WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 269,640: 36,861 44,801 48,818 152,408 133,045 238,088 226,665: 31,552 42,975
Old : 268,611: 36,841 44,632 48,813 151,687 132,650 237,342 226,096: 31,269 42,515
Other: 1,029: 23 172 2 721 395 746 569: 283 460
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,449: 25 -563 319 455 3,643 799 3,399: 4,649 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.6 18.1 56.5 49.3 88.3 84.1: 11.7 15.9
Old : 100.0: 13.7 16.6 18.2 56.5 49.4 88.4 84.2: 11.6 15.8
Other: 100.0: 2.2 16.7 0.2 70.1 38.4 72.5 55.3: 27.5 44.7
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 65 92 64 49 61 156 178:
Old : 232: 65 92 63 49 61 155 178:
Other: 29: 2 3 1 4 19 7 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 30.9 44.0 36.9 30.1 28.1 43.4 32.5
Old : 30.5 31.0 44.1 37.0 30.3 28.3 43.5 32.8
Other: 70.1 39.3 72.5 47.1 70.1 39.3 72.3 47.1
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 865,883: 87,385 90,527 158,206 463,309 395,537 708,899 644,270: 156,984 221,613
Old : 542,530: 59,323 110,708 65,417 317,777 259,646 442,517 435,771: 100,012 106,758
Other: 323,353: 66,586 18,343 54,264 145,532 135,891 266,382 208,498: 56,971 114,855
: : :
: : Changes in Commitments from: May 24, 2005 :
: 22,838: 5,368 -8,949 4,747 8,292 23,868 18,408 19,666: 4,430 3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.5 18.3 53.5 45.7 81.9 74.4: 18.1 25.6
Old : 100.0: 10.9 20.4 12.1 58.6 47.9 81.6 80.3: 18.4 19.7
Other: 100.0: 20.6 5.7 16.8 45.0 42.0 82.4 64.5: 17.6 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 507: 137 116 152 200 209 412 412:
Old : 478: 117 128 118 173 179 350 367:
Other: 381: 99 64 84 143 184 282 292:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 16.6 27.4 21.4 17.3 12.5 25.6 15.7
Old : 26.8 20.6 36.6 25.7 26.3 17.9 35.5 22.3
Other: 16.8 12.1 25.1 17.4 14.8 8.4 21.2 12.6
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 9,740: 1,743 1,751 986 2,344 4,531 5,074 7,268: 4,667 2,473
Old : 9,740: 1,743 1,751 986 2,344 4,531 5,074 7,268: 4,667 2,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 536: 88 45 162 161 198 411 405: 124 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.0 10.1 24.1 46.5 52.1 74.6: 47.9 25.4
Old : 100.0: 17.9 18.0 10.1 24.1 46.5 52.1 74.6: 47.9 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: 9 15 5 10 13 24 28:
Old : 40: 9 15 5 10 13 24 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 : 21.6 27.3 33.6 40.9 17.8 26.2 26.1 36.7
Old : 21.6 27.3 33.6 40.9 17.8 26.2 26.1 36.7
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 408,856: 74,291 20,825 96,572 153,765 186,963 324,628 304,359: 84,228 104,497
Old : 256,432: 51,746 28,681 49,326 107,811 126,520 208,883 204,526: 47,549 51,906
Other: 152,424: 37,657 7,256 32,134 45,954 60,443 115,745 99,833: 36,679 52,591
: : :
: : Changes in Commitments from: May 24, 2005 :
: 49,627: 20,293 299 16,028 2,859 23,891 39,179 40,217: 10,448 9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.1 23.6 37.6 45.7 79.4 74.4: 20.6 25.6
Old : 100.0: 20.2 11.2 19.2 42.0 49.3 81.5 79.8: 18.5 20.2
Other: 100.0: 24.7 4.8 21.1 30.1 39.7 75.9 65.5: 24.1 34.5
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 133 84 133 103 113 308 271:
Old : 335: 111 97 95 80 108 239 252:
Other: 245: 83 49 61 76 88 194 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 19.9 28.0 28.9 15.1 11.0 20.3 17.1
Old : 24.0 22.6 35.0 31.8 22.4 16.1 29.6 23.4
Other: 18.8 17.9 26.2 26.1 8.3 10.1 13.4 14.9
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,402: 11,897 2,100 459 0 725 12,356 3,284: 3,046 12,118
Old : 5,798: 3,807 2,142 10 0 38 3,817 2,190: 1,981 3,608
Other: 9,604: 8,427 295 112 0 687 8,539 1,094: 1,065 8,510
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 13.6 3.0 0.0 4.7 80.2 21.3: 19.8 78.7
Old : 100.0: 65.7 36.9 0.2 0.0 0.7 65.8 37.8: 34.2 62.2
Other: 100.0: 87.7 3.1 1.2 0.0 7.2 88.9 11.4: 11.1 88.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 13 5 7 0 3 16 12:
Old : 21: 13 5 1 0 3 14 8:
Other: 14: 9 2 5 0 3 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 14.0 71.1 20.0 57.9 13.3 70.3 18.3
Old : 40.5 35.5 56.3 37.8 40.5 35.5 56.3 37.6
Other: 79.6 9.3 88.8 11.3 78.7 9.3 87.7 10.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 151,507: 23,417 13,909 22,581 80,073 102,383 126,072 138,874: 25,435 12,633
Old : 110,139: 19,331 15,496 12,874 60,119 72,195 92,324 100,565: 17,816 9,574
Other: 41,368: 7,194 1,521 6,599 19,955 30,188 33,748 38,309: 7,619 3,059
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,359: 4,627 -4,124 1,785 988 13,695 7,400 11,355: 1,959 -1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 9.2 14.9 52.9 67.6 83.2 91.7: 16.8 8.3
Old : 100.0: 17.6 14.1 11.7 54.6 65.5 83.8 91.3: 16.2 8.7
Other: 100.0: 17.4 3.7 16.0 48.2 73.0 81.6 92.6: 18.4 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 45 29 36 49 49 114 100:
Old : 138: 38 37 30 47 47 103 97:
Other: 72: 24 8 20 30 24 63 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 : 20.8 30.1 30.2 43.7 20.8 27.8 28.9 36.8
Old : 25.4 29.9 36.4 43.2 25.3 27.0 35.6 38.6
Other: 27.7 45.1 40.3 58.9 25.4 39.7 32.1 51.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 933,690: 138,465 110,570 132,843 487,487 468,970 758,795 712,383: 174,895 221,307
Old : 933,690: 138,465 110,570 132,843 487,487 468,970 758,795 712,383: 174,895 221,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 18,032: -2,630 -15,236 11,126 2,903 -7,272 11,399 -11,382: 6,633 29,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.8 14.2 52.2 50.2 81.3 76.3: 18.7 23.7
Old : 100.0: 14.8 11.8 14.2 52.2 50.2 81.3 76.3: 18.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 37 42 41 73 85 134 144:
Old : 177: 37 42 41 73 85 134 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 13.6 31.5 22.5 17.8 9.0 22.3 14.7
Old : 23.9 13.6 31.5 22.5 17.8 9.0 22.3 14.7
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 160,367: 37,840 9,782 24,040 59,757 103,179 121,637 137,000: 38,729 23,366
Old : 111,022: 35,991 9,766 13,696 31,523 70,231 81,211 93,693: 29,811 17,329
Other: 49,344: 5,231 3,398 6,961 28,234 32,948 40,426 43,307: 8,918 6,037
: : :
: : Changes in Commitments from: May 24, 2005 :
: 15,926: 12,403 225 1,325 -2,464 11,957 11,265 13,507: 4,661 2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 6.1 15.0 37.3 64.3 75.8 85.4: 24.2 14.6
Old : 100.0: 32.4 8.8 12.3 28.4 63.3 73.1 84.4: 26.9 15.6
Other: 100.0: 10.6 6.9 14.1 57.2 66.8 81.9 87.8: 18.1 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 42 28 35 52 60 124 107:
Old : 149: 51 24 30 46 57 115 98:
Other: 86: 12 22 23 39 33 67 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 30.4 22.6 44.2 9.7 22.8 16.5 32.7
