WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 262,624: 33,562 56,926 48,303 155,432 120,432 237,297 225,660: 25,327 36,964
Old : 261,782: 33,731 56,924 48,109 154,853 120,244 236,693 225,276: 25,089 36,506
Other: 842: 23 194 2 579 188 604 384: 238 458
: : :
: : Changes in Commitments from: May 10, 2005 :
: 7,430: -1,105 13,495 2,464 3,285 -10,170 4,644 5,789: 2,786 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 21.7 18.4 59.2 45.9 90.4 85.9: 9.6 14.1
Old : 100.0: 12.9 21.7 18.4 59.2 45.9 90.4 86.1: 9.6 13.9
Other: 100.0: 2.7 23.0 0.2 68.8 22.3 71.7 45.6: 28.3 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 69 95 68 48 56 156 185:
Old : 238: 69 95 67 48 56 155 185:
Other: 25: 2 3 1 3 16 6 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 27.9 47.0 34.3 32.0 25.7 45.5 30.8
Old : 32.4 28.0 47.2 34.4 32.1 25.9 45.7 31.0
Other: 71.1 33.1 71.7 39.3 71.1 33.1 71.5 39.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 849,035: 85,957 155,775 140,462 477,123 345,078 703,542 641,316: 145,494 207,720
Old : 565,028: 63,762 158,715 67,493 338,008 235,059 469,263 461,267: 95,765 103,760
Other: 284,008: 48,138 23,004 47,026 139,115 110,019 234,279 180,048: 49,729 103,959
: : :
: : Changes in Commitments from: May 10, 2005 :
: 13,643: -1,240 7,720 13,742 -350 -2,795 12,152 18,666: 1,491 -5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 18.3 16.5 56.2 40.6 82.9 75.5: 17.1 24.5
Old : 100.0: 11.3 28.1 11.9 59.8 41.6 83.1 81.6: 16.9 18.4
Other: 100.0: 16.9 8.1 16.6 49.0 38.7 82.5 63.4: 17.5 36.6
: : :
:# Traders : Number of Traders in Each Category :
All : 494: 123 130 126 196 180 384 383:
Old : 466: 113 134 99 174 159 335 345:
Other: 343: 90 57 67 128 153 247 248:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.1 28.3 22.1 18.4 13.2 26.1 16.8
Old : 26.1 21.7 35.2 26.0 26.0 19.5 34.6 23.3
Other: 23.2 11.7 30.6 17.0 16.3 5.1 21.6 9.2
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 9,141: 1,853 1,428 852 2,223 4,538 4,928 6,818: 4,212 2,322
Old : 9,141: 1,853 1,428 852 2,223 4,538 4,928 6,818: 4,212 2,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -68: -55 75 36 95 -295 77 -183: -144 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 15.6 9.3 24.3 49.6 53.9 74.6: 46.1 25.4
Old : 100.0: 20.3 15.6 9.3 24.3 49.6 53.9 74.6: 46.1 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 11 5 10 14 23 28:
Old : 39: 11 11 5 10 14 23 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 : 21.5 29.5 33.8 45.0 18.5 28.5 29.1 42.2
Old : 21.5 29.5 33.8 45.0 18.5 28.5 29.1 42.2
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 329,929: 40,151 29,428 73,263 151,417 135,093 264,831 237,784: 65,097 92,145
Old : 220,402: 28,159 32,631 40,531 114,877 98,300 183,567 171,461: 36,836 48,941
Other: 109,526: 21,143 5,947 23,582 36,540 36,793 81,265 66,322: 28,262 43,204
: : :
: : Changes in Commitments from: May 10, 2005 :
: -5,626: -11,838 8,192 4,774 5,501 -14,213 -1,562 -1,247: -4,064 -4,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.9 22.2 45.9 40.9 80.3 72.1: 19.7 27.9
Old : 100.0: 12.8 14.8 18.4 52.1 44.6 83.3 77.8: 16.7 22.2
Other: 100.0: 19.3 5.4 21.5 33.4 33.6 74.2 60.6: 25.8 39.4
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 105 93 117 91 98 262 253:
Old : 305: 86 104 86 75 94 214 234:
Other: 206: 71 42 52 65 72 163 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 18.9 33.0 25.8 18.1 8.1 23.8 12.7
Old : 27.3 21.7 41.8 28.8 26.7 11.7 34.7 17.2
Other: 20.9 17.6 28.6 24.9 10.9 8.4 16.8 13.4
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
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 138,878: 18,312 19,367 21,363 78,425 81,805 118,100 122,534: 20,777 16,344
Old : 105,950: 16,594 20,424 12,259 62,394 59,127 91,246 91,810: 14,704 14,140
Other: 32,928: 4,786 2,010 6,037 16,031 22,678 26,854 30,724: 6,074 2,203
: : :
: : Changes in Commitments from: May 10, 2005 :
: -19,627: -15,472 8,160 -496 3,179 -28,899 -12,789 -21,235: -6,838 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.9 15.4 56.5 58.9 85.0 88.2: 15.0 11.8
Old : 100.0: 15.7 19.3 11.6 58.9 55.8 86.1 86.7: 13.9 13.3
Other: 100.0: 14.5 6.1 18.3 48.7 68.9 81.6 93.3: 18.4 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 41 26 27 53 45 103 93:
Old : 129: 32 33 23 51 44 95 90:
Other: 61: 16 8 16 27 25 49 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 27.5 36.1 40.2 22.8 24.4 32.4 32.7
Old : 27.7 28.0 41.2 40.0 27.5 24.5 38.0 33.7
Other: 38.5 43.9 49.1 57.3 27.4 34.6 33.6 44.8
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 997,583: 111,242 120,730 159,722 545,020 521,484 815,984 801,936: 181,600 195,647
Old : 997,583: 111,242 120,730 159,722 545,020 521,484 815,984 801,936: 181,600 195,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 88,725: 24,286 21,036 18,139 30,881 37,654 73,306 76,828: 15,419 11,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.1 16.0 54.6 52.3 81.8 80.4: 18.2 19.6
Old : 100.0: 11.2 12.1 16.0 54.6 52.3 81.8 80.4: 18.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 38 45 51 81 93 149 159:
Old : 192: 38 45 51 81 93 149 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 13.7 30.2 22.8 12.8 9.0 17.6 14.8
Old : 22.5 13.7 30.2 22.8 12.8 9.0 17.6 14.8
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 137,786: 21,462 9,727 22,971 62,506 84,185 106,939 116,883: 30,847 20,903
Old : 96,142: 20,373 8,997 14,912 36,931 55,983 72,217 79,892: 23,925 16,250
Other: 41,644: 3,733 3,374 5,415 25,575 28,202 34,722 36,991: 6,922 4,653
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,111: -6,905 534 -97 678 -6,829 -6,324 -6,392: -786 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.1 16.7 45.4 61.1 77.6 84.8: 22.4 15.2
Old : 100.0: 21.2 9.4 15.5 38.4 58.2 75.1 83.1: 24.9 16.9
Other: 100.0: 9.0 8.1 13.0 61.4 67.7 83.4 88.8: 16.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 38 27 34 52 62 112 113:
Old : 141: 42 25 30 46 58 104 102:
Other: 81: 13 18 22 40 29 66 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 27.3 26.4 39.7 10.5 18.0 16.6 25.6
Old : 14.7 28.5 23.8 36.9 11.1 20.4 17.1 26.5
Other: 29.8 43.3 44.1 58.7 25.9 40.4 39.6 50.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,062: 3,788 522 1,220 1,005 5,077 6,013 6,820: 2,049 1,243
Old : 6,288: 3,453 674 779 493 3,968 4,724 5,421: 1,564 867
Other: 1,774: 624 137 153 512 1,109 1,289 1,399: 485 376
: : :
: : Changes in Commitments from: May 10, 2005 :
: 268: 353 184 5 -25 -88 333 102: -65 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 6.5 15.1 12.5 63.0 74.6 84.6: 25.4 15.4
Old : 100.0: 54.9 10.7 12.4 7.8 63.1 75.1 86.2: 24.9 13.8
Other: 100.0: 35.2 7.7 8.6 28.9 62.5 72.7 78.8: 27.3 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 8 9 11 16 34 28:
Old : 43: 17 9 8 7 16 29 28:
Other: 27: 11 2 7 6 12 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 41.2 50.9 57.4 34.1 38.9 43.9 51.2
Old : 42.6 43.1 57.3 59.2 42.6 42.9 51.6 53.7
Other: 39.6 52.7 55.9 69.0 33.7 41.9 45.5 56.0
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 340,989: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,414 115,584
Old : 340,989: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,414 115,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 10,359: -1,272 -3,621 -379 11,345 5,220 9,694 1,220: 665 9,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.1 0.4 47.9 43.6 81.7 66.1: 18.3 33.9
Old : 100.0: 33.4 22.1 0.4 47.9 43.6 81.7 66.1: 18.3 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 17 26 2 41 40 59 67:
Old : 102: 17 26 2 41 40 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 17.3 48.3 26.1 30.8 16.7 46.8 24.9
Old : 31.5 17.3 48.3 26.1 30.8 16.7 46.8 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 3,186,399: 434,947 445,525 711,125 1,748,803 1,550,414 2,894,874 2,707,063: 291,525 479,336
Old : 3,186,399: 434,947 445,525 711,125 1,748,803 1,550,414 2,894,874 2,707,063: 291,525 479,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 260,589: 85,029 58,560 80,910 76,620 97,689 242,559 237,159: 18,030 23,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.0 22.3 54.9 48.7 90.9 85.0: 9.1 15.0
Old : 100.0: 13.7 14.0 22.3 54.9 48.7 90.9 85.0: 9.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 52 99 97 125 159 240 292:
Old : 322: 52 99 97 125 159 240 292:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 14.0 40.8 23.9 21.6 8.5 29.5 13.6
Old : 28.2 14.0 40.8 23.9 21.6 8.5 29.5 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,644,751: 139,665 289,177 278,534 1,042,055 801,086 1,460,254 1,368,797: 184,498 275,954
Old : 1,644,751: 139,665 289,177 278,534 1,042,055 801,086 1,460,254 1,368,797: 184,498 275,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -56,044: 2,433 -6,978 1,372 -74,522 -23,705 -70,717 -29,311: 14,673 -26,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.6 16.9 63.4 48.7 88.8 83.2: 11.2 16.8
Old : 100.0: 8.5 17.6 16.9 63.4 48.7 88.8 83.2: 11.2 16.8
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 : 206: 30 63 57 83 100 152 181:
Old : 206: 30 63 57 83 100 152 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 19.0 42.2 26.6 20.7 12.5 30.3 18.6
Old : 28.3 19.0 42.2 26.6 20.7 12.5 30.3 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 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 624,969: 134,479 35,558 220,846 229,926 333,314 585,251 589,718: 39,718 35,251
Old : 624,969: 134,479 35,558 220,846 229,926 333,314 585,251 589,718: 39,718 35,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 19,346: 15,425 973 1,372 4,923 18,459 21,721 20,804: -2,376 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.7 35.3 36.8 53.3 93.6 94.4: 6.4 5.6
Old : 100.0: 21.5 5.7 35.3 36.8 53.3 93.6 94.4: 6.4 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 : 119: 36 24 47 48 56 104 107:
Old : 119: 36 24 47 48 56 104 107:
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 : 35.0 40.1 50.7 52.8 12.5 17.2 18.7 22.7
Old : 35.0 40.1 50.7 52.8 12.5 17.2 18.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 43,432: 10,930 5,320 1,441 20,790 28,042 33,162 34,804: 10,270 8,628
Old : 43,432: 10,930 5,320 1,441 20,790 28,042 33,162 34,804: 10,270 8,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -219: 452 213 -51 -110 -622 291 -460: -510 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 12.2 3.3 47.9 64.6 76.4 80.1: 23.6 19.9
Old : 100.0: 25.2 12.2 3.3 47.9 64.6 76.4 80.1: 23.6 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 14 10 19 13 47 31:
Old : 65: 22 14 10 19 13 47 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 55.9 45.7 65.0 31.5 55.9 45.5 64.1
Old : 31.5 55.9 45.7 65.0 31.5 55.9 45.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 74,655: 9,234 32,309 5,378 46,595 17,534 61,207 55,221: 13,448 19,434
Old : 74,655: 9,234 32,309 5,378 46,595 17,534 61,207 55,221: 13,448 19,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -212: -280 3,220 43 2,710 -1,845 2,472 1,418: -2,685 -1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 43.3 7.2 62.4 23.5 82.0 74.0: 18.0 26.0
Old : 100.0: 12.4 43.3 7.2 62.4 23.5 82.0 74.0: 18.0 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 23 30 21 17 17 51 57:
Old : 78: 23 30 21 17 17 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.4 65.0 41.6 52.1 25.4 59.9 40.0
Old : 56.2 25.4 65.0 41.6 52.1 25.4 59.9 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 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Old : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 840: 541 1,341 0 138 -635 679 706: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
Old : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
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 : 60: 7 23 4 16 18 26 42:
Old : 60: 7 23 4 16 18 26 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 : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Old : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Old : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 51: 0 -8 0 60 58 60 50: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.2 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 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Old : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,674: 2,672 1,915 4,005 16,207 14,054 22,884 19,974: 4,790 7,700
Old : 27,674: 2,672 1,915 4,005 16,207 14,054 22,884 19,974: 4,790 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 827: 1,007 -41 -186 499 612 1,320 385: -492 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.9 14.5 58.6 50.8 82.7 72.2: 17.3 27.8
Old : 100.0: 9.7 6.9 14.5 58.6 50.8 82.7 72.2: 17.3 27.8
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 : 46: 14 5 14 23 19 40 35:
Old : 46: 14 5 14 23 19 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 27.3 58.0 47.6 42.3 25.0 51.0 40.0
Old : 44.6 27.3 58.0 47.6 42.3 25.0 51.0 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 100,547: 12,173 9,946 22,829 44,596 34,284 79,598 67,059: 20,948 33,488
Old : 92,008: 11,832 10,284 20,440 40,737 31,305 73,009 62,029: 18,998 29,979
Other: 8,539: 2,243 1,565 487 3,859 2,978 6,589 5,030: 1,950 3,509
: : :
: : Changes in Commitments from: May 10, 2005 :
: -329: -2,402 -333 1,002 -183 -2,354 -1,582 -1,685: 1,253 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.9 22.7 44.4 34.1 79.2 66.7: 20.8 33.3
Old : 100.0: 12.9 11.2 22.2 44.3 34.0 79.4 67.4: 20.6 32.6
Other: 100.0: 26.3 18.3 5.7 45.2 34.9 77.2 58.9: 22.8 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 42 49 28 36 100 106:
Old : 137: 36 45 49 27 36 97 106:
Other: 41: 13 10 7 8 14 25 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 16.3 40.5 27.4 27.3 15.7 37.3 21.4
Old : 29.8 16.4 43.2 28.1 29.8 15.8 40.3 23.7
Other: 55.1 34.9 68.0 46.7 54.0 30.2 65.2 41.9
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 3,671: 416 1,438 410 1,515 771 2,342 2,619: 1,330 1,052
Old : 3,642: 416 1,452 395 1,499 768 2,311 2,615: 1,332 1,027
Other: 29: 14 0 1 16 3 31 4: -2 25
: : :
: : Changes in Commitments from: May 10, 2005 :
: -116: 20 -58 7 -22 -35 5 -86: -122 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 39.2 11.2 41.3 21.0 63.8 71.3: 36.2 28.7
Old : 100.0: 11.4 39.9 10.9 41.2 21.1 63.4 71.8: 36.6 28.2
Other: 100.0: 48.3 0.0 3.4 55.2 10.3 106.9 13.8: -6.9 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 9 11 5 8 4 21 16:
Old : 29: 9 11 5 8 4 21 16:
Other: 4: 2 0 1 2 1 4 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 : 36.5 47.1 51.0 61.2 34.0 44.8 41.6 51.7
Old : 36.4 47.5 50.7 61.7 33.9 45.1 41.5 52.1
Other: 106.9 13.8 106.9 13.8 100.0 6.9 100.0 6.9
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 170,356: 50,341 11,846 26,682 71,519 86,957 148,541 125,485: 21,815 44,872
Old : 170,356: 50,341 11,846 26,682 71,519 86,957 148,541 125,485: 21,815 44,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 14,973: 4,403 318 3,907 5,228 7,810 13,538 12,035: 1,434 2,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.0 15.7 42.0 51.0 87.2 73.7: 12.8 26.3
Old : 100.0: 29.6 7.0 15.7 42.0 51.0 87.2 73.7: 12.8 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 : 239: 74 34 56 74 109 182 175:
Old : 239: 74 34 56 74 109 182 175:
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 : 19.4 14.2 31.7 23.3 19.4 13.6 30.5 21.3
Old : 19.4 14.2 31.7 23.3 19.4 13.6 30.5 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 3,535: 1,113 378 208 781 1,805 2,102 2,391: 1,432 1,144
Old : 3,535: 1,113 378 208 781 1,805 2,102 2,391: 1,432 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -100: 112 46 25 -111 -193 26 -121: -127 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 5.9 22.1 51.1 59.5 67.6: 40.5 32.4
Old : 100.0: 31.5 10.7 5.9 22.1 51.1 59.5 67.6: 40.5 32.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 8 10 16 16 33 31:
Old : 44: 14 8 10 16 16 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 37.9 35.8 48.0 24.0 37.7 32.9 46.1
Old : 25.2 37.9 35.8 48.0 24.0 37.7 32.9 46.1
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 29,239: 11,607 2,633 4,173 8,027 6,300 23,807 13,106: 5,432 16,133
Old : 29,239: 11,607 2,633 4,173 8,027 6,300 23,807 13,106: 5,432 16,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 232: 1,454 482 -626 -386 143 441 -0: -210 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 9.0 14.3 27.5 21.5 81.4 44.8: 18.6 55.2
Old : 100.0: 39.7 9.0 14.3 27.5 21.5 81.4 44.8: 18.6 55.2
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 : 150: 48 28 23 48 49 109 87:
Old : 150: 48 28 23 48 49 109 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 : 15.8 11.3 28.2 16.8 14.3 7.5 25.5 12.0
Old : 15.8 11.3 28.2 16.8 14.3 7.5 25.5 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 107,229: 12,049 44,845 3,768 64,997 31,598 80,815 80,211: 26,414 27,017
Old : 107,229: 12,049 44,845 3,768 64,997 31,598 80,815 80,211: 26,414 27,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 13,459: -312 5,492 2,017 12,938 4,071 14,643 11,580: -1,184 1,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 41.8 3.5 60.6 29.5 75.4 74.8: 24.6 25.2
Old : 100.0: 11.2 41.8 3.5 60.6 29.5 75.4 74.8: 24.6 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 16 21 10 32 20 52 47:
Old : 75: 16 21 10 32 20 52 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 : 33.8 23.6 44.7 39.1 32.2 23.6 42.6 38.7
Old : 33.8 23.6 44.7 39.1 32.2 23.6 42.6 38.7
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 62,119: 2,367 30,320 129 48,796 8,131 51,292 38,580: 10,827 23,540
Old : 62,119: 2,367 30,320 129 48,796 8,131 51,292 38,580: 10,827 23,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 17,424: -32 10,720 27 16,058 303 16,053 11,050: 1,371 6,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 48.8 0.2 78.6 13.1 82.6 62.1: 17.4 37.9
