WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,191
COMMITMENTS
36,837 45,364 48,499 151,953 129,403 237,288 223,266 26,903 40,925
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,567)
3,274 -11,562 196 -3,479 8,971 -9 -2,395 1,575 3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.2 18.4 57.5 49.0 89.8 84.5 10.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 83 67 47 60 156 178
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,624
COMMITMENTS
33,562 56,926 48,303 155,432 120,432 237,297 225,660 25,327 36,964
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,430)
-1,105 13,495 2,464 3,285 -10,170 4,644 5,789 2,786 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 21.7 18.4 59.2 45.9 90.4 85.9 9.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
69 95 68 48 56 156 185
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,045
COMMITMENTS
82,017 99,476 153,459 455,016 371,669 690,491 624,603 152,554 218,442
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,990)
-3,940 -56,300 12,996 -22,107 26,591 -13,050 -16,712 7,060 10,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.8 18.2 54.0 44.1 81.9 74.1 18.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 481)
122 111 137 191 190 385 385
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,035
COMMITMENTS
85,957 155,775 140,462 477,123 345,078 703,542 641,316 145,494 207,720
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,643)
-1,240 7,720 13,742 -350 -2,795 12,152 18,666 1,491 -5,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 18.3 16.5 56.2 40.6 82.9 75.5 17.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
123 130 126 196 180 384 383
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,205
COMMITMENTS
1,654 1,705 824 2,184 4,333 4,662 6,862 4,543 2,343
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 64)
-199 277 -28 -39 -205 -266 44 330 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 18.5 9.0 23.7 47.1 50.7 74.6 49.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 12 4 10 13 23 28
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,141
COMMITMENTS
1,853 1,428 852 2,223 4,538 4,928 6,818 4,212 2,322
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -68)
-55 75 36 95 -295 77 -183 -144 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 15.6 9.3 24.3 49.6 53.9 74.6 46.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 11 5 10 14 23 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,229
COMMITMENTS
53,998 20,526 80,544 150,907 163,073 285,449 264,142 73,780 95,087
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 29,300)
13,847 -8,902 7,281 -511 27,979 20,617 26,359 8,683 2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.7 22.4 42.0 45.4 79.5 73.5 20.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
129 72 114 88 98 272 237
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,929
COMMITMENTS
40,151 29,428 73,263 151,417 135,093 264,831 237,784 65,097 92,145
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -5,626)
-11,838 8,192 4,774 5,501 -14,213 -1,562 -1,247 -4,064 -4,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 8.9 22.2 45.9 40.9 80.3 72.1 19.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
105 93 117 91 98 262 253
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,148
COMMITMENTS
18,791 18,033 20,797 79,085 88,689 118,672 127,519 23,476 14,629
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 3,270)
478 -1,334 -566 660 6,884 572 4,984 2,699 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.7 14.6 55.6 62.4 83.5 89.7 16.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
39 29 32 51 49 103 102
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,878
COMMITMENTS
18,312 19,367 21,363 78,425 81,805 118,100 122,534 20,777 16,344
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,627)
-15,472 8,160 -496 3,179 -28,899 -12,789 -21,235 -6,838 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.9 15.4 56.5 58.9 85.0 88.2 15.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
41 26 27 53 45 103 93
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 915,658
COMMITMENTS
141,095 125,806 121,717 484,583 476,242 747,396 723,765 168,262 191,893
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -81,926)
29,853 5,076 -38,005 -60,437 -45,242 -68,588 -78,171 -13,337 -3,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.7 13.3 52.9 52.0 81.6 79.0 18.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 44 50 75 87 145 152
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 997,583
COMMITMENTS
111,242 120,730 159,722 545,020 521,484 815,984 801,936 181,600 195,647
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 88,725)
24,286 21,036 18,139 30,881 37,654 73,306 76,828 15,419 11,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.1 16.0 54.6 52.3 81.8 80.4 18.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
38 45 51 81 93 149 159
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,441
COMMITMENTS
25,438 9,557 22,714 62,221 91,222 110,373 123,493 34,068 20,948
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 6,655)
3,976 -170 -257 -286 7,037 3,433 6,610 3,222 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.6 15.7 43.1 63.2 76.4 85.5 23.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