Old : 11.8 32.7 20.3 43.4 11.8 28.4 19.6 37.4
Other: 31.0 35.0 43.0 53.0 24.3 32.6 36.0 44.9
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 8,620: 3,860 854 1,664 1,462 4,742 6,987 7,260: 1,633 1,359
Old : 4,761: 2,719 774 209 434 2,678 3,361 3,660: 1,400 1,101
Other: 3,858: 1,927 865 671 1,028 2,064 3,626 3,600: 233 259
: : :
: : Changes in Commitments from: May 24, 2005 :
: 846: 208 342 535 422 -113 1,165 764: -319 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 9.9 19.3 17.0 55.0 81.1 84.2: 18.9 15.8
Old : 100.0: 57.1 16.3 4.4 9.1 56.2 70.6 76.9: 29.4 23.1
Other: 100.0: 49.9 22.4 17.4 26.6 53.5 94.0 93.3: 6.0 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 7 11 11 14 32 30:
Old : 37: 18 5 10 5 13 23 28:
Other: 33: 9 8 9 9 12 26 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 35.7 51.4 53.7 33.1 31.1 43.4 43.2
Old : 31.2 43.2 46.3 58.4 31.0 42.9 45.1 57.8
Other: 59.9 45.8 75.1 70.0 50.4 37.7 61.9 55.1
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 376,612: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,477 112,291
Old : 376,612: 94,679 74,639 788 222,668 188,894 318,135 264,321: 58,477 112,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,058: -8,592 2,354 -3,228 26,415 17,230 14,595 16,356: -5,537 -7,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
Old : 100.0: 25.1 19.8 0.2 59.1 50.2 84.5 70.2: 15.5 29.8
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 : 93: 12 22 4 45 42 59 66:
Old : 93: 12 22 4 45 42 59 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 22.2 47.9 31.4 27.3 16.1 42.6 23.2
Old : 31.0 22.2 47.9 31.4 27.3 16.1 42.6 23.2
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 2,648,918: 454,111 383,333 435,502 1,452,624 1,357,262 2,342,237 2,176,097: 306,680 472,821
Old : 2,648,918: 454,111 383,333 435,502 1,452,624 1,357,262 2,342,237 2,176,097: 306,680 472,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -155,306: -59,286 -31,602 2,364 -58,523 -59,155 -115,445 -88,392: -39,861 -66,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.5 16.4 54.8 51.2 88.4 82.2: 11.6 17.8
Old : 100.0: 17.1 14.5 16.4 54.8 51.2 88.4 82.2: 11.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 58 70 71 103 129 197 234:
Old : 268: 58 70 71 103 129 197 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 14.6 39.1 25.0 19.3 9.4 27.9 14.6
Old : 26.9 14.6 39.1 25.0 19.3 9.4 27.9 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,395,147: 155,864 216,372 153,594 890,483 747,104 1,199,941 1,117,070: 195,206 278,077
Old : 1,395,147: 155,864 216,372 153,594 890,483 747,104 1,199,941 1,117,070: 195,206 278,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -43,580: 7,070 -18,562 -36,931 -13,449 3,442 -43,310 -52,051: -270 8,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.5 11.0 63.8 53.6 86.0 80.1: 14.0 19.9
Old : 100.0: 11.2 15.5 11.0 63.8 53.6 86.0 80.1: 14.0 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 30 50 44 73 86 130 153:
Old : 182: 30 50 44 73 86 130 153:
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 : 25.7 18.1 40.0 26.6 22.8 15.5 33.3 22.1
Old : 25.7 18.1 40.0 26.6 22.8 15.5 33.3 22.1
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 662,511: 113,169 38,048 248,625 255,537 348,745 617,331 635,417: 45,180 27,093
Old : 662,511: 113,169 38,048 248,625 255,537 348,745 617,331 635,417: 45,180 27,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 16,370: -15,040 -208 16,724 12,440 3,568 14,124 20,085: 2,246 -3,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.7 37.5 38.6 52.6 93.2 95.9: 6.8 4.1
Old : 100.0: 17.1 5.7 37.5 38.6 52.6 93.2 95.9: 6.8 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 : 125: 35 23 45 56 60 110 110:
Old : 125: 35 23 45 56 60 110 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.9 51.1 52.7 9.9 15.9 15.2 19.9
Old : 35.6 38.9 51.1 52.7 9.9 15.9 15.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 41,757: 12,666 4,544 1,291 16,063 28,489 30,020 34,324: 11,737 7,433
Old : 41,757: 12,666 4,544 1,291 16,063 28,489 30,020 34,324: 11,737 7,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,443: 654 -430 134 -3,373 -742 -2,584 -1,038: 1,142 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 10.9 3.1 38.5 68.2 71.9 82.2: 28.1 17.8
Old : 100.0: 30.3 10.9 3.1 38.5 68.2 71.9 82.2: 28.1 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 12 10 19 12 45 30:
Old : 63: 22 12 10 19 12 45 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 : 25.7 57.9 38.4 68.2 25.7 57.9 38.4 67.2
Old : 25.7 57.9 38.4 68.2 25.7 57.9 38.4 67.2
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 75,224: 10,937 34,363 3,838 48,177 13,605 62,953 51,807: 12,272 23,417
Old : 75,224: 10,937 34,363 3,838 48,177 13,605 62,953 51,807: 12,272 23,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,543: 1,095 -874 1,090 1,149 1,547 3,334 1,763: 2,209 3,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 45.7 5.1 64.0 18.1 83.7 68.9: 16.3 31.1
Old : 100.0: 14.5 45.7 5.1 64.0 18.1 83.7 68.9: 16.3 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 37 19 18 17 48 62:
Old : 82: 19 37 19 18 17 48 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 21.9 63.1 31.9 48.5 21.9 57.8 30.3
Old : 53.5 21.9 63.1 31.9 48.5 21.9 57.8 30.3
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 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Old : 44,733: 6,503 6,891 1,046 36,479 35,373 44,028 43,310: 705 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,002: -15 564 0 5,162 4,529 5,147 5,093: -145 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Old : 100.0: 14.5 15.4 2.3 81.5 79.1 98.4 96.8: 1.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 23 4 19 20 29 44:
Old : 62: 7 23 4 19 20 29 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
Old : 50.2 51.1 71.5 71.3 44.3 36.5 60.9 53.0
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Old : 12,571: 100 1,105 0 12,468 11,422 12,568 12,527: 3 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,663: 100 157 0 -1,712 -1,778 -1,612 -1,621: -51 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 0.4
Old : 100.0: 0.8 8.8 0.0 99.2 90.9 100.0 99.6: 0.0 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 : 21: 1 7 0 5 9 6 16:
Old : 21: 1 7 0 5 9 6 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 : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
Old : 98.4 82.4 100.0 94.0 98.4 81.6 99.2 93.2
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,443: 2,478 1,989 3,822 17,090 14,447 23,390 20,258: 5,053 8,185
Old : 28,443: 2,478 1,989 3,822 17,090 14,447 23,390 20,258: 5,053 8,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 593: 384 121 -113 201 370 473 378: 120 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.0 13.4 60.1 50.8 82.2 71.2: 17.8 28.8
