47 112 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 : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
Old : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 93,769: 12,361 39,354 1,752 52,059 27,526 66,172 68,632: 27,598 25,138
Old : 93,769: 12,361 39,354 1,752 52,059 27,526 66,172 68,632: 27,598 25,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -7,425: -643 -6,266 -815 -6,561 678 -8,019 -6,402: 595 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 42.0 1.9 55.5 29.4 70.6 73.2: 29.4 26.8
Old : 100.0: 13.2 42.0 1.9 55.5 29.4 70.6 73.2: 29.4 26.8
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 : 71: 13 21 7 29 20 48 42:
Old : 71: 13 21 7 29 20 48 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 : 31.2 30.2 43.6 45.5 30.0 30.2 42.3 45.3
Old : 31.2 30.2 43.6 45.5 30.0 30.2 42.3 45.3
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, May 3, 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 : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Old : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 8,828: -708 7,502 216 10,580 -4,084 10,088 3,634: -1,260 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 25.9
Old : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 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 : 75: 15 21 8 32 20 53 43:
Old : 75: 15 21 8 32 20 53 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 : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
Old : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 44,695: 2,399 19,600 102 32,738 7,828 35,239 27,530: 9,456 17,165
Old : 44,695: 2,399 19,600 102 32,738 7,828 35,239 27,530: 9,456 17,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,249: -2,490 3,653 -215 7,986 -658 5,280 2,780: -31 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 43.9 0.2 73.2 17.5 78.8 61.6: 21.2 38.4
Old : 100.0: 5.4 43.9 0.2 73.2 17.5 78.8 61.6: 21.2 38.4
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 : 37: 5 13 3 13 9 20 23:
Old : 37: 5 13 3 13 9 20 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 : 50.9 29.1 66.7 41.7 45.2 27.1 61.0 38.5
Old : 50.9 29.1 66.7 41.7 45.2 27.1 61.0 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Old : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,382: 1,385 3,818 317 3,631 767 5,332 4,901: -950 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
Old : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
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 : 37: 6 11 2 13 10 21 21:
Old : 37: 6 11 2 13 10 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
Old : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
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, May 10, 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 : 107,384: 79,598 4,310 331 19,266 98,377 99,194 103,018: 8,189 4,366
Old : 107,384: 79,598 4,310 331 19,266 98,377 99,194 103,018: 8,189 4,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,152: -1,177 -419 274 -488 -3,846 -1,391 -3,991: -761 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 4.0 0.3 17.9 91.6 92.4 95.9: 7.6 4.1
Old : 100.0: 74.1 4.0 0.3 17.9 91.6 92.4 95.9: 7.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 58 15 4 18 20 78 37:
Old : 105: 58 15 4 18 20 78 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 : 34.1 55.2 49.4 79.2 34.1 55.0 49.4 78.9
Old : 34.1 55.2 49.4 79.2 34.1 55.0 49.4 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Old : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,388: 9,498 -468 0 329 11,074 9,827 10,607: 561 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 2.3
Old : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 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 : 106: 60 13 2 19 19 80 33:
Old : 106: 60 13 2 19 19 80 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 : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Old : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 91,330: 25,926 5,801 531 40,867 71,074 67,325 77,406: 24,005 13,924
Old : 91,330: 25,926 5,801 531 40,867 71,074 67,325 77,406: 24,005 13,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 156: 79 -219 -233 1,760 -2,637 1,606 -3,089: -1,450 3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 6.4 0.6 44.7 77.8 73.7 84.8: 26.3 15.2
Old : 100.0: 28.4 6.4 0.6 44.7 77.8 73.7 84.8: 26.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 4 17 18 42 31:
Old : 63: 24 10 4 17 18 42 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 55.5 43.4 69.8 29.4 53.1 42.5 67.4
Old : 30.3 55.5 43.4 69.8 29.4 53.1 42.5 67.4
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, May 3, 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 : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Old : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,297: -3,451 545 -55 5,374 3,201 1,868 3,691: 1,429 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 11.7
Old : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 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 : 60: 20 11 5 18 17 41 30:
Old : 60: 20 11 5 18 17 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Old : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 187,451: 20,364 29,303 4,179 130,176 131,675 154,718 165,157: 32,732 22,293
Old : 187,451: 20,364 29,303 4,179 130,176 131,675 154,718 165,157: 32,732 22,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,161: -826 -5,668 -690 -1,315 6,978 -2,832 621: 1,671 -1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.6 2.2 69.4 70.2 82.5 88.1: 17.5 11.9
Old : 100.0: 10.9 15.6 2.2 69.4 70.2 82.5 88.1: 17.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 16 11 28 32 52 56:
Old : 80: 21 16 11 28 32 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 41.6 63.3 57.2 47.7 36.1 55.0 49.0
Old : 51.9 41.6 63.3 57.2 47.7 36.1 55.0 49.0
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, May 3, 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 : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Old : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 23,076: 10,788 -7,680 556 7,992 32,087 19,335 24,963: 3,741 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.5 2.6 69.7 66.1 83.5 87.2: 16.5 12.8
Old : 100.0: 11.2 18.5 2.6 69.7 66.1 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 : 82: 21 17 13 30 31 54 58:
Old : 82: 21 17 13 30 31 54 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 : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Old : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 171,553: 24,244 25,813 14,544 78,973 77,125 117,761 117,482: 53,792 54,071
Old : 171,553: 24,244 25,813 14,544 78,973 77,125 117,761 117,482: 53,792 54,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,185: -4,945 4,421 -1,509 4,597 -8,154 -1,857 -5,242: 672 4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.0 8.5 46.0 45.0 68.6 68.5: 31.4 31.5
Old : 100.0: 14.1 15.0 8.5 46.0 45.0 68.6 68.5: 31.4 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 : 99: 24 34 21 31 30 69 71:
Old : 99: 24 34 21 31 30 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 26.8 37.7 37.1 24.4 25.2 34.8 34.1
Old : 25.0 26.8 37.7 37.1 24.4 25.2 34.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Old : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,210: 5,483 3,105 -1,874 2,664 5,843 6,273 7,074: 937 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
Old : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 28 37 27 31 30 79 74:
Old : 104: 28 37 27 31 30 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
Old : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