39 23 33 53 64 114 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 137,786
COMMITMENTS
21,462 9,727 22,971 62,506 84,185 106,939 116,883 30,847 20,903
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,111)
-6,905 534 -97 678 -6,829 -6,324 -6,392 -786 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 7.1 16.7 45.4 61.1 77.6 84.8 22.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
38 27 34 52 62 112 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,774
COMMITMENTS
3,653 513 1,129 1,040 4,854 5,822 6,496 1,952 1,278
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -288)
-136 -10 -91 35 -223 -191 -323 -97 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 6.6 14.5 13.4 62.4 74.9 83.6 25.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 7 9 12 16 33 29
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,062
COMMITMENTS
3,788 522 1,220 1,005 5,077 6,013 6,820 2,049 1,243
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 268)
353 184 5 -25 -88 333 102 -65 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 6.5 15.1 12.5 63.0 74.6 84.6 25.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 8 9 11 16 34 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,554
COMMITMENTS
103,271 72,285 4,016 196,253 171,664 303,540 247,965 64,014 119,589
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 26,565)
-10,591 -2,957 2,677 32,879 22,840 24,965 22,560 1,600 4,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 19.7 1.1 53.4 46.7 82.6 67.5 17.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 23 3 43 44 62 68
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,989
COMMITMENTS
113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,414 115,584
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,359)
-1,272 -3,621 -379 11,345 5,220 9,694 1,220 665 9,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 22.1 0.4 47.9 43.6 81.7 66.1 18.3 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 26 2 41 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,804,224
COMMITMENTS
513,397 414,934 433,138 1511147 1416417 2457682 2264490 346,542 539,734
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -382,176)
78,450 -30,591 -277,986 -237,656 -133,997 -437,192 -442,574 55,017 60,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.8 15.4 53.9 50.5 87.6 80.8 12.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
50 84 76 104 131 200 245
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,186,399
COMMITMENTS
434,947 445,525 711,125 1748803 1550414 2894874 2707063 291,525 479,336
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 260,589)
85,029 58,560 80,910 76,620 97,689 242,559 237,159 18,030 23,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 14.0 22.3 54.9 48.7 90.9 85.0 9.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
52 99 97 125 159 240 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,438,727
COMMITMENTS
148,794 234,934 190,525 903,932 743,662 1243251 1169121 195,477 269,606
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -206,024)
9,129 -54,242 -88,009 -138,123 -57,424 -217,003 -199,676 10,979 -6,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 16.3 13.2 62.8 51.7 86.4 81.3 13.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 46 47 72 88 132 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,644,751
COMMITMENTS
139,665 289,177 278,534 1042055 801,086 1460254 1368797 184,498 275,954
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -56,044)
2,433 -6,978 1,372 -74,522 -23,705 -70,717 -29,311 14,673 -26,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 17.6 16.9 63.4 48.7 88.8 83.2 11.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
30 63 57 83 100 152 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 646,140
COMMITMENTS
128,208 38,256 231,900 243,098 345,177 603,206 615,333 42,934 30,808
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 21,171)
-6,271 2,697 11,055 13,172 11,863 17,956 25,615 3,216 -4,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.9 35.9 37.6 53.4 93.4 95.2 6.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
38 22 45 52 59 108 108
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 624,969
COMMITMENTS
134,479 35,558 220,846 229,926 333,314 585,251 589,718 39,718 35,251
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,346)
15,425 973 1,372 4,923 18,459 21,721 20,804 -2,376 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 5.7 35.3 36.8 53.3 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 24 47 48 56 104 107
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,200
COMMITMENTS
12,012 4,974 1,157 19,435 29,231 32,605 35,362 10,595 7,838
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -232)
1,082 -346 -284 -1,355 1,189 -557 559 325 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.5 2.7 45.0 67.7 75.5 81.9 24.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 9 19 13 46 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,432
COMMITMENTS
10,930 5,320 1,441 20,790 28,042 33,162 34,804 10,270 8,628
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -219)