Old : 100.0: 8.7 7.0 13.4 60.1 50.8 82.2 71.2: 17.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 7 13 24 19 39 33:
Old : 44: 9 7 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 : 44.5 26.7 58.3 46.2 41.5 24.3 50.3 38.7
Old : 44.5 26.7 58.3 46.2 41.5 24.3 50.3 38.7
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 104,066: 11,024 16,723 29,627 47,319 29,860 87,971 76,210: 16,096 27,856
Old : 93,386: 10,527 17,501 26,208 42,309 26,187 79,044 69,896: 14,342 23,490
Other: 10,681: 3,293 2,018 623 5,011 3,673 8,927 6,314: 1,754 4,366
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,516: -953 1,598 1,530 2,167 335 2,744 3,463: -228 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.1 28.5 45.5 28.7 84.5 73.2: 15.5 26.8
Old : 100.0: 11.3 18.7 28.1 45.3 28.0 84.6 74.8: 15.4 25.2
Other: 100.0: 30.8 18.9 5.8 46.9 34.4 83.6 59.1: 16.4 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 36 57 62 27 34 104 131:
Old : 156: 39 58 61 26 34 103 129:
Other: 49: 18 12 9 8 15 30 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 14.4 40.7 23.3 27.8 14.0 39.6 19.6
Old : 31.0 14.1 43.0 23.4 31.0 13.9 41.8 20.1
Other: 57.3 28.9 71.1 39.9 56.0 25.4 67.3 35.6
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 4,055: 505 1,674 357 1,456 744 2,318 2,775: 1,737 1,280
Old : 4,005: 489 1,674 356 1,438 744 2,283 2,774: 1,722 1,231
Other: 50: 16 0 1 18 0 35 1: 15 49
: : :
: : Changes in Commitments from: May 24, 2005 :
: 42: -93 -43 53 -52 -38 -92 -28: 134 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 41.3 8.8 35.9 18.3 57.2 68.4: 42.8 31.6
Old : 100.0: 12.2 41.8 8.9 35.9 18.6 57.0 69.3: 43.0 30.7
Other: 100.0: 32.0 0.0 2.0 36.0 0.0 70.0 2.0: 30.0 98.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 15 9 7 4 24 24:
Old : 37: 12 15 9 6 4 23 24:
Other: 3: 1 0 1 2 0 3 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 : 32.8 44.2 42.4 54.0 29.9 43.0 37.2 48.7
Old : 32.8 44.7 42.5 54.7 29.9 43.6 37.3 49.3
Other: 70.0 2.0 70.0 2.0 68.0 0.0 68.0 0.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 161,693: 40,567 11,253 24,921 74,714 83,905 140,202 120,080: 21,491 41,614
Old : 161,693: 40,567 11,253 24,921 74,714 83,905 140,202 120,080: 21,491 41,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,419: -638 430 1,660 1,407 2,200 2,428 4,290: 990 -871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 7.0 15.4 46.2 51.9 86.7 74.3: 13.3 25.7
Old : 100.0: 25.1 7.0 15.4 46.2 51.9 86.7 74.3: 13.3 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 65 37 62 79 107 180 183:
Old : 235: 65 37 62 79 107 180 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 14.4 33.9 24.2 21.4 13.9 31.2 22.1
Old : 21.4 14.4 33.9 24.2 21.4 13.9 31.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 3,855: 1,245 358 314 1,045 2,048 2,605 2,720: 1,250 1,135
Old : 3,855: 1,245 358 314 1,045 2,048 2,605 2,720: 1,250 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 143: 80 -89 45 81 165 206 121: -63 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.3 8.1 27.1 53.1 67.6 70.6: 32.4 29.4
Old : 100.0: 32.3 9.3 8.1 27.1 53.1 67.6 70.6: 32.4 29.4
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 : 46: 12 9 8 17 19 33 32:
Old : 46: 12 9 8 17 19 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 38.4 39.0 48.7 25.6 36.8 35.5 45.4
Old : 26.7 38.4 39.0 48.7 25.6 36.8 35.5 45.4
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 24,895: 10,378 2,521 3,052 6,429 4,281 19,860 9,854: 5,035 15,041
Old : 24,895: 10,378 2,521 3,052 6,429 4,281 19,860 9,854: 5,035 15,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -3,701: -586 -274 -1,203 -1,504 -1,168 -3,293 -2,644: -408 -1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 10.1 12.3 25.8 17.2 79.8 39.6: 20.2 60.4
Old : 100.0: 41.7 10.1 12.3 25.8 17.2 79.8 39.6: 20.2 60.4
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 : 132: 42 27 18 36 40 90 74:
Old : 132: 42 27 18 36 40 90 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 11.4 31.0 17.0 17.0 7.7 29.3 12.0
Old : 17.7 11.4 31.0 17.0 17.0 7.7 29.3 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 103,289: 10,915 41,392 3,011 63,175 34,872 77,101 79,275: 26,188 24,014
Old : 103,289: 10,915 41,392 3,011 63,175 34,872 77,101 79,275: 26,188 24,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,149: 770 -885 -210 -2,664 -27 -2,103 -1,121: -46 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 40.1 2.9 61.2 33.8 74.6 76.8: 25.4 23.2
Old : 100.0: 10.6 40.1 2.9 61.2 33.8 74.6 76.8: 25.4 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 9 26 9 30 25 47 52:
Old : 75: 9 26 9 30 25 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 23.6 46.0 38.0 33.9 23.6 44.1 37.9
Old : 35.8 23.6 46.0 38.0 33.9 23.6 44.1 37.9
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 70,733: 1,673 40,249 126 58,759 7,716 60,558 48,091: 10,175 22,642
Old : 70,733: 1,673 40,249 126 58,759 7,716 60,558 48,091: 10,175 22,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -432: -622 816 -10 -857 -89 -1,489 718: 1,057 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 56.9 0.2 83.1 10.9 85.6 68.0: 14.4 32.0
Old : 100.0: 2.4 56.9 0.2 83.1 10.9 85.6 68.0: 14.4 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 24 2 20 8 23 33:
Old : 50: 2 24 2 20 8 23 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 : 47.8 19.7 67.6 33.5 44.7 19.7 64.6 33.5
Old : 47.8 19.7 67.6 33.5 44.7 19.7 64.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 110,178: 83,830 3,568 725 16,642 101,612 101,198 105,906: 8,980 4,272
Old : 110,178: 83,830 3,568 725 16,642 101,612 101,198 105,906: 8,980 4,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 8,142: 6,786 -196 305 460 8,364 7,551 8,473: 591 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 3.2 0.7 15.1 92.2 91.8 96.1: 8.2 3.9
Old : 100.0: 76.1 3.2 0.7 15.1 92.2 91.8 96.1: 8.2 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 : 106: 62 12 5 16 19 82 33:
Old : 106: 62 12 5 16 19 82 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 61.7 48.7 84.0 31.4 61.5 48.7 83.8
Old : 31.4 61.7 48.7 84.0 31.4 61.5 48.7 83.8
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 100,386: 14,376 25,444 2,597 62,026 50,200 78,999 78,241: 21,387 22,145
Old : 100,386: 14,376 25,444 2,597 62,026 50,200 78,999 78,241: 21,387 22,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 9,448: -347 3,223 213 8,914 3,164 8,780 6,601: 668 2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.3 2.6 61.8 50.0 78.7 77.9: 21.3 22.1
Old : 100.0: 14.3 25.3 2.6 61.8 50.0 78.7 77.9: 21.3 22.1
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 : 69: 17 21 8 23 16 44 41:
Old : 69: 17 21 8 23 16 44 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 : 25.4 32.6 42.8 47.5 24.2 29.6 39.7 43.0
