WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,954
COMMITMENTS
37,958 29,246 59,434 145,061 142,885 242,452 231,565 26,502 37,389
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -12,914)
-5,525 5,632 -3,914 5,337 -8,145 -4,102 -6,428 -8,813 -6,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.9 22.1 53.9 53.1 90.1 86.1 9.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
70 74 75 50 56 162 171
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,869
COMMITMENTS
43,483 23,615 63,348 139,724 151,031 246,554 237,993 35,314 43,876
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,677)
-12,963 -3,959 -2,386 -6,202 -14,884 -21,551 -21,230 3,874 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.4 22.5 49.6 53.6 87.5 84.4 12.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
84 55 75 51 59 168 165
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 817,318
COMMITMENTS
90,056 110,439 121,799 460,559 349,831 672,414 582,069 144,904 235,249
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,860)
-5,814 19,468 -2,656 -2,282 -19,097 -10,752 -2,286 2,892 -5,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.5 14.9 56.4 42.8 82.3 71.2 17.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
109 126 127 216 202 399 391
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,178
COMMITMENTS
95,870 90,972 124,455 462,841 368,928 683,166 584,355 142,012 240,823
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 15,261)
-11,837 13,307 15,692 10,514 -22,196 14,368 6,803 892 8,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.0 15.1 56.1 44.7 82.8 70.8 17.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
119 103 124 211 207 399 378
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,690
COMMITMENTS
2,857 8 629 1,212 7,633 4,698 8,270 4,991 1,419
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 828)
230 -15 90 284 793 605 869 223 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 0.1 6.5 12.5 78.8 48.5 85.4 51.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 2 5 10 16 26 21
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,862
COMMITMENTS
2,627 23 539 928 6,840 4,093 7,402 4,768 1,460
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 365)
219 -707 76 7 1,182 303 551 62 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.3 6.1 10.5 77.2 46.2 83.5 53.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 4 10 16 25 20
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,977
COMMITMENTS
50,795 28,344 86,183 180,482 156,491 317,460 271,018 72,517 118,959
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -6,496)
-3,300 3,292 -2,108 -5,413 -8,855 -10,821 -7,671 4,325 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.3 22.1 46.3 40.1 81.4 69.5 18.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
122 101 139 105 109 298 286
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,473
COMMITMENTS
54,095 25,053 88,291 185,895 165,346 328,281 278,690 68,192 117,784
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -13,371)
-5,457 952 2,641 -7,891 -12,380 -10,707 -8,786 -2,664 -4,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.3 22.3 46.9 41.7 82.8 70.3 17.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
126 115 146 107 115 315 302
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,393
COMMITMENTS
12,380 2,910 1,131 234 1,087 13,745 5,128 2,648 11,265
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -94)
70 -405 462 22 217 554 274 -648 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 17.8 6.9 1.4 6.6 83.8 31.3 16.2 68.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 9 9 2 4 20 16
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,487
COMMITMENTS
12,310 3,315 669 212 870 13,191 4,854 3,296 11,633
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -266)
-647 -317 253 -100 5 -494 -59 228 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 20.1 4.1 1.3 5.3 80.0 29.4 20.0 70.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 7 2 3 19 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 164,226
COMMITMENTS
25,850 12,843 27,393 79,583 108,557 132,826 148,793 31,400 15,433
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -8,915)
-4,456 727 -1,894 -3,113 -9,206 -9,463 -10,372 547 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 7.8 16.7 48.5 66.1 80.9 90.6 19.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 31 34 43 43 104 90
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 173,141
COMMITMENTS
30,306 12,116 29,286 82,696 117,763 142,288 159,165 30,852 13,976
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -7,238)
-2,340 429 -3,395 -1,730 -2,805 -7,466 -5,772 228 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.0 16.9 47.8 68.0 82.2 91.9 17.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
41 33 39 46 46 116 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 912,980
COMMITMENTS
86,742 134,710 137,544 526,950 453,296 751,236 725,549 161,744 187,430
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -13,432)
2,920 965 -1,232 -24,157 6,607 -22,470 6,340 9,038 -19,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 14.8 15.1 57.7 49.7 82.3 79.5 17.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 46 53 74 87 140 154
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 926,412
COMMITMENTS
83,822 133,744 138,776 551,107 446,689 773,705 719,209 152,707 207,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -29,762)
-18,254 -19,470 -10,498 -21,982 -13,359 -50,733 -43,326 20,971 13,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.4 15.0 59.5 48.2 83.5 77.6 16.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 44 50 75 88 139 152
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 150,183
COMMITMENTS
21,978 11,620 28,333 66,853 86,620 117,164 126,573 33,019 23,610
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,743)
-2,383 1,410 2,411 1,118 -2,085 1,145 1,735 598 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 7.7 18.9 44.5 57.7 78.0 84.3 22.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 31 45 57 57 125 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,440
COMMITMENTS
24,362 10,211 25,922 65,735 88,705 116,019 124,838 32,421 23,602
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -10,155)
-6,697 -1,821 -2,919 -690 -6,170 -10,306 -10,909 152 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.9 17.5 44.3 59.8 78.2 84.1 21.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
43 25 41 57 55 123 110