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, May 10, 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 : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Old : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 17,511: -740 0 140 17,900 17,638 17,300 17,778: 211 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
Old : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
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 : 31: 4 2 3 16 21 20 26:
Old : 31: 4 2 3 16 21 20 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 : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
Old : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
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, May 3, 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 : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 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 : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
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, May 10, 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 :13,357,071: 616,853 742,381 3,982,420 7,701,132 6,971,441 12,300,405 11,696,242: 1,056,666 1,660,829
Old :13,357,071: 616,853 742,381 3,982,420 7,701,132 6,971,441 12,300,405 11,696,242: 1,056,666 1,660,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 60,378: -56,990 48,478 165,161 112,752 25,388 220,922 239,026: -160,544 -178,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.6 29.8 57.7 52.2 92.1 87.6: 7.9 12.4
Old : 100.0: 4.6 5.6 29.8 57.7 52.2 92.1 87.6: 7.9 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 : 291: 50 80 115 145 148 271 275:
Old : 291: 50 80 115 145 148 271 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 14.1 31.7 24.1 17.4 8.4 22.6 12.6
Old : 19.3 14.1 31.7 24.1 17.4 8.4 22.6 12.6
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, May 3, 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 :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Old :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 286,476: 44,604 -13,946 48,368 154,242 183,929 247,214 218,352: 39,262 68,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
Old : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 55 70 110 142 142 263 263:
Old : 282: 55 70 110 142 142 263 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 13.9 31.7 24.8 17.2 8.5 22.7 12.7
Old : 19.2 13.9 31.7 24.8 17.2 8.5 22.7 12.7
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, May 10, 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 : 770,985: 61,535 72,333 56,952 502,314 513,732 620,801 643,017: 150,185 127,969
Old : 770,985: 61,535 72,333 56,952 502,314 513,732 620,801 643,017: 150,185 127,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,228: 673 -486 3,640 -473 -1,643 3,840 1,510: 2,389 4,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.4 7.4 65.2 66.6 80.5 83.4: 19.5 16.6
Old : 100.0: 8.0 9.4 7.4 65.2 66.6 80.5 83.4: 19.5 16.6
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 : 219: 55 41 63 104 69 190 142:
Old : 219: 55 41 63 104 69 190 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.2 25.7 41.9 17.4 29.8 24.7 41.4
Old : 18.1 30.2 25.7 41.9 17.4 29.8 24.7 41.4
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, May 3, 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 : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Old : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,344: -3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741: -4,672 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 16.1
Old : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 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 : 216: 45 49 60 102 67 185 138:
Old : 216: 45 49 60 102 67 185 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
Old : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,048,573: 198,076 253,172 25,470 497,840 649,449 721,386 928,092: 327,187 120,482
Old : 1,048,573: 198,076 253,172 25,470 497,840 649,449 721,386 928,092: 327,187 120,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 47,870: 13,188 45,867 559 20,342 -1,292 34,089 45,134: 13,781 2,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.1 2.4 47.5 61.9 68.8 88.5: 31.2 11.5
Old : 100.0: 18.9 24.1 2.4 47.5 61.9 68.8 88.5: 31.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 39 69 31 61 59 120 139:
Old : 198: 39 69 31 61 59 120 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.7 30.5 37.2 15.1 21.3 23.5 31.4
Old : 19.9 24.7 30.5 37.2 15.1 21.3 23.5 31.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Old : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 15,097: -25,176 -5,084 3,049 23,694 6,704 1,566 4,669: 13,531 10,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Old : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 41 54 29 58 62 116 128:
Old : 186: 41 54 29 58 62 116 128:
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 : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
Old : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
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, May 10, 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 : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Old : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 96: 0 197 0 -439 0 -439 197: 535 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
Old : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 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 : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 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 : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Old : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 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, May 3, 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 : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 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 : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
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, May 10, 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 : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Old : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,802: 748 1,555 27 2,179 -154 2,954 1,428: -152 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Old : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 1 18 18 25 25:
Old : 41: 6 7 1 18 18 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 : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Old : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
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 : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 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 : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
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, May 10, 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 : 58,199: 4,525 18,232 70 35,530 28,778 40,125 47,080: 18,074 11,119
Old : 58,199: 4,525 18,232 70 35,530 28,778 40,125 47,080: 18,074 11,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -407: -265 -956 -11 -523 1,283 -800 316: 392 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 31.3 0.1 61.0 49.4 68.9 80.9: 31.1 19.1
Old : 100.0: 7.8 31.3 0.1 61.0 49.4 68.9 80.9: 31.1 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 13 26 3 35 34 50 61:
Old : 93: 13 26 3 35 34 50 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 27.5 43.6 42.6 31.4 24.5 40.6 39.4
Old : 32.7 27.5 43.6 42.6 31.4 24.5 40.6 39.4
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, May 3, 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 : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Old : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,786: -2,054 -1,252 -2 -23 -408 -2,079 -1,662: -707 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