Old : 25.4 32.6 42.8 47.5 24.2 29.6 39.7 43.0
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 211,146: 6,033 54,823 4,234 172,392 122,232 182,659 181,290: 28,487 29,856
Old : 211,146: 6,033 54,823 4,234 172,392 122,232 182,659 181,290: 28,487 29,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -294: -3,737 5,858 -586 513 -9,645 -3,810 -4,373: 3,516 4,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 26.0 2.0 81.6 57.9 86.5 85.9: 13.5 14.1
Old : 100.0: 2.9 26.0 2.0 81.6 57.9 86.5 85.9: 13.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 9 33 8 32 31 47 66:
Old : 87: 9 33 8 32 31 47 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 34.5 73.2 46.7 50.9 27.0 60.1 37.5
Old : 53.6 34.5 73.2 46.7 50.9 27.0 60.1 37.5
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 242,572: 27,374 42,004 24,017 115,786 103,322 167,177 169,343: 75,395 73,229
Old : 242,572: 27,374 42,004 24,017 115,786 103,322 167,177 169,343: 75,395 73,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 40,104: 44 3,694 3,413 13,944 19,778 17,401 26,885: 22,703 13,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.3 9.9 47.7 42.6 68.9 69.8: 31.1 30.2
Old : 100.0: 11.3 17.3 9.9 47.7 42.6 68.9 69.8: 31.1 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 35 25 34 33 80 83:
Old : 115: 36 35 25 34 33 80 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.6 32.3 36.1 22.5 21.8 30.6 29.4
Old : 22.8 24.6 32.3 36.1 22.5 21.8 30.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Old : 55,632: 9,572 3,191 589 40,073 44,970 50,234 48,750: 5,398 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Old : 100.0: 17.2 5.7 1.1 72.0 80.8 90.3 87.6: 9.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 2 14 13 17 17:
Old : 22: 2 3 2 14 13 17 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 : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
Old : 64.5 52.7 79.7 73.6 55.1 46.7 67.9 60.4
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 31, 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 :13,657,561: 718,811 605,143 4,023,998 7,811,927 7,352,753 12,554,736 11,981,895: 1,102,825 1,675,666
Old :13,657,561: 718,811 605,143 4,023,998 7,811,927 7,352,753 12,554,736 11,981,895: 1,102,825 1,675,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 156,874: 47,412 -36,094 88,750 26,611 117,957 162,774 170,614: -5,900 -13,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.4 29.5 57.2 53.8 91.9 87.7: 8.1 12.3
Old : 100.0: 5.3 4.4 29.5 57.2 53.8 91.9 87.7: 8.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 57 75 113 145 143 272 267:
Old : 289: 57 75 113 145 143 272 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 15.3 31.0 25.4 17.0 9.4 22.5 13.9
Old : 18.8 15.3 31.0 25.4 17.0 9.4 22.5 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 768,141: 58,634 67,934 51,753 497,504 510,951 607,891 630,638: 160,251 137,503
Old : 768,141: 58,634 67,934 51,753 497,504 510,951 607,891 630,638: 160,251 137,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,079: -2,565 -570 -108 -8,971 1,152 -11,643 474: 9,564 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.8 6.7 64.8 66.5 79.1 82.1: 20.9 17.9
Old : 100.0: 7.6 8.8 6.7 64.8 66.5 79.1 82.1: 20.9 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 : 200: 42 41 51 96 66 170 126:
Old : 200: 42 41 51 96 66 170 126:
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 : 17.9 29.9 26.1 41.6 17.5 29.7 25.2 41.3
Old : 17.9 29.9 26.1 41.6 17.5 29.7 25.2 41.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 1,091,744: 188,975 225,117 24,024 534,637 744,810 747,636 993,951: 344,109 97,794
Old : 1,091,744: 188,975 225,117 24,024 534,637 744,810 747,636 993,951: 344,109 97,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 19,014: 7,720 -18,007 4,607 24,274 38,958 36,601 25,557: -17,587 -6,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.6 2.2 49.0 68.2 68.5 91.0: 31.5 9.0
Old : 100.0: 17.3 20.6 2.2 49.0 68.2 68.5 91.0: 31.5 9.0
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: 45 54 25 60 62 122 124:
Old : 190: 45 54 25 60 62 122 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 29.2 29.0 43.0 14.2 24.1 20.4 34.4
Old : 19.5 29.2 29.0 43.0 14.2 24.1 20.4 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Old : 12,144: 725 1,281 19 5,920 9,592 6,664 10,892: 5,480 1,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 629: 0 -25 19 494 -279 513 -285: 116 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Old : 100.0: 6.0 10.5 0.2 48.7 79.0 54.9 89.7: 45.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 12 13 14 16:
Old : 26: 1 3 1 12 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
Old : 28.0 37.5 44.8 63.0 26.6 36.6 41.9 59.0
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Old : 29,538: 9,798 5,314 144 16,035 19,377 25,977 24,835: 3,561 4,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 46: -1,200 -858 144 1,640 1,534 584 820: -538 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
Old : 100.0: 33.2 18.0 0.5 54.3 65.6 87.9 84.1: 12.1 15.9
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 : 36: 6 5 2 15 17 21 24:
Old : 36: 6 5 2 15 17 21 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 : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
Old : 43.1 54.7 65.9 68.1 43.0 50.7 63.4 64.2
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 55,943: 9,403 12,955 15 36,608 25,791 46,026 38,761: 9,917 17,182
Old : 55,943: 9,403 12,955 15 36,608 25,791 46,026 38,761: 9,917 17,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,237: 1,833 -4,711 -10 -494 205 1,329 -4,516: -92 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.2 0.0 65.4 46.1 82.3 69.3: 17.7 30.7
Old : 100.0: 16.8 23.2 0.0 65.4 46.1 82.3 69.3: 17.7 30.7
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: 19 18 2 32 29 52 48:
Old : 85: 19 18 2 32 29 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 24.5 51.2 36.5 37.7 22.9 49.3 34.4
Old : 39.2 24.5 51.2 36.5 37.7 22.9 49.3 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 307,814: 71,693 112,058 7,058 167,234 162,379 245,984 281,496: 61,830 26,319
Old : 307,814: 71,693 112,058 7,058 167,234 162,379 245,984 281,496: 61,830 26,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -7,783: -18,035 -3,446 755 -23,454 2,321 -40,733 -370: 32,950 -7,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 36.4 2.3 54.3 52.8 79.9 91.4: 20.1 8.6
Old : 100.0: 23.3 36.4 2.3 54.3 52.8 79.9 91.4: 20.1 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 : 189: 54 69 12 46 34 107 108:
Old : 189: 54 69 12 46 34 107 108:
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 : 38.5 32.1 49.3 44.2 32.5 24.8 39.6 33.5
