WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,010
COMMITMENTS
36,964 38,629 56,330 159,814 148,744 253,107 243,703 27,903 37,308
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,056)
-994 9,382 -3,104 14,753 5,859 10,655 12,138 1,402 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.7 20.0 56.9 52.9 90.1 86.7 9.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 81 75 50 57 168 178
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,766
COMMITMENTS
88,020 115,928 128,927 475,877 370,725 692,824 615,581 147,942 225,185
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,447)
-2,035 5,489 7,128 15,318 20,895 20,410 33,511 3,037 -10,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.8 15.3 56.6 44.1 82.4 73.2 17.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
113 134 137 211 208 409 407
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| 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
2,941 4 626 1,518 7,549 5,085 8,179 4,606 1,512
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1)
84 -4 -3 305 -85 386 -92 -386 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.0 6.5 15.7 77.9 52.5 84.4 47.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 3 4 10 16 26 20
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,778
COMMITMENTS
56,591 26,061 85,005 168,291 159,109 309,887 270,175 72,891 112,604
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,199)
5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844 374 -6,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.8 22.2 44.0 41.6 81.0 70.6 19.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
124 115 143 101 107 306 290
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,553
COMMITMENTS
10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840)
-1,707 -15 -139 191 93 -1,655 -61 815 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 11 3 6 17 21
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,756
COMMITMENTS
29,500 11,584 25,919 79,601 110,154 135,020 147,657 28,736 16,099
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -470)
3,650 -1,259 -1,474 18 1,597 2,194 -1,136 -2,664 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 7.1 15.8 48.6 67.3 82.5 90.2 17.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
45 24 37 40 41 106 91
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 935,143
COMMITMENTS
88,357 143,056 145,698 548,496 464,827 782,551 753,582 152,592 181,561
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 22,164)
1,615 8,347 8,154 21,546 11,531 31,316 28,033 -9,152 -5,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.3 15.6 58.7 49.7 83.7 80.6 16.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 45 50 79 88 141 154
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,698
COMMITMENTS
28,977 11,453 28,137 66,484 93,784 123,598 133,374 34,100 24,324
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,515)
6,999 -167 -196 -369 7,164 6,434 6,801 1,081 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.3 17.8 42.2 59.5 78.4 84.6 21.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
43 30 43 57 59 131 114
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,066
COMMITMENTS
3,556 1,243 1,255 1,016 4,492 5,827 6,990 2,239 1,076
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 629)
159 -25 121 153 520 433 616 196 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 15.4 15.6 12.6 55.7 72.2 86.7 27.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 6 10 10 13 32 28
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,988
COMMITMENTS
95,873 60,816 11 141,767 145,322 237,651 206,150 66,337 97,838
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,954)
6,287 3,458 5 -3,690 9,046 2,602 12,510 4,352 -5,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.0 0.0 46.6 47.8 78.2 67.8 21.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 23 2 36 39 57 62
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,837,443
COMMITMENTS
285,477 405,612 571,608 1727854 1398184 2584939 2375403 252,504 462,040
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 65,537)
-41,274 -95,308 80,987 -6,347 81,783 33,367 67,462 32,170 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 20.1 60.9 49.3 91.1 83.7 8.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
41 91 92 117 152 221 272
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,733,371
COMMITMENTS
130,434 305,443 251,376 1157972 845,415 1539782 1402234 193,589 331,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 16,714)
-23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395 31,166 -18,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 17.6 14.5 66.8 48.8 88.8 80.9 11.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
26 66 55 77 96 143 177
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 651,139
COMMITMENTS
182,972 25,224 199,922 223,611 389,798 606,506 614,944 44,634 36,195
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,271)
1,398 -9,564 17,729 -9,805 6,112 9,322 14,276 10,949 5,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 30.7 34.3 59.9 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
45 17 48 56 61 112 115
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,359
COMMITMENTS
8,805 12,340 1,161 21,083 21,768 31,050 35,269 11,310 7,091
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,833)
-561 471 136 948 1,254 523 1,861 1,310 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 29.1 2.7 49.8 51.4 73.3 83.3 26.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 18 9 18 12 44 31
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,615
COMMITMENTS
11,772 19,901 2,015 28,012 22,946 41,799 44,861 18,817 15,754
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,855)
633 2,087 -2,208 4,213 4,463 2,639 4,342 5,216 3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 32.8 3.3 46.2 37.9 69.0 74.0 31.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 22 14 16 13 45 44
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159
COMMITMENTS
2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267)
-1,230 -586 0 1,903 1,251 673 665 594 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 21 4 20 21 30 43
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892
COMMITMENTS
0 1,244 0 11,644 10,304 11,644 11,548 248 344
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462)
0 -782 0 -1,709 -924 -1,709 -1,706 247 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 8 0 5 9 5 17