452 213 -51 -110 -622 291 -460 -510 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 12.2 3.3 47.9 64.6 76.4 80.1 23.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 10 19 13 47 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,681
COMMITMENTS
9,843 35,237 2,748 47,028 12,059 59,619 50,045 10,063 19,637
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,974)
609 2,929 -2,630 432 -5,475 -1,589 -5,177 -3,385 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 50.6 3.9 67.5 17.3 85.6 71.8 14.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 35 15 16 15 42 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,655
COMMITMENTS
9,234 32,309 5,378 46,595 17,534 61,207 55,221 13,448 19,434
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -212)
-280 3,220 43 2,710 -1,845 2,472 1,418 -2,685 -1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 43.3 7.2 62.4 23.5 82.0 74.0 18.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 30 21 17 17 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,731
COMMITMENTS
6,518 6,327 1,046 31,317 30,844 38,881 38,217 850 1,514
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,135)
-70 -1,052 0 1,503 2,152 1,433 1,100 -298 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.9 2.6 78.8 77.6 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 21 4 17 19 27 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596
COMMITMENTS
6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840)
541 1,341 0 138 -635 679 706 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 23 4 16 18 26 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,234
COMMITMENTS
0 948 0 14,180 13,200 14,180 14,148 54 86
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -68)
0 -89 0 -68 16 -68 -73 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.0 99.6 92.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 5 11 5 18
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302
COMMITMENTS
0 1,037 0 14,248 13,184 14,248 14,221 54 81
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51)
0 -8 0 60 58 60 50 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 99.6 92.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,850
COMMITMENTS
2,093 1,868 3,934 16,889 14,078 22,917 19,880 4,933 7,970
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 176)
-579 -47 -71 682 24 33 -94 143 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.7 14.1 60.6 50.5 82.3 71.4 17.7 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 5 13 24 19 39 33
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,674
COMMITMENTS
2,672 1,915 4,005 16,207 14,054 22,884 19,974 4,790 7,700
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 827)
1,007 -41 -186 499 612 1,320 385 -492 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.9 14.5 58.6 50.8 82.7 72.2 17.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 5 14 23 19 40 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,550
COMMITMENTS
11,977 15,125 28,097 45,152 29,525 85,226 72,747 16,324 28,803
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,004)
-195 5,179 5,268 556 -4,759 5,628 5,688 -4,625 -4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.9 27.7 44.5 29.1 83.9 71.6 16.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 53 59 26 34 103 125
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,547
COMMITMENTS
12,173 9,946 22,829 44,596 34,284 79,598 67,059 20,948 33,488
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -329)
-2,402 -333 1,002 -183 -2,354 -1,582 -1,685 1,253 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.9 22.7 44.4 34.1 79.2 66.7 20.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 42 49 28 36 100 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,013
COMMITMENTS
598 1,718 304 1,508 782 2,410 2,804 1,603 1,210
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 342)
182 280 -106 -7 11 69 184 273 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 42.8 7.6 37.6 19.5 60.1 69.9 39.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 17 5 8 4 23 21
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,671
COMMITMENTS
416 1,438 410 1,515 771 2,342 2,619 1,330 1,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -116)
20 -58 7 -22 -35 5 -86 -122 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 39.2 11.2 41.3 21.0 63.8 71.3 36.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 11 5 8 4 21 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,274
COMMITMENTS
41,205 10,824 23,261 73,308 81,705 137,774 115,790 20,501 42,484
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -12,082)
-9,136 -1,022 -3,421 1,789 -5,251 -10,768 -9,694 -1,314 -2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 6.8 14.7 46.3 51.6 87.0 73.2 13.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
65 24 52 78 111 168 173
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,356
COMMITMENTS
50,341 11,846 26,682 71,519 86,957 148,541 125,485 21,815 44,872
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 14,973)
4,403 318 3,907 5,228 7,810 13,538 12,035 1,434 2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.0 15.7 42.0 51.0 87.2 73.7 12.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
74 34 56 74 109 182 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,711
COMMITMENTS
1,166 447 268 964 1,883 2,398 2,599 1,313 1,112