Old : 38.5 32.1 49.3 44.2 32.5 24.8 39.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 91,827: 15,892 10,754 3,469 52,534 60,842 71,895 75,065: 19,931 16,762
Old : 91,827: 15,892 10,754 3,469 52,534 60,842 71,895 75,065: 19,931 16,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,103: -4,518 1,716 -776 4,715 -2,193 -580 -1,253: -523 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.7 3.8 57.2 66.3 78.3 81.7: 21.7 18.3
Old : 100.0: 17.3 11.7 3.8 57.2 66.3 78.3 81.7: 21.7 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 11 4 22 14 30 27:
Old : 43: 6 11 4 22 14 30 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 : 41.2 56.1 56.3 67.0 39.8 50.8 50.8 60.7
Old : 41.2 56.1 56.3 67.0 39.8 50.8 50.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 37,829: 1,008 13,657 108 31,709 18,605 32,825 32,370: 5,004 5,459
Old : 37,829: 1,008 13,657 108 31,709 18,605 32,825 32,370: 5,004 5,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,174: 232 640 -4 1,737 86 1,965 722: -791 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 14.4
Old : 100.0: 2.7 36.1 0.3 83.8 49.2 86.8 85.6: 13.2 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 : 62: 4 12 2 28 26 33 39:
Old : 62: 4 12 2 28 26 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 36.2 66.4 47.6 55.0 36.2 65.0 47.4
Old : 56.0 36.2 66.4 47.6 55.0 36.2 65.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 249,010: 52,611 35,508 3,278 182,210 192,575 238,099 231,361: 10,911 17,649
Old : 249,010: 52,611 35,508 3,278 182,210 192,575 238,099 231,361: 10,911 17,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 5,918: 798 -666 1,311 3,345 3,274 5,454 3,919: 464 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.3 1.3 73.2 77.3 95.6 92.9: 4.4 7.1
Old : 100.0: 21.1 14.3 1.3 73.2 77.3 95.6 92.9: 4.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 40 11 35 48 58 91:
Old : 120: 15 40 11 35 48 58 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 36.1 72.5 50.9 60.1 33.5 69.1 48.0
Old : 63.1 36.1 72.5 50.9 60.1 33.5 69.1 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 41,764: 13,567 5,556 143 14,329 23,914 28,039 29,613: 13,725 12,151
Old : 41,764: 13,567 5,556 143 14,329 23,914 28,039 29,613: 13,725 12,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,525: 227 -998 -133 -924 590 -830 -541: -695 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.3 0.3 34.3 57.3 67.1 70.9: 32.9 29.1
Old : 100.0: 32.5 13.3 0.3 34.3 57.3 67.1 70.9: 32.9 29.1
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 : 82: 29 13 3 18 28 49 42:
Old : 82: 29 13 3 18 28 49 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 : 16.2 27.1 26.8 38.1 14.7 26.6 24.4 36.0
Old : 16.2 27.1 26.8 38.1 14.7 26.6 24.4 36.0
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Old : 28,334: 7,117 560 103 16,663 2,399 23,883 3,062: 4,451 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -996: -43 210 61 699 2 717 273: -1,713 -1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
Old : 100.0: 25.1 2.0 0.4 58.8 8.5 84.3 10.8: 15.7 89.2
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 : 26: 10 2 3 11 4 21 9:
Old : 26: 10 2 3 11 4 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
Old : 60.2 9.0 69.3 10.8 59.4 8.9 68.5 9.6
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Old : 74,526: 4,449 5,762 599 52,583 28,063 57,631 34,424: 16,895 40,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -1,323: -17 44 154 950 -406 1,087 -208: -2,410 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
Old : 100.0: 6.0 7.7 0.8 70.6 37.7 77.3 46.2: 22.7 53.8
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 : 52: 5 14 3 19 29 26 45:
Old : 52: 5 14 3 19 29 26 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
Old : 59.5 19.3 67.6 28.7 48.1 12.3 54.1 17.9
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 136,807: 52,543 10,154 20,874 27,964 92,727 101,380 123,755: 35,427 13,053
Old : 136,807: 52,543 10,154 20,874 27,964 92,727 101,380 123,755: 35,427 13,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 12,550: 15,429 -2,801 459 -4,443 14,467 11,444 12,125: 1,106 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 7.4 15.3 20.4 67.8 74.1 90.5: 25.9 9.5
Old : 100.0: 38.4 7.4 15.3 20.4 67.8 74.1 90.5: 25.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 96 39 50 26 43 144 112:
Old : 184: 96 39 50 26 43 144 112:
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 : 17.2 31.6 26.9 45.2 14.6 26.9 23.1 38.4
Old : 17.2 31.6 26.9 45.2 14.6 26.9 23.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 96,863: 23,328 13,196 18,213 43,137 52,695 84,678 84,104: 12,186 12,760
Old : 96,863: 23,328 13,196 18,213 43,137 52,695 84,678 84,104: 12,186 12,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -171: 3,099 -3,087 -503 -1,297 4,886 1,299 1,296: -1,471 -1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 13.6 18.8 44.5 54.4 87.4 86.8: 12.6 13.2
Old : 100.0: 24.1 13.6 18.8 44.5 54.4 87.4 86.8: 12.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 51 45 39 46 45 115 115:
Old : 154: 51 45 39 46 45 115 115:
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 : 26.8 25.3 38.4 41.9 24.1 25.2 33.3 38.7
Old : 26.8 25.3 38.4 41.9 24.1 25.2 33.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 294,597: 113,281 78,972 40,636 92,986 148,726 246,903 268,334: 47,694 26,264
Old : 294,597: 113,281 78,972 40,636 92,986 148,726 246,903 268,334: 47,694 26,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -48,045: -115 12,638 -19,773 -23,530 -37,593 -43,418 -44,728: -4,626 -3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 26.8 13.8 31.6 50.5 83.8 91.1: 16.2 8.9
Old : 100.0: 38.5 26.8 13.8 31.6 50.5 83.8 91.1: 16.2 8.9
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 : 246: 114 77 54 43 40 180 151:
Old : 246: 114 77 54 43 40 180 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 32.1 37.0 45.9 22.9 28.1 28.6 37.5
Old : 27.6 32.1 37.0 45.9 22.9 28.1 28.6 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Old : 10,969: 6,659 1,554 218 1,915 8,858 8,792 10,630: 2,177 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -124: 443 462 -25 -15 37 403 474: -527 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
Old : 100.0: 60.7 14.2 2.0 17.5 80.8 80.2 96.9: 19.8 3.1
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 : 36: 23 2 4 7 5 34 9:
Old : 36: 23 2 4 7 5 34 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Old : 48.3 87.0 63.3 96.6 48.3 84.1 63.3 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 83,060: 16,632 9,071 7,181 42,159 47,545 65,971 63,797: 17,089 19,264
Old : 82,968: 16,607 9,071 7,181 42,101 47,535 65,888 63,787: 17,080 19,182
Other: 92: 25 0 0 58 10 83 10: 9 82
: : :
: : Changes in Commitments from: May 24, 2005 :