Old : 100.0: 3.8 48.8 0.2 78.6 13.1 82.6 62.1: 17.4 37.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 19 2 17 10 22 30:
Old : 45: 4 19 2 17 10 22 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 : 48.7 20.8 66.3 34.5 44.7 20.8 62.3 33.3
Old : 48.7 20.8 66.3 34.5 44.7 20.8 62.3 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 105,352: 78,443 3,037 324 18,583 97,848 97,350 101,208: 8,002 4,144
Old : 105,352: 78,443 3,037 324 18,583 97,848 97,350 101,208: 8,002 4,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,031: -1,154 -1,273 -7 -683 -529 -1,844 -1,810: -187 -222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 2.9 0.3 17.6 92.9 92.4 96.1: 7.6 3.9
Old : 100.0: 74.5 2.9 0.3 17.6 92.9 92.4 96.1: 7.6 3.9
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 : 107: 63 11 4 16 21 81 34:
Old : 107: 63 11 4 16 21 81 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 : 32.9 59.1 48.6 81.7 32.9 58.9 48.6 81.5
Old : 32.9 59.1 48.6 81.7 32.9 58.9 48.6 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 85,273: 17,572 17,276 1,474 43,557 48,352 62,604 67,102: 22,669 18,171
Old : 85,273: 17,572 17,276 1,474 43,557 48,352 62,604 67,102: 22,669 18,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,057: -8,354 11,475 943 2,690 -22,722 -4,721 -10,304: -1,336 4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.3 1.7 51.1 56.7 73.4 78.7: 26.6 21.3
Old : 100.0: 20.6 20.3 1.7 51.1 56.7 73.4 78.7: 26.6 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 16 5 20 17 39 37:
Old : 64: 18 16 5 20 17 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 40.5 41.0 52.5 26.7 36.6 39.2 48.6
Old : 28.1 40.5 41.0 52.5 26.7 36.6 39.2 48.6
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 216,205: 10,654 58,606 4,430 174,818 131,079 189,902 194,115: 26,303 22,090
Old : 216,205: 10,654 58,606 4,430 174,818 131,079 189,902 194,115: 26,303 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 28,755: -9,710 29,303 251 44,642 -596 35,184 28,958: -6,429 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 27.1 2.0 80.9 60.6 87.8 89.8: 12.2 10.2
Old : 100.0: 4.9 27.1 2.0 80.9 60.6 87.8 89.8: 12.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 25 9 32 31 52 61:
Old : 86: 16 25 9 32 31 52 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 : 54.6 40.3 71.9 55.2 52.1 35.9 60.8 46.8
Old : 54.6 40.3 71.9 55.2 52.1 35.9 60.8 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 191,119: 25,739 35,299 16,214 95,100 82,973 137,053 134,486: 54,066 56,633
Old : 191,119: 25,739 35,299 16,214 95,100 82,973 137,053 134,486: 54,066 56,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 19,566: 1,495 9,485 1,671 16,127 5,849 19,292 17,005: 273 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.5 8.5 49.8 43.4 71.7 70.4: 28.3 29.6
Old : 100.0: 13.5 18.5 8.5 49.8 43.4 71.7 70.4: 28.3 29.6
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 : 108: 31 34 24 34 32 78 77:
Old : 108: 31 34 24 34 32 78 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.7 33.4 37.0 21.7 24.7 33.0 32.7
Old : 21.7 25.7 33.4 37.0 21.7 24.7 33.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 :13,421,082: 667,264 584,472 3,938,729 7,681,031 7,210,823 12,287,023 11,734,024: 1,134,058 1,687,058
Old :13,421,082: 667,264 584,472 3,938,729 7,681,031 7,210,823 12,287,023 11,734,024: 1,134,058 1,687,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 64,010: 50,411 -157,909 -43,691 -20,101 239,382 -13,382 37,782: 77,392 26,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.4 29.3 57.2 53.7 91.6 87.4: 8.4 12.6
Old : 100.0: 5.0 4.4 29.3 57.2 53.7 91.6 87.4: 8.4 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 : 289: 60 73 116 143 142 272 269:
Old : 289: 60 73 116 143 142 272 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 14.5 31.2 24.9 17.2 9.1 22.5 13.4
Old : 19.1 14.5 31.2 24.9 17.2 9.1 22.5 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 776,524: 59,125 77,025 57,624 505,315 511,467 622,064 646,116: 154,460 130,408
Old : 776,524: 59,125 77,025 57,624 505,315 511,467 622,064 646,116: 154,460 130,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,539: -2,410 4,691 672 3,001 -2,264 1,264 3,099: 4,275 2,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.9 7.4 65.1 65.9 80.1 83.2: 19.9 16.8
Old : 100.0: 7.6 9.9 7.4 65.1 65.9 80.1 83.2: 19.9 16.8
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 : 220: 46 51 66 105 69 192 145:
Old : 220: 46 51 66 105 69 192 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 29.8 26.1 41.4 17.5 29.4 25.1 40.9
Old : 18.0 29.8 26.1 41.4 17.5 29.4 25.1 40.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,031,808: 176,309 211,191 27,394 487,731 689,348 691,434 927,932: 340,374 103,876
Old : 1,031,808: 176,309 211,191 27,394 487,731 689,348 691,434 927,932: 340,374 103,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -16,765: -21,768 -41,982 1,924 -10,108 39,898 -29,952 -159: 13,187 -16,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 20.5 2.7 47.3 66.8 67.0 89.9: 33.0 10.1
Old : 100.0: 17.1 20.5 2.7 47.3 66.8 67.0 89.9: 33.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 44 63 31 57 58 120 133:
Old : 195: 44 63 31 57 58 120 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 26.8 27.9 40.0 14.1 23.6 21.1 34.1
Old : 18.6 26.8 27.9 40.0 14.1 23.6 21.1 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Old : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -154: 0 80 0 -43 13 -43 93: -111 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 0.0 45.7 79.4 52.0 92.3: 48.0 7.7
Old : 100.0: 6.2 12.9 0.0 45.7 79.4 52.0 92.3: 48.0 7.7
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 : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Old : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Old : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 773: 1,652 925 -27 -1,277 -14 348 884: 425 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Old : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 0 17 18 23 24:
Old : 40: 6 6 0 17 18 23 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 : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Old : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 58,614: 4,725 20,328 54 38,921 27,374 43,700 47,756: 14,914 10,858
Old : 58,614: 4,725 20,328 54 38,921 27,374 43,700 47,756: 14,914 10,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 415: 200 2,096 -16 3,391 -1,404 3,575 676: -3,160 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.7 0.1 66.4 46.7 74.6 81.5: 25.4 18.5
Old : 100.0: 8.1 34.7 0.1 66.4 46.7 74.6 81.5: 25.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 13 24 4 36 34 51 60:
Old : 91: 13 24 4 36 34 51 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 : 38.1 26.3 48.5 40.7 36.7 24.1 46.2 38.1
Old : 38.1 26.3 48.5 40.7 36.7 24.1 46.2 38.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 333,123: 77,323 145,208 2,481 226,369 141,060 306,173 288,749: 26,950 44,374
Old : 333,123: 77,323 145,208 2,481 226,369 141,060 306,173 288,749: 26,950 44,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -28,910: 350 -18,195 724 -22,862 9,619 -21,787 -7,852: -7,123 -21,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.6 0.7 68.0 42.3 91.9 86.7: 8.1 13.3
Old : 100.0: 23.2 43.6 0.7 68.0 42.3 91.9 86.7: 8.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 81 12 44 40 91 128:
Old : 192: 42 81 12 44 40 91 128:
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 : 43.8 26.4 60.8 41.3 39.4 24.1 54.5 33.8
Old : 43.8 26.4 60.8 41.3 39.4 24.1 54.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 91,358: 23,593 9,634 4,108 44,817 63,042 72,518 76,784: 18,840 14,574
Old : 91,358: 23,593 9,634 4,108 44,817 63,042 72,518 76,784: 18,840 14,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,718: -9,371 5,246 -642 11,583 -11,033 1,571 -6,428: -4,289 3,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.5 4.5 49.1 69.0 79.4 84.0: 20.6 16.0
Old : 100.0: 25.8 10.5 4.5 49.1 69.0 79.4 84.0: 20.6 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 : 46: 12 9 5 20 15 35 26:
Old : 46: 12 9 5 20 15 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 55.3 53.1 66.9 39.5 53.1 50.5 64.5
Old : 40.5 55.3 53.1 66.9 39.5 53.1 50.5 64.5
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 36,963: 1,121 13,002 5 30,223 18,641 31,349 31,648: 5,614 5,315
Old : 36,963: 1,121 13,002 5 30,223 18,641 31,349 31,648: 5,614 5,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,582: 0 -159 0 1,528 1,914 1,528 1,755: 54 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Old : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 12 1 27 27 30 39:
Old : 60: 2 12 1 27 27 30 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 : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Old : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 248,906: 52,701 39,953 2,376 184,089 190,423 239,166 232,752: 9,740 16,154
Old : 248,906: 52,701 39,953 2,376 184,089 190,423 239,166 232,752: 9,740 16,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,623: -2,030 6,425 312 11,800 6,690 10,082 13,427: 2,541 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.1 1.0 74.0 76.5 96.1 93.5: 3.9 6.5
Old : 100.0: 21.2 16.1 1.0 74.0 76.5 96.1 93.5: 3.9 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 : 118: 16 40 11 32 47 56 90:
Old : 118: 16 40 11 32 47 56 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 : 63.4 36.4 73.4 50.2 60.7 31.7 69.6 45.0
Old : 63.4 36.4 73.4 50.2 60.7 31.7 69.6 45.0
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 41,657: 9,990 5,889 266 18,466 25,198 28,722 31,353: 12,935 10,304
Old : 41,657: 9,990 5,889 266 18,466 25,198 28,722 31,353: 12,935 10,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,315: 19 481 -383 1,591 897 1,227 995: 88 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.1 0.6 44.3 60.5 68.9 75.3: 31.1 24.7
Old : 100.0: 24.0 14.1 0.6 44.3 60.5 68.9 75.3: 31.1 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 : 85: 24 15 3 20 30 47 46:
Old : 85: 24 15 3 20 30 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 26.4 32.9 37.8 20.3 25.2 29.4 35.1
Old : 22.2 26.4 32.9 37.8 20.3 25.2 29.4 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Old : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,746: -232 -7 2 66 405 -164 400: -2,582 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Old : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
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 : 26: 9 3 2 10 5 19 10:
Old : 26: 9 3 2 10 5 19 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 : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Old : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
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 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Old : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,941: -30 148 68 -97 604 -59 820: 2,000 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Old : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
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 : 48: 2 14 3 19 28 24 43:
Old : 48: 2 14 3 19 28 24 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 : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Old : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 122,362: 37,154 13,951 20,331 31,044 75,814 88,530 110,096: 33,832 12,266
Old : 122,362: 37,154 13,951 20,331 31,044 75,814 88,530 110,096: 33,832 12,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,482: 611 -1,239 436 -616 -226 430 -1,030: -1,912 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.4 16.6 25.4 62.0 72.4 90.0: 27.6 10.0
Old : 100.0: 30.4 11.4 16.6 25.4 62.0 72.4 90.0: 27.6 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 : 174: 93 38 55 26 35 143 106:
Old : 174: 93 38 55 26 35 143 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 29.5 27.5 44.6 12.9 23.3 19.1 36.2