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 177)
53 70 61 183 78 296 209 -119 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 12.1 7.2 26.0 50.7 64.6 70.0 35.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 12 8 17 18 31 33
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,535
COMMITMENTS
1,113 378 208 781 1,805 2,102 2,391 1,432 1,144
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -100)
112 46 25 -111 -193 26 -121 -127 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 10.7 5.9 22.1 51.1 59.5 67.6 40.5 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 8 10 16 16 33 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,596
COMMITMENTS
10,964 2,794 4,255 7,933 5,449 23,152 12,498 5,443 16,098
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -643)
-643 161 83 -94 -851 -654 -607 12 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.8 14.9 27.7 19.1 81.0 43.7 19.0 56.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
43 30 25 47 52 106 93
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,239
COMMITMENTS
11,607 2,633 4,173 8,027 6,300 23,807 13,106 5,432 16,133
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 232)
1,454 482 -626 -386 143 441 -0 -210 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 9.0 14.3 27.5 21.5 81.4 44.8 18.6 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
48 28 23 48 49 109 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,438
COMMITMENTS
10,145 42,277 3,221 65,838 34,899 79,205 80,396 26,234 25,042
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -1,790)
-1,904 -2,569 -547 841 3,301 -1,610 185 -180 -1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 40.1 3.1 62.4 33.1 75.1 76.2 24.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 23 9 31 24 48 50
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 107,229
COMMITMENTS
12,049 44,845 3,768 64,997 31,598 80,815 80,211 26,414 27,017
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 13,459)
-312 5,492 2,017 12,938 4,071 14,643 11,580 -1,184 1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 41.8 3.5 60.6 29.5 75.4 74.8 24.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 21 10 32 20 52 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,164
COMMITMENTS
2,295 39,433 136 59,616 7,805 62,046 47,373 9,118 23,791
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 9,045)
-72 9,113 7 10,820 -326 10,754 8,794 -1,709 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 55.4 0.2 83.8 11.0 87.2 66.6 12.8 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 24 2 18 8 22 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,119
COMMITMENTS
2,367 30,320 129 48,796 8,131 51,292 38,580 10,827 23,540
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 17,424)
-32 10,720 27 16,058 303 16,053 11,050 1,371 6,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 48.8 0.2 78.6 13.1 82.6 62.1 17.4 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 19 2 17 10 22 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,036
COMMITMENTS
77,044 3,764 420 16,182 93,248 93,646 97,432 8,389 4,603
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,317)
-1,399 727 96 -2,401 -4,599 -3,704 -3,776 387 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 3.7 0.4 15.9 91.4 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
59 14 4 16 19 78 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,352
COMMITMENTS
78,443 3,037 324 18,583 97,848 97,350 101,208 8,002 4,144
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,031)
-1,154 -1,273 -7 -683 -529 -1,844 -1,810 -187 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 2.9 0.3 17.6 92.9 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
63 11 4 16 21 81 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,938
COMMITMENTS
14,723 22,221 2,384 53,112 47,035 70,219 71,640 20,719 19,297
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,665)
-2,849 4,945 910 9,554 -1,317 7,615 4,538 -1,951 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 24.4 2.6 58.4 51.7 77.2 78.8 22.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 21 7 23 17 42 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,273
COMMITMENTS
17,572 17,276 1,474 43,557 48,352 62,604 67,102 22,669 18,171
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,057)
-8,354 11,475 943 2,690 -22,722 -4,721 -10,304 -1,336 4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 20.3 1.7 51.1 56.7 73.4 78.7 26.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 16 5 20 17 39 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,440
COMMITMENTS
9,769 48,965 4,820 171,879 131,877 186,469 185,663 24,971 25,777
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,765)
-885 -9,641 391 -2,939 798 -3,433 -8,453 -1,332 3,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.2 2.3 81.3 62.4 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 28 11 33 34 55 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 216,205
COMMITMENTS
10,654 58,606 4,430 174,818 131,079 189,902 194,115 26,303 22,090
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,755)
-9,710 29,303 251 44,642 -596 35,184 28,958 -6,429 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 27.1 2.0 80.9 60.6 87.8 89.8 12.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 25 9 32 31 52 61