: -655: 629 -2,075 -385 -42 2,915 202 455: -858 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 10.9 8.6 50.8 57.2 79.4 76.8: 20.6 23.2
Old : 100.0: 20.0 10.9 8.7 50.7 57.3 79.4 76.9: 20.6 23.1
Other: 100.0: 27.2 0.0 0.0 63.0 10.9 90.2 10.9: 9.8 89.1
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 30 22 16 51 48 87 81:
Old : 118: 30 22 16 51 48 87 81:
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 : 21.1 30.8 30.0 39.9 17.8 27.7 25.6 32.8
Old : 21.2 30.8 30.0 39.9 17.8 27.7 25.6 32.9
Other: 90.2 10.9 90.2 10.9 90.2 10.9 90.2 10.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 32,628: 2,487 3,002 1,606 20,328 17,328 24,422 21,936: 8,207 10,692
Old : 15,576: 3,461 2,983 121 6,929 7,478 10,510 10,581: 5,066 4,995
Other: 17,052: 139 1,131 373 13,400 9,851 13,912 11,355: 3,141 5,697
: : :
: : Changes in Commitments from: May 24, 2005 :
: 781: 127 -577 -575 653 812 205 -340: 577 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.2 4.9 62.3 53.1 74.8 67.2: 25.2 32.8
Old : 100.0: 22.2 19.2 0.8 44.5 48.0 67.5 67.9: 32.5 32.1
Other: 100.0: 0.8 6.6 2.2 78.6 57.8 81.6 66.6: 18.4 33.4
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 11 7 21 16 33 29:
Old : 40: 10 8 2 12 14 23 23:
Other: 30: 2 6 4 18 14 24 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 : 44.5 40.5 55.9 50.2 43.3 35.3 53.2 43.2
Old : 35.7 34.1 50.4 51.2 34.3 34.1 46.6 49.2
Other: 58.3 47.5 70.8 56.7 57.8 41.6 67.8 48.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 144,007: 21,249 15,041 32,194 75,501 84,471 128,944 131,706: 15,063 12,301
Old : 83,780: 14,720 15,044 14,472 47,290 47,934 76,483 77,451: 7,297 6,329
Other: 60,227: 8,354 1,823 15,895 28,211 36,537 52,461 54,255: 7,766 5,972
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,974: -884 3,007 759 4,361 -2,696 4,236 1,070: -262 2,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.4 22.4 52.4 58.7 89.5 91.5: 10.5 8.5
Old : 100.0: 17.6 18.0 17.3 56.4 57.2 91.3 92.4: 8.7 7.6
Other: 100.0: 13.9 3.0 26.4 46.8 60.7 87.1 90.1: 12.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 54 65 55 75 65 165 151:
Old : 183: 43 69 46 55 49 135 127:
Other: 144: 48 22 41 64 57 125 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.8 31.7 41.4 17.7 21.8 26.1 28.0
Old : 28.8 43.6 43.7 51.3 28.8 36.3 40.3 42.5
Other: 19.0 21.1 30.3 34.5 15.6 15.6 22.4 24.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 37,448: 10,008 3,451 7,922 14,007 23,498 31,937 34,871: 5,512 2,577
Old : 35,708: 10,086 3,571 6,960 13,275 22,646 30,321 33,177: 5,387 2,530
Other: 1,741: 304 262 579 732 852 1,616 1,694: 125 47
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,475: 243 233 838 223 -147 1,304 923: 170 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 21.2 37.4 62.7 85.3 93.1: 14.7 6.9
Old : 100.0: 28.2 10.0 19.5 37.2 63.4 84.9 92.9: 15.1 7.1
Other: 100.0: 17.5 15.1 33.3 42.1 49.0 92.8 97.3: 7.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 20 24 23 19 92 51:
Old : 108: 58 18 24 23 19 92 51:
Other: 24: 9 7 9 7 5 20 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 46.4 35.8 61.5 21.2 41.4 28.5 52.1
Old : 23.2 46.5 35.7 61.6 22.1 43.5 29.7 54.3
Other: 47.3 69.5 70.0 89.1 21.7 31.2 30.4 36.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 148,396: 23,093 23,858 14,234 101,775 104,892 139,102 142,984: 9,294 5,412
Old : 73,161: 14,284 22,920 8,203 42,693 37,374 65,180 68,496: 7,982 4,665
Other: 75,235: 10,949 3,079 3,891 59,082 67,518 73,922 74,488: 1,312 747
: : :
: : Changes in Commitments from: May 24, 2005 :
: 3,947: 1,181 1,773 666 2,044 1,815 3,891 4,254: 56 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.1 9.6 68.6 70.7 93.7 96.4: 6.3 3.6
Old : 100.0: 19.5 31.3 11.2 58.4 51.1 89.1 93.6: 10.9 6.4
Other: 100.0: 14.6 4.1 5.2 78.5 89.7 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 49 37 52 39 126 110:
Old : 162: 63 42 31 49 35 120 100:
Other: 83: 16 25 20 30 32 61 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.4 43.8 50.3 18.3 21.9 28.5 29.1
Old : 19.1 27.8 32.2 39.8 17.0 20.4 25.0 30.2
Other: 45.1 56.7 65.0 72.3 27.9 39.2 43.9 49.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 469,646: 72,498 66,752 70,456 255,893 279,593 398,847 416,801: 70,799 52,845
Old : 469,646: 72,498 66,752 70,456 255,893 279,593 398,847 416,801: 70,799 52,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 6,330: 3,821 -10,361 764 -926 15,906 3,658 6,308: 2,671 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.2 15.0 54.5 59.5 84.9 88.7: 15.1 11.3
Old : 100.0: 15.4 14.2 15.0 54.5 59.5 84.9 88.7: 15.1 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 : 157: 39 53 43 57 46 123 116:
Old : 157: 39 53 43 57 46 123 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 26.8 27.9 41.5 12.9 20.5 23.2 28.1
Old : 15.3 26.8 27.9 41.5 12.9 20.5 23.2 28.1
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 125,014: 29,656 9,290 33,363 51,513 75,281 114,531 117,934: 10,483 7,080
Old : 100,192: 29,675 14,504 21,166 40,150 58,945 90,991 94,615: 9,201 5,577
Other: 24,822: 6,070 875 6,108 11,362 16,336 23,540 23,319: 1,282 1,503
: : :
: : Changes in Commitments from: May 24, 2005 :
: 537: -1,116 197 868 925 -1,181 677 -116: -140 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 7.4 26.7 41.2 60.2 91.6 94.3: 8.4 5.7
Old : 100.0: 29.6 14.5 21.1 40.1 58.8 90.8 94.4: 9.2 5.6
Other: 100.0: 24.5 3.5 24.6 45.8 65.8 94.8 93.9: 5.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 160 68 128 96 102 311 248:
Old : 352: 147 81 118 90 100 299 239:
Other: 166: 48 29 48 56 75 118 138:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 22.3 25.9 32.9 15.3 17.7 24.0 25.2
Old : 18.6 21.9 29.1 32.0 18.6 19.4 29.1 27.9
Other: 30.4 35.1 44.8 46.4 24.6 28.2 32.3 34.5
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 30,873: 17,606 2,426 3,744 5,103 22,631 26,453 28,801: 4,420 2,071
Old : 30,873: 17,606 2,426 3,744 5,103 22,631 26,453 28,801: 4,420 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,441: 924 -115 531 102 1,196 1,557 1,613: -116 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 7.9 12.1 16.5 73.3 85.7 93.3: 14.3 6.7
Old : 100.0: 57.0 7.9 12.1 16.5 73.3 85.7 93.3: 14.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 38 14 15 11 5 58 26:
Old : 66: 38 14 15 11 5 58 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 : 34.5 80.2 49.8 86.9 32.9 73.6 44.6 76.5
Old : 34.5 80.2 49.8 86.9 32.9 73.6 44.6 76.5
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 196,617: 23,299 25,567 30,849 106,865 111,162 161,013 167,579: 35,605 29,038
Old : 196,617: 23,299 25,567 30,849 106,865 111,162 161,013 167,579: 35,605 29,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -15,792: 4,547 1,617 -8,975 -15,127 -10,207 -19,555 -17,565: 3,764 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.0 15.7 54.4 56.5 81.9 85.2: 18.1 14.8