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,799
COMMITMENTS
1,731 2,092 4,587 15,522 14,673 21,839 21,352 6,960 7,448
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,338)
268 -1 33 745 586 1,046 618 293 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.3 15.9 53.9 51.0 75.8 74.1 24.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 4 12 24 19 39 33
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,905
COMMITMENTS
15,478 5,254 21,647 42,441 38,449 79,567 65,351 16,339 30,555
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -2,687)
-221 -113 158 -1,283 -1,625 -1,346 -1,580 -1,342 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.5 22.6 44.3 40.1 83.0 68.1 17.0 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
35 35 54 26 30 101 96
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,069
COMMITMENTS
184 970 322 1,590 802 2,097 2,094 972 974
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 631)
-9 440 202 23 48 216 690 414 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 31.6 10.5 51.8 26.1 68.3 68.3 31.7 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 6 10 4 20 18
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,637
COMMITMENTS
41,120 10,440 19,206 72,721 80,513 133,046 110,159 17,590 40,478
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2)
-2,179 977 2,028 1,641 -2,375 1,490 630 -1,488 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.9 12.7 48.3 53.4 88.3 73.1 11.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
55 31 45 79 109 161 166
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,929
COMMITMENTS
1,393 295 437 1,288 2,939 3,117 3,670 1,812 1,258
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -317)
-72 -10 0 32 -54 -40 -65 -277 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.0 8.9 26.1 59.6 63.2 74.5 36.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 10 15 17 37 31
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,001
COMMITMENTS
10,542 1,493 6,089 9,167 7,786 25,798 15,367 5,203 15,633
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -900)
61 411 -1,939 999 99 -879 -1,429 -21 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 4.8 19.6 29.6 25.1 83.2 49.6 16.8 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
52 18 23 48 54 112 86
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,796
COMMITMENTS
13,571 29,926 2,197 38,494 31,993 54,262 64,116 28,534 18,680
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,551)
-2,348 6,600 297 12,560 -181 10,509 6,715 -2,958 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 36.1 2.7 46.5 38.6 65.5 77.4 34.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 15 6 24 21 45 39
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 36,435
COMMITMENTS
3,585 15,306 1 22,706 6,612 26,292 21,919 10,142 14,516
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,809)
1,908 -9,135 0 -11,902 1,007 -9,994 -8,128 184 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 42.0 0.0 62.3 18.1 72.2 60.2 27.8 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 12 1 10 7 16 19
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,869
COMMITMENTS
64,842 4,155 57 19,915 86,290 84,814 90,503 8,056 2,367
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 14,596)
13,161 147 0 2,564 15,611 15,725 15,759 -1,129 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 4.5 0.1 21.4 92.9 91.3 97.5 8.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
53 10 2 18 18 72 29
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,663
COMMITMENTS
32,334 6,440 2,902 34,729 68,907 69,964 78,249 20,699 12,414
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,330)
6,591 185 1,370 -3,563 4,221 4,398 5,776 932 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 7.1 3.2 38.3 76.0 77.2 86.3 22.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 11 6 19 15 44 28
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,663
COMMITMENTS
6,875 61,295 2,925 131,762 75,701 141,561 139,920 27,102 28,743
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 8,974)
-3,507 6,163 -2,304 15,293 8,725 9,482 12,583 -508 -3,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 36.3 1.7 78.1 44.9 83.9 83.0 16.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 32 8 30 27 47 64
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,931
COMMITMENTS
22,159 17,715 18,319 63,614 74,281 104,091 110,315 47,840 41,617
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,746)
-3,722 -5,917 4,468 -1,586 -342 -840 -1,791 -3,906 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.7 12.1 41.9 48.9 68.5 72.6 31.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 30 26 32 27 75 66
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,548
COMMITMENTS
31,057 0 58 33,394 60,770 64,509 60,828 3,039 6,720
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -27,220)
-4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262 -1,658 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 0.0 0.1 49.4 90.0 95.5 90.1 4.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 13 18 16 19
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,915,508
COMMITMENTS
569,490 636,503 3900555 7284821 6682173 11754866 11219231 1160642 1696277
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -542,306)
-62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342 107,276 -4,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.9 30.2 56.4 51.7 91.0 86.9 9.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
53 77 108 127 135 246 258
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 746,173
COMMITMENTS
64,980 79,518 46,549 495,134 508,944 606,662 635,011 139,510 111,162
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,521)
2,890 1,667 9,553 6,330 11,822 18,773 23,043 -1,252 -5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.7 6.2 66.4 68.2 81.3 85.1 18.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
50 40 54 100 69 180 133
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 996,609
COMMITMENTS
206,498 221,386 21,048 451,330 649,548 678,876 891,982 317,733 104,627
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 92,154)
35,901 29,818 3,349 68,726 40,393 107,976 73,559 -15,822 18,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 22.2 2.1 45.3 65.2 68.1 89.5 31.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
44 53 26 51 61 107 128
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,814
COMMITMENTS
725 1,271 0 5,797 9,292 6,522 10,563 5,292 1,251
