WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 260,803: 37,659 48,803 46,966 151,429 126,718 236,054 222,487: 24,749 38,317
Old : 259,736: 37,639 48,703 46,952 150,682 126,314 235,273 221,969: 24,463 37,768
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -8,837: 798 4,001 -1,852 -979 -6,328 -2,034 -4,178: -6,803 -4,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 18.0 58.1 48.6 90.5 85.3: 9.5 14.7
Old : 100.0: 14.5 18.8 18.1 58.0 48.6 90.6 85.5: 9.4 14.5
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 68 96 73 47 61 165 187:
Old : 242: 68 96 72 47 61 164 187:
Other: 30: 3 3 2 4 19 8 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 : 32.0 29.3 45.9 35.7 31.7 26.1 45.4 30.7
Old : 32.2 29.4 46.1 35.8 31.9 26.3 45.6 31.0
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 871,737: 94,475 84,907 167,028 456,794 393,893 718,296 645,827: 153,441 225,910
Old : 530,315: 64,842 111,192 64,935 304,503 250,150 434,280 426,278: 96,035 104,037
Other: 341,422: 74,183 18,265 57,542 152,291 143,742 284,016 219,549: 57,406 121,873
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,854: 7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558: -3,542 4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.7 19.2 52.4 45.2 82.4 74.1: 17.6 25.9
Old : 100.0: 12.2 21.0 12.2 57.4 47.2 81.9 80.4: 18.1 19.6
Other: 100.0: 21.7 5.3 16.9 44.6 42.1 83.2 64.3: 16.8 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 146 107 159 194 206 423 410:
Old : 479: 117 139 117 160 179 342 371:
Other: 388: 120 50 84 144 180 293 285:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 16.7 27.1 21.6 17.1 11.6 25.3 15.2
Old : 26.9 21.0 36.8 25.6 26.3 18.0 35.7 22.3
Other: 17.3 12.3 25.6 17.7 14.9 7.8 20.6 12.4
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Old : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -74: 235 -549 -68 -61 604 106 -13: -180 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
Old : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 5 11 15 24 30:
Old : 41: 11 11 5 11 15 24 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 : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
Old : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 425,179: 85,250 19,813 101,565 154,172 197,024 340,987 318,402: 84,192 106,777
Old : 248,498: 59,643 25,667 52,947 88,504 120,222 201,094 198,836: 47,404 49,662
Other: 176,681: 40,160 8,699 34,065 65,669 76,802 139,893 119,566: 36,788 57,115
: : :
: : Changes in Commitments from: May 31, 2005 :
: 16,323: 10,959 -1,012 4,993 407 10,061 16,359 14,042: -37 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.7 23.9 36.3 46.3 80.2 74.9: 19.8 25.1
Old : 100.0: 24.0 10.3 21.3 35.6 48.4 80.9 80.0: 19.1 20.0
Other: 100.0: 22.7 4.9 19.3 37.2 43.5 79.2 67.7: 20.8 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 147 83 140 100 124 319 288:
Old : 352: 123 93 103 79 117 250 265:
Other: 279: 93 59 74 79 100 211 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 20.1 27.2 29.6 14.5 11.6 19.5 17.2
Old : 19.5 23.8 28.4 32.1 16.6 15.8 23.0 22.1
Other: 19.0 17.6 28.4 26.7 13.1 10.7 18.8 15.3
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
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, June 7, 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 : 155,838: 24,585 10,910 26,348 79,310 105,139 130,243 142,396: 25,596 13,442
Old : 103,137: 23,275 12,221 13,937 48,641 67,038 85,853 93,196: 17,284 9,940
Other: 52,701: 6,727 4,105 6,994 30,669 38,101 44,390 49,200: 8,312 3,501
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,331: 1,168 -2,999 3,766 -763 2,755 4,171 3,522: 161 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.0 16.9 50.9 67.5 83.6 91.4: 16.4 8.6
Old : 100.0: 22.6 11.8 13.5 47.2 65.0 83.2 90.4: 16.8 9.6
Other: 100.0: 12.8 7.8 13.3 58.2 72.3 84.2 93.4: 15.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 51 27 39 47 47 120 99:
Old : 143: 55 27 33 44 47 112 95:
Other: 78: 17 20 25 31 25 67 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 30.9 28.6 44.0 19.7 27.9 27.9 37.8
Old : 18.5 26.1 29.4 40.1 17.9 23.8 27.3 36.6
Other: 27.6 45.7 41.1 60.1 27.6 40.8 39.0 51.3
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Old : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -11,460: 9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735: -20,460 -19,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
Old : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 39 37 39 74 88 133 144:
Old : 178: 39 37 39 74 88 133 144:
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 : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
Old : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 163,759: 44,715 8,580 23,573 58,129 108,731 126,417 140,884: 37,342 22,874
Old : 111,871: 43,067 8,658 12,138 29,061 74,719 84,266 95,515: 27,605 16,356
Other: 51,888: 5,028 3,302 8,055 29,068 34,012 42,151 45,369: 9,737 6,518
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,392: 6,874 -1,202 -466 -1,628 5,553 4,780 3,884: -1,388 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.2 14.4 35.5 66.4 77.2 86.0: 22.8 14.0
Old : 100.0: 38.5 7.7 10.8 26.0 66.8 75.3 85.4: 24.7 14.6
Other: 100.0: 9.7 6.4 15.5 56.0 65.5 81.2 87.4: 18.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 27 37 56 66 129 117:
Old : 154: 52 26 28 49 62 116 104:
Other: 90: 19 16 25 40 37 70 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 31.1 20.6 44.1 8.9 23.3 15.5 34.1
Old : 11.9 34.0 20.7 45.4 11.9 31.7 20.7 41.8
Other: 29.5 30.7 41.0 47.3 21.8 27.7 32.1 40.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 8,534: 3,641 935 1,803 1,636 4,370 7,080 7,108: 1,454 1,426
Old : 4,065: 2,193 810 227 583 2,109 3,003 3,146: 1,061 918
Other: 4,469: 2,319 997 704 1,053 2,260 4,077 3,962: 392 508
: : :
: : Changes in Commitments from: May 31, 2005 :