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 202,468
COMMITMENTS
27,330 38,310 20,604 101,842 83,544 149,776 142,458 52,692 60,010
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 11,349)
1,591 3,011 4,390 6,742 571 12,723 7,972 -1,374 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.9 10.2 50.3 41.3 74.0 70.4 26.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
29 39 26 31 32 76 81
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 191,119
COMMITMENTS
25,739 35,299 16,214 95,100 82,973 137,053 134,486 54,066 56,633
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 19,566)
1,495 9,485 1,671 16,127 5,849 19,292 17,005 273 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.5 8.5 49.8 43.4 71.7 70.4 28.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 34 24 34 32 78 77
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,500,687
COMMITMENTS
671,399 641,237 3935248 7785316 7234796 12391963 11811281 1108725 1689406
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 79,606)
4,135 56,765 -3,481 104,285 23,973 104,939 77,257 -25,333 2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 29.1 57.7 53.6 91.8 87.5 8.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
57 76 114 144 143 273 268
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,421,082
COMMITMENTS
667,264 584,472 3938729 7681031 7210823 12287023 11734024 1134058 1687058
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 64,010)
50,411 -157,909 -43,691 -20,101 239,382 -13,382 37,782 77,392 26,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.4 29.3 57.2 53.7 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
60 73 116 143 142 272 269
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 770,220
COMMITMENTS
61,199 68,505 51,860 506,475 509,799 619,534 630,164 150,687 140,057
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -6,304)
2,074 -8,520 -5,763 1,159 -1,668 -2,531 -15,952 -3,773 9,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.9 6.7 65.8 66.2 80.4 81.8 19.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
37 46 53 101 68 177 128
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 776,524
COMMITMENTS
59,125 77,025 57,624 505,315 511,467 622,064 646,116 154,460 130,408
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,539)
-2,410 4,691 672 3,001 -2,264 1,264 3,099 4,275 2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.9 7.4 65.1 65.9 80.1 83.2 19.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
46 51 66 105 69 192 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,072,731
COMMITMENTS
181,256 243,124 19,417 510,362 705,852 711,035 968,393 361,696 104,337
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 40,923)
4,947 31,934 -7,977 22,631 16,504 19,601 40,461 21,322 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 22.7 1.8 47.6 65.8 66.3 90.3 33.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
45 56 29 56 60 120 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,031,808
COMMITMENTS
176,309 211,191 27,394 487,731 689,348 691,434 927,932 340,374 103,876
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -16,765)
-21,768 -41,982 1,924 -10,108 39,898 -29,952 -159 13,187 -16,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 20.5 2.7 47.3 66.8 67.0 89.9 33.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
44 63 31 57 58 120 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,515
COMMITMENTS
725 1,306 0 5,426 9,871 6,151 11,177 5,364 338
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -168)
0 -203 0 81 595 81 392 -249 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.3 0.0 47.1 85.7 53.4 97.1 46.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 14 12 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,683
COMMITMENTS
725 1,509 0 5,345 9,276 6,070 10,785 5,613 898
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154)
0 80 0 -43 13 -43 93 -111 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.9 0.0 45.7 79.4 52.0 92.3 48.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,492
COMMITMENTS
10,998 6,172 0 14,395 17,843 25,393 24,015 4,099 5,477
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 800)
-67 1,638 0 360 1,512 293 3,150 507 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 20.9 0.0 48.8 60.5 86.1 81.4 13.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 0 16 17 24 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,692
COMMITMENTS
11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773)
1,652 925 -27 -1,277 -14 348 884 425 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 0 17 18 23 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,706
COMMITMENTS
7,570 17,666 25 37,102 25,586 44,697 43,277 10,009 11,429
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,908)
2,845 -2,662 -29 -1,819 -1,787 997 -4,479 -4,905 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 32.3 0.0 67.8 46.8 81.7 79.1 18.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 19 2 35 29 52 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,614
COMMITMENTS
4,725 20,328 54 38,921 27,374 43,700 47,756 14,914 10,858
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 415)
