WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 264,191: 36,837 45,364 48,499 151,953 129,403 237,288 223,266: 26,903 40,925
Old : 263,228: 36,822 45,212 48,485 151,311 129,162 236,617 222,859: 26,611 40,369
Other: 963: 27 164 2 642 241 671 407: 292 556
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,567: 3,274 -11,562 196 -3,479 8,971 -9 -2,395: 1,575 3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.2 18.4 57.5 49.0 89.8 84.5: 10.2 15.5
Old : 100.0: 14.0 17.2 18.4 57.5 49.1 89.9 84.7: 10.1 15.3
Other: 100.0: 2.8 17.0 0.2 66.7 25.0 69.7 42.3: 30.3 57.7
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 70 83 67 47 60 156 178:
Old : 232: 71 83 66 47 60 155 178:
Other: 26: 4 2 1 4 16 8 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 : 31.6 30.5 45.4 36.8 31.3 27.7 44.6 32.4
Old : 31.7 30.6 45.6 36.9 31.4 27.9 44.8 32.7
Other: 66.7 30.3 69.7 36.4 66.7 30.3 69.5 36.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 843,045: 82,017 99,476 153,459 455,016 371,669 690,491 624,603: 152,554 218,442
Old : 538,539: 56,374 117,805 64,484 318,263 248,844 439,121 431,133: 99,418 107,406
Other: 304,506: 62,965 18,993 51,652 136,754 122,825 251,371 193,470: 53,136 111,036
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,990: -3,940 -56,300 12,996 -22,107 26,591 -13,050 -16,712: 7,060 10,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.8 18.2 54.0 44.1 81.9 74.1: 18.1 25.9
Old : 100.0: 10.5 21.9 12.0 59.1 46.2 81.5 80.1: 18.5 19.9
Other: 100.0: 20.7 6.2 17.0 44.9 40.3 82.6 63.5: 17.4 36.5
: : :
:# Traders : Number of Traders in Each Category :
All : 481: 122 111 137 191 190 385 385:
Old : 449: 102 131 105 164 171 322 352:
Other: 354: 96 56 73 131 164 257 263:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.1 27.4 21.2 18.0 12.2 25.8 16.1
Old : 26.5 20.2 36.2 25.1 26.0 17.4 35.1 22.1
Other: 18.8 12.0 27.0 17.4 15.7 7.5 21.4 11.8
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 9,205: 1,654 1,705 824 2,184 4,333 4,662 6,862: 4,543 2,343
Old : 9,205: 1,654 1,705 824 2,184 4,333 4,662 6,862: 4,543 2,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 64: -199 277 -28 -39 -205 -266 44: 330 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 18.5 9.0 23.7 47.1 50.7 74.6: 49.3 25.4
Old : 100.0: 18.0 18.5 9.0 23.7 47.1 50.7 74.6: 49.3 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 : 40: 12 12 4 10 13 23 28:
Old : 40: 12 12 4 10 13 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 : 21.3 27.6 33.0 43.2 17.7 27.5 26.1 40.4
Old : 21.3 27.6 33.0 43.2 17.7 27.5 26.1 40.4
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 359,229: 53,998 20,526 80,544 150,907 163,073 285,449 264,142: 73,780 95,087
Old : 231,695: 37,826 25,840 42,107 109,944 115,824 189,877 183,771: 41,817 47,923
Other: 127,534: 27,485 5,999 27,124 40,962 47,248 95,572 80,371: 31,963 47,163
: : :
: : Changes in Commitments from: May 17, 2005 :
: 29,300: 13,847 -8,902 7,281 -511 27,979 20,617 26,359: 8,683 2,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 5.7 22.4 42.0 45.4 79.5 73.5: 20.5 26.5
Old : 100.0: 16.3 11.2 18.2 47.5 50.0 82.0 79.3: 18.0 20.7
Other: 100.0: 21.6 4.7 21.3 32.1 37.0 74.9 63.0: 25.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 129 72 114 88 98 272 237:
Old : 305: 102 91 80 74 93 220 220:
Other: 213: 76 43 54 64 74 170 141:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.7 30.8 29.2 16.7 10.4 22.0 16.2
Old : 25.9 22.8 38.9 32.2 24.9 14.4 32.5 22.1
Other: 19.9 17.2 27.2 25.5 9.0 9.6 14.4 14.7
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 142,148: 18,791 18,033 20,797 79,085 88,689 118,672 127,519: 23,476 14,629
Old : 107,145: 16,093 18,916 12,002 62,678 64,183 90,773 95,101: 16,371 12,044
Other: 35,003: 5,202 1,622 6,290 16,406 24,506 27,899 32,418: 7,105 2,585
: : :
: : Changes in Commitments from: May 17, 2005 :
: 3,270: 478 -1,334 -566 660 6,884 572 4,984: 2,699 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.7 14.6 55.6 62.4 83.5 89.7: 16.5 10.3
Old : 100.0: 15.0 17.7 11.2 58.5 59.9 84.7 88.8: 15.3 11.2
Other: 100.0: 14.9 4.6 18.0 46.9 70.0 79.7 92.6: 20.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 39 29 32 51 49 103 102:
Old : 130: 33 35 29 50 46 98 97:
Other: 67: 16 11 19 28 26 55 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.9 35.5 41.5 22.4 24.6 32.0 33.8
Old : 27.0 28.9 40.2 41.8 26.9 26.1 37.3 36.6
Other: 35.9 40.3 47.5 55.6 26.8 31.8 33.0 42.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 915,658: 141,095 125,806 121,717 484,583 476,242 747,396 723,765: 168,262 191,893
Old : 915,658: 141,095 125,806 121,717 484,583 476,242 747,396 723,765: 168,262 191,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -81,926: 29,853 5,076 -38,005 -60,437 -45,242 -68,588 -78,171: -13,337 -3,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 13.7 13.3 52.9 52.0 81.6 79.0: 18.4 21.0
Old : 100.0: 15.4 13.7 13.3 52.9 52.0 81.6 79.0: 18.4 21.0
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 : 190: 39 44 50 75 87 145 152:
Old : 190: 39 44 50 75 87 145 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 13.9 30.8 21.8 16.9 9.6 21.7 15.1
Old : 23.8 13.9 30.8 21.8 16.9 9.6 21.7 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 144,441: 25,438 9,557 22,714 62,221 91,222 110,373 123,493: 34,068 20,948
Old : 101,179: 24,495 9,262 14,370 36,023 61,644 74,888 85,276: 26,290 15,903
Other: 43,262: 3,842 3,194 5,445 26,198 29,578 35,484 38,217: 7,778 5,044
: : :
: : Changes in Commitments from: May 17, 2005 :
: 6,655: 3,976 -170 -257 -286 7,037 3,433 6,610: 3,222 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.6 15.7 43.1 63.2 76.4 85.5: 23.6 14.5
Old : 100.0: 24.2 9.2 14.2 35.6 60.9 74.0 84.3: 26.0 15.7
Other: 100.0: 8.9 7.4 12.6 60.6 68.4 82.0 88.3: 18.0 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 39 23 33 53 64 114 113:
Old : 145: 45 23 29 48 59 107 102:
Other: 85: 16 17 23 40 32 67 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.6 24.5 40.8 9.5 19.2 15.7 27.3
Old : 13.1 30.7 21.5 38.7 11.1 23.7 17.5 30.2
Other: 30.6 39.6 43.8 55.3 24.8 37.2 37.0 47.3
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 7,774: 3,653 513 1,129 1,040 4,854 5,822 6,496: 1,952 1,278
Old : 5,682: 3,159 769 574 503 3,461 4,236 4,804: 1,446 878
Other: 2,093: 886 136 163 537 1,393 1,586 1,693: 507 400
: : :
: : Changes in Commitments from: May 17, 2005 :