: -86: -219 81 138 174 -372 93 -153: -179 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 11.0 21.1 19.2 51.2 83.0 83.3: 17.0 16.7
Old : 100.0: 54.0 19.9 5.6 14.3 51.9 73.9 77.4: 26.1 22.6
Other: 100.0: 51.9 22.3 15.8 23.6 50.6 91.2 88.6: 8.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 12 11 13 15 34 31:
Old : 39: 17 6 10 7 14 25 29:
Other: 34: 8 9 10 10 13 27 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 : 35.4 32.6 52.6 50.1 32.5 29.1 43.2 39.0
Old : 31.2 42.1 48.7 55.9 30.5 41.6 45.7 55.1
Other: 56.2 39.3 73.8 63.4 49.4 34.1 62.9 50.1
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Old : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,303: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,107 -10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 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 : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 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 : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Old : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 100,182: 17,014 -10,479 54,933 57,391 62,966 129,338 107,420: -29,156 -7,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
Old : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
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 : 279: 56 78 75 106 134 203 246:
Old : 279: 56 78 75 106 134 203 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
Old : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Old : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,768: 10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446: 7,852 -22,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Old : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 33 43 46 75 89 132 154:
Old : 179: 33 43 46 75 89 132 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
Old : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Old : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -105,849: -34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071: -488 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Old : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 32 26 43 51 48 106 94:
Old : 117: 32 26 43 51 48 106 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
Old : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Old : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,549: 2 417 83 882 1,743 967 2,243: 1,582 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
Old : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
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 : 65: 23 13 10 19 15 45 35:
Old : 65: 23 13 10 19 15 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 53.8 37.3 64.0 23.9 52.9 34.8 61.7
Old : 23.9 53.8 37.3 64.0 23.9 52.9 34.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Old : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,024: 1,275 -328 1,801 2,584 2,505 5,660 3,978: 364 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
Old : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
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 : 77: 19 35 19 15 16 45 59:
Old : 77: 19 35 19 15 16 45 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.9 64.4 34.7 46.6 21.2 55.8 29.5
Old : 53.5 22.9 64.4 34.7 46.6 21.2 55.8 29.5
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
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 : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 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 : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Old : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,715: -1,058 -152 -686 -1,812 -2,152 -3,557 -2,990: -158 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 30.2
Old : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 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 : 41: 9 5 11 25 18 38 30:
Old : 41: 9 5 11 25 18 38 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 : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
Old : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,745: 10,404 20,947 23,194 49,494 27,970 83,093 72,111: 17,652 28,634
Old : 87,982: 9,707 21,775 18,838 43,865 23,913 72,409 64,525: 15,572 23,456
Other: 12,763: 4,363 2,837 691 5,629 4,057 10,683 7,585: 2,080 5,178
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,322: -620 4,224 -6,433 2,175 -1,890 -4,878 -4,100: 1,556 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.8 23.0 49.1 27.8 82.5 71.6: 17.5 28.4
Old : 100.0: 11.0 24.7 21.4 49.9 27.2 82.3 73.3: 17.7 26.7
Other: 100.0: 34.2 22.2 5.4 44.1 31.8 83.7 59.4: 16.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 31 66 62 32 34 110 129:
Old : 157: 35 66 61 30 34 108 127:
Other: 55: 22 12 8 10 17 35 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 14.3 42.4 23.9 28.8 13.2 41.6 18.7
Old : 33.1 14.3 45.5 24.3 33.0 13.6 44.8 19.9
Other: 50.1 29.0 67.8 39.9 48.8 25.8 64.7 36.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 4,059: 525 1,704 625 1,314 716 2,464 3,046: 1,595 1,013
Old : 3,988: 533 1,750 568 1,299 716 2,400 3,035: 1,588 953
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4: 20 30 268 -142 -28 147 270: -143 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 42.0 15.4 32.4 17.6 60.7 75.0: 39.3 25.0
Old : 100.0: 13.4 43.9 14.3 32.6 18.0 60.2 76.1: 39.8 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 21 15 5 4 26 31:
Old : 41: 9 22 14 5 4 26 30:
Other: 5: 3 1 1 1 0 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 : 31.2 46.2 43.2 57.8 28.1 43.5 36.5 47.8
Old : 31.3 47.0 42.4 58.8 28.3 44.3 36.8 48.7
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Old : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,941: -5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357: -1,425 -2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 25.7