200 2,096 -16 3,391 -1,404 3,575 676 -3,160 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 34.7 0.1 66.4 46.7 74.6 81.5 25.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 24 4 36 34 51 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,597
COMMITMENTS
89,727 115,504 6,302 190,688 160,058 286,717 281,865 28,880 33,732
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -17,526)
12,405 -29,704 3,822 -35,682 18,998 -19,455 -6,884 1,929 -10,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 36.6 2.0 60.4 50.7 90.8 89.3 9.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 81 12 42 39 103 125
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,123
COMMITMENTS
77,323 145,208 2,481 226,369 141,060 306,173 288,749 26,950 44,374
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -28,910)
350 -18,195 724 -22,862 9,619 -21,787 -7,852 -7,123 -21,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 43.6 0.7 68.0 42.3 91.9 86.7 8.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 81 12 44 40 91 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 92,930
COMMITMENTS
20,411 9,038 4,245 47,819 63,035 72,475 76,318 20,455 16,612
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,572)
-3,183 -596 138 3,002 -7 -43 -466 1,615 2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 9.7 4.6 51.5 67.8 78.0 82.1 22.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 4 22 15 33 27
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,358
COMMITMENTS
23,593 9,634 4,108 44,817 63,042 72,518 76,784 18,840 14,574
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,718)
-9,371 5,246 -642 11,583 -11,033 1,571 -6,428 -4,289 3,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.5 4.5 49.1 69.0 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 5 20 15 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,655
COMMITMENTS
776 13,017 112 29,972 18,519 30,860 31,648 5,795 5,007
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -308)
-345 15 107 -251 -122 -489 0 181 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 35.5 0.3 81.8 50.5 84.2 86.3 15.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 12 3 27 26 32 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,963
COMMITMENTS
1,121 13,002 5 30,223 18,641 31,349 31,648 5,614 5,315
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582)
0 -159 0 1,528 1,914 1,528 1,755 54 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 12 1 27 27 30 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,092
COMMITMENTS
51,814 36,174 1,967 178,864 189,301 232,645 227,442 10,447 15,650
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,814)
-888 -3,779 -409 -5,224 -1,122 -6,521 -5,310 707 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 14.9 0.8 73.6 77.9 95.7 93.6 4.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
16 38 10 35 48 57 90
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,906
COMMITMENTS
52,701 39,953 2,376 184,089 190,423 239,166 232,752 9,740 16,154
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,623)
-2,030 6,425 312 11,800 6,690 10,082 13,427 2,541 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.1 1.0 74.0 76.5 96.1 93.5 3.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 40 11 32 47 56 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,289
COMMITMENTS
13,340 6,554 276 15,253 23,324 28,869 30,154 14,420 13,135
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,633)
3,350 665 10 -3,213 -1,874 147 -1,199 1,486 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.1 0.6 35.2 53.9 66.7 69.7 33.3 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 14 3 18 27 49 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,657
COMMITMENTS
9,990 5,889 266 18,466 25,198 28,722 31,353 12,935 10,304
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315)
19 481 -383 1,591 897 1,227 995 88 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 14.1 0.6 44.3 60.5 68.9 75.3 31.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 15 3 20 30 47 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 29,330
COMMITMENTS
7,160 350 42 15,964 2,397 23,166 2,789 6,164 26,541
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,972)
409 -573 25 114 -256 548 -804 1,424 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.2 0.1 54.4 8.2 79.0 9.5 21.0 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 1 2 11 4 22 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358
COMMITMENTS
6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746)
-232 -7 2 66 405 -164 400 -2,582 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 2 10 5 19 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 75,849
COMMITMENTS
4,466 5,718 445 51,633 28,469 56,544 34,632 19,305 41,217
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,489)
1,320 1,335 -146 95 39 1,269 1,228 220 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.5 0.6 68.1 37.5 74.5 45.7 25.5 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 14 2 19 29 24 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360
COMMITMENTS
3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941)
-30 148 68 -97 604 -59 820 2,000 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 14 3 19 28 24 43
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 124,257
COMMITMENTS