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,437
COMMITMENTS
3,397 1,268 1,134 863 3,972 5,394 6,374 2,043 1,063
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 10)
2 -461 -177 96 985 -79 347 89 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 17.0 15.2 11.6 53.4 72.5 85.7 27.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 7 10 9 13 32 28
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,427
COMMITMENTS
3,395 1,729 1,311 767 2,987 5,473 6,027 1,954 1,400
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 744)
106 50 743 -98 -196 751 597 -7 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 23.3 17.7 10.3 40.2 73.7 81.1 26.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 11 10 9 12 30 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 297,034
COMMITMENTS
89,586 57,358 6 145,457 136,276 235,049 193,640 61,985 103,394
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -16,703)
-13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822 3,147 -3,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 19.3 0.0 49.0 45.9 79.1 65.2 20.9 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 23 1 34 41 54 64
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 313,737
COMMITMENTS
102,991 64,478 6 151,902 141,978 254,899 206,462 58,838 107,275
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,902)
-11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597 6,163 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 20.6 0.0 48.4 45.3 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 25 1 38 42 58 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,771,906
COMMITMENTS
326,751 500,920 490,620 1734201 1316401 2551572 2307941 220,334 463,965
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 38,135)
3,806 -21,351 15,445 20,146 123,402 39,397 117,496 -1,262 -79,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 17.7 62.6 47.5 92.1 83.3 7.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
41 85 85 110 143 208 256
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,733,771
COMMITMENTS
322,944 522,271 475,175 1714055 1192998 2512175 2190445 221,596 543,326
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -75,089)
-91,826 -119,337 50,324 -51,327 -14,444 -92,829 -83,457 17,739 8,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 19.1 17.4 62.7 43.6 91.9 80.1 8.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
35 82 81 106 131 194 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,716,657
COMMITMENTS
153,742 328,238 228,267 1172226 810,334 1554234 1366839 162,422 349,818
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 25,358)
-3,106 -2,703 -11,717 36,483 30,105 21,660 15,684 3,698 9,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 19.1 13.3 68.3 47.2 90.5 79.6 9.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 55 52 74 93 139 174
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,691,299
COMMITMENTS
156,848 330,942 239,984 1135743 780,229 1532575 1351155 158,724 340,144
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -26,118)
-45,934 19,508 -43,008 54,583 31,221 -34,359 7,722 8,241 -33,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.6 14.2 67.2 46.1 90.6 79.9 9.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
30 58 48 68 87 127 164
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 630,868
COMMITMENTS
181,573 34,788 182,194 233,417 383,686 597,184 600,668 33,685 30,200
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 45,390)
-1,446 1,060 21,871 27,927 25,824 48,353 48,755 -2,963 -3,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.5 28.9 37.0 60.8 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 18 44 54 60 106 111
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 585,478
COMMITMENTS
183,019 33,728 160,323 205,489 357,862 548,831 551,913 36,647 33,565
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -99,772)
-16,786 -12,113 -28,157 -47,575 -54,083 -92,517 -94,352 -7,255 -5,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 5.8 27.4 35.1 61.1 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
41 15 42 53 56 103 105
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,527
COMMITMENTS
9,366 11,869 1,026 20,135 20,513 30,527 33,408 10,000 7,119
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 501)
-43 912 351 -500 -565 -192 699 692 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 29.3 2.5 49.7 50.6 75.3 82.4 24.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 17 8 19 12 42 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,026
COMMITMENTS
9,409 10,956 675 20,635 21,078 30,719 32,709 9,307 7,317
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -35)
-368 4,626 58 78 -5,557 -231 -872 196 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 27.4 1.7 51.6 52.7 76.7 81.7 23.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 6 21 11 43 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,760
COMMITMENTS
11,138 17,814 4,223 23,799 18,482 39,160 40,519 13,600 12,241
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 4,818)
542 325 -616 4,118 3,961 4,043 3,670 775 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 33.8 8.0 45.1 35.0 74.2 76.8 25.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 19 24 15 11 53 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,942
COMMITMENTS
10,597 17,489 4,839 19,681 14,522 35,117 36,850 12,825 11,093
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 10,103)
812 7,477 1,064 7,116 -1,699 8,992 6,842 1,111 3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 36.5 10.1 41.1 30.3 73.2 76.9 26.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 19 23 14 13 51 49
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,892
COMMITMENTS
4,167 6,240 1,046 28,482 25,222 33,695 32,508 197 1,384
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 92)
-52 163 0 56 62 4 225 88 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 18.4 3.1 84.0 74.4 99.4 95.9 0.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 23 4 21 19 30 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,800
COMMITMENTS
4,219 6,077 1,046 28,426 25,160 33,691 32,283 109 1,517
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -568)
-24 -786 0 -495 468 -519 -318 -49 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.0 3.1 84.1 74.4 99.7 95.5 0.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 22 4 20 19 28 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,354
COMMITMENTS
0 2,026 0 13,353 11,228 13,353 13,254 1 100