Old : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 25 2 35 34 48 60:
Old : 90: 12 25 2 35 34 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 : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
Old : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
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, May 10, 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 : 362,033: 76,972 163,403 1,757 249,231 131,441 327,960 296,601: 34,073 65,432
Old : 362,033: 76,972 163,403 1,757 249,231 131,441 327,960 296,601: 34,073 65,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,623: 10,906 19,380 -153 23,014 2,411 33,767 21,638: -12,143 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 45.1 0.5 68.8 36.3 90.6 81.9: 9.4 18.1
Old : 100.0: 21.3 45.1 0.5 68.8 36.3 90.6 81.9: 9.4 18.1
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 : 182: 32 80 9 48 37 83 123:
Old : 182: 32 80 9 48 37 83 123:
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 : 44.9 26.0 63.4 38.1 42.1 24.0 58.6 32.7
Old : 44.9 26.0 63.4 38.1 42.1 24.0 58.6 32.7
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, May 3, 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 : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Old : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,980: -13,168 -2,872 470 4,821 1,692 -7,876 -709: 5,896 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
Old : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
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: 38 75 10 50 36 91 118:
Old : 185: 38 75 10 50 36 91 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.6 57.3 37.1 38.1 19.9 49.8 30.2
Old : 40.8 24.6 57.3 37.1 38.1 19.9 49.8 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 94,075: 32,964 4,388 4,749 33,233 74,075 70,947 83,212: 23,129 10,863
Old : 94,075: 32,964 4,388 4,749 33,233 74,075 70,947 83,212: 23,129 10,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -516: 1,705 819 223 -3,460 -1,272 -1,532 -230: 1,016 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 4.7 5.0 35.3 78.7 75.4 88.5: 24.6 11.5
Old : 100.0: 35.0 4.7 5.0 35.3 78.7 75.4 88.5: 24.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 3 3 20 16 38 22:
Old : 47: 18 3 3 20 16 38 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 : 37.3 60.6 49.4 74.3 36.2 60.4 46.2 72.9
Old : 37.3 60.6 49.4 74.3 36.2 60.4 46.2 72.9
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, May 3, 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 : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Old : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,684: 2,809 -633 -3,839 710 1,595 -320 -2,877: -1,364 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Old : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 3 6 19 17 40 25:
Old : 49: 20 3 6 19 17 40 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 : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
Old : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
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, May 10, 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 : 35,381: 1,121 13,161 5 28,695 16,727 29,821 29,893: 5,560 5,489
Old : 35,381: 1,121 13,161 5 28,695 16,727 29,821 29,893: 5,560 5,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 121: 0 -407 0 32 -203 32 -610: 89 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
Old : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 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 : 59: 2 13 1 26 26 29 39:
Old : 59: 2 13 1 26 26 29 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 : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
Old : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
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, May 3, 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 : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Old : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 755: 0 292 0 631 303 631 595: 125 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
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 : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 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 : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
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, May 10, 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 : 236,283: 54,732 33,528 2,064 172,288 183,733 229,084 219,325: 7,199 16,959
Old : 236,283: 54,732 33,528 2,064 172,288 183,733 229,084 219,325: 7,199 16,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 938: -5,391 -1,411 -97 6,935 869 1,447 -639: -509 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 14.2 0.9 72.9 77.8 97.0 92.8: 3.0 7.2
Old : 100.0: 23.2 14.2 0.9 72.9 77.8 97.0 92.8: 3.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 17 37 9 32 47 52 90:
Old : 115: 17 37 9 32 47 52 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 35.6 72.9 49.8 59.7 30.7 69.2 44.4
Old : 62.5 35.6 72.9 49.8 59.7 30.7 69.2 44.4
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, May 3, 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 : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Old : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,511: 3,882 6,394 127 17,448 13,097 21,458 19,618: -4,947 -3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
Old : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 22 35 10 33 43 59 84:
Old : 114: 22 35 10 33 43 59 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
Old : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 40,341: 9,971 5,408 649 16,875 24,301 27,495 30,358: 12,846 9,983
Old : 40,341: 9,971 5,408 649 16,875 24,301 27,495 30,358: 12,846 9,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,851: -244 -420 98 1,641 1,049 1,495 727: 356 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.4 1.6 41.8 60.2 68.2 75.3: 31.8 24.7
Old : 100.0: 24.7 13.4 1.6 41.8 60.2 68.2 75.3: 31.8 24.7
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 : 79: 23 16 3 17 26 43 43:
Old : 79: 23 16 3 17 26 43 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 : 23.0 26.6 34.1 38.3 20.5 25.2 29.1 35.9
Old : 23.0 26.6 34.1 38.3 20.5 25.2 29.1 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, May 3, 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 : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Old : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
Old : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
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 : 76: 23 15 4 16 24 43 40:
Old : 76: 23 15 4 16 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 : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
Old : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
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, May 10, 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 : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Old : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,765: -339 270 -5 1,209 223 865 488: 3,900 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Old : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 1 9 4 18 8:
Old : 24: 9 3 1 9 4 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Old : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 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 : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Old : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,292: -402 91 80 160 976 -162 1,147: 1,454 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
Old : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
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 : 50: 3 13 3 19 30 24 45:
Old : 50: 3 13 3 19 30 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Old : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 123,843: 36,544 15,190 19,896 31,660 76,040 88,099 111,126: 35,744 12,717
Old : 123,843: 36,544 15,190 19,896 31,660 76,040 88,099 111,126: 35,744 12,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 3,181: -823 -2,750 2,961 507 19 2,644 230: 537 2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 12.3 16.1 25.6 61.4 71.1 89.7: 28.9 10.3
Old : 100.0: 29.5 12.3 16.1 25.6 61.4 71.1 89.7: 28.9 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 : 169: 94 28 49 29 35 141 98:
Old : 169: 94 28 49 29 35 141 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 29.1 27.2 43.6 13.5 22.5 19.6 36.1
Old : 17.9 29.1 27.2 43.6 13.5 22.5 19.6 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 120,662: 37,367 17,941 16,935 31,153 76,021 85,455 110,896: 35,207 9,766
Old : 120,662: 37,367 17,941 16,935 31,153 76,021 85,455 110,896: 35,207 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -6,675: -7,580 13,999 -1,562 5,858 -14,841 -3,284 -2,405: -3,391 -4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.9 14.0 25.8 63.0 70.8 91.9: 29.2 8.1
Old : 100.0: 31.0 14.9 14.0 25.8 63.0 70.8 91.9: 29.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 91 34 46 28 35 140 98:
Old : 173: 91 34 46 28 35 140 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 30.6 26.5 44.7 13.9 25.3 20.9 39.2
Old : 17.9 30.6 26.5 44.7 13.9 25.3 20.9 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 109,153: 31,923 14,365 23,347 40,952 58,243 96,222 95,955: 12,931 13,198
Old : 109,153: 31,923 14,365 23,347 40,952 58,243 96,222 95,955: 12,931 13,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,266: -2,198 -148 1,399 85 -2,584 -714 -1,333: -552 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.2 21.4 37.5 53.4 88.2 87.9: 11.8 12.1
Old : 100.0: 29.2 13.2 21.4 37.5 53.4 88.2 87.9: 11.8 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 61 51 38 42 40 122 112:
Old : 167: 61 51 38 42 40 122 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 27.6 36.5 44.4 20.2 27.2 28.4 39.5
Old : 23.1 27.6 36.5 44.4 20.2 27.2 28.4 39.5
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, May 3, 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 : 110,419: 34,121 14,513 21,948 40,867 60,827 96,936 97,288: 13,484 13,131
Old : 110,419: 34,121 14,513 21,948 40,867 60,827 96,936 97,288: 13,484 13,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,618: -517 2,437 -2,222 -4,042 -8,997 -6,780 -8,782: -1,838 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.1 19.9 37.0 55.1 87.8 88.1: 12.2 11.9
Old : 100.0: 30.9 13.1 19.9 37.0 55.1 87.8 88.1: 12.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 62 55 34 42 42 124 116:
Old : 177: 62 55 34 42 42 124 116:
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 : 22.1 28.1 35.1 44.2 19.7 27.6 27.6 40.2
Old : 22.1 28.1 35.1 44.2 19.7 27.6 27.6 40.2
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, May 10, 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 : 351,685: 134,144 45,002 58,012 104,443 224,286 296,599 327,299: 55,087 24,386
Old : 351,685: 134,144 45,002 58,012 104,443 224,286 296,599 327,299: 55,087 24,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -8,592: -19,091 8,331 -1,016 11,417 -17,544 -8,689 -10,229: 97 1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 12.8 16.5 29.7 63.8 84.3 93.1: 15.7 6.9
Old : 100.0: 38.1 12.8 16.5 29.7 63.8 84.3 93.1: 15.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 131 62 56 45 44 202 141:
Old : 254: 131 62 56 45 44 202 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 32.4 33.4 47.1 19.2 27.8 24.7 38.3
Old : 22.9 32.4 33.4 47.1 19.2 27.8 24.7 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 360,277: 153,235 36,671 59,028 93,026 241,829 305,288 337,528: 54,990 22,750
Old : 360,277: 153,235 36,671 59,028 93,026 241,829 305,288 337,528: 54,990 22,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -16,344: -22,590 10,107 -154 9,363 -26,014 -13,381 -16,062: -2,963 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.2 16.4 25.8 67.1 84.7 93.7: 15.3 6.3
Old : 100.0: 42.5 10.2 16.4 25.8 67.1 84.7 93.7: 15.3 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 : 249: 136 55 58 39 42 203 133:
Old : 249: 136 55 58 39 42 203 133:
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 : 21.9 32.8 33.1 47.7 19.3 27.6 25.6 39.6
Old : 21.9 32.8 33.1 47.7 19.3 27.6 25.6 39.6
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Old : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 390: 194 -184 -60 0 568 134 324: 256 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 12.8
Old : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 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 : 39: 23 4 8 6 5 35 15:
Old : 39: 23 4 8 6 5 35 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 : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
Old : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Old : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 520: 319 -247 101 129 3 549 -143: -29 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Old : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 25 5 9 5 5 35 18:
Old : 42: 25 5 9 5 5 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Old : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
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, May 10, 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 : 70,978: 12,584 10,598 5,958 36,290 35,623 54,832 52,180: 16,145 18,798
Old : 70,971: 12,584 10,598 5,958 36,283 35,621 54,825 52,178: 16,145 18,793
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,716: 1,041 2,559 -615 1,413 1,845 1,839 3,790: 877 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.9 8.4 51.1 50.2 77.3 73.5: 22.7 26.5
Old : 100.0: 17.7 14.9 8.4 51.1 50.2 77.3 73.5: 22.7 26.5
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 27 27 18 45 47 79 85:
Old : 116: 27 27 18 45 47 79 85:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 25.9 32.5 33.6 22.9 22.0 31.3 28.8
Old : 24.0 25.9 32.5 33.6 22.9 22.0 31.3 28.8
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 68,262: 11,542 8,039 6,573 34,877 33,778 52,993 48,390: 15,269 19,872
Old : 68,255: 11,542 8,039 6,573 34,870 33,776 52,986 48,388: 15,269 19,867
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,567: 744 -2,102 -739 -3,966 199 -3,961 -2,641: 394 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.8 9.6 51.1 49.5 77.6 70.9: 22.4 29.1
Old : 100.0: 16.9 11.8 9.6 51.1 49.5 77.6 70.9: 22.4 29.1
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 30 18 21 47 46 81 82:
Old : 111: 30 18 21 47 46 81 82:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 24.5 32.1 33.1 21.9 20.1 30.9 26.8
Old : 23.1 24.5 32.2 33.1 21.9 20.1 30.9 26.8
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 28,766: 1,794 3,768 1,692 17,630 14,047 21,116 19,506: 7,651 9,260
Old : 15,864: 2,775 3,833 298 8,174 7,711 11,247 11,841: 4,617 4,022
Other: 12,903: 156 1,072 257 9,455 6,336 9,868 7,665: 3,034 5,238
: : :
: : Changes in Commitments from: May 3, 2005 :
: 559: -171 714 164 135 183 127 1,061: 432 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.1 5.9 61.3 48.8 73.4 67.8: 26.6 32.2
Old : 100.0: 17.5 24.2 1.9 51.5 48.6 70.9 74.6: 29.1 25.4
Other: 100.0: 1.2 8.3 2.0 73.3 49.1 76.5 59.4: 23.5 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 10 7 19 13 30 27:
Old : 40: 10 8 3 15 12 25 23:
Other: 26: 3 5 4 13 12 19 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 : 39.5 36.5 52.9 50.3 36.7 32.5 46.7 41.7
Old : 40.7 36.9 52.3 55.1 37.4 36.6 48.4 54.6