Old : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 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 : 224: 62 41 55 73 96 162 175:
Old : 224: 62 41 55 73 96 162 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
Old : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Old : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: -10 104 -42 67 -130 14 -69: -144 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 28.8
Old : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 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 : 47: 11 11 9 18 19 34 34:
Old : 47: 11 11 9 18 19 34 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 : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
Old : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Old : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,634: -444 352 630 951 -57 1,137 924: 497 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
Old : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
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 : 140: 48 27 23 36 41 98 79:
Old : 140: 48 27 23 36 41 98 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Old : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Old : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,550: -656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049: 3,594 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 23.8
Old : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 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 : 63: 8 23 7 24 22 38 46:
Old : 63: 8 23 7 24 22 38 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 : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
Old : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Old : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 19,633: 270 7,006 -125 19,672 11,299 19,817 18,180: -185 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
Old : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
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 : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 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 : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
Old : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Old : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,898: -3,244 -331 2,186 10,746 7,943 9,688 9,798: 1,209 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
Old : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 63 11 7 17 21 83 37:
Old : 106: 63 11 7 17 21 83 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
Old : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Old : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,146: 300 -2,375 -1,209 206 7,291 -704 3,707: 3,850 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
Old : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
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: 11 21 5 25 18 38 42:
Old : 63: 11 21 5 25 18 38 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 : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
Old : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Old : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -19,990: -1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624: 1,438 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 14.4
Old : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 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 : 77: 9 26 8 32 31 45 61:
Old : 77: 9 26 8 32 31 45 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
Old : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Old : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -22,117: -4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005: -24,253 -20,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
Old : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
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 : 108: 27 36 23 34 32 75 77:
Old : 108: 27 36 23 34 32 75 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
Old : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 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 : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
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, June 7, 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 :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Old :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 406,600: 85,075 -71,593 168,825 74,446 290,344 328,347 387,577: 78,253 19,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
Old : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 65 69 113 144 143 272 267:
Old : 288: 65 69 113 144 143 272 267:
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 : 18.0 15.8 31.0 26.0 16.1 9.1 21.1 13.5
Old : 18.0 15.8 31.0 26.0 16.1 9.1 21.1 13.5
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Old : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 18,260: 2,177 -3,159 1,821 14,364 17,667 18,362 16,329: -101 1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
Old : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 44 42 54 96 69 174 131:
Old : 203: 44 42 54 96 69 174 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
Old : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Old : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 30,863: 10,270 -9,589 14,391 6,398 19,443 31,059 24,245: -197 6,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
Old : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
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 : 195: 47 56 34 61 62 130 130:
Old : 195: 47 56 34 61 62 130 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 34.4