: -288: -136 -10 -91 35 -223 -191 -323: -97 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 6.6 14.5 13.4 62.4 74.9 83.6: 25.1 16.4
Old : 100.0: 55.6 13.5 10.1 8.9 60.9 74.6 84.5: 25.4 15.5
Other: 100.0: 42.3 6.5 7.8 25.7 66.6 75.8 80.9: 24.2 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 7 9 12 16 33 29:
Old : 41: 15 9 8 7 16 26 29:
Other: 28: 12 1 7 7 12 20 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 42.6 51.7 58.2 35.6 40.2 44.7 51.9
Old : 44.8 44.6 59.6 59.8 44.8 43.7 56.3 54.2
Other: 39.8 56.1 56.1 70.3 36.0 47.0 48.9 60.3
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 367,554: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,014 119,589
Old : 367,554: 103,271 72,285 4,016 196,253 171,664 303,540 247,965: 64,014 119,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 26,565: -10,591 -2,957 2,677 32,879 22,840 24,965 22,560: 1,600 4,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
Old : 100.0: 28.1 19.7 1.1 53.4 46.7 82.6 67.5: 17.4 32.5
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 : 101: 17 23 3 43 44 62 68:
Old : 101: 17 23 3 43 44 62 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Old : 31.5 17.3 49.4 26.2 29.6 15.3 44.3 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 2,804,224: 513,397 414,934 433,138 1,511,147 1,416,417 2,457,682 2,264,490: 346,542 539,734
Old : 2,804,224: 513,397 414,934 433,138 1,511,147 1,416,417 2,457,682 2,264,490: 346,542 539,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -382,176: 78,450 -30,591 -277,986 -237,656 -133,997 -437,192 -442,574: 55,017 60,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 14.8 15.4 53.9 50.5 87.6 80.8: 12.4 19.2
Old : 100.0: 18.3 14.8 15.4 53.9 50.5 87.6 80.8: 12.4 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 : 279: 50 84 76 104 131 200 245:
Old : 279: 50 84 76 104 131 200 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 13.3 41.6 23.6 21.6 9.2 32.0 14.4
Old : 28.8 13.3 41.6 23.6 21.6 9.2 32.0 14.4
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 1,438,727: 148,794 234,934 190,525 903,932 743,662 1,243,251 1,169,121: 195,477 269,606
Old : 1,438,727: 148,794 234,934 190,525 903,932 743,662 1,243,251 1,169,121: 195,477 269,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -206,024: 9,129 -54,242 -88,009 -138,123 -57,424 -217,003 -199,676: 10,979 -6,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.3 13.2 62.8 51.7 86.4 81.3: 13.6 18.7
Old : 100.0: 10.3 16.3 13.2 62.8 51.7 86.4 81.3: 13.6 18.7
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 : 184: 36 46 47 72 88 132 157:
Old : 184: 36 46 47 72 88 132 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 19.5 43.7 27.6 21.1 11.3 31.0 17.9
Old : 28.0 19.5 43.7 27.6 21.1 11.3 31.0 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 646,140: 128,208 38,256 231,900 243,098 345,177 603,206 615,333: 42,934 30,808
Old : 646,140: 128,208 38,256 231,900 243,098 345,177 603,206 615,333: 42,934 30,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 21,171: -6,271 2,697 11,055 13,172 11,863 17,956 25,615: 3,216 -4,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.9 35.9 37.6 53.4 93.4 95.2: 6.6 4.8
Old : 100.0: 19.8 5.9 35.9 37.6 53.4 93.4 95.2: 6.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 38 22 45 52 59 108 108:
Old : 124: 38 22 45 52 59 108 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 39.7 51.3 52.6 11.0 16.9 16.6 21.5
Old : 35.6 39.7 51.3 52.6 11.0 16.9 16.6 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 43,200: 12,012 4,974 1,157 19,435 29,231 32,605 35,362: 10,595 7,838
Old : 43,200: 12,012 4,974 1,157 19,435 29,231 32,605 35,362: 10,595 7,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -232: 1,082 -346 -284 -1,355 1,189 -557 559: 325 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.5 2.7 45.0 67.7 75.5 81.9: 24.5 18.1
Old : 100.0: 27.8 11.5 2.7 45.0 67.7 75.5 81.9: 24.5 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 : 65: 22 14 9 19 13 46 31:
Old : 65: 22 14 9 19 13 46 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 57.8 43.8 67.0 31.3 57.6 43.7 65.8
Old : 31.3 57.8 43.8 67.0 31.3 57.6 43.7 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,681: 9,843 35,237 2,748 47,028 12,059 59,619 50,045: 10,063 19,637
Old : 69,681: 9,843 35,237 2,748 47,028 12,059 59,619 50,045: 10,063 19,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,974: 609 2,929 -2,630 432 -5,475 -1,589 -5,177: -3,385 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 50.6 3.9 67.5 17.3 85.6 71.8: 14.4 28.2
Old : 100.0: 14.1 50.6 3.9 67.5 17.3 85.6 71.8: 14.4 28.2
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 : 74: 17 35 15 16 15 42 56:
Old : 74: 17 35 15 16 15 42 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 : 58.7 20.8 67.6 32.7 54.3 20.8 63.2 32.3
Old : 58.7 20.8 67.6 32.7 54.3 20.8 63.2 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Old : 39,731: 6,518 6,327 1,046 31,317 30,844 38,881 38,217: 850 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,135: -70 -1,052 0 1,503 2,152 1,433 1,100: -298 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 3.8
Old : 100.0: 16.4 15.9 2.6 78.8 77.6 97.9 96.2: 2.1 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 : 59: 7 21 4 17 19 27 41:
Old : 59: 7 21 4 17 19 27 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Old : 51.1 46.9 71.2 69.3 49.8 41.1 68.0 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Old : 14,234: 0 948 0 14,180 13,200 14,180 14,148: 54 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -68: 0 -89 0 -68 16 -68 -73: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 99.6 92.7 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 6.7 0.0 99.6 92.7 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 5 11 5 18:
Old : 22: 0 7 0 5 11 5 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 : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
Old : 98.9 79.6 99.6 91.1 98.9 78.9 98.9 90.4
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 27,850: 2,093 1,868 3,934 16,889 14,078 22,917 19,880: 4,933 7,970
Old : 27,850: 2,093 1,868 3,934 16,889 14,078 22,917 19,880: 4,933 7,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 176: -579 -47 -71 682 24 33 -94: 143 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.7 14.1 60.6 50.5 82.3 71.4: 17.7 28.6
Old : 100.0: 7.5 6.7 14.1 60.6 50.5 82.3 71.4: 17.7 28.6
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 : 44: 11 5 13 24 19 39 33:
Old : 44: 11 5 13 24 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 26.9 58.6 46.6 42.1 25.1 50.8 39.6
Old : 44.0 26.9 58.6 46.6 42.1 25.1 50.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 101,550: 11,977 15,125 28,097 45,152 29,525 85,226 72,747: 16,324 28,803
Old : 91,352: 11,140 16,050 24,924 40,547 25,961 76,610 66,935: 14,741 24,417
Other: 10,199: 3,324 1,561 687 4,605 3,564 8,616 5,812: 1,583 4,387
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,004: -195 5,179 5,268 556 -4,759 5,628 5,688: -4,625 -4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.9 27.7 44.5 29.1 83.9 71.6: 16.1 28.4
Old : 100.0: 12.2 17.6 27.3 44.4 28.4 83.9 73.3: 16.1 26.7
Other: 100.0: 32.6 15.3 6.7 45.2 34.9 84.5 57.0: 15.5 43.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 42 53 59 26 34 103 125:
Old : 152: 41 56 58 25 34 102 124:
Other: 45: 20 7 10 7 14 32 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 15.7 40.4 23.7 27.4 15.6 39.0 21.0
Old : 30.5 15.5 42.4 23.8 30.5 15.3 41.3 21.4
Other: 58.9 33.3 72.5 43.3 57.8 29.3 69.3 39.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 4,013: 598 1,718 304 1,508 782 2,410 2,804: 1,603 1,210
Old : 3,965: 598 1,746 275 1,490 782 2,363 2,803: 1,602 1,163
Other: 48: 28 0 1 18 0 47 1: 1 47
: : :
: : Changes in Commitments from: May 17, 2005 :
: 342: 182 280 -106 -7 11 69 184: 273 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.8 7.6 37.6 19.5 60.1 69.9: 39.9 30.1
Old : 100.0: 15.1 44.0 6.9 37.6 19.7 59.6 70.7: 40.4 29.3
Other: 100.0: 58.3 0.0 2.1 37.5 0.0 97.9 2.1: 2.1 97.9
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 17 5 8 4 23 21:
Old : 36: 10 17 5 8 4 23 21:
Other: 4: 2 0 1 2 0 4 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 : 33.9 43.0 44.6 55.8 30.9 40.7 38.8 48.5
Old : 33.9 43.6 44.3 56.5 30.9 41.2 38.9 49.1
Other: 97.9 2.1 97.9 2.1 95.8 0.0 95.8 0.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 158,274: 41,205 10,824 23,261 73,308 81,705 137,774 115,790: 20,501 42,484
Old : 158,274: 41,205 10,824 23,261 73,308 81,705 137,774 115,790: 20,501 42,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -12,082: -9,136 -1,022 -3,421 1,789 -5,251 -10,768 -9,694: -1,314 -2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.8 14.7 46.3 51.6 87.0 73.2: 13.0 26.8
Old : 100.0: 26.0 6.8 14.7 46.3 51.6 87.0 73.2: 13.0 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 : 222: 65 24 52 78 111 168 173:
Old : 222: 65 24 52 78 111 168 173:
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 : 21.2 14.2 33.6 23.7 21.2 13.8 31.7 21.9
Old : 21.2 14.2 33.6 23.7 21.2 13.8 31.7 21.9
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 3,711: 1,166 447 268 964 1,883 2,398 2,599: 1,313 1,112
Old : 3,711: 1,166 447 268 964 1,883 2,398 2,599: 1,313 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 177: 53 70 61 183 78 296 209: -119 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.1 7.2 26.0 50.7 64.6 70.0: 35.4 30.0
Old : 100.0: 31.4 12.1 7.2 26.0 50.7 64.6 70.0: 35.4 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 12 8 17 18 31 33:
Old : 45: 9 12 8 17 18 31 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 : 28.0 37.4 38.9 47.6 26.6 35.4 35.8 43.8
Old : 28.0 37.4 38.9 47.6 26.6 35.4 35.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,596: 10,964 2,794 4,255 7,933 5,449 23,152 12,498: 5,443 16,098
Old : 28,596: 10,964 2,794 4,255 7,933 5,449 23,152 12,498: 5,443 16,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -643: -643 161 83 -94 -851 -654 -607: 12 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.8 14.9 27.7 19.1 81.0 43.7: 19.0 56.3
Old : 100.0: 38.3 9.8 14.9 27.7 19.1 81.0 43.7: 19.0 56.3
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 : 148: 43 30 25 47 52 106 93:
Old : 148: 43 30 25 47 52 106 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 11.1 28.3 15.8 14.9 6.8 26.4 10.2
Old : 15.7 11.1 28.3 15.8 14.9 6.8 26.4 10.2
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 105,438: 10,145 42,277 3,221 65,838 34,899 79,205 80,396: 26,234 25,042
Old : 105,438: 10,145 42,277 3,221 65,838 34,899 79,205 80,396: 26,234 25,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -1,790: -1,904 -2,569 -547 841 3,301 -1,610 185: -180 -1,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 40.1 3.1 62.4 33.1 75.1 76.2: 24.9 23.8
Old : 100.0: 9.6 40.1 3.1 62.4 33.1 75.1 76.2: 24.9 23.8
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 : 74: 11 23 9 31 24 48 50:
Old : 74: 11 23 9 31 24 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 23.1 46.3 38.7 33.3 23.1 43.8 38.7
Old : 35.1 23.1 46.3 38.7 33.3 23.1 43.8 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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 71,164: 2,295 39,433 136 59,616 7,805 62,046 47,373: 9,118 23,791
Old : 71,164: 2,295 39,433 136 59,616 7,805 62,046 47,373: 9,118 23,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 9,045: -72 9,113 7 10,820 -326 10,754 8,794: -1,709 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 55.4 0.2 83.8 11.0 87.2 66.6: 12.8 33.4
Old : 100.0: 3.2 55.4 0.2 83.8 11.0 87.2 66.6: 12.8 33.4
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 : 50: 3 24 2 18 8 22 33:
Old : 50: 3 24 2 18 8 22 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 : 51.8 22.2 69.4 35.2 48.4 22.2 66.1 34.9
Old : 51.8 22.2 69.4 35.2 48.4 22.2 66.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 102,036: 77,044 3,764 420 16,182 93,248 93,646 97,432: 8,389 4,603
Old : 102,036: 77,044 3,764 420 16,182 93,248 93,646 97,432: 8,389 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,317: -1,399 727 96 -2,401 -4,599 -3,704 -3,776: 387 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 3.7 0.4 15.9 91.4 91.8 95.5: 8.2 4.5
Old : 100.0: 75.5 3.7 0.4 15.9 91.4 91.8 95.5: 8.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 59 14 4 16 19 78 34:
Old : 104: 59 14 4 16 19 78 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 : 33.4 62.5 50.2 85.4 33.4 62.3 50.2 85.3
Old : 33.4 62.5 50.2 85.4 33.4 62.3 50.2 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 90,938: 14,723 22,221 2,384 53,112 47,035 70,219 71,640: 20,719 19,297
Old : 90,938: 14,723 22,221 2,384 53,112 47,035 70,219 71,640: 20,719 19,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 5,665: -2,849 4,945 910 9,554 -1,317 7,615 4,538: -1,951 1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.4 2.6 58.4 51.7 77.2 78.8: 22.8 21.2