Other: 46.9 44.5 64.4 52.8 46.4 34.5 58.5 41.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 28,207: 1,965 3,054 1,528 17,495 13,864 20,988 18,446: 7,219 9,762
Old : 16,245: 2,916 3,101 239 8,725 8,209 11,880 11,548: 4,365 4,696
Other: 11,963: 139 1,043 199 8,770 5,655 9,108 6,897: 2,854 5,065
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,869: 189 -687 -698 -441 -192 -950 -1,578: -919 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.8 5.4 62.0 49.1 74.4 65.4: 25.6 34.6
Old : 100.0: 18.0 19.1 1.5 53.7 50.5 73.1 71.1: 26.9 28.9
Other: 100.0: 1.2 8.7 1.7 73.3 47.3 76.1 57.7: 23.9 42.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 11 7 22 16 33 29:
Old : 41: 9 8 3 17 14 27 24:
Other: 27: 3 5 4 14 13 20 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 : 39.3 35.9 53.2 48.5 36.9 30.3 47.7 38.9
Old : 40.4 35.3 51.9 53.0 36.2 33.6 46.8 50.0
Other: 47.8 42.3 65.1 51.5 47.3 33.6 60.2 41.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 152,114: 34,539 6,551 31,770 69,014 105,557 135,323 143,879: 16,792 8,236
Old : 103,522: 31,584 6,977 14,264 46,016 77,670 91,864 98,912: 11,658 4,610
Other: 48,593: 5,288 1,908 15,172 22,998 27,886 43,459 44,967: 5,134 3,626
: : :
: : Changes in Commitments from: May 3, 2005 :
: -10,160: -10,451 1,812 207 2,786 -11,509 -7,458 -9,490: -2,701 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.3 20.9 45.4 69.4 89.0 94.6: 11.0 5.4
Old : 100.0: 30.5 6.7 13.8 44.5 75.0 88.7 95.5: 11.3 4.5
Other: 100.0: 10.9 3.9 31.2 47.3 57.4 89.4 92.5: 10.6 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 88 37 57 72 67 188 136:
Old : 197: 80 43 44 47 59 154 119:
Other: 137: 39 26 39 56 56 113 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 34.4 28.2 46.6 16.9 29.1 24.0 38.4
Old : 24.4 43.9 35.0 54.1 24.4 40.6 33.6 50.1
Other: 20.3 22.2 32.8 37.1 15.4 18.5 22.2 26.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 162,274: 44,990 4,739 31,563 66,228 117,066 142,781 153,368: 19,493 8,906
Old : 117,346: 40,672 6,048 15,536 46,227 90,668 102,436 112,252: 14,910 5,094
Other: 44,928: 7,124 1,497 13,220 20,001 26,398 40,345 41,116: 4,582 3,812
: : :
: : Changes in Commitments from: April 26, 2005 :
: -215: -2,025 1,076 836 2,495 -2,751 1,306 -839: -1,521 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.9 19.5 40.8 72.1 88.0 94.5: 12.0 5.5
Old : 100.0: 34.7 5.2 13.2 39.4 77.3 87.3 95.7: 12.7 4.3
Other: 100.0: 15.9 3.3 29.4 44.5 58.8 89.8 91.5: 10.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 102 35 54 60 65 194 131:
Old : 214: 96 45 42 41 59 164 120:
Other: 127: 38 26 34 46 50 102 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 35.7 26.6 48.4 15.7 30.7 23.0 40.8
Old : 21.5 43.4 32.2 55.2 21.5 39.6 30.5 51.0
Other: 20.7 22.0 33.1 37.5 14.7 19.1 23.0 27.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 34,147: 10,545 3,794 5,122 13,763 22,959 29,430 31,875: 4,717 2,273
Old : 33,428: 10,549 3,815 4,769 13,480 22,676 28,798 31,260: 4,630 2,168
Other: 720: 166 148 183 284 283 633 615: 87 105
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,818: -2,266 -342 -569 1,168 -1,269 -1,667 -2,180: -151 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 11.1 15.0 40.3 67.2 86.2 93.3: 13.8 6.7
Old : 100.0: 31.6 11.4 14.3 40.3 67.8 86.1 93.5: 13.9 6.5
Other: 100.0: 23.0 20.6 25.5 39.4 39.3 87.9 85.4: 12.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 57 22 21 23 19 93 49:
Old : 111: 59 20 21 23 19 93 49:
Other: 22: 6 9 10 6 4 18 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 48.1 33.3 65.0 24.0 46.2 32.1 61.8
Old : 24.3 48.3 33.7 65.5 24.3 46.5 32.5 62.5
Other: 39.7 57.1 64.3 75.9 38.6 43.8 52.8 49.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 35,965: 12,811 4,136 5,690 12,595 24,228 31,097 34,055: 4,868 1,911
Old : 35,445: 12,804 4,302 5,361 12,502 23,938 30,667 33,601: 4,778 1,845
Other: 520: 238 66 98 93 290 430 454: 90 66
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,088: -366 585 -492 -2,180 -4,255 -3,038 -4,162: -1,049 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.5 15.8 35.0 67.4 86.5 94.7: 13.5 5.3
Old : 100.0: 36.1 12.1 15.1 35.3 67.5 86.5 94.8: 13.5 5.2
Other: 100.0: 45.9 12.7 18.8 18.0 55.7 82.7 87.2: 17.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 19 22 21 17 95 48:
Old : 112: 61 22 22 21 17 95 48:
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 : 20.4 48.1 31.8 64.9 20.4 45.5 30.5 61.3
Old : 20.7 48.2 32.2 65.1 20.7 45.5 30.9 61.5
Other: 45.6 62.4 70.2 74.9 40.9 60.4 54.3 63.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 135,516: 21,336 16,676 12,100 90,681 101,140 124,118 129,916: 11,398 5,600
Old : 67,287: 14,626 15,890 6,966 35,453 39,681 57,044 62,537: 10,243 4,750
Other: 68,229: 8,209 2,285 3,635 55,229 61,459 67,073 67,379: 1,156 850
: : :
: : Changes in Commitments from: May 3, 2005 :
: -602: -2,278 1,882 -727 1,533 -1,974 -1,472 -819: 870 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.3 8.9 66.9 74.6 91.6 95.9: 8.4 4.1
Old : 100.0: 21.7 23.6 10.4 52.7 59.0 84.8 92.9: 15.2 7.1
Other: 100.0: 12.0 3.3 5.3 80.9 90.1 98.3 98.8: 1.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 37 31 53 40 125 95:
Old : 150: 60 32 29 50 37 119 89:
Other: 80: 15 22 20 30 32 62 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 35.0 42.3 52.0 19.5 26.3 29.0 33.3
Old : 16.9 29.0 27.4 41.1 15.7 24.2 25.5 36.0
Other: 47.7 54.6 64.2 71.4 31.0 39.1 45.5 50.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 136,118: 23,615 14,794 12,827 89,148 103,114 125,590 130,735: 10,528 5,383
Old : 70,316: 17,691 14,022 8,064 34,764 43,195 60,519 65,281: 9,797 5,035
Other: 65,801: 7,536 2,385 3,150 54,385 59,919 65,071 65,454: 731 348
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,592: 23 904 -148 2,486 1,698 2,362 2,455: 230 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.9 9.4 65.5 75.8 92.3 96.0: 7.7 4.0
Old : 100.0: 25.2 19.9 11.5 49.4 61.4 86.1 92.8: 13.9 7.2
Other: 100.0: 11.5 3.6 4.8 82.6 91.1 98.9 99.5: 1.1 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 57 34 31 53 42 126 91:
Old : 147: 63 25 29 51 39 122 85:
Other: 75: 13 21 18 29 31 59 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 : 28.9 34.5 41.5 51.8 20.4 27.2 29.7 35.3
Old : 17.0 28.5 27.9 42.3 15.6 25.9 25.6 38.4
Other: 49.1 53.5 65.2 71.7 33.3 40.2 47.4 51.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 455,883: 70,689 87,930 66,958 251,281 242,730 388,927 397,618: 66,955 58,265
Old : 455,883: 70,689 87,930 66,958 251,281 242,730 388,927 397,618: 66,955 58,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,072: -1,717 4,477 2,629 12,996 297 13,908 7,403: -3,836 2,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.3 14.7 55.1 53.2 85.3 87.2: 14.7 12.8
Old : 100.0: 15.5 19.3 14.7 55.1 53.2 85.3 87.2: 14.7 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 : 161: 47 49 42 58 44 125 116:
Old : 161: 47 49 42 58 44 125 116:
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 : 16.3 26.6 29.1 42.5 13.7 22.5 24.7 29.4
Old : 16.3 26.6 29.1 42.5 13.7 22.5 24.7 29.4
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, May 3, 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 : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Old : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,602: 437 204 980 -2,413 -5,455 -996 -4,271: -3,605 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 12.5
Old : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 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 : 153: 45 46 39 56 42 121 107:
Old : 153: 45 46 39 56 42 121 107:
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 : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 31.7
Old : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 131,312: 33,158 10,240 35,031 50,233 78,792 118,422 124,062: 12,891 7,250