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 25)
0 -2 0 -243 271 -243 269 268 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.8 0.0 49.1 78.7 55.2 89.4 44.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,412
COMMITMENTS
5,633 495 99 17,480 18,074 23,212 18,668 4,200 8,744
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 3,168)
-166 -684 -19 4,181 1,802 3,996 1,099 -828 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 1.8 0.4 63.8 65.9 84.7 68.1 15.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 1 18 18 27 21
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,155
COMMITMENTS
5,332 18,413 128 36,133 26,141 41,593 44,681 16,562 13,474
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,518)
1,117 1,655 19 -134 -481 1,003 1,193 4,515 4,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 31.7 0.2 62.1 44.9 71.5 76.8 28.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 25 3 36 31 52 58
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,886
COMMITMENTS
79,950 148,482 1,327 197,095 128,866 278,373 278,675 49,514 49,211
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 45,308)
1,769 30,141 -1,045 29,251 3,688 29,975 32,783 15,333 12,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 45.3 0.4 60.1 39.3 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 75 8 50 37 100 116
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,345
COMMITMENTS
21,168 5,218 6,487 40,755 64,952 68,410 76,657 22,935 14,688
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -523)
-5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495 3,277 4,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.7 7.1 44.6 71.1 74.9 83.9 25.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 9 6 19 16 35 26
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,003
COMMITMENTS
1,121 12,464 5 27,318 15,415 28,444 27,884 4,560 5,120
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,853)
-71 1,614 5 1,830 432 1,764 2,051 88 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 37.8 0.0 82.8 46.7 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 13 1 26 28 29 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 196,726
COMMITMENTS
50,553 28,627 1,810 136,756 154,776 189,119 185,213 7,607 11,513
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 19,561)
7,157 -1,629 118 14,968 21,673 22,243 20,162 -2,683 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 14.6 0.9 69.5 78.7 96.1 94.1 3.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 33 9 30 40 52 78
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,335
COMMITMENTS
10,069 8,289 235 16,220 21,397 26,524 29,921 11,811 8,414
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,933)
-1,359 -1,998 -42 1,611 2,724 210 684 1,723 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 21.6 0.6 42.3 55.8 69.2 78.1 30.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 13 2 18 24 42 38
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,632
COMMITMENTS
8,989 904 15 12,743 1,626 21,747 2,545 5,885 25,087
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 3.3 0.1 46.1 5.9 78.7 9.2 21.3 90.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 1 9 3 17 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,633
COMMITMENTS
5,667 4,144 579 51,903 22,773 58,149 27,496 11,484 42,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7)
2,172 -1,218 -365 -1,445 -61 362 -1,644 -355 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.0 0.8 74.5 32.7 83.5 39.5 16.5 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 12 2 19 25 23 39
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 126,918
COMMITMENTS
41,981 3,361 20,307 28,137 90,034 90,424 113,702 36,494 13,216
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2,705)
718 -349 -209 2,376 3,453 2,884 2,894 -180 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 2.6 16.0 22.2 70.9 71.2 89.6 28.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
92 25 48 24 36 138 92
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 121,478
COMMITMENTS
32,216 12,330 25,630 48,267 70,868 106,113 108,828 15,365 12,649
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -15,217)
-13,758 -4,110 -3,555 6,113 -4,616 -11,199 -12,281 -4,017 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.2 21.1 39.7 58.3 87.4 89.6 12.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
67 51 54 45 45 141 132
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 355,038
COMMITMENTS
153,355 28,905 61,234 87,329 244,512 301,918 334,652 53,120 20,386
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,328)
3,077 3,335 3,140 -599 360 5,618 6,834 710 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 8.1 17.2 24.6 68.9 85.0 94.3 15.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
141 46 54 39 45 203 127
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,981
COMMITMENTS
8,410 1,603 436 237 9,350 9,083 11,389 2,898 592
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 522)
709 223 1 -38 614 672 838 -150 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 13.4 3.6 2.0 78.0 75.8 95.1 24.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
23 4 6 2 6 29 14
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 87,573
COMMITMENTS
10,610 13,672 11,775 50,159 39,779 72,544 65,226 15,029 22,347
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,630)
907 4,315 370 3,306 742 4,583 5,428 1,047 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.6 13.4 57.3 45.4 82.8 74.5 17.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 27 18 47 46 78 83
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,918
COMMITMENTS
1,925 10,116 2,552 24,021 14,600 28,498 27,268 10,420 11,650
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,487)
829 5,876 688 3,522 -683 5,039 5,881 1,448 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 26.0 6.6 61.7 37.5 73.2 70.1 26.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 12 9 27 16 41 35
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,180
COMMITMENTS
43,474 3,784 27,025 71,698 121,748 142,196 152,557 19,984 9,623
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -18,503)
-1,218 -696 -16,964 1,402 223 -16,780 -17,437 -1,722 -1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.3 16.7 44.2 75.1 87.7 94.1 12.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
105 31 52 67 66 198 130
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,823
COMMITMENTS
12,276 3,434 5,867 17,059 29,421 35,202 38,722 5,620 2,101