Old : 18.2 29.5 27.5 44.6 12.9 23.3 19.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 99,590: 20,877 17,226 19,477 45,433 49,108 85,786 85,811: 13,804 13,779
Old : 99,590: 20,877 17,226 19,477 45,433 49,108 85,786 85,811: 13,804 13,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -9,563: -11,046 2,861 -3,870 4,480 -9,135 -10,436 -10,145: 873 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 17.3 19.6 45.6 49.3 86.1 86.2: 13.9 13.8
Old : 100.0: 21.0 17.3 19.6 45.6 49.3 86.1 86.2: 13.9 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 : 154: 47 51 40 43 36 108 114:
Old : 154: 47 51 40 43 36 108 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 25.5 39.4 41.6 22.9 24.0 31.1 36.7
Old : 26.1 25.5 39.4 41.6 22.9 24.0 31.1 36.7
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 342,871: 122,727 58,924 61,063 105,303 194,816 289,093 314,802: 53,778 28,069
Old : 342,871: 122,727 58,924 61,063 105,303 194,816 289,093 314,802: 53,778 28,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -8,814: -11,417 13,922 3,051 860 -29,470 -7,506 -12,497: -1,308 3,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 17.2 17.8 30.7 56.8 84.3 91.8: 15.7 8.2
Old : 100.0: 35.8 17.2 17.8 30.7 56.8 84.3 91.8: 15.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 127 74 63 46 42 202 153:
Old : 258: 127 74 63 46 42 202 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 30.2 33.7 44.1 19.1 26.1 23.8 35.5
Old : 23.2 30.2 33.7 44.1 19.1 26.1 23.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Old : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,078: -593 -293 8 573 550 -12 265: 2,090 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Old : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 5 11 5 5 36 18:
Old : 40: 21 5 11 5 5 36 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 : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Old : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 76,269: 12,612 13,336 6,141 40,175 37,128 58,928 56,605: 17,341 19,665
Old : 76,261: 12,612 13,336 6,141 40,167 37,125 58,920 56,602: 17,341 19,660
Other: 8: 0 0 0 8 3 8 3: 0 5
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,292: 28 2,738 182 3,885 1,505 4,096 4,425: 1,196 867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.5 8.1 52.7 48.7 77.3 74.2: 22.7 25.8
Old : 100.0: 16.5 17.5 8.1 52.7 48.7 77.3 74.2: 22.7 25.8
Other: 100.0: 0.0 0.0 0.0 100.0 37.5 100.0 37.5: 0.0 62.5
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 25 27 14 46 41 76 77:
Old : 109: 25 27 14 46 41 76 77:
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 : 25.6 27.2 34.3 35.9 23.4 24.3 31.4 31.9
Old : 25.6 27.2 34.3 35.9 23.4 24.3 31.4 31.9
Other: 100.0 37.5 100.0 37.5 100.0 37.5 100.0 37.5
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 29,870: 1,665 5,992 2,033 19,189 14,212 22,887 22,238: 6,983 7,633
Old : 15,658: 2,907 5,913 346 8,493 6,642 11,746 12,901: 3,912 2,757
Other: 14,213: 139 1,460 307 10,696 7,570 11,142 9,336: 3,071 4,876
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,104: -129 2,224 341 1,560 165 1,772 2,731: -668 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 20.1 6.8 64.2 47.6 76.6 74.4: 23.4 25.6
Old : 100.0: 18.6 37.8 2.2 54.2 42.4 75.0 82.4: 25.0 17.6
Other: 100.0: 1.0 10.3 2.2 75.3 53.3 78.4 65.7: 21.6 34.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 12 8 21 13 32 30:
Old : 43: 10 10 3 16 11 26 24:
Other: 29: 2 8 5 15 12 22 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 : 40.1 38.6 53.7 51.8 36.6 35.7 47.1 45.0
Old : 39.8 41.2 53.6 58.1 37.4 40.7 49.7 57.6
Other: 49.1 46.9 65.7 56.6 48.7 37.2 59.5 44.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 144,275: 29,044 8,437 31,192 68,481 95,245 128,717 134,873: 15,558 9,402
Old : 94,523: 25,704 8,253 14,267 44,474 66,442 84,445 88,962: 10,079 5,561
Other: 49,752: 4,942 1,785 15,323 24,007 28,803 44,272 45,911: 5,480 3,840
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,839: -5,494 1,885 -579 -533 -10,312 -6,606 -9,005: -1,233 1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 5.8 21.6 47.5 66.0 89.2 93.5: 10.8 6.5
Old : 100.0: 27.2 8.7 15.1 47.1 70.3 89.3 94.1: 10.7 5.9
Other: 100.0: 9.9 3.6 30.8 48.3 57.9 89.0 92.3: 11.0 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 88 34 51 73 66 182 131:
Old : 190: 81 36 46 50 56 152 117:
Other: 135: 43 20 38 58 56 115 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.9 29.5 45.4 17.8 27.6 25.1 35.9
Old : 26.7 46.2 37.1 53.6 26.7 42.9 36.5 49.7
Other: 21.0 22.0 33.1 36.1 16.5 15.3 23.5 25.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 34,376: 9,185 2,634 6,787 13,813 22,832 29,785 32,252: 4,591 2,124
Old : 33,358: 9,139 2,785 6,227 13,485 22,260 28,852 31,273: 4,505 2,085
Other: 1,018: 306 109 299 327 571 932 979: 86 39
: : :
: : Changes in Commitments from: May 10, 2005 :
: 228: -1,360 -1,161 1,665 50 -127 354 377: -126 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.7 19.7 40.2 66.4 86.6 93.8: 13.4 6.2
Old : 100.0: 27.4 8.3 18.7 40.4 66.7 86.5 93.8: 13.5 6.2
Other: 100.0: 30.1 10.7 29.4 32.2 56.1 91.6 96.2: 8.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 56 25 24 23 19 93 54:
Old : 113: 58 23 24 23 19 93 54:
Other: 25: 10 7 11 7 5 21 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 : 24.0 48.6 34.6 63.2 24.0 46.7 32.1 57.6
Old : 24.5 48.4 35.1 63.3 24.5 46.6 32.8 58.3
Other: 34.1 71.2 59.2 85.6 31.9 56.8 48.7 58.7
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 141,943: 21,348 21,186 13,162 97,554 101,424 132,064 135,772: 9,880 6,171
Old : 69,480: 13,202 20,290 7,703 40,005 36,084 60,909 64,077: 8,571 5,404
Other: 72,463: 9,722 2,473 3,882 57,549 65,340 71,154 71,696: 1,309 767
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,428: 11 4,511 1,062 6,873 284 7,946 5,856: -1,518 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.9 9.3 68.7 71.5 93.0 95.7: 7.0 4.3