Old : 100.0: 11.8 13.0 15.7 54.4 56.5 81.9 85.2: 18.1 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 26 20 24 60 64 98 97:
Old : 116: 26 20 24 60 64 98 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 23.1 29.8 33.5 13.3 13.8 20.1 20.2
Old : 18.8 23.1 29.8 33.5 13.3 13.8 20.1 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 739,017: 33,263 75,908 295,300 334,694 327,719 663,257 698,926: 75,761 40,091
Old : 739,017: 33,263 75,908 295,300 334,694 327,719 663,257 698,926: 75,761 40,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -40,686: 77 5,444 -18,990 -15,115 -25,690 -34,027 -39,236: -6,659 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 10.3 40.0 45.3 44.3 89.7 94.6: 10.3 5.4
Old : 100.0: 4.5 10.3 40.0 45.3 44.3 89.7 94.6: 10.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 54 63 72 91 83 179 188:
Old : 214: 54 63 72 91 83 179 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 21.1 31.7 33.1 4.7 7.2 7.0 10.8
Old : 20.9 21.1 31.7 33.1 4.7 7.2 7.0 10.8
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Old : 35,985: 8,013 3,118 1,400 22,203 21,508 31,616 26,026: 4,369 9,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,717: 1,988 0 -391 -62 1,618 1,535 1,227: 182 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
Old : 100.0: 22.3 8.7 3.9 61.7 59.8 87.9 72.3: 12.1 27.7
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 : 22: 2 1 2 15 14 18 16:
Old : 22: 2 1 2 15 14 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 : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3
Old : 49.3 35.8 74.5 55.1 46.3 28.6 62.1 43.3
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 31, 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 : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Old : 123,050: 8,254 11,746 14,372 89,610 87,285 112,236 113,403: 10,814 9,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 10,812: -302 -2,942 13,104 -3,444 -930 9,358 9,232: 1,454 1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Old : 100.0: 6.7 9.5 11.7 72.8 70.9 91.2 92.2: 8.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 18 23 21 25:
Old : 29: 1 2 2 18 23 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
Old : 64.1 39.6 76.9 61.9 56.8 33.0 62.2 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Old : 56,432: 10,442 8,942 848 40,783 35,894 52,073 45,684: 4,359 10,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 1,034: 726 -368 0 122 124 848 -244: 186 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0
Old : 100.0: 18.5 15.8 1.5 72.3 63.6 92.3 81.0: 7.7 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 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 : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
Old : 56.5 50.0 80.9 68.8 48.6 48.5 70.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Old : 57,283: 2,710 6,313 3,211 47,387 46,491 53,308 56,015: 3,975 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,203: 560 800 -186 3,473 3,049 3,847 3,663: -1,644 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2
Old : 100.0: 4.7 11.0 5.6 82.7 81.2 93.1 97.8: 6.9 2.2
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 : 23: 1 2 2 17 15 19 18:
Old : 23: 1 2 2 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
Old : 51.2 48.8 72.2 72.4 28.0 33.6 42.9 48.0
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 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Old : 62,754: 7,928 17,299 2,989 47,541 37,876 58,458 58,164: 4,296 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 848: 1,710 16 -970 -558 1,904 182 950: 666 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3
Old : 100.0: 12.6 27.6 4.8 75.8 60.4 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5
Old : 49.0 39.5 70.8 60.9 47.9 35.8 61.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Old : 38,184: 1,648 240 558 34,938 34,622 37,144 35,420: 1,040 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -395: -1,280 240 62 823 -577 -395 -275: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 7.2
Old : 100.0: 4.3 0.6 1.5 91.5 90.7 97.3 92.8: 2.7 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 : 21: 1 1 1 18 18 19 20:
Old : 21: 1 1 1 18 18 19 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 : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
Old : 55.3 42.7 83.3 72.8 48.8 32.8 56.0 48.5
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Old : 64,605: 0 5,896 3,004 50,663 46,736 53,667 55,636: 10,938 8,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 2,001: 0 611 94 3,811 1,264 3,905 1,969: -1,904 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Old : 100.0: 0.0 9.1 4.6 78.4 72.3 83.1 86.1: 16.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 19 19 21 21:
Old : 25: 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 : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
Old : 33.2 56.1 54.5 70.8 26.5 43.1 42.6 54.1
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Old : 76,442: 35,176 24,114 732 34,892 47,750 70,800 72,596: 5,642 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 686: -120 -1,340 -600 2,202 2,374 1,482 434: -796 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 5.0
Old : 100.0: 46.0 31.5 1.0 45.6 62.5 92.6 95.0: 7.4 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 : 24: 2 1 1 19 19 21 21:
Old : 24: 2 1 1 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 : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
Old : 67.7 58.2 81.2 77.5 62.0 56.8 66.1 67.5
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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Old : 42,490: 4,080 2,310 0 36,762 39,214 40,842 41,524: 1,648 966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
Old : 100.0: 9.6 5.4 0.0 86.5 92.3 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 0 11 17 14 19:
Old : 30: 3 2 0 11 17 14 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 : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
Old : 83.8 74.2 92.2 84.6 82.4 73.9 90.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Old : 28,456: 2,280 2,400 0 23,526 24,746 25,806 27,146: 2,650 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
Old : 100.0: 8.0 8.4 0.0 82.7 87.0 90.7 95.4: 9.3 4.6
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 : 26: 2 2 0 11 16 13 18:
Old : 26: 2 2 0 11 16 13 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 : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