37,114 12,955 20,415 32,407 78,260 89,936 111,630 34,321 12,627
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,896)
-41 -996 84 1,363 2,447 1,407 1,534 489 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.4 16.4 26.1 63.0 72.4 89.8 27.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
90 35 54 26 36 140 105
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,362
COMMITMENTS
37,154 13,951 20,331 31,044 75,814 88,530 110,096 33,832 12,266
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,482)
611 -1,239 436 -616 -226 430 -1,030 -1,912 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.4 16.6 25.4 62.0 72.4 90.0 27.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
93 38 55 26 35 143 106
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 97,035
COMMITMENTS
20,228 16,283 18,717 44,433 47,809 83,378 82,808 13,656 14,227
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -2,555)
-648 -944 -760 -999 -1,299 -2,407 -3,003 -148 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.8 19.3 45.8 49.3 85.9 85.3 14.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
42 45 38 41 38 99 108
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,590
COMMITMENTS
20,877 17,226 19,477 45,433 49,108 85,786 85,811 13,804 13,779
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -9,563)
-11,046 2,861 -3,870 4,480 -9,135 -10,436 -10,145 873 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 17.3 19.6 45.6 49.3 86.1 86.2 13.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
47 51 40 43 36 108 114
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 342,642
COMMITMENTS
113,396 66,334 60,409 116,516 186,319 290,321 313,062 52,321 29,580
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -229)
-9,331 7,410 -653 11,214 -8,497 1,229 -1,740 -1,458 1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 19.4 17.6 34.0 54.4 84.7 91.4 15.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
121 76 64 45 43 197 156
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 342,871
COMMITMENTS
122,727 58,924 61,063 105,303 194,816 289,093 314,802 53,778 28,069
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -8,814)
-11,417 13,922 3,051 860 -29,470 -7,506 -12,497 -1,308 3,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 17.2 17.8 30.7 56.8 84.3 91.8 15.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
127 74 63 46 42 202 153
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,093
COMMITMENTS
6,216 1,092 243 1,930 8,821 8,389 10,156 2,704 937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,637)
-952 490 -305 796 -1,332 -461 -1,147 -3,176 -2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 9.8 2.2 17.4 79.5 75.6 91.6 24.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 2 4 8 6 33 10
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,730
COMMITMENTS
7,168 602 548 1,134 10,153 8,850 11,303 5,880 3,427
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,078)
-593 -293 8 573 550 -12 265 2,090 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 4.1 3.7 7.7 68.9 60.1 76.7 39.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 5 11 5 5 36 18
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,716
COMMITMENTS
16,003 11,146 7,566 42,201 44,629 65,769 63,341 17,946 20,375
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 7,446)
3,391 -2,190 1,425 2,025 7,501 6,841 6,736 605 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 13.3 9.0 50.4 53.3 78.6 75.7 21.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
30 25 18 49 45 85 83
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,269
COMMITMENTS
12,612 13,336 6,141 40,175 37,128 58,928 56,605 17,341 19,665
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,292)
28 2,738 182 3,885 1,505 4,096 4,425 1,196 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 17.5 8.1 52.7 48.7 77.3 74.2 22.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
25 27 14 46 41 76 77
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,847
COMMITMENTS
2,360 3,579 2,181 19,676 16,517 24,217 22,276 7,630 9,571
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,977)
695 -2,414 148 486 2,305 1,329 39 647 1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.2 6.8 61.8 51.9 76.0 69.9 24.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 13 10 23 15 38 32
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,870
COMMITMENTS
1,665 5,992 2,033 19,189 14,212 22,887 22,238 6,983 7,633
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,104)
-129 2,224 341 1,560 165 1,772 2,731 -668 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 20.1 6.8 64.2 47.6 76.6 74.4 23.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 12 8 21 13 32 30
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 140,033
COMMITMENTS
22,133 12,034 31,435 71,141 87,167 124,708 130,636 15,325 9,397
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,242)
-6,912 3,597 243 2,660 -8,078 -4,008 -4,238 -234 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.6 22.4 50.8 62.2 89.1 93.3 10.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
70 50 54 74 66 172 143
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,275
COMMITMENTS
29,044 8,437 31,192 68,481 95,245 128,717 134,873 15,558 9,402
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,839)