Old : 100.0: 16.2 24.4 2.6 58.4 51.7 77.2 78.8: 22.8 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 21 7 23 17 42 42:
Old : 69: 16 21 7 23 17 42 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 : 28.0 35.5 43.3 49.4 26.3 32.3 39.2 44.3
Old : 28.0 35.5 43.3 49.4 26.3 32.3 39.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 211,440: 9,769 48,965 4,820 171,879 131,877 186,469 185,663: 24,971 25,777
Old : 211,440: 9,769 48,965 4,820 171,879 131,877 186,469 185,663: 24,971 25,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,765: -885 -9,641 391 -2,939 798 -3,433 -8,453: -1,332 3,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.2 2.3 81.3 62.4 88.2 87.8: 11.8 12.2
Old : 100.0: 4.6 23.2 2.3 81.3 62.4 88.2 87.8: 11.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 16 28 11 33 34 55 67:
Old : 92: 16 28 11 33 34 55 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 : 50.5 34.9 71.4 49.2 48.3 29.0 58.7 40.1
Old : 50.5 34.9 71.4 49.2 48.3 29.0 58.7 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 202,468: 27,330 38,310 20,604 101,842 83,544 149,776 142,458: 52,692 60,010
Old : 202,468: 27,330 38,310 20,604 101,842 83,544 149,776 142,458: 52,692 60,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 11,349: 1,591 3,011 4,390 6,742 571 12,723 7,972: -1,374 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 18.9 10.2 50.3 41.3 74.0 70.4: 26.0 29.6
Old : 100.0: 13.5 18.9 10.2 50.3 41.3 74.0 70.4: 26.0 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 : 110: 29 39 26 31 32 76 81:
Old : 110: 29 39 26 31 32 76 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 24.0 36.7 35.6 25.7 22.1 35.5 29.6
Old : 26.0 24.0 36.7 35.6 25.7 22.1 35.5 29.6
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 :13,500,687: 671,399 641,237 3,935,248 7,785,316 7,234,796 12,391,963 11,811,281: 1,108,725 1,689,406
Old :13,500,687: 671,399 641,237 3,935,248 7,785,316 7,234,796 12,391,963 11,811,281: 1,108,725 1,689,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 79,606: 4,135 56,765 -3,481 104,285 23,973 104,939 77,257: -25,333 2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.7 29.1 57.7 53.6 91.8 87.5: 8.2 12.5
Old : 100.0: 5.0 4.7 29.1 57.7 53.6 91.8 87.5: 8.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 57 76 114 144 143 273 268:
Old : 289: 57 76 114 144 143 273 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.8 31.3 25.0 17.4 9.1 22.8 13.4
Old : 19.1 14.8 31.3 25.0 17.4 9.1 22.8 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 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 770,220: 61,199 68,505 51,860 506,475 509,799 619,534 630,164: 150,687 140,057
Old : 770,220: 61,199 68,505 51,860 506,475 509,799 619,534 630,164: 150,687 140,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -6,304: 2,074 -8,520 -5,763 1,159 -1,668 -2,531 -15,952: -3,773 9,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.9 6.7 65.8 66.2 80.4 81.8: 19.6 18.2
Old : 100.0: 7.9 8.9 6.7 65.8 66.2 80.4 81.8: 19.6 18.2
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 : 204: 37 46 53 101 68 177 128:
Old : 204: 37 46 53 101 68 177 128:
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 : 18.1 30.0 26.6 41.6 17.9 29.6 25.6 41.1
Old : 18.1 30.0 26.6 41.6 17.9 29.6 25.6 41.1
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 1,072,731: 181,256 243,124 19,417 510,362 705,852 711,035 968,393: 361,696 104,337
Old : 1,072,731: 181,256 243,124 19,417 510,362 705,852 711,035 968,393: 361,696 104,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 40,923: 4,947 31,934 -7,977 22,631 16,504 19,601 40,461: 21,322 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 1.8 47.6 65.8 66.3 90.3: 33.7 9.7
Old : 100.0: 16.9 22.7 1.8 47.6 65.8 66.3 90.3: 33.7 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 : 189: 45 56 29 56 60 120 126:
Old : 189: 45 56 29 56 60 120 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.2 28.2 40.6 14.0 23.7 20.3 33.6
Old : 18.9 27.2 28.2 40.6 14.0 23.7 20.3 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Old : 11,515: 725 1,306 0 5,426 9,871 6,151 11,177: 5,364 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -168: 0 -203 0 81 595 81 392: -249 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Old : 100.0: 6.3 11.3 0.0 47.1 85.7 53.4 97.1: 46.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 14 12 17:
Old : 27: 1 3 0 11 14 12 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 : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Old : 29.5 41.5 45.5 67.7 28.0 40.9 44.0 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Old : 29,492: 10,998 6,172 0 14,395 17,843 25,393 24,015: 4,099 5,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 800: -67 1,638 0 360 1,512 293 3,150: 507 -2,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
Old : 100.0: 37.3 20.9 0.0 48.8 60.5 86.1 81.4: 13.9 18.6
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 : 39: 8 5 0 16 17 24 22:
Old : 39: 8 5 0 16 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 : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Old : 43.4 46.3 63.2 62.5 43.4 43.7 61.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 54,706: 7,570 17,666 25 37,102 25,586 44,697 43,277: 10,009 11,429
Old : 54,706: 7,570 17,666 25 37,102 25,586 44,697 43,277: 10,009 11,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,908: 2,845 -2,662 -29 -1,819 -1,787 997 -4,479: -4,905 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 32.3 0.0 67.8 46.8 81.7 79.1: 18.3 20.9
Old : 100.0: 13.8 32.3 0.0 67.8 46.8 81.7 79.1: 18.3 20.9
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 : 87: 16 19 2 35 29 52 49:
Old : 87: 16 19 2 35 29 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 28.8 51.2 43.5 38.7 26.7 49.4 41.3
Old : 40.3 28.8 51.2 43.5 38.7 26.7 49.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 315,597: 89,727 115,504 6,302 190,688 160,058 286,717 281,865: 28,880 33,732
Old : 315,597: 89,727 115,504 6,302 190,688 160,058 286,717 281,865: 28,880 33,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -17,526: 12,405 -29,704 3,822 -35,682 18,998 -19,455 -6,884: 1,929 -10,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 36.6 2.0 60.4 50.7 90.8 89.3: 9.2 10.7
Old : 100.0: 28.4 36.6 2.0 60.4 50.7 90.8 89.3: 9.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 54 81 12 42 39 103 125:
Old : 202: 54 81 12 42 39 103 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 31.2 57.2 42.3 35.7 23.7 48.2 31.4