Old : 63.4 62.4 83.6 80.4 58.2 62.4 77.0 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Old : 956,352: 221,158 61,795 156,852 559,111 724,694 937,121 943,341: 19,231 13,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -50,858: 11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934: 1,323 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
Old : 100.0: 23.1 6.5 16.4 58.5 75.8 98.0 98.6: 2.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 22 9 28 82 75 115 104:
Old : 119: 22 9 28 82 75 115 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
Old : 27.8 23.2 40.6 38.9 23.4 18.1 31.1 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Old : 136,587: 22,866 46,110 33,389 79,269 55,492 135,524 134,991: 1,063 1,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -17,815: -3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507: -203 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 1.2
Old : 100.0: 16.7 33.8 24.4 58.0 40.6 99.2 98.8: 0.8 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: 12 8 17 29 27 48 45:
Old : 50: 12 8 17 29 27 48 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 : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
Old : 27.9 49.0 47.5 68.0 17.8 35.1 29.9 40.9
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 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 60,509: 16,678 3,761 12,704 30,715 43,681 60,097 60,147: 412 362
Old : 60,509: 16,678 3,761 12,704 30,715 43,681 60,097 60,147: 412 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -2,523: 832 2,154 -2,754 -647 -1,864 -2,569 -2,465: 46 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 6.2 21.0 50.8 72.2 99.3 99.4: 0.7 0.6
Old : 100.0: 27.6 6.2 21.0 50.8 72.2 99.3 99.4: 0.7 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 : 44: 3 5 6 34 31 41 38:
Old : 44: 3 5 6 34 31 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 40.5 69.0 61.8 38.1 31.2 45.2 42.2
Old : 52.5 40.5 69.0 61.8 38.1 31.2 45.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Old : 22,822: 4,156 1,779 1,100 17,566 19,390 22,822 22,269: 0 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 298: 390 898 -388 340 -212 342 298: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
Old : 100.0: 18.2 7.8 4.8 77.0 85.0 100.0 97.6: 0.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 19 18 23 21:
Old : 28: 2 2 3 19 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
Old : 64.7 51.3 82.0 72.1 63.8 46.2 72.3 60.3
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Old : 9,155: 216 5,052 856 8,039 3,247 9,111 9,155: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 176: 44 -250 0 88 426 132 176: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 0.0
Old : 100.0: 2.4 55.2 9.4 87.8 35.5 99.5 100.0: 0.5 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 11 16 14:
Old : 24: 1 3 2 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
Old : 63.2 73.4 87.9 91.1 63.1 64.0 80.4 80.4
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Old : 10,170: 3,140 2,880 2,020 4,820 4,950 9,980 9,850: 190 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 520: -280 -20 200 600 340 520 520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
Old : 100.0: 30.9 28.3 19.9 47.4 48.7 98.1 96.9: 1.9 3.1
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 : 23: 3 3 5 15 17 20 23:
Old : 23: 3 3 5 15 17 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
Old : 58.4 55.7 81.4 78.3 43.3 45.2 54.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Old : 10,250: 1,670 300 1,750 6,270 7,060 9,690 9,110: 560 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 60: 20 -140 -60 -20 -20 -60 -220: 120 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
Old : 100.0: 16.3 2.9 17.1 61.2 68.9 94.5 88.9: 5.5 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 3 16 12 19 16:
Old : 21: 2 2 3 16 12 19 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 : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
Old : 51.3 54.0 73.9 71.9 28.9 40.0 42.5 42.7
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 31, 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 : 1,219,550: 91,016 75,741 315,102 751,911 744,658 1,158,029 1,135,501: 61,521 84,048
Old : 1,219,550: 91,016 75,741 315,102 751,911 744,658 1,158,029 1,135,501: 61,521 84,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 24,974: 2,953 8,016 15,228 5,912 -5,131 24,093 18,113: 881 6,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.2 25.8 61.7 61.1 95.0 93.1: 5.0 6.9
Old : 100.0: 7.5 6.2 25.8 61.7 61.1 95.0 93.1: 5.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 69 98 110 83 92 212 248:
Old : 274: 69 98 110 83 92 212 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 17.8 31.6 30.0 11.4 8.7 16.9 13.1
Old : 20.9 17.8 31.6 30.0 11.4 8.7 16.9 13.1
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 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Old : 13,212: 8,048 4,440 339 2,283 7,298 10,670 12,077: 2,542 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -467: -46 818 -250 91 -1,339 -205 -771: -262 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 8.6
Old : 100.0: 60.9 33.6 2.6 17.3 55.2 80.8 91.4: 19.2 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 : 113: 58 21 7 18 24 79 50:
Old : 113: 58 21 7 18 24 79 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 : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5
Old : 23.3 41.2 35.5 58.2 23.2 40.6 35.4 57.5
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 7,985: 4,526 1,073 346 1,467 5,527 6,339 6,946: 1,647 1,040
Old : 7,985: 4,526 1,073 346 1,467 5,527 6,339 6,946: 1,647 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: 234: -67 -87 231 112 -52 276 92: -42 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 13.4 4.3 18.4 69.2 79.4 87.0: 20.6 13.0
Old : 100.0: 56.7 13.4 4.3 18.4 69.2 79.4 87.0: 20.6 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 : 53: 21 9 5 7 15 31 28:
Old : 53: 21 9 5 7 15 31 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 : 37.1 43.4 52.8 60.8 37.1 43.4 51.9 60.8
Old : 37.1 43.4 52.8 60.8 37.1 43.4 51.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 153,858: 23,683 9,079 22,384 94,067 110,065 140,134 141,528: 13,724 12,329
Old : 153,858: 23,683 9,079 22,384 94,067 110,065 140,134 141,528: 13,724 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2005 :
: -31,888: 1,486 -1,407 -17,614 -14,100 -11,303 -30,227 -30,324: -1,661 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.9 14.5 61.1 71.5 91.1 92.0: 8.9 8.0
Old : 100.0: 15.4 5.9 14.5 61.1 71.5 91.1 92.0: 8.9 8.0
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 : 152: 37 27 31 61 81 114 124:
Old : 152: 37 27 31 61 81 114 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.3 41.1 27.2 25.4 12.0 34.0 20.6
Old : 29.1 16.3 41.1 27.2 25.4 12.0 34.0 20.6
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
Updated June 10, 2005