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 767)
0 34 0 767 1,046 767 1,080 0 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 0.0 100.0 84.1 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 9 0 5 10 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,587
COMMITMENTS
0 1,992 0 12,586 10,182 12,586 12,174 1 413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -396)
0 -212 0 -252 -484 -252 -696 -144 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 0.0 100.0 80.9 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 9 0 5 8 5 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,461
COMMITMENTS
1,463 2,093 4,554 14,776 14,087 20,793 20,734 6,668 6,727
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 685)
-271 -3 60 491 433 281 490 404 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.6 16.6 53.8 51.3 75.7 75.5 24.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 11 24 17 36 30
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,776
COMMITMENTS
1,734 2,096 4,494 14,285 13,654 20,513 20,243 6,264 6,533
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -4,973)
213 -373 -1,049 -3,686 -3,048 -4,522 -4,471 -451 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.8 16.8 53.3 51.0 76.6 75.6 23.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 5 15 23 17 39 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,593
COMMITMENTS
15,699 5,367 21,490 43,724 40,074 80,912 66,931 17,680 31,662
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,159)
-988 425 1,915 -994 -1,920 -67 420 -1,092 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.4 21.8 44.3 40.6 82.1 67.9 17.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 35 50 30 35 103 98
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,752
COMMITMENTS
16,687 4,942 19,575 44,718 41,993 80,979 66,510 18,773 33,242
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,537)
-1,023 352 3,332 248 228 2,557 3,913 1,980 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.0 19.6 44.8 42.1 81.2 66.7 18.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 33 52 29 35 107 100
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,438
COMMITMENTS
193 530 120 1,567 754 1,880 1,404 558 1,034
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 72)
29 -66 25 4 89 58 48 14 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 21.7 4.9 64.3 30.9 77.1 57.6 22.9 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 8 4 10 4 19 13
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,366
COMMITMENTS
164 596 95 1,563 665 1,822 1,356 544 1,010
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -177)
62 -9 11 -155 54 -82 56 -94 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 25.2 4.0 66.1 28.1 77.0 57.3 23.0 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 4 10 3 19 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,635
COMMITMENTS
43,299 9,463 17,177 71,080 82,888 131,556 109,529 19,078 41,106
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,739)
-2,697 969 -1,733 -2,168 -3,668 -6,599 -4,431 -1,140 -3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 6.3 11.4 47.2 55.0 87.3 72.7 12.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
57 28 43 79 105 164 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,373
COMMITMENTS
45,996 8,494 18,910 73,248 86,556 138,155 113,960 20,218 44,413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -12,780)
-654 238 -6,751 -3,170 -4,071 -10,574 -10,584 -2,205 -2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.4 11.9 46.3 54.7 87.2 72.0 12.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 28 43 86 116 171 171
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,246
COMMITMENTS
1,465 305 436 1,256 2,993 3,157 3,735 2,089 1,511
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -533)
-341 -29 -41 -6 -508 -388 -578 -145 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 5.8 8.3 23.9 57.1 60.2 71.2 39.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 6 9 15 17 35 30
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,779
COMMITMENTS
1,806 334 477 1,262 3,502 3,545 4,313 2,234 1,466
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 176)
-197 47 40 181 -52 25 35 151 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 5.8 8.3 21.8 60.6 61.3 74.6 38.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 10 9 14 20 39 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,901
COMMITMENTS
10,480 1,082 8,028 8,169 7,687 26,677 16,796 5,224 15,104
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -66)
41 178 -272 271 239 40 145 -106 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.4 25.2 25.6 24.1 83.6 52.7 16.4 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
51 16 26 45 52 109 84
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,967
COMMITMENTS
10,440 904 8,299 7,898 7,448 26,637 16,651 5,330 15,315
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,991)
601 79 312 682 105 1,595 496 396 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 2.8 26.0 24.7 23.3 83.3 52.1 16.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 13 24 44 48 107 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 75,245
COMMITMENTS
15,919 23,327 1,900 25,935 32,175 43,753 57,401 31,491 17,844
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -10,851)
-19,837 13,313 209 11,278 -24,932 -8,350 -11,410 -2,501 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 31.0 2.5 34.5 42.8 58.1 76.3 41.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 16 7 21 21 42 40
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,096
COMMITMENTS
35,756 10,013 1,691 14,656 57,107 52,104 68,811 33,992 17,285
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,108)
214 1,169 111 -1,260 -708 -935 573 -172 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 11.6 2.0 17.0 66.3 60.5 79.9 39.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 10 6 17 24 46 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 46,244
COMMITMENTS
1,677 24,441 1 34,608 5,605 36,286 30,047 9,958 16,197
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,052)
0 3,985 0 -2,422 -6,871 -2,422 -2,886 371 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 52.9 0.0 74.8 12.1 78.5 65.0 21.5 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 15 1 14 6 18 21
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 48,296
COMMITMENTS
1,677 20,456 1 37,030 12,476 38,708 32,933 9,587 15,363
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,142)