Old : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 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 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 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 : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 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 : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 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 : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Old : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 944: -146 -1,414 45 -256 717 -357 -653: 1,301 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
Old : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
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 : 82: 17 19 3 31 27 49 48:
Old : 82: 17 19 3 31 27 49 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 : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Old : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Old : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,588: 8,354 -693 386 -5,482 16,737 3,258 16,430: 8,330 -4,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 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 : 192: 59 65 14 47 37 111 111:
Old : 192: 59 65 14 47 37 111 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
Old : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Old : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,957: -326 -8,163 -2,278 460 10,847 -2,143 407: 186 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 16.0
Old : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 3 3 22 21 32 25:
Old : 40: 8 3 3 22 21 32 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 : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
Old : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Old : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,140: 40 223 338 -1,545 937 -1,167 1,498: 2,307 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
Old : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 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 : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Old : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,370: -3,595 -2,284 936 4,697 -142 2,038 -1,490: -667 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
Old : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 38 12 38 49 61 91:
Old : 120: 15 38 12 38 49 61 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 : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
Old : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Old : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,271: 460 1,066 2,641 2,975 2,149 6,076 5,856: 5,195 5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
Old : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
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: 29 19 10 22 27 59 48:
Old : 87: 29 19 10 22 27 59 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 : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
Old : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
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 : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 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 : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
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 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 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 : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 146,120: 64,999 7,347 21,794 23,214 102,016 110,008 131,157: 36,111 14,962
Old : 146,120: 64,999 7,347 21,794 23,214 102,016 110,008 131,157: 36,111 14,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,312: 12,457 -2,807 921 -4,750 9,289 8,628 7,403: 684 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 5.0 14.9 15.9 69.8 75.3 89.8: 24.7 10.2
Old : 100.0: 44.5 5.0 14.9 15.9 69.8 75.3 89.8: 24.7 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 : 187: 97 40 50 27 45 144 116:
Old : 187: 97 40 50 27 45 144 116:
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 : 14.9 31.5 25.1 45.4 14.9 26.9 23.6 40.2
Old : 14.9 31.5 25.1 45.4 14.9 26.9 23.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 105,295: 32,092 12,549 18,084 40,561 59,918 90,737 90,551: 14,558 14,744
Old : 105,295: 32,092 12,549 18,084 40,561 59,918 90,737 90,551: 14,558 14,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 8,432: 8,764 -647 -129 -2,576 7,223 6,059 6,447: 2,372 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 11.9 17.2 38.5 56.9 86.2 86.0: 13.8 14.0
Old : 100.0: 30.5 11.9 17.2 38.5 56.9 86.2 86.0: 13.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 51 43 43 45 130 121:
Old : 174: 64 51 43 43 45 130 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 28.7 33.3 44.1 22.5 27.4 30.9 41.5
Old : 22.5 28.7 33.3 44.1 22.5 27.4 30.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 297,782: 114,070 73,481 44,843 86,596 157,183 245,508 275,507: 52,274 22,275
Old : 297,782: 114,070 73,481 44,843 86,596 157,183 245,508 275,507: 52,274 22,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,185: 789 -5,491 4,206 -6,390 8,457 -1,395 7,173: 4,580 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 24.7 15.1 29.1 52.8 82.4 92.5: 17.6 7.5
Old : 100.0: 38.3 24.7 15.1 29.1 52.8 82.4 92.5: 17.6 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 : 247: 115 74 54 43 44 183 150:
Old : 247: 115 74 54 43 44 183 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.3 33.9 46.1 20.4 29.2 25.9 38.5
Old : 25.7 32.3 33.9 46.1 20.4 29.2 25.9 38.5
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 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Old : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,349: 329 177 121 212 818 662 1,116: 687 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Old : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 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 : 37: 24 2 5 7 5 36 10:
Old : 37: 24 2 5 7 5 36 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 : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Old : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 86,047: 16,651 8,721 7,326 42,251 48,398 66,227 64,445: 19,820 21,602
Old : 85,949: 16,626 8,721 7,326 42,201 48,388 66,152 64,435: 19,797 21,514
Other: 98: 25 0 0 50 10 75 10: 23 88
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,987: 19 -349 145 92 853 256 649: 2,731 2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.1 8.5 49.1 56.2 77.0 74.9: 23.0 25.1
Old : 100.0: 19.3 10.1 8.5 49.1 56.3 77.0 75.0: 23.0 25.0
Other: 100.0: 25.5 0.0 0.0 51.0 10.2 76.5 10.2: 23.5 89.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 32 20 16 50 48 86 80:
Old : 117: 32 20 16 50 48 86 80:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 30.9 28.5 39.9 16.6 25.3 23.8 31.0
Old : 20.2 30.9 28.5 40.0 16.6 25.4 23.8 31.1
Other: 76.5 10.2 76.5 10.2 76.5 10.2 76.5 10.2
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 31,143: 2,396 3,030 1,253 19,968 16,254 23,618 20,538: 7,525 10,605
Old : 12,949: 2,897 3,080 121 5,219 5,119 8,238 8,321: 4,711 4,628
Other: 18,194: 147 599 484 14,749 11,135 15,380 12,217: 2,814 5,977
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,485: -91 29 -353 -360 -1,074 -804 -1,398: -682 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.7 4.0 64.1 52.2 75.8 65.9: 24.2 34.1
Old : 100.0: 22.4 23.8 0.9 40.3 39.5 63.6 64.3: 36.4 35.7
Other: 100.0: 0.8 3.3 2.7 81.1 61.2 84.5 67.2: 15.5 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 12 6 19 14 30 27:
Old : 39: 9 9 2 14 11 24 21:
Other: 28: 2 5 3 16 13 21 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 41.1 55.7 51.1 42.8 37.7 53.1 44.4
Old : 28.9 35.4 43.9 50.3 28.2 34.4 43.1 49.3
Other: 62.9 49.1 74.0 59.1 62.5 45.9 71.5 51.7
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 148,291: 18,668 16,538 37,856 76,929 81,628 133,454 136,022: 14,837 12,269
Old : 73,475: 10,940 15,454 16,747 38,543 34,921 66,230 67,122: 7,245 6,353
Other: 74,815: 9,566 2,922 19,271 38,386 46,707 67,224 68,900: 7,592 5,915
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,284: -2,581 1,497 5,663 1,428 -2,844 4,510 4,316: -226 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.2 25.5 51.9 55.0 90.0 91.7: 10.0 8.3
Old : 100.0: 14.9 21.0 22.8 52.5 47.5 90.1 91.4: 9.9 8.6
Other: 100.0: 12.8 3.9 25.8 51.3 62.4 89.9 92.1: 10.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 70 64 63 70 60 174 157:
Old : 187: 64 56 48 55 43 144 122:
Other: 157: 43 41 48 62 55 132 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 29.7 30.7 39.2 17.0 18.8 24.0 23.7
Old : 25.7 39.6 39.0 47.1 21.6 27.5 31.0 34.1
Other: 19.2 24.5 30.0 37.6 16.2 19.7 25.4 27.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 39,272: 10,345 3,083 8,508 14,656 24,671 33,508 36,263: 5,763 3,009
Old : 36,999: 10,455 3,344 7,191 13,729 23,504 31,375 34,038: 5,624 2,960
Other: 2,273: 399 248 808 926 1,167 2,133 2,224: 140 49
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,823: 337 -368 587 648 1,173 1,572 1,391: 252 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.9 21.7 37.3 62.8 85.3 92.3: 14.7 7.7
Old : 100.0: 28.3 9.0 19.4 37.1 63.5 84.8 92.0: 15.2 8.0
Other: 100.0: 17.5 10.9 35.6 40.7 51.4 93.8 97.8: 6.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 51 21 25 23 19 88 53:
Old : 104: 53 19 25 23 19 88 53:
Other: 24: 9 7 9 7 5 19 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 47.4 39.2 61.6 21.2 40.0 29.4 50.2
Old : 24.2 47.6 38.9 61.5 22.1 41.3 30.7 52.5
Other: 52.7 70.4 75.8 87.6 25.4 32.3 31.2 36.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 149,126: 22,922 25,675 12,776 104,361 106,056 140,059 144,508: 9,068 4,619
Old : 70,802: 13,763 24,907 5,745 43,885 36,718 63,393 67,371: 7,409 3,431
Other: 78,324: 11,290 2,899 4,900 60,476 69,338 76,666 77,137: 1,658 1,187
: : :
: : Changes in Commitments from: May 31, 2005 :
: 730: -170 1,817 -1,459 2,586 1,165 956 1,523: -226 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.2 8.6 70.0 71.1 93.9 96.9: 6.1 3.1
Old : 100.0: 19.4 35.2 8.1 62.0 51.9 89.5 95.2: 10.5 4.8
Other: 100.0: 14.4 3.7 6.3 77.2 88.5 97.9 98.5: 2.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 53 33 52 38 124 107:
Old : 162: 61 44 27 50 31 120 93:
Other: 79: 16 21 21 31 30 62 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 35.5 46.5 52.6 19.0 22.5 29.7 30.5
Old : 25.8 31.7 38.3 45.8 19.3 23.1 27.0 34.0
Other: 44.2 56.5 63.7 71.5 27.0 39.7 42.4 49.8
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Old : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,045: 4,656 -8,478 5,622 -8,350 13,149 1,928 10,293: 117 -8,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 9.5
Old : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 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 : 159: 46 47 49 58 49 133 117:
Old : 159: 46 47 49 58 49 133 117:
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 : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
Old : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 134,219: 34,601 9,281 36,398 52,118 82,112 123,117 127,791: 11,101 6,427
Old : 106,929: 34,679 14,294 23,216 39,449 64,522 97,344 102,032: 9,585 4,897
Other: 27,290: 5,842 907 7,263 12,669 17,590 25,774 25,759: 1,516 1,531
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,205: 4,945 -9 3,035 606 6,831 8,586 9,857: 619 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 27.1 38.8 61.2 91.7 95.2: 8.3 4.8
Old : 100.0: 32.4 13.4 21.7 36.9 60.3 91.0 95.4: 9.0 4.6
Other: 100.0: 21.4 3.3 26.6 46.4 64.5 94.4 94.4: 5.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 168 63 128 91 101 318 242:
Old : 354: 161 74 119 88 97 311 230:
Other: 170: 51 29 56 55 78 123 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 21.4 24.9 32.3 14.0 16.4 22.0 25.0