Old : 100.0: 19.0 29.2 11.1 57.6 51.9 87.7 92.2: 12.3 7.8
Other: 100.0: 13.4 3.4 5.4 79.4 90.2 98.2 98.9: 1.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 54 46 34 53 40 126 105:
Old : 158: 59 41 29 49 37 119 96:
Other: 81: 17 22 19 30 31 60 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.8 43.7 50.3 19.5 23.4 29.2 30.5
Old : 18.3 25.0 30.3 36.6 18.1 19.4 27.9 30.1
Other: 46.3 56.7 65.3 72.6 28.7 39.2 44.4 49.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 454,921: 72,030 87,091 61,858 257,470 246,881 391,359 395,830: 63,563 59,091
Old : 454,921: 72,030 87,091 61,858 257,470 246,881 391,359 395,830: 63,563 59,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -961: 1,342 -839 -5,099 6,189 4,151 2,431 -1,787: -3,393 826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.1 13.6 56.6 54.3 86.0 87.0: 14.0 13.0
Old : 100.0: 15.8 19.1 13.6 56.6 54.3 86.0 87.0: 14.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 40 54 38 58 43 121 112:
Old : 158: 40 54 38 58 43 121 112:
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 : 16.3 26.5 29.2 42.1 13.6 21.6 24.8 28.3
Old : 16.3 26.5 29.2 42.1 13.6 21.6 24.8 28.3
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 124,783: 29,967 9,570 32,097 50,479 75,341 112,543 117,008: 12,239 7,775
Old : 101,947: 29,871 14,913 20,865 40,305 60,012 91,041 95,789: 10,906 6,158
Other: 22,836: 6,269 830 5,059 10,175 15,330 21,502 21,219: 1,333 1,617
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,530: -3,192 -671 -2,933 247 -3,450 -5,878 -7,054: -651 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.7 25.7 40.5 60.4 90.2 93.8: 9.8 6.2
Old : 100.0: 29.3 14.6 20.5 39.5 58.9 89.3 94.0: 10.7 6.0
Other: 100.0: 27.5 3.6 22.2 44.6 67.1 94.2 92.9: 5.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 161 51 114 98 106 299 236:
Old : 334: 151 61 104 93 103 285 228:
Other: 157: 45 19 43 59 76 116 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 23.8 25.9 34.4 14.8 19.1 23.2 26.6
Old : 17.7 23.5 28.2 33.7 17.7 20.1 27.9 29.1
Other: 31.4 35.9 45.8 45.7 27.3 30.4 34.1 37.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 27,479: 15,145 3,551 3,067 4,641 18,503 22,852 25,122: 4,627 2,357
Old : 27,479: 15,145 3,551 3,067 4,641 18,503 22,852 25,122: 4,627 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,553: 6,453 -1,710 324 -2,151 7,151 4,625 5,766: 927 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 12.9 11.2 16.9 67.3 83.2 91.4: 16.8 8.6
Old : 100.0: 55.1 12.9 11.2 16.9 67.3 83.2 91.4: 16.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 32 12 14 11 6 51 25:
Old : 59: 32 12 14 11 6 51 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 : 32.0 78.2 49.7 85.8 31.4 71.9 44.3 76.1
Old : 32.0 78.2 49.7 85.8 31.4 71.9 44.3 76.1
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 205,396: 18,131 26,676 37,573 118,283 117,140 173,987 181,390: 31,409 24,006
Old : 205,396: 18,131 26,676 37,573 118,283 117,140 173,987 181,390: 31,409 24,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -727: -9,089 2,869 -488 12,065 -1,245 2,488 1,136: -3,215 -1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 13.0 18.3 57.6 57.0 84.7 88.3: 15.3 11.7
Old : 100.0: 8.8 13.0 18.3 57.6 57.0 84.7 88.3: 15.3 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 : 122: 23 27 30 63 65 103 107:
Old : 122: 23 27 30 63 65 103 107:
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 : 18.9 24.6 31.1 34.7 11.1 13.5 17.8 19.1
Old : 18.9 24.6 31.1 34.7 11.1 13.5 17.8 19.1
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 776,911: 32,601 62,253 309,075 353,249 360,123 694,925 731,450: 81,986 45,460
Old : 776,911: 32,601 62,253 309,075 353,249 360,123 694,925 731,450: 81,986 45,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 23,236: -1,432 8,593 7,157 12,773 5,549 18,498 21,298: 4,738 1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 8.0 39.8 45.5 46.4 89.4 94.1: 10.6 5.9
Old : 100.0: 4.2 8.0 39.8 45.5 46.4 89.4 94.1: 10.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 47 62 74 88 80 178 176:
Old : 202: 47 62 74 88 80 178 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 22.3 33.4 34.0 4.3 6.5 6.6 9.7
Old : 22.6 22.3 33.4 34.0 4.3 6.5 6.6 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Old : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,552: 0 612 62 3,332 3,272 3,394 3,946: 1,158 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Old : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 19 24 22 26:
Old : 31: 1 2 2 19 24 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 : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Old : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Old : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 300: 856 120 0 -308 548 548 668: -248 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Old : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 12 12 14 15:
Old : 21: 1 3 1 12 12 14 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 : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Old : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Old : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,552: 1,035 -254 858 4,719 6,008 6,612 6,612: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Old : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Old : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Old : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 3,666: -366 2,741 350 3,464 535 3,448 3,626: 218 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Old : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 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 : 28: 1 3 3 22 20 25 24:
Old : 28: 1 3 3 22 20 25 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 : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Old : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Old : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Old : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 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 0 1 17 17 18 18:
Old : 20: 1 0 1 17 17 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 : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Old : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Old : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,374: 0 -1,290 -358 -2,504 -64 -2,862 -1,712: 1,488 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Old : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Old : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Old : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 722: -60 120 60 420 482 420 662: 302 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Old : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 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 : 24: 2 1 1 18 18 20 20:
Old : 24: 2 1 1 18 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Old : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Old : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,782: -15,983 2,995 5,108 19,302 215 8,427 8,318: -1,645 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Old : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 24 9 31 84 79 120 111:
Old : 126: 24 9 31 84 79 120 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Old : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Old : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,820: -290 466 1,700 3,170 850 4,580 3,016: -1,760 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Old : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 9 14 28 27 46 43:
Old : 50: 11 9 14 28 27 46 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 : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Old : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 62,357: 16,472 2,297 14,875 30,086 44,944 61,433 62,116: 924 241
Old : 62,357: 16,472 2,297 14,875 30,086 44,944 61,433 62,116: 924 241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,248: 918 -826 647 -639 1,285 926 1,107: 322 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.7 23.9 48.2 72.1 98.5 99.6: 1.5 0.4
Old : 100.0: 26.4 3.7 23.9 48.2 72.1 98.5 99.6: 1.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 4 7 33 29 40 36:
Old : 42: 3 4 7 33 29 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 39.8 69.5 62.0 37.2 31.6 44.5 44.2
Old : 52.3 39.8 69.5 62.0 37.2 31.6 44.5 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 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Old : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -348: 0 78 -44 36 -42 -8 -8: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Old : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
Old : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 10, 2005 :
: 0: 0 0 0 0 0 0 0: 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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Old : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 220: -200 100 0 440 140 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Old : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 15 15 20 20:
Old : 22: 3 2 5 15 15 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Old : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 1,200,803: 96,192 66,500 306,273 738,759 749,570 1,141,224 1,122,344: 59,579 78,460
Old : 1,200,803: 96,192 66,500 306,273 738,759 749,570 1,141,224 1,122,344: 59,579 78,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -133,551: -15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022: -19,491 -17,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 25.5 61.5 62.4 95.0 93.5: 5.0 6.5
Old : 100.0: 8.0 5.5 25.5 61.5 62.4 95.0 93.5: 5.0 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 : 266: 68 94 110 85 93 212 244:
Old : 266: 68 94 110 85 93 212 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 18.5 30.4 30.2 9.8 8.5 15.7 13.2
Old : 20.2 18.5 30.4 30.2 9.8 8.5 15.7 13.2
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Old : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -139: -82 119 77 -9 -383 -14 -187: -125 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Old : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 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 : 116: 60 20 6 13 22 77 47:
Old : 116: 60 20 6 13 22 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 : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Old : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 8,181: 4,875 1,558 146 1,388 5,553 6,409 7,257: 1,772 924
Old : 8,181: 4,875 1,558 146 1,388 5,553 6,409 7,257: 1,772 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,314: -1,520 293 141 320 -1,614 -1,059 -1,180: -255 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 19.0 1.8 17.0 67.9 78.3 88.7: 21.7 11.3
Old : 100.0: 59.6 19.0 1.8 17.0 67.9 78.3 88.7: 21.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 20 10 3 8 15 30 26:
Old : 52: 20 10 3 8 15 30 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 : 36.2 43.5 54.0 61.2 36.2 43.5 54.0 60.6
Old : 36.2 43.5 54.0 61.2 36.2 43.5 54.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 190,366: 22,815 12,844 39,027 112,793 124,287 174,634 176,157: 15,732 14,209
Old : 190,366: 22,815 12,844 39,027 112,793 124,287 174,634 176,157: 15,732 14,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,008: -7,937 2,458 738 10,465 -2,275 3,265 920: -4,273 -1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.7 20.5 59.3 65.3 91.7 92.5: 8.3 7.5
Old : 100.0: 12.0 6.7 20.5 59.3 65.3 91.7 92.5: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 45 31 51 69 80 133 145:
Old : 166: 45 31 51 69 80 133 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 15.1 40.0 26.4 20.6 10.0 29.7 15.1
Old : 28.2 15.1 40.0 26.4 20.6 10.0 29.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated May 27, 2005