-491 4,246 0 6,047 793 5,556 5,039 -413 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 42.4 0.0 76.7 25.8 80.1 68.2 19.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 13 1 16 5 20 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 78,273
COMMITMENTS
51,681 4,008 57 17,351 70,679 69,089 74,744 9,184 3,529
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17,602)
19,034 -6,961 50 -2,266 25,292 16,818 18,381 785 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 5.1 0.1 22.2 90.3 88.3 95.5 11.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
49 12 2 17 19 67 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,671
COMMITMENTS
32,647 10,969 7 19,617 45,386 52,271 56,363 8,400 4,308
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -60)
80 2,088 -427 -1,027 -2,092 -1,373 -431 1,313 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 18.1 0.0 32.3 74.8 86.2 92.9 13.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
41 17 1 15 21 57 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,333
COMMITMENTS
25,743 6,255 1,532 38,292 64,686 65,566 72,473 19,767 12,860
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 13,730)
4,469 201 -151 9,492 13,010 13,810 13,060 -80 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.3 1.8 44.9 75.8 76.8 84.9 23.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 4 19 16 40 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,603
COMMITMENTS
21,274 6,054 1,682 28,800 51,676 51,756 59,413 19,847 12,191
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,335)
2,706 -706 490 1,040 3,480 4,236 3,264 -1,901 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.5 2.3 40.2 72.2 72.3 83.0 27.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 7 19 18 40 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 159,689
COMMITMENTS
10,382 55,132 5,229 116,469 66,976 132,080 127,337 27,610 32,353
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,541)
276 8,346 1,338 3,616 -6,287 5,229 3,397 311 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 34.5 3.3 72.9 41.9 82.7 79.7 17.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 32 10 31 26 52 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 154,149
COMMITMENTS
10,106 46,786 3,891 112,853 73,262 126,851 123,940 27,298 30,209
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,457)
-1,112 5,192 774 15,719 5,439 15,380 11,404 -923 3,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 30.4 2.5 73.2 47.5 82.3 80.4 17.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 31 12 30 26 54 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,677
COMMITMENTS
25,881 23,632 13,851 65,199 74,623 104,931 112,105 51,746 44,572
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -4,412)
-105 1,109 -2,593 3,578 4,977 880 3,493 -5,291 -7,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 15.1 8.8 41.6 47.6 67.0 71.6 33.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 30 22 33 26 71 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,089
COMMITMENTS
25,985 22,523 16,444 61,622 69,646 104,051 108,613 57,038 52,476
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,806)
-3,919 7,927 1,367 14,923 -2,686 12,372 6,608 -566 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 14.0 10.2 38.3 43.2 64.6 67.4 35.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 31 32 33 27 81 75
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,820
COMMITMENTS
6,057 705 0 2,167 8,453 8,224 9,158 1,596 662
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -206)
-40 0 0 -136 -242 -176 -242 -30 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 7.2 0.0 22.1 86.1 83.7 93.3 16.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 94,768
COMMITMENTS
35,114 2,277 0 54,957 83,813 90,071 86,090 4,697 8,678
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 11,508)
4,909 39 0 6,687 11,254 11,596 11,293 -88 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 2.4 0.0 58.0 88.4 95.0 90.8 5.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 83,260
COMMITMENTS
30,205 2,238 0 48,270 72,559 78,475 74,797 4,785 8,463
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,102)
273 716 0 3,994 2,596 4,267 3,312 -165 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.7 0.0 58.0 87.1 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,457,814
COMMITMENTS
631,987 1040289 4075086 7697375 6641197 12404448 11756573 1053366 1701241
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -65,218)
-67,334 -106,042 -118,968 81,695 139,396 -104,607 -85,614 39,388 20,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.7 30.3 57.2 49.3 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
49 82 108 123 135 241 264
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,523,032
COMMITMENTS
699,320 1146331 4194054 7615680 6501801 12509055 11842186 1013977 1680846
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,365)
-34,313 123,487 -146,431 165,267 13,731 -15,477 -9,213 12,112 5,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.5 31.0 56.3 48.1 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
60 74 106 123 137 240 265
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,652
COMMITMENTS
62,090 77,851 36,995 488,804 497,121 587,889 611,967 140,763 116,684
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -3,101)
3,386 -2,943 -394 -2,574 -2,479 419 -5,816 -3,520 2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 10.7 5.1 67.1 68.2 80.7 84.0 19.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
50 45 61 99 68 183 140
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,753
COMMITMENTS
58,704 80,794 37,389 491,378 499,601 587,470 617,783 144,282 113,969
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,281)
1,163 -1,403 -596 1,385 -2,712 1,952 -4,712 -8,233 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.0 5.1 67.2 68.3 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 46 54 101 67 177 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 904,455
COMMITMENTS
170,598 191,568 17,699 382,604 609,155 570,900 818,422 333,555 86,033
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 3,495)
35,538 3,289 -10,236 -21,938 29,401 3,363 22,454 132 -18,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.2 2.0 42.3 67.4 63.1 90.5 36.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
45 53 23 55 51 115 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 900,960
COMMITMENTS
135,060 188,279 27,935 404,542 579,754 567,537 795,968 333,423 104,992