Old : 17.6 21.2 26.9 32.6 17.6 17.7 26.9 27.8
Other: 29.2 33.7 42.3 44.1 23.0 24.9 30.9 31.2
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Old : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,338: 372 -404 -746 5,823 6,056 5,449 4,906: -110 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 6.9
Old : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 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 : 56: 33 6 10 11 8 49 22:
Old : 56: 33 6 10 11 8 49 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 : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
Old : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Old : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,324: 7,340 -1,996 8,854 -5,259 2,960 10,936 9,819: 1,389 2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
Old : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
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 : 129: 36 22 30 59 65 111 103:
Old : 129: 36 22 30 59 65 111 103:
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 : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
Old : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Old : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,032: -4,238 -12,451 3,253 4,074 18,623 3,089 9,425: 5,943 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
Old : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 49 58 74 89 80 181 173:
Old : 201: 49 58 74 89 80 181 173:
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 : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
Old : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
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 : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 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 : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 12 11 15 14:
Old : 21: 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 : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
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: 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 : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 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 : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 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 : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 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 : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
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
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, June 7, 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 : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 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 : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 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 : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Old : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,935: -2,082 1,355 357 3,764 281 2,039 1,993: -104 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
Old : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
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 : 49: 5 5 7 37 34 46 42:
Old : 49: 5 5 7 37 34 46 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 : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Old : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 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 : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 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 : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
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, June 7, 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 : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 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 : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 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 : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 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 : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 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 : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Old : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 28,007: 10,909 -11,593 13,420 -4,344 25,854 19,985 27,680: 8,022 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 6.8
Old : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 6.8
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 : 283: 69 102 118 84 94 226 253:
Old : 283: 69 102 118 84 94 226 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.8 30.9 29.6 11.1 9.0 16.4 12.9
Old : 20.3 17.8 30.9 29.6 11.1 9.0 16.4 12.9
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
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 : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 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 : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Old : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 856: 1,387 -270 -213 -420 1,183 753 699: 102 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
Old : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 7 3 6 17 29 27:
Old : 50: 23 7 3 6 17 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
Old : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Old : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,494: 4,473 -458 3,986 888 6,801 9,347 10,328: 3,147 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
Old : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 47 30 39 65 77 134 128:
Old : 166: 47 30 39 65 77 134 128:
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 : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Old : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated June 17, 2005