Old : 41.9 31.2 57.2 42.3 35.7 23.7 48.2 31.4
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 92,930: 20,411 9,038 4,245 47,819 63,035 72,475 76,318: 20,455 16,612
Old : 92,930: 20,411 9,038 4,245 47,819 63,035 72,475 76,318: 20,455 16,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,572: -3,183 -596 138 3,002 -7 -43 -466: 1,615 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.7 4.6 51.5 67.8 78.0 82.1: 22.0 17.9
Old : 100.0: 22.0 9.7 4.6 51.5 67.8 78.0 82.1: 22.0 17.9
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 : 46: 9 10 4 22 15 33 27:
Old : 46: 9 10 4 22 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 55.7 53.1 66.7 37.9 51.6 48.6 61.6
Old : 39.7 55.7 53.1 66.7 37.9 51.6 48.6 61.6
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 36,655: 776 13,017 112 29,972 18,519 30,860 31,648: 5,795 5,007
Old : 36,655: 776 13,017 112 29,972 18,519 30,860 31,648: 5,795 5,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -308: -345 15 107 -251 -122 -489 0: 181 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Old : 100.0: 2.1 35.5 0.3 81.8 50.5 84.2 86.3: 15.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 12 3 27 26 32 39:
Old : 60: 3 12 3 27 26 32 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 : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
Old : 57.4 37.3 66.6 49.0 56.3 37.3 64.6 49.0
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 243,092: 51,814 36,174 1,967 178,864 189,301 232,645 227,442: 10,447 15,650
Old : 243,092: 51,814 36,174 1,967 178,864 189,301 232,645 227,442: 10,447 15,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -5,814: -888 -3,779 -409 -5,224 -1,122 -6,521 -5,310: 707 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 14.9 0.8 73.6 77.9 95.7 93.6: 4.3 6.4
Old : 100.0: 21.3 14.9 0.8 73.6 77.9 95.7 93.6: 4.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 16 38 10 35 48 57 90:
Old : 119: 16 38 10 35 48 57 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 : 63.9 37.1 73.0 51.5 61.0 34.5 69.8 48.4
Old : 63.9 37.1 73.0 51.5 61.0 34.5 69.8 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 43,289: 13,340 6,554 276 15,253 23,324 28,869 30,154: 14,420 13,135
Old : 43,289: 13,340 6,554 276 15,253 23,324 28,869 30,154: 14,420 13,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,633: 3,350 665 10 -3,213 -1,874 147 -1,199: 1,486 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.1 0.6 35.2 53.9 66.7 69.7: 33.3 30.3
Old : 100.0: 30.8 15.1 0.6 35.2 53.9 66.7 69.7: 33.3 30.3
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 : 83: 29 14 3 18 27 49 43:
Old : 83: 29 14 3 18 27 49 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 : 16.9 25.3 27.7 36.7 15.2 25.1 24.6 34.8
Old : 16.9 25.3 27.7 36.7 15.2 25.1 24.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Old : 29,330: 7,160 350 42 15,964 2,397 23,166 2,789: 6,164 26,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,972: 409 -573 25 114 -256 548 -804: 1,424 2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
Old : 100.0: 24.4 1.2 0.1 54.4 8.2 79.0 9.5: 21.0 90.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 1 2 11 4 22 7:
Old : 26: 11 1 2 11 4 22 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
Old : 56.8 8.7 64.7 9.5 55.3 7.8 63.1 7.8
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Old : 75,849: 4,466 5,718 445 51,633 28,469 56,544 34,632: 19,305 41,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,489: 1,320 1,335 -146 95 39 1,269 1,228: 220 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
Old : 100.0: 5.9 7.5 0.6 68.1 37.5 74.5 45.7: 25.5 54.3
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 : 51: 4 14 2 19 29 24 45:
Old : 51: 4 14 2 19 29 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 : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
Old : 58.1 18.6 66.0 27.8 47.3 12.1 53.2 17.6
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 124,257: 37,114 12,955 20,415 32,407 78,260 89,936 111,630: 34,321 12,627
Old : 124,257: 37,114 12,955 20,415 32,407 78,260 89,936 111,630: 34,321 12,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,896: -41 -996 84 1,363 2,447 1,407 1,534: 489 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.4 16.4 26.1 63.0 72.4 89.8: 27.6 10.2
Old : 100.0: 29.9 10.4 16.4 26.1 63.0 72.4 89.8: 27.6 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 : 172: 90 35 54 26 36 140 105:
Old : 172: 90 35 54 26 36 140 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 30.7 29.2 46.2 14.9 25.2 21.9 38.9
Old : 19.6 30.7 29.2 46.2 14.9 25.2 21.9 38.9
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 97,035: 20,228 16,283 18,717 44,433 47,809 83,378 82,808: 13,656 14,227
Old : 97,035: 20,228 16,283 18,717 44,433 47,809 83,378 82,808: 13,656 14,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -2,555: -648 -944 -760 -999 -1,299 -2,407 -3,003: -148 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.8 19.3 45.8 49.3 85.9 85.3: 14.1 14.7
Old : 100.0: 20.8 16.8 19.3 45.8 49.3 85.9 85.3: 14.1 14.7
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 : 139: 42 45 38 41 38 99 108:
Old : 139: 42 45 38 41 38 99 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.3 41.2 40.5 24.7 23.5 34.1 36.3
Old : 27.2 24.3 41.2 40.5 24.7 23.5 34.1 36.3
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 342,642: 113,396 66,334 60,409 116,516 186,319 290,321 313,062: 52,321 29,580
Old : 342,642: 113,396 66,334 60,409 116,516 186,319 290,321 313,062: 52,321 29,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -229: -9,331 7,410 -653 11,214 -8,497 1,229 -1,740: -1,458 1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 19.4 17.6 34.0 54.4 84.7 91.4: 15.3 8.6
Old : 100.0: 33.1 19.4 17.6 34.0 54.4 84.7 91.4: 15.3 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 : 254: 121 76 64 45 43 197 156:
Old : 254: 121 76 64 45 43 197 156:
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 : 24.1 28.5 34.0 40.8 18.6 23.7 23.5 33.1
Old : 24.1 28.5 34.0 40.8 18.6 23.7 23.5 33.1
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Old : 11,093: 6,216 1,092 243 1,930 8,821 8,389 10,156: 2,704 937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -3,637: -952 490 -305 796 -1,332 -461 -1,147: -3,176 -2,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 8.4
Old : 100.0: 56.0 9.8 2.2 17.4 79.5 75.6 91.6: 24.4 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 : 35: 21 2 4 8 6 33 10:
Old : 35: 21 2 4 8 6 33 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 : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
Old : 46.3 80.6 60.5 90.7 46.3 77.9 60.5 85.4
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 83,716: 16,003 11,146 7,566 42,201 44,629 65,769 63,341: 17,946 20,375
Old : 83,628: 15,978 11,146 7,566 42,147 44,624 65,690 63,336: 17,937 20,292
Other: 88: 25 0 0 54 5 79 5: 9 83
: : :
: : Changes in Commitments from: May 17, 2005 :
: 7,446: 3,391 -2,190 1,425 2,025 7,501 6,841 6,736: 605 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 13.3 9.0 50.4 53.3 78.6 75.7: 21.4 24.3
Old : 100.0: 19.1 13.3 9.0 50.4 53.4 78.6 75.7: 21.4 24.3
Other: 100.0: 28.4 0.0 0.0 61.4 5.7 89.8 5.7: 10.2 94.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 30 25 18 49 45 85 83:
Old : 118: 30 25 18 49 45 85 83:
Other: 6: 1 0 0 3 2 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 : 21.3 30.0 30.5 38.3 18.1 27.7 25.7 32.8
Old : 21.3 30.1 30.5 38.4 18.1 27.8 25.7 32.9
Other: 89.8 5.7 89.8 5.7 89.8 5.7 89.8 5.7
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 31,847: 2,360 3,579 2,181 19,676 16,517 24,217 22,276: 7,630 9,571
Old : 15,705: 3,448 3,435 346 7,345 7,544 11,139 11,324: 4,567 4,381
Other: 16,141: 144 1,375 604 12,331 8,973 13,078 10,952: 3,063 5,189
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,977: 695 -2,414 148 486 2,305 1,329 39: 647 1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.2 6.8 61.8 51.9 76.0 69.9: 24.0 30.1
Old : 100.0: 22.0 21.9 2.2 46.8 48.0 70.9 72.1: 29.1 27.9
Other: 100.0: 0.9 8.5 3.7 76.4 55.6 81.0 67.9: 19.0 32.1
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 9 13 10 23 15 38 32:
Old : 46: 14 8 4 16 11 30 23:
Other: 33: 3 9 7 17 14 26 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 : 39.6 41.2 52.0 50.8 38.8 34.9 48.4 42.4
Old : 35.1 36.8 48.2 54.0 32.5 36.8 43.4 51.2
Other: 53.1 47.3 68.2 56.3 52.6 38.4 62.8 45.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 140,033: 22,133 12,034 31,435 71,141 87,167 124,708 130,636: 15,325 9,397
Old : 85,340: 17,839 11,951 13,866 45,002 54,335 76,707 80,151: 8,633 5,188
Other: 54,693: 5,684 1,472 16,180 26,138 32,832 48,001 50,484: 6,692 4,209
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,242: -6,912 3,597 243 2,660 -8,078 -4,008 -4,238: -234 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.6 22.4 50.8 62.2 89.1 93.3: 10.9 6.7
Old : 100.0: 20.9 14.0 16.2 52.7 63.7 89.9 93.9: 10.1 6.1
Other: 100.0: 10.4 2.7 29.6 47.8 60.0 87.8 92.3: 12.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 70 50 54 74 66 172 143:
Old : 186: 63 50 46 52 52 140 123:
Other: 138: 36 29 40 62 56 118 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 33.7 30.6 43.5 17.8 24.1 25.9 31.4
Old : 28.2 45.3 40.9 53.1 28.2 40.3 39.3 46.8
Other: 19.5 20.4 31.6 33.9 15.5 13.8 22.2 22.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 35,974: 9,765 3,219 7,084 13,784 23,646 30,632 33,948: 5,341 2,026
Old : 34,825: 9,766 3,511 6,370 13,451 22,959 29,588 32,841: 5,238 1,985
Other: 1,149: 396 105 315 333 687 1,045 1,107: 104 41
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,598: 580 585 297 -29 814 848 1,696: 750 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.9 19.7 38.3 65.7 85.2 94.4: 14.8 5.6
Old : 100.0: 28.0 10.1 18.3 38.6 65.9 85.0 94.3: 15.0 5.7
Other: 100.0: 34.5 9.2 27.5 29.0 59.8 91.0 96.4: 9.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 55 20 23 23 19 89 53:
Old : 109: 53 24 23 23 19 89 53:
Other: 25: 12 5 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 : 22.6 47.8 34.7 63.3 22.6 43.9 30.4 55.6
Old : 23.1 47.5 35.2 63.2 23.1 45.4 31.3 56.1
Other: 34.2 72.4 60.9 85.9 28.8 60.1 47.2 61.2
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 144,449: 21,912 22,085 13,568 99,731 103,077 135,211 138,731: 9,238 5,719
Old : 71,162: 13,695 21,099 8,018 41,491 37,263 63,204 66,381: 7,958 4,781
Other: 73,287: 9,999 2,769 3,767 58,240 65,814 72,007 72,350: 1,281 937
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,506: 564 899 406 2,177 1,653 3,147 2,958: -641 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.3 9.4 69.0 71.4 93.6 96.0: 6.4 4.0
Old : 100.0: 19.2 29.6 11.3 58.3 52.4 88.8 93.3: 11.2 6.7
Other: 100.0: 13.6 3.8 5.1 79.5 89.8 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 47 35 53 40 125 105:
Old : 156: 62 36 28 49 37 117 95:
Other: 81: 17 22 19 30 32 60 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 33.4 44.2 50.6 19.5 22.7 29.1 29.9
Old : 18.2 27.5 31.3 39.0 17.6 19.9 27.1 30.3
Other: 45.9 56.0 65.3 72.0 28.5 38.7 44.7 49.5
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 463,316: 68,678 77,114 69,692 256,819 263,687 395,189 410,492: 68,127 52,824
Old : 463,316: 68,678 77,114 69,692 256,819 263,687 395,189 410,492: 68,127 52,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 8,395: -3,353 -9,977 7,834 -651 16,805 3,830 14,662: 4,565 -6,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.6 15.0 55.4 56.9 85.3 88.6: 14.7 11.4
Old : 100.0: 14.8 16.6 15.0 55.4 56.9 85.3 88.6: 14.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 41 55 43 59 45 126 117:
Old : 159: 41 55 43 59 45 126 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 26.7 28.7 41.7 13.0 20.4 23.5 27.7
Old : 16.0 26.7 28.7 41.7 13.0 20.4 23.5 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 124,477: 30,772 9,093 32,495 50,587 76,462 113,854 118,050: 10,623 6,427
Old : 101,035: 30,804 14,186 21,005 39,703 60,776 91,512 95,967: 9,524 5,068
Other: 23,441: 6,001 939 5,458 10,884 15,686 22,342 22,083: 1,099 1,359
: : :
: : Changes in Commitments from: May 17, 2005 :
: -306: 806 -477 397 108 1,121 1,311 1,041: -1,617 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.3 26.1 40.6 61.4 91.5 94.8: 8.5 5.2
Old : 100.0: 30.5 14.0 20.8 39.3 60.2 90.6 95.0: 9.4 5.0
Other: 100.0: 25.6 4.0 23.3 46.4 66.9 95.3 94.2: 4.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 172 52 124 98 107 317 245:
Old : 354: 162 67 114 92 104 303 237:
Other: 165: 47 25 51 58 78 122 138:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 23.6 25.8 34.2 15.0 19.1 23.5 26.7
Old : 18.0 23.2 28.4 33.2 18.0 19.9 28.4 29.2
Other: 30.6 36.9 44.6 47.1 26.2 30.6 33.8 37.2
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 29,431: 16,682 2,541 3,213 5,001 21,435 24,896 27,189: 4,536 2,243