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,188)
-11,683 21,341 5,619 14,930 -3,185 8,866 23,775 5,322 -9,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 20.9 3.1 44.9 64.3 63.0 88.3 37.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 53 27 49 51 99 116
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,789
COMMITMENTS
725 1,273 0 6,040 9,021 6,765 10,294 5,024 1,495
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 28)
0 -300 0 -378 187 -378 -113 406 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.8 0.0 51.2 76.5 57.4 87.3 42.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 12 12 13 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,761
COMMITMENTS
725 1,573 0 6,418 8,834 7,143 10,407 4,618 1,354
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11)
0 -442 0 -201 147 -201 -295 212 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.4 0.0 54.6 75.1 60.7 88.5 39.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 13 12 14 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,244
COMMITMENTS
5,799 1,179 118 13,299 16,272 19,216 17,569 5,028 6,675
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,130)
-1,971 -365 32 2,858 679 919 346 211 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 4.9 0.5 54.9 67.1 79.3 72.5 20.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 3 2 15 17 23 21
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,114
COMMITMENTS
7,770 1,544 86 10,441 15,593 18,297 17,223 4,817 5,891
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,227)
-1,789 -7 61 234 -1,954 -1,494 -1,900 -733 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.7 0.4 45.2 67.5 79.2 74.5 20.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 1 13 18 23 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,638
COMMITMENTS
4,215 16,758 109 36,267 26,622 40,591 43,489 12,047 9,149
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,215)
-324 1,191 2 -112 -647 -434 546 -781 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 31.8 0.2 68.9 50.6 77.1 82.6 22.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
12 24 3 39 32 54 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,852
COMMITMENTS
4,539 15,567 107 36,379 27,269 41,025 42,942 12,828 10,910
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,136)
553 -1,747 -10 246 -598 789 -2,355 -2,925 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 28.9 0.2 67.6 50.6 76.2 79.7 23.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 24 3 38 30 54 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,579
COMMITMENTS
78,181 118,341 2,373 167,844 125,178 248,398 245,892 34,181 36,687
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 18,341)
20,929 8,905 -1,488 -4,402 5,778 15,039 13,196 3,302 5,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 41.9 0.8 59.4 44.3 87.9 87.0 12.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
41 66 11 45 34 93 104
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 264,238
COMMITMENTS
57,252 109,437 3,860 172,246 119,399 233,359 232,696 30,879 31,541
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,096)
-17,409 -6,884 176 1,131 4,302 -16,102 -2,406 -995 -14,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 41.4 1.5 65.2 45.2 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 60 11 44 38 90 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,868
COMMITMENTS
26,556 4,085 7,840 37,815 70,227 72,211 82,152 19,658 9,717
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,029)
2,125 -454 1,534 2,180 5,083 5,839 6,164 -811 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 4.4 8.5 41.2 76.4 78.6 89.4 21.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 4 6 20 17 38 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,840
COMMITMENTS
24,431 4,538 6,306 35,635 65,144 66,371 75,988 20,468 10,852
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,492)
-4,481 944 510 3,988 -5,853 18 -4,398 -2,509 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 5.2 7.3 41.0 75.0 76.4 87.5 23.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 4 6 20 16 37 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,151
COMMITMENTS
1,192 10,850 0 25,487 14,983 26,679 25,833 4,472 5,318
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -58)
0 335 0 -161 491 -161 826 103 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 34.8 0.0 81.8 48.1 85.6 82.9 14.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 13 0 25 26 28 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,209
COMMITMENTS
1,192 10,515 0 25,648 14,492 26,840 25,007 4,369 6,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 921)
2 269 0 1,310 393 1,312 662 -392 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 33.7 0.0 82.2 46.4 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 25 26 28 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 177,165
COMMITMENTS
43,395 30,256 1,692 121,788 133,102 166,876 165,051 10,290 12,115
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 5,278)
6,831 -2,032 405 1,641 7,439 8,877 5,812 -3,599 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 17.1 1.0 68.7 75.1 94.2 93.2 5.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 34 9 29 41 51 80
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 171,887
COMMITMENTS
36,564 32,289 1,287 120,147 125,663 157,998 159,239 13,888 12,648
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,408)
3,283 457 -184 8,994 8,416 12,092 8,689 -3,684 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.8 0.7 69.9 73.1 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
18 37 9 31 41 53 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,402
COMMITMENTS
11,428 10,287 277 14,609 18,673 26,314 29,237 10,088 7,165
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -261)
-50 -82 -102 1,424 1,705 1,272 1,521 -1,533 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 28.3 0.8 40.1 51.3 72.3 80.3 27.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 16 3 17 22 41 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,663
COMMITMENTS
11,478 10,369 379 13,185 16,968 25,042 27,716 11,621 8,947
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,137)
-662 -1,162 28 105 246 -529 -888 -608 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.3 1.0 36.0 46.3 68.3 75.6 31.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 14 4 17 21 42 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,626
COMMITMENTS