Old : 109,331: 33,087 15,452 24,020 40,319 63,916 97,426 103,388: 11,904 5,943
Other: 21,982: 6,139 857 4,942 9,914 14,876 20,996 20,675: 986 1,307
: : :
: : Changes in Commitments from: May 3, 2005 :
: 95: -730 1,035 802 644 -1,313 716 524: -621 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.8 26.7 38.3 60.0 90.2 94.5: 9.8 5.5
Old : 100.0: 30.3 14.1 22.0 36.9 58.5 89.1 94.6: 10.9 5.4
Other: 100.0: 27.9 3.9 22.5 45.1 67.7 95.5 94.1: 4.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 171 53 127 102 109 318 253:
Old : 353: 162 65 116 95 106 301 245:
Other: 158: 44 21 42 60 73 118 123:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.2 24.4 34.4 13.8 18.4 21.6 26.2
Old : 16.6 22.8 26.4 33.4 16.6 18.7 25.7 28.5
Other: 31.0 36.6 45.9 46.5 27.3 29.5 33.4 36.9
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 131,218: 33,888 9,205 34,229 49,589 80,105 117,706 123,539: 13,512 7,679
Old : 110,839: 33,678 14,097 23,930 40,776 66,412 98,383 104,438: 12,456 6,401
Other: 20,379: 5,883 781 4,627 8,813 13,693 19,323 19,101: 1,056 1,278
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,330: -318 349 -5,083 -1,456 -1,798 -6,857 -6,533: -473 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.0 26.1 37.8 61.0 89.7 94.1: 10.3 5.9
Old : 100.0: 30.4 12.7 21.6 36.8 59.9 88.8 94.2: 11.2 5.8
Other: 100.0: 28.9 3.8 22.7 43.2 67.2 94.8 93.7: 5.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 175 51 120 103 112 312 252:
Old : 354: 160 65 113 98 109 301 245:
Other: 158: 46 17 39 61 72 117 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 23.2 23.1 34.8 12.3 18.8 19.9 26.7
Old : 14.4 23.4 24.5 34.2 14.4 19.5 23.5 29.3
Other: 31.1 34.6 45.7 44.5 25.9 25.6 31.1 33.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 21,926: 8,692 5,261 2,743 6,792 11,352 18,227 19,356: 3,699 2,570
Old : 21,926: 8,692 5,261 2,743 6,792 11,352 18,227 19,356: 3,699 2,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,210: 361 662 -26 670 307 1,004 942: 206 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 24.0 12.5 31.0 51.8 83.1 88.3: 16.9 11.7
Old : 100.0: 39.6 24.0 12.5 31.0 51.8 83.1 88.3: 16.9 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 : 44: 17 15 10 7 6 31 25:
Old : 44: 17 15 10 7 6 31 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 : 49.6 65.3 69.2 75.8 48.4 56.8 60.1 65.6
Old : 49.6 65.3 69.2 75.8 48.4 56.8 60.1 65.6
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, May 3, 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 : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Old : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,220: 1,515 22 61 365 2,494 1,942 2,578: 278 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
Old : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 14 9 7 5 27 24:
Old : 40: 14 14 9 7 5 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
Old : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 206,123: 27,220 23,807 38,062 106,218 118,385 171,499 180,254: 34,624 25,869
Old : 206,123: 27,220 23,807 38,062 106,218 118,385 171,499 180,254: 34,624 25,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,813: 1,685 -1,268 494 1,621 5,294 3,800 4,520: 3,013 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.5 18.5 51.5 57.4 83.2 87.4: 16.8 12.6
Old : 100.0: 13.2 11.5 18.5 51.5 57.4 83.2 87.4: 16.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 36 22 28 62 62 110 101:
Old : 127: 36 22 28 62 62 110 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 25.2 29.2 35.4 12.4 16.1 18.5 23.0
Old : 17.2 25.2 29.2 35.4 12.4 16.1 18.5 23.0
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, May 3, 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 : 199,310: 25,536 25,075 37,568 104,596 113,091 167,699 175,734: 31,610 23,576
Old : 199,310: 25,536 25,075 37,568 104,596 113,091 167,699 175,734: 31,610 23,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,054: -4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155: -2,652 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.6 18.8 52.5 56.7 84.1 88.2: 15.9 11.8
Old : 100.0: 12.8 12.6 18.8 52.5 56.7 84.1 88.2: 15.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 31 26 33 59 58 109 101:
Old : 125: 31 26 33 59 58 109 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 26.0 30.3 35.6 13.3 16.1 19.5 22.9
Old : 18.5 26.0 30.3 35.6 13.3 16.1 19.5 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 753,675: 34,033 53,660 301,918 340,476 354,574 676,427 710,152: 77,248 43,523
Old : 753,675: 34,033 53,660 301,918 340,476 354,574 676,427 710,152: 77,248 43,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 14,767: -4,499 1,239 6,099 11,421 5,197 13,021 12,534: 1,746 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 7.1 40.1 45.2 47.0 89.8 94.2: 10.2 5.8
Old : 100.0: 4.5 7.1 40.1 45.2 47.0 89.8 94.2: 10.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 44 60 71 88 79 174 170:
Old : 196: 44 60 71 88 79 174 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.2 33.1 34.2 4.5 6.6 6.9 10.2
Old : 22.1 22.2 33.1 34.2 4.5 6.6 6.9 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 738,908: 38,532 52,421 295,820 329,055 349,378 663,406 697,618: 75,502 41,290
Old : 738,908: 38,532 52,421 295,820 329,055 349,378 663,406 697,618: 75,502 41,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,065: -553 6,041 3,341 9,401 -3,474 12,189 5,908: -3,124 3,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.1 40.0 44.5 47.3 89.8 94.4: 10.2 5.6
Old : 100.0: 5.2 7.1 40.0 44.5 47.3 89.8 94.4: 10.2 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 : 196: 47 57 77 86 78 174 175:
Old : 196: 47 57 77 86 78 174 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 22.0 33.5 34.5 4.5 7.1 7.0 10.6
Old : 21.8 22.0 33.5 34.5 4.5 7.1 7.0 10.6
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, May 10, 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 : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Old : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,069: -2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163: 670 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 10.0
Old : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 18 24 20 26:
Old : 31: 1 2 1 18 24 20 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 : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
Old : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
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, May 3, 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 : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Old : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,511: -376 -2,288 3,006 -344 133 2,286 851: -775 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Old : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 17 25 20 27:
Old : 32: 2 1 2 17 25 20 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 : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
Old : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Old : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 734: 0 0 0 734 734 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 14.1
Old : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 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 : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
Old : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Old : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,286: 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335: -500 2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
Old : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 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 : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