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,117)
-2,269 -317 -2,126 661 -1,213 -3,733 -3,656 -383 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.4 14.4 41.8 72.1 86.2 94.9 13.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
64 14 27 23 18 95 53
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,432
COMMITMENTS
24,724 7,005 11,276 82,504 106,873 118,504 125,154 10,928 4,277
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -10,113)
-5,139 2,645 2,193 -3,665 -11,765 -6,611 -6,927 -3,503 -3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.4 8.7 63.7 82.6 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
55 28 34 50 41 125 90
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 451,080
COMMITMENTS
63,140 77,519 63,728 244,525 249,449 371,393 390,696 79,687 60,384
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,173)
-8,221 14,296 -2,680 7,967 -7,800 -2,934 3,816 1,761 -4,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.2 14.1 54.2 55.3 82.3 86.6 17.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
38 42 35 60 46 115 106
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,610
COMMITMENTS
29,819 7,565 33,670 55,053 82,745 118,542 123,979 13,068 7,631
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,812)
-6,725 352 -2,142 1,105 -4,989 -7,763 -6,780 1,951 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.7 25.6 41.8 62.9 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
164 42 105 96 103 293 223
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,759
COMMITMENTS
7,123 4,303 2,743 4,948 8,337 14,814 15,383 2,945 2,375
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,000)
-69 -775 77 -616 -228 -608 -926 -392 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 24.2 15.4 27.9 46.9 83.4 86.6 16.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 12 10 7 5 30 23
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,287
COMMITMENTS
29,779 25,535 36,748 112,346 123,033 178,873 185,316 32,414 25,971
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,062)
653 -3,547 1,982 6,124 11,631 8,758 10,065 304 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 17.4 53.2 58.2 84.7 87.7 15.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 21 33 59 59 111 100
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 764,026
COMMITMENTS
38,590 51,248 309,176 333,880 365,818 681,647 726,243 82,379 37,783
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,860)
-7,874 1,531 4,515 7,815 7,198 4,456 13,244 13,404 4,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.7 40.5 43.7 47.9 89.2 95.1 10.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
51 54 85 87 79 186 177
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096)
0 952 0 1,423 231 1,423 1,183 -327 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 19 26 20 28
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,713
COMMITMENTS
5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474)
3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 13 13 16
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,660
COMMITMENTS
0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 14 13 17 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,510
COMMITMENTS
5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211)
-1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 18 15 22 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,519
COMMITMENTS
0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221)
0 -182 182 705 1,066 887 1,066 334 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,010
COMMITMENTS
18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 13 16 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,254
COMMITMENTS
278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551)
488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 8 29 82 79 113 111
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,854
COMMITMENTS
26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913)
-3,734 7,284 -51 10,514 -520 6,729 6,713 184 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 15 24 24 43 40
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,399
COMMITMENTS
14,787 3,285 11,543 27,878 39,465 54,208 54,294 191 106
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,108)
5,003 299 353 845 5,530 6,200 6,182 -93 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.0 21.2 51.2 72.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 8 31 29 39 37
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828
COMMITMENTS
2,705 325 2,001 16,840 19,220 21,546 21,546 282 282
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032)
-60 -44 484 564 548 988 988 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 17 18 21 22
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,556
COMMITMENTS
132,657 58,915 314,565 759,996 823,909 1207218 1197390 69,338 79,166
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -66,062)
-31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730 -9,772 -5,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 24.6 59.5 64.5 94.6 93.8 5.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
82 88 111 86 92 226 239
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, BRENT - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899
COMMITMENTS
367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 6 14 14 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165
COMMITMENTS
8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225)
-228 278 118 120 -306 10 90 215 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 11 6 11 24 80 40
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,264
COMMITMENTS
5,386 1,007 6 901 6,525 6,293 7,538 1,971 726
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 647)
752 307 -80 -25 428 647 655 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 12.2 0.1 10.9 79.0 76.1 91.2 23.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 1 8 16 33 22
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,670
COMMITMENTS
35,130 5,883 44,469 106,530 142,208 186,129 192,560 24,541 18,110
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,744)
-3,306 -774 -374 -2,886 -6,955 -6,567 -8,103 -1,177 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 2.8 21.1 50.6 67.5 88.4 91.4 11.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
54 20 41 72 85 140 133
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
Updated April 29, 2005