3,495 5,362 944 53,348 22,834 57,787 29,140 11,839 40,486
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 919)
-167 24 442 2,838 -933 3,113 -467 -2,194 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.7 1.4 76.6 32.8 83.0 41.9 17.0 58.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 15 3 18 26 23 44
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,707
COMMITMENTS
3,662 5,338 502 50,510 23,767 54,674 29,607 14,033 39,100
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,521)
416 -2,390 252 1,387 -1,803 2,055 -3,941 -534 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.8 0.7 73.5 34.6 79.6 43.1 20.4 56.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 14 3 18 26 23 42
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 124,214
COMMITMENTS
41,263 3,710 20,516 25,761 86,581 87,540 110,807 36,674 13,406
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 4,765)
1,299 -954 1,295 361 2,232 2,955 2,572 1,810 2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 3.0 16.5 20.7 69.7 70.5 89.2 29.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
96 21 46 24 33 137 85
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 119,448
COMMITMENTS
39,964 4,664 19,221 25,400 84,350 84,585 108,235 34,863 11,213
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,852)
1,588 -33 -853 3,196 3,524 3,930 2,638 -1,078 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 3.9 16.1 21.3 70.6 70.8 90.6 29.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
93 27 49 28 33 145 90
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 136,694
COMMITMENTS
45,973 16,440 29,185 42,154 75,484 117,312 121,109 19,382 15,585
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 12,442)
2,984 2,158 1,129 6,123 7,374 10,235 10,661 2,207 1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 12.0 21.4 30.8 55.2 85.8 88.6 14.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
74 65 55 45 46 156 141
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 124,252
COMMITMENTS
42,989 14,282 28,056 36,032 68,110 107,077 110,448 17,175 13,804
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 6,304)
2,347 275 1,511 1,427 4,069 5,285 5,856 1,019 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 11.5 22.6 29.0 54.8 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
73 59 53 43 41 151 129
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 348,710
COMMITMENTS
150,278 25,570 58,095 87,927 244,152 296,300 327,817 52,410 20,893
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 7,293)
7,119 427 607 -1,578 5,329 6,147 6,363 1,146 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 7.3 16.7 25.2 70.0 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
136 46 52 40 42 193 125
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 341,416
COMMITMENTS
143,159 25,143 57,488 89,506 238,823 290,153 321,454 51,263 19,962
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -8,362)
3,946 698 -2,485 -3,626 -4,053 -2,166 -5,841 -6,196 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 7.4 16.8 26.2 70.0 85.0 94.2 15.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
127 44 54 42 41 188 123
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,459
COMMITMENTS
7,701 1,380 435 275 8,736 8,411 10,551 3,048 908
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 828)
-52 430 -150 0 -258 -202 22 1,030 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 12.0 3.8 2.4 76.2 73.4 92.1 26.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
23 4 6 3 5 30 14
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,631
COMMITMENTS
7,753 950 585 275 8,994 8,613 10,529 2,018 102
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 334)
365 45 -32 -24 1,177 309 1,190 25 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 8.9 5.5 2.6 84.6 81.0 99.0 19.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 4 8 3 5 33 16
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 81,943
COMMITMENTS
9,703 9,357 11,405 46,853 39,037 67,961 59,798 13,982 22,145
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,178)
-2,171 2,861 -81 4,176 -322 1,924 2,457 -746 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.4 13.9 57.2 47.6 82.9 73.0 17.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 23 18 46 47 74 79
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,765
COMMITMENTS
11,874 6,496 11,485 42,678 39,359 66,037 57,341 14,728 23,424
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -380)
-6,057 1,225 2,977 1,599 -5,920 -1,481 -1,718 1,101 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.0 14.2 52.8 48.7 81.8 71.0 18.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 22 19 44 49 77 81
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,431
COMMITMENTS
1,096 4,240 1,865 20,499 15,283 23,459 21,388 8,972 11,044
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 497)
-11 871 235 -154 -541 70 564 427 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.1 5.7 63.2 47.1 72.3 65.9 27.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 7 24 17 34 30
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,934
COMMITMENTS
1,107 3,370 1,630 20,652 15,824 23,389 20,824 8,545 11,111
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,387)
-675 1,895 102 -1,017 -3,357 -1,590 -1,360 -1,797 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.6 5.1 64.7 49.6 73.2 65.2 26.8 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 9 6 22 17 31 28
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,683
COMMITMENTS
44,692 4,480 43,989 70,296 121,525 158,976 169,994 21,706 10,689
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 4,586)
985 -108 -1,467 5,683 6,743 5,201 5,168 -615 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.5 24.3 38.9 67.3 88.0 94.1 12.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
98 44 58 73 76 206 146
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,096
COMMITMENTS
43,707 4,588 45,456 64,613 114,782 153,776 164,826 22,321 11,271
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,369)
-1,291 -190 -1,662 720 -795 -2,233 -2,647 -1,136 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.6 25.8 36.7 65.2 87.3 93.6 12.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
101 38 62 74 75 208 151
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,939
COMMITMENTS
14,545 3,750 7,993 16,398 30,634 38,936 42,378 6,003 2,562
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,167)