Old : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Old : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,751: -1,027 2,212 -75 3,638 -82 2,536 2,055: -785 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 5.8
Old : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 1 18 15 19 18:
Old : 22: 1 2 1 18 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
Old : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
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, May 3, 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 : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Old : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 587: 2,510 -1,320 -279 -866 3,224 1,365 1,625: -778 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Old : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 15 15 18 18:
Old : 20: 1 2 3 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
Old : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Old : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 3,660: 64 -840 142 3,763 4,301 3,969 3,603: -309 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 7.4
Old : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 24 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 : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
Old : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
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, May 3, 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 : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Old : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,892: 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312: -1,110 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
Old : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
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 : 28: 2 3 3 19 19 23 23:
Old : 28: 2 3 3 19 19 23 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 : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Old : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Old : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -517: 0 -122 -92 -484 -543 -576 -757: 59 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
Old : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 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 : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
Old : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Old : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 706: 0 242 -186 -318 106 -504 162: 1,210 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 15.5
Old : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 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 : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Old : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Old : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,581: -300 5,732 300 4,111 -1,090 4,111 4,942: 470 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 4.0
Old : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 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 : 24: 2 1 1 17 17 19 19:
Old : 24: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
Old : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
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, May 3, 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 : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Old : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,957: 346 2,630 120 -2,663 -4,490 -2,197 -1,740: 240 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Old : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 16 17 18:
Old : 22: 2 1 1 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Old : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Old : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,604: -26,784 -4,543 18,978 20,965 -1,556 13,159 12,879: -2,555 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 1.3
Old : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 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 : 124: 23 10 31 82 77 118 109:
Old : 124: 23 10 31 82 77 118 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
Old : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
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, May 3, 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 : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Old : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -36,895: 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023: -379 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
Old : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
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 : 120: 22 8 29 81 77 114 107:
Old : 120: 22 8 29 81 77 114 107:
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 : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Old : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
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, May 10, 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 : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Old : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,084: 2,445 -1,994 4,118 434 5,180 6,997 7,304: -913 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 1.3
Old : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 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 : 48: 10 10 15 26 26 43 44:
Old : 48: 10 10 15 26 26 43 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 : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
Old : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
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, May 3, 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 : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Old : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -27,070: -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449: -2,140 -16,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Old : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 10 15 23 23 39 40:
Old : 43: 8 10 15 23 23 39 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 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Old : 29.3 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 61,110: 15,554 3,123 14,228 30,725 43,659 60,508 61,010: 602 100
Old : 61,110: 15,554 3,123 14,228 30,725 43,659 60,508 61,010: 602 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,650: -1,080 320 1,476 2,203 823 2,599 2,619: 51 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.1 23.3 50.3 71.4 99.0 99.8: 1.0 0.2
Old : 100.0: 25.5 5.1 23.3 50.3 71.4 99.0 99.8: 1.0 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 : 42: 3 5 7 31 29 38 37:
Old : 42: 3 5 7 31 29 38 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 : 51.5 39.9 68.2 63.0 36.1 31.0 44.2 44.2
Old : 51.5 39.9 68.2 63.0 36.1 31.0 44.2 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 58,459: 16,634 2,803 12,752 28,522 42,836 57,908 58,390: 551 69
Old : 58,459: 16,634 2,803 12,752 28,522 42,836 57,908 58,390: 551 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 556: 2,343 1,578 -1,124 -971 93 249 547: 307 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.8 21.8 48.8 73.3 99.1 99.9: 0.9 0.1
Old : 100.0: 28.5 4.8 21.8 48.8 73.3 99.1 99.9: 0.9 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 : 42: 4 4 7 32 30 39 38:
Old : 42: 4 4 7 32 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 : 54.1 40.7 69.9 62.6 38.5 32.2 45.8 45.1
Old : 54.1 40.7 69.9 62.6 38.5 32.2 45.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Old : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 335: 1,142 88 -109 -800 254 233 233: 102 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 4.0