Old : 29,431: 16,682 2,541 3,213 5,001 21,435 24,896 27,189: 4,536 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,952: 1,537 -1,010 146 360 2,931 2,043 2,067: -91 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 8.6 10.9 17.0 72.8 84.6 92.4: 15.4 7.6
Old : 100.0: 56.7 8.6 10.9 17.0 72.8 84.6 92.4: 15.4 7.6
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 : 64: 37 11 13 10 7 54 25:
Old : 64: 37 11 13 10 7 54 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 : 31.7 80.2 50.2 86.6 30.9 73.5 46.3 77.2
Old : 31.7 80.2 50.2 86.6 30.9 73.5 46.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 212,409: 18,752 23,950 39,825 121,991 121,369 180,568 185,144: 31,841 27,265
Old : 212,409: 18,752 23,950 39,825 121,991 121,369 180,568 185,144: 31,841 27,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 7,013: 621 -2,726 2,251 3,708 4,229 6,580 3,754: 432 3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.3 18.7 57.4 57.1 85.0 87.2: 15.0 12.8
Old : 100.0: 8.8 11.3 18.7 57.4 57.1 85.0 87.2: 15.0 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 : 119: 24 23 28 63 65 102 103:
Old : 119: 24 23 28 63 65 102 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 24.6 32.1 34.1 11.2 12.9 18.9 18.0
Old : 19.9 24.6 32.1 34.1 11.2 12.9 18.9 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 779,703: 33,185 70,464 314,290 349,808 353,409 697,284 738,163: 82,419 41,541
Old : 779,703: 33,185 70,464 314,290 349,808 353,409 697,284 738,163: 82,419 41,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,793: 584 8,211 5,215 -3,440 -6,714 2,359 6,712: 434 -3,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.0 40.3 44.9 45.3 89.4 94.7: 10.6 5.3
Old : 100.0: 4.3 9.0 40.3 44.9 45.3 89.4 94.7: 10.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 45 68 76 90 83 178 190:
Old : 211: 45 68 76 90 83 178 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.4 32.3 33.2 4.3 6.9 6.6 10.0
Old : 21.5 21.4 32.3 33.2 4.3 6.9 6.6 10.0
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Old : 34,268: 6,025 3,118 1,791 22,265 19,890 30,081 24,799: 4,187 9,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
Old : 100.0: 17.6 9.1 5.2 65.0 58.0 87.8 72.4: 12.2 27.6
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: 2 1 3 15 14 18 17:
Old : 22: 2 1 3 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 36.0 72.3 54.5 43.6 29.0 59.2 41.9
Old : 46.5 36.0 72.3 54.5 43.6 29.0 59.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Old : 112,238: 8,556 14,688 1,268 93,054 88,215 102,878 104,171: 9,360 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 4,224: 0 5,308 364 4,226 1,408 4,590 7,080: -366 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 7.2
Old : 100.0: 7.6 13.1 1.1 82.9 78.6 91.7 92.8: 8.3 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 : 31: 1 2 2 20 25 23 27:
Old : 31: 1 2 2 20 25 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
Old : 67.5 39.8 80.6 59.3 63.6 38.8 70.2 55.1
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Old : 55,398: 9,716 9,310 848 40,661 35,770 51,225 45,928: 4,173 9,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,464: 0 -244 244 0 -786 244 -786: 1,220 2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
Old : 100.0: 17.5 16.8 1.5 73.4 64.6 92.5 82.9: 7.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 12 11 15 14:
Old : 20: 1 3 2 12 11 15 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 : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
Old : 56.1 50.9 80.9 70.5 48.1 49.4 69.8 63.2
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Old : 55,080: 2,150 5,513 3,397 43,914 43,442 49,461 52,352: 5,619 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,390: -368 704 -246 1,672 872 1,058 1,330: 332 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 5.0
Old : 100.0: 3.9 10.0 6.2 79.7 78.9 89.8 95.0: 10.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
Old : 52.0 48.8 70.5 73.9 28.3 30.9 42.0 44.0
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Old : 61,906: 6,218 17,283 3,959 48,099 35,972 58,276 57,214: 3,630 4,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,300: -190 3,299 1,212 1,402 -2,704 2,424 1,807: -124 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
Old : 100.0: 10.0 27.9 6.4 77.7 58.1 94.1 92.4: 5.9 7.6
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 : 30: 2 3 4 23 21 27 26:
Old : 30: 2 3 4 23 21 27 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 : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
Old : 48.5 42.2 69.7 61.7 45.2 37.2 59.7 52.9
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Old : 38,579: 2,928 0 496 34,115 35,199 37,539 35,695: 1,040 2,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,538: 452 0 250 1,774 1,808 2,476 2,058: 62 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 7.5
Old : 100.0: 7.6 0.0 1.3 88.4 91.2 97.3 92.5: 2.7 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 : 20: 1 0 1 18 18 19 19:
Old : 20: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
Old : 54.2 43.4 83.5 73.4 43.3 32.4 57.5 48.0
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 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Old : 62,604: 0 5,285 2,910 46,852 45,472 49,762 53,667: 12,842 8,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 2,101: 0 3,543 -1,089 3,102 978 2,013 3,432: 88 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
Old : 100.0: 0.0 8.4 4.6 74.8 72.6 79.5 85.7: 20.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 19 21 21:
Old : 24: 0 2 2 19 19 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 : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
Old : 34.9 57.6 54.8 71.5 29.0 45.1 44.7 55.1
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Old : 75,756: 35,296 25,454 1,332 32,690 45,376 69,318 72,162: 6,438 3,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 1,024: -852 784 852 56 -1,154 56 482: 968 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
Old : 100.0: 46.6 33.6 1.8 43.2 59.9 91.5 95.3: 8.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 17 17 19 19:
Old : 23: 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 : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