-3,869 -639 -662 3,587 -1,080 -944 -2,381 -1,223 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 8.3 17.8 36.5 68.2 86.6 94.3 13.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
71 22 30 26 20 113 59
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,107
COMMITMENTS
18,413 4,389 8,655 12,812 31,715 39,880 44,759 7,227 2,348
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,254)
1,573 95 555 -168 1,627 1,960 2,277 293 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 9.3 18.4 27.2 67.3 84.7 95.0 15.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
75 24 35 26 21 124 63
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,545
COMMITMENTS
29,863 4,360 9,083 86,169 118,637 125,115 132,081 14,430 7,464
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -6,065)
-2,446 340 -6,297 1,193 -223 -7,551 -6,180 1,486 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 3.1 6.5 61.7 85.0 89.7 94.7 10.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
68 18 30 50 43 128 83
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,610
COMMITMENTS
32,309 4,020 15,381 84,976 118,861 132,666 138,261 12,944 7,349
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,961)
-3,583 242 -1,361 1,827 -3,145 -3,117 -4,264 -844 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 2.8 10.6 58.4 81.6 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
62 26 51 52 44 149 100
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 452,253
COMMITMENTS
71,361 63,223 66,408 236,558 257,249 374,327 386,879 77,926 65,374
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -37,206)
-5,717 12,799 -22,288 -4,950 -30,431 -32,954 -39,921 -4,252 2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 14.0 14.7 52.3 56.9 82.8 85.5 17.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
41 39 35 62 47 119 106
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 489,459
COMMITMENTS
77,078 50,424 88,695 241,508 287,680 407,281 426,800 82,178 62,659
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,722)
-5,757 15,898 6,137 10,765 -11,860 11,144 10,174 3,578 4,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.3 18.1 49.3 58.8 83.2 87.2 16.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
58 36 49 63 52 136 122
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 137,422
COMMITMENTS
36,544 7,213 35,813 53,949 87,734 126,305 130,759 11,117 6,663
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -21,075)
-8,800 -1,057 -10,397 1,607 -6,672 -17,590 -18,126 -3,485 -2,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.2 26.1 39.3 63.8 91.9 95.2 8.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
160 46 108 98 103 299 225
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 158,497
COMMITMENTS
45,344 8,270 46,210 52,341 94,406 143,895 148,885 14,602 9,612
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,177)
456 46 1,592 -1,241 -1,024 807 613 371 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.2 29.2 33.0 59.6 90.8 93.9 9.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
181 62 133 102 115 336 277
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,759
COMMITMENTS
7,192 5,078 2,666 5,564 8,565 15,422 16,309 3,337 2,449
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -119)
1,318 -262 -63 -403 770 852 445 -971 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 27.1 14.2 29.7 45.7 82.2 86.9 17.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 16 9 9 6 35 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,878
COMMITMENTS
5,874 5,340 2,730 5,966 7,795 14,570 15,865 4,308 3,013
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -253)
716 -2,669 6 -1,728 2,662 -1,006 -1 753 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 28.3 14.5 31.6 41.3 77.2 84.0 22.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 18 9 6 5 32 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 202,224
COMMITMENTS
29,126 29,082 34,766 106,222 111,402 170,114 175,250 32,110 26,974
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -11,461)
-11,586 -4,032 1,784 513 -6,839 -9,289 -9,087 -2,172 -2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 14.4 17.2 52.5 55.1 84.1 86.7 15.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
29 29 29 59 57 109 95
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,685
COMMITMENTS
40,712 33,114 32,982 105,709 118,241 179,403 184,338 34,281 29,347
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,994)
3,961 2,173 47 -244 2,127 3,764 4,347 2,230 1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 15.5 15.4 49.5 55.3 84.0 86.3 16.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 24 25 56 56 111 92
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 746,165
COMMITMENTS
46,464 49,717 304,661 326,065 358,620 677,190 712,999 68,975 33,167
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -726)
-16,178 -8,796 9,301 15,112 -491 8,236 13 -8,961 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.7 40.8 43.7 48.1 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
54 52 85 86 79 186 176
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 746,891
COMMITMENTS
62,642 58,514 295,360 310,953 359,111 668,955 712,985 77,936 33,906
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 33,036)
3,050 4,627 13,187 17,870 18,369 34,106 36,183 -1,070 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.8 39.5 41.6 48.1 89.6 95.5 10.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
56 47 82 85 76 187 167
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,736
COMMITMENTS
10,446 3,738 0 77,082 87,862 87,528 91,600 8,208 4,136
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,623)
0 -310 0 2,111 1,747 2,111 1,437 -488 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.9 0.0 80.5 91.8 91.4 95.7 8.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 18 26 19 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,113
COMMITMENTS
10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831)
-988 180 -180 3,084 2,166 1,916 2,166 -85 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 18 25 19 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,239
COMMITMENTS
2,190 4,048 4,048 42,835 34,323 49,073 42,419 2,166 8,820
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -2,770)
2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459 7 1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 7.9 7.9 83.6 67.0 95.8 82.8 4.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 1 11 12 13 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,299
COMMITMENTS