Old : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 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 : 27: 2 2 3 17 18 21 21:
Old : 27: 2 2 3 17 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
Old : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Old : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -849: -419 318 -190 -284 -1,021 -893 -893: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
Old : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
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: 2 2 4 17 18 21 22:
Old : 27: 2 2 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 : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
Old : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Old : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 216: 0 0 0 216 216 216 216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 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 : 23: 1 3 2 12 9 15 12:
Old : 23: 1 3 2 12 9 15 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 : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Old : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Old : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -693: -84 -845 0 -609 152 -693 -693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 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 : 20: 1 3 2 11 7 14 10:
Old : 20: 1 3 2 11 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Old : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Old : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 210: 180 240 60 60 -10 300 290: -90 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 4.2
Old : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 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 : 21: 3 2 5 13 14 18 19:
Old : 21: 3 2 5 13 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 59.4 82.3 81.2 51.3 49.8 62.1 63.0
Old : 63.4 59.4 82.3 81.2 51.3 49.8 62.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Old : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
Old : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 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 : 22: 3 2 4 14 14 19 18:
Old : 22: 3 2 4 14 14 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Old : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,334,354: 111,848 70,059 356,758 786,678 811,549 1,255,284 1,238,366: 79,070 95,989
Old : 1,334,354: 111,848 70,059 356,758 786,678 811,549 1,255,284 1,238,366: 79,070 95,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 12,212: -3,118 2,176 -1,027 6,006 90 1,861 1,239: 10,351 10,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.3 26.7 59.0 60.8 94.1 92.8: 5.9 7.2
Old : 100.0: 8.4 5.3 26.7 59.0 60.8 94.1 92.8: 5.9 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 76 106 129 81 91 228 263:
Old : 284: 76 106 129 81 91 228 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 19.0 28.9 30.9 8.2 8.0 13.3 12.0
Old : 18.8 19.0 28.9 30.9 8.2 8.0 13.3 12.0
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, May 3, 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 : 1,322,143: 114,966 67,883 357,785 780,672 811,459 1,253,423 1,237,127: 68,720 85,016
Old : 1,322,143: 114,966 67,883 357,785 780,672 811,459 1,253,423 1,237,127: 68,720 85,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 45,878: -15,156 7,605 29,932 26,571 3,096 41,347 40,633: 4,531 5,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.1 27.1 59.0 61.4 94.8 93.6: 5.2 6.4
Old : 100.0: 8.7 5.1 27.1 59.0 61.4 94.8 93.6: 5.2 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 : 282: 72 106 130 87 90 237 254:
Old : 282: 72 106 130 87 90 237 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.2 29.3 32.1 8.1 8.5 13.2 12.8
Old : 19.3 20.2 29.3 32.1 8.1 8.5 13.2 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Old : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 85: -487 298 -63 564 -246 14 -11: 71 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 6.0
Old : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 60 19 5 12 24 77 47:
Old : 117: 60 19 5 12 24 77 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
Old : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
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, May 3, 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 : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Old : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -146: -154 97 169 108 -581 123 -315: -269 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Old : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
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 : 118: 63 18 7 11 25 79 48:
Old : 118: 63 18 7 11 25 79 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
Old : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 9,495: 6,395 1,265 5 1,069 7,167 7,469 8,437: 2,027 1,059
Old : 9,495: 6,395 1,265 5 1,069 7,167 7,469 8,437: 2,027 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 766: 497 61 -88 204 472 613 445: 153 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 13.3 0.1 11.3 75.5 78.7 88.9: 21.3 11.1
Old : 100.0: 67.3 13.3 0.1 11.3 75.5 78.7 88.9: 21.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 27 9 1 6 19 34 28:
Old : 59: 27 9 1 6 19 34 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 : 34.5 47.4 50.0 61.4 34.5 47.4 50.0 61.4
Old : 34.5 47.4 50.0 61.4 34.5 47.4 50.0 61.4
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, May 3, 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 : 8,729: 5,898 1,204 93 865 6,695 6,856 7,992: 1,873 738
Old : 8,729: 5,898 1,204 93 865 6,695 6,856 7,992: 1,873 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -460: -356 126 88 -29 -612 -297 -398: -163 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 13.8 1.1 9.9 76.7 78.5 91.5: 21.5 8.5
Old : 100.0: 67.6 13.8 1.1 9.9 76.7 78.5 91.5: 21.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 8 2 5 18 31 27:
Old : 54: 25 8 2 5 18 31 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 : 36.8 51.4 52.9 65.5 36.8 51.4 52.0 65.5
Old : 36.8 51.4 52.9 65.5 36.8 51.4 52.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 191,374: 30,752 10,386 38,289 102,328 126,562 171,369 175,237: 20,005 16,137
Old : 191,374: 30,752 10,386 38,289 102,328 126,562 171,369 175,237: 20,005 16,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,110: -1,223 1,178 2,104 836 -423 1,718 2,860: 2,392 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.4 20.0 53.5 66.1 89.5 91.6: 10.5 8.4
Old : 100.0: 16.1 5.4 20.0 53.5 66.1 89.5 91.6: 10.5 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 : 163: 54 23 48 65 76 136 132:
Old : 163: 54 23 48 65 76 136 132:
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 : 24.0 16.1 35.7 27.9 18.6 9.2 28.1 15.2
Old : 24.0 16.1 35.7 27.9 18.6 9.2 28.1 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 187,265: 31,975 9,209 36,184 101,492 126,985 169,651 172,378: 17,613 14,887
Old : 187,265: 31,975 9,209 36,184 101,492 126,985 169,651 172,378: 17,613 14,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,296: -5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862: -4,886 -3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.9 19.3 54.2 67.8 90.6 92.1: 9.4 7.9
Old : 100.0: 17.1 4.9 19.3 54.2 67.8 90.6 92.1: 9.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 51 29 49 63 77 137 135:
Old : 168: 51 29 49 63 77 137 135:
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 : 26.1 16.6 37.9 27.9 21.1 9.5 30.7 16.5
Old : 26.1 16.6 37.9 27.9 21.1 9.5 30.7 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005