Old : 68.6 60.0 81.9 77.4 62.4 59.5 66.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Old : 1,007,210: 209,899 70,116 179,142 600,261 747,017 989,302 996,275: 17,908 10,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 25,236: -21,672 -2,361 16,327 31,909 11,071 26,564 25,037: -1,328 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 20.8 7.0 17.8 59.6 74.2 98.2 98.9: 1.8 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 : 131: 21 10 30 90 84 124 115:
Old : 131: 21 10 30 90 84 124 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
Old : 27.2 21.9 40.1 38.4 22.2 17.1 29.7 27.7
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Old : 154,402: 26,336 57,675 36,285 90,515 59,538 153,136 153,498: 1,266 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 14,599: 5,298 5,884 6,183 3,334 3,254 14,815 15,321: -216 -722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 0.6
Old : 100.0: 17.1 37.4 23.5 58.6 38.6 99.2 99.4: 0.8 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 : 52: 11 9 14 30 30 48 46:
Old : 52: 11 9 14 30 30 48 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 : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
Old : 27.3 45.4 45.3 67.3 17.7 34.5 30.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 63,032: 15,845 1,607 15,458 31,362 45,546 62,666 62,612: 366 420
Old : 63,032: 15,845 1,607 15,458 31,362 45,546 62,666 62,612: 366 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 674: -627 -689 583 1,276 602 1,233 495: -558 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.6 24.5 49.8 72.3 99.4 99.3: 0.6 0.7
Old : 100.0: 25.1 2.6 24.5 49.8 72.3 99.4 99.3: 0.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 7 8 34 32 42 42:
Old : 46: 3 7 8 34 32 42 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 : 50.9 40.4 69.1 62.6 36.0 31.8 42.8 42.7
Old : 50.9 40.4 69.1 62.6 36.0 31.8 42.8 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Old : 22,524: 3,766 881 1,488 17,226 19,602 22,480 21,971: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 547: 582 72 50 -85 425 547 547: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 3.9 6.6 76.5 87.0 99.8 97.5: 0.2 2.5
Old : 100.0: 16.7 3.9 6.6 76.5 87.0 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 : 28: 3 1 3 18 18 22 21:
Old : 28: 3 1 3 18 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 60.9
Old : 63.3 51.2 83.1 71.0 62.4 47.6 71.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Old : 8,979: 172 5,302 856 7,951 2,821 8,979 8,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 44: 0 -172 0 44 216 44 44: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 59.0 9.5 88.6 31.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 2 13 10 16 13:
Old : 24: 1 3 2 13 10 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
Old : 64.4 77.6 89.1 94.7 64.4 68.0 82.4 83.8
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Old : 9,650: 3,420 2,900 1,820 4,220 4,610 9,460 9,330: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 0: -60 0 120 0 -60 60 60: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 3.3
Old : 100.0: 35.4 30.1 18.9 43.7 47.8 98.0 96.7: 2.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 3 5 15 15 20 21:
Old : 23: 3 3 5 15 15 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 : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
Old : 61.1 57.8 80.6 80.0 48.9 48.3 59.1 59.1
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Old : 10,190: 1,650 440 1,810 6,290 7,080 9,750 9,330: 440 860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 8.4
Old : 100.0: 16.2 4.3 17.8 61.7 69.5 95.7 91.6: 4.3 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 : 20: 2 2 3 15 12 18 16:
Old : 20: 2 2 3 15 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
Old : 51.0 55.1 73.1 74.7 28.9 39.1 43.0 43.0
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 24, 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 : 1,194,576: 88,063 67,725 299,874 746,000 749,790 1,133,936 1,117,388: 60,639 77,187
Old : 1,194,576: 88,063 67,725 299,874 746,000 749,790 1,133,936 1,117,388: 60,639 77,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -6,228: -8,129 1,225 -6,399 7,240 219 -7,288 -4,956: 1,060 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.7 25.1 62.4 62.8 94.9 93.5: 5.1 6.5
Old : 100.0: 7.4 5.7 25.1 62.4 62.8 94.9 93.5: 5.1 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 : 260: 66 86 107 84 94 205 240:
Old : 260: 66 86 107 84 94 205 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 18.7 32.0 31.8 10.9 9.3 16.5 14.1
Old : 21.6 18.7 32.0 31.8 10.9 9.3 16.5 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Old : 13,679: 8,094 3,622 589 2,192 8,637 10,875 12,848: 2,804 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: 498: 77 432 256 74 -169 407 519: 91 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 6.1
Old : 100.0: 59.2 26.5 4.3 16.0 63.1 79.5 93.9: 20.5 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: 57 23 7 14 19 77 47:
Old : 116: 57 23 7 14 19 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 : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
Old : 22.0 43.0 35.5 61.4 22.0 43.0 35.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,751: 4,593 1,160 115 1,355 5,579 6,063 6,854: 1,688 897
Old : 7,751: 4,593 1,160 115 1,355 5,579 6,063 6,854: 1,688 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -430: -282 -398 -31 -33 26 -346 -403: -83 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 15.0 1.5 17.5 72.0 78.2 88.4: 21.8 11.6
Old : 100.0: 59.3 15.0 1.5 17.5 72.0 78.2 88.4: 21.8 11.6
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 : 52: 21 9 2 7 16 29 26:
Old : 52: 21 9 2 7 16 29 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 : 38.3 44.0 54.9 61.6 38.3 44.0 53.9 61.6
Old : 38.3 44.0 54.9 61.6 38.3 44.0 53.9 61.6
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 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 185,745: 22,197 10,486 39,998 108,166 121,368 170,361 171,852: 15,384 13,893
Old : 185,745: 22,197 10,486 39,998 108,166 121,368 170,361 171,852: 15,384 13,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2005 :
: -4,621: -618 -2,358 971 -4,626 -2,919 -4,273 -4,305: -347 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.6 21.5 58.2 65.3 91.7 92.5: 8.3 7.5
Old : 100.0: 12.0 5.6 21.5 58.2 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 : 161: 41 32 45 66 80 129 137:
Old : 161: 41 32 45 66 80 129 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 14.9 39.6 25.3 22.1 9.6 29.8 15.6
Old : 28.0 14.9 39.6 25.3 22.1 9.6 29.8 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated June 3, 2005