6,539 2,374 2,902 35,208 37,126 44,649 42,402 4,650 6,897
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,198)
796 1,530 -273 1,987 273 2,510 1,530 -312 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 4.8 5.9 71.4 75.3 90.6 86.0 9.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 18 15 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,101
COMMITMENTS
5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138)
560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 15 20 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,298
COMMITMENTS
0 3,096 4,761 47,271 44,264 52,032 52,121 9,266 9,177
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 1,167)
0 -431 491 1,806 1,410 2,297 1,470 -1,130 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 7.8 77.1 72.2 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 18 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,131
COMMITMENTS
0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293)
-148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 955,703
COMMITMENTS
278,148 64,881 143,522 509,993 735,151 931,663 943,554 24,040 12,149
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 20,054)
5,196 -2,909 6,180 8,175 17,479 19,551 20,750 503 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 6.8 15.0 53.4 76.9 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 9 25 78 75 106 102
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 935,649
COMMITMENTS
272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292)
3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
19 9 25 75 74 103 101
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,941
COMMITMENTS
30,575 49,630 30,616 75,556 57,471 136,747 137,717 4,194 3,224
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -1,906)
-3,587 6,746 -2,098 4,965 -5,787 -720 -1,139 -1,186 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.2 21.7 53.6 40.8 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 8 12 24 24 42 37
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,847
COMMITMENTS
34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476)
4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 7 12 22 22 39 35
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,291
COMMITMENTS
9,784 2,985 11,191 27,033 33,935 48,007 48,111 284 180
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 139)
1,588 107 -521 -675 944 392 531 -253 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.2 23.2 56.0 70.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 8 32 29 40 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,153
COMMITMENTS
8,196 2,878 11,711 27,708 32,991 47,615 47,581 537 572
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 40)
1,740 -93 -172 -1,750 -117 -181 -382 221 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.0 24.3 57.5 68.5 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 7 28 27 35 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,796
COMMITMENTS
2,765 369 1,517 16,276 18,672 20,558 20,558 238 238
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 2,801)
-858 43 388 3,271 2,370 2,801 2,801 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.8 7.3 78.3 89.8 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 17 17 21 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,995
COMMITMENTS
3,623 326 1,129 13,005 16,302 17,757 17,757 238 238
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057)
423 -184 -327 -1,153 -546 -1,057 -1,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 16 17 20 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,342,618
COMMITMENTS
164,237 64,652 363,217 736,054 830,251 1263508 1258120 79,110 84,498
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 7,880)
-15,081 10,118 22,992 3,340 -14,296 11,250 18,814 -3,370 -10,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.8 27.1 54.8 61.8 94.1 93.7 5.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 96 125 90 91 245 258
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,738
COMMITMENTS
179,318 54,534 340,226 732,714 844,547 1252258 1239306 82,480 95,432
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 48,223)
9,495 -3,287 16,309 12,713 34,587 38,517 47,608 9,706 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.1 25.5 54.9 63.3 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
91 90 124 79 85 239 242
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,940
COMMITMENTS
8,991 1,978 79 1,073 10,436 10,143 12,493 2,797 447
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: 17)
167 161 4 -32 40 139 205 -122 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 15.3 0.6 8.3 80.6 78.4 96.5 21.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
68 11 2 9 23 79 35
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923
COMMITMENTS
8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460)
348 64 0 42 353 390 417 70 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
66 10 2 10 22 78 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,617
COMMITMENTS
4,634 700 86 926 6,097 5,646 6,883 1,971 734
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -36)
156 150 0 -70 -135 86 15 -122 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 9.2 1.1 12.2 80.0 74.1 90.4 25.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
23 4 2 8 15 32 20
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,653
COMMITMENTS
4,478 550 86 996 6,232 5,560 6,868 2,093 785
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -308)
-80 43 20 -213 -424 -273 -361 -35 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 7.2 1.1 13.0 81.4 72.7 89.7 27.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 3 2 7 16 30 20
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,414
COMMITMENTS
38,437 6,656 44,844 109,416 149,163 192,696 200,663 25,717 17,751
CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST: -7,942)
-11,002 -263 -1,316 6,734 -4,824 -5,584 -6,403 -2,358 -1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 3.0 20.5 50.1 68.3 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
58 22 44 66 84 139 136
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,356
COMMITMENTS
49,439 6,919 46,160 102,682 153,987 198,280 207,066 28,076 19,290
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,965)
2,553 -873 4,875 -3,267 1,404 4,161 5,406 4,804 3,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.1 20.4 45.4 68.0 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
63 25 48 67 88 147 146
Updated April 22, 2005