-5,494 1,885 -579 -533 -10,312 -6,606 -9,005 -1,233 1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 5.8 21.6 47.5 66.0 89.2 93.5 10.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
88 34 51 73 66 182 131
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,974
COMMITMENTS
9,765 3,219 7,084 13,784 23,646 30,632 33,948 5,341 2,026
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,598)
580 585 297 -29 814 848 1,696 750 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.9 19.7 38.3 65.7 85.2 94.4 14.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
55 20 23 23 19 89 53
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,376
COMMITMENTS
9,185 2,634 6,787 13,813 22,832 29,785 32,252 4,591 2,124
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 228)
-1,360 -1,161 1,665 50 -127 354 377 -126 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.7 19.7 40.2 66.4 86.6 93.8 13.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
56 25 24 23 19 93 54
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,449
COMMITMENTS
21,912 22,085 13,568 99,731 103,077 135,211 138,731 9,238 5,719
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,506)
564 899 406 2,177 1,653 3,147 2,958 -641 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.3 9.4 69.0 71.4 93.6 96.0 6.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
52 47 35 53 40 125 105
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,943
COMMITMENTS
21,348 21,186 13,162 97,554 101,424 132,064 135,772 9,880 6,171
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,428)
11 4,511 1,062 6,873 284 7,946 5,856 -1,518 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.9 9.3 68.7 71.5 93.0 95.7 7.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
54 46 34 53 40 126 105
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 463,316
COMMITMENTS
68,678 77,114 69,692 256,819 263,687 395,189 410,492 68,127 52,824
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 8,395)
-3,353 -9,977 7,834 -651 16,805 3,830 14,662 4,565 -6,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 16.6 15.0 55.4 56.9 85.3 88.6 14.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
41 55 43 59 45 126 117
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 454,921
COMMITMENTS
72,030 87,091 61,858 257,470 246,881 391,359 395,830 63,563 59,091
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -961)
1,342 -839 -5,099 6,189 4,151 2,431 -1,787 -3,393 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 19.1 13.6 56.6 54.3 86.0 87.0 14.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
40 54 38 58 43 121 112
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,477
COMMITMENTS
30,772 9,093 32,495 50,587 76,462 113,854 118,050 10,623 6,427
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -306)
806 -477 397 108 1,121 1,311 1,041 -1,617 -1,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.3 26.1 40.6 61.4 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
172 52 124 98 107 317 245
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,783
COMMITMENTS
29,967 9,570 32,097 50,479 75,341 112,543 117,008 12,239 7,775
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,530)
-3,192 -671 -2,933 247 -3,450 -5,878 -7,054 -651 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.7 25.7 40.5 60.4 90.2 93.8 9.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
161 51 114 98 106 299 236
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,431
COMMITMENTS
16,682 2,541 3,213 5,001 21,435 24,896 27,189 4,536 2,243
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,952)
1,537 -1,010 146 360 2,931 2,043 2,067 -91 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 8.6 10.9 17.0 72.8 84.6 92.4 15.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
37 11 13 10 7 54 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,479
COMMITMENTS
15,145 3,551 3,067 4,641 18,503 22,852 25,122 4,627 2,357
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,553)
6,453 -1,710 324 -2,151 7,151 4,625 5,766 927 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 12.9 11.2 16.9 67.3 83.2 91.4 16.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
32 12 14 11 6 51 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,409
COMMITMENTS
18,752 23,950 39,825 121,991 121,369 180,568 185,144 31,841 27,265
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 7,013)
621 -2,726 2,251 3,708 4,229 6,580 3,754 432 3,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.3 18.7 57.4 57.1 85.0 87.2 15.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 23 28 63 65 102 103
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 205,396
COMMITMENTS
18,131 26,676 37,573 118,283 117,140 173,987 181,390 31,409 24,006
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -727)
-9,089 2,869 -488 12,065 -1,245 2,488 1,136 -3,215 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 13.0 18.3 57.6 57.0 84.7 88.3 15.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
23 27 30 63 65 103 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 779,703
COMMITMENTS
33,185 70,464 314,290 349,808 353,409 697,284 738,163 82,419 41,541
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,793)
584 8,211 5,215 -3,440 -6,714 2,359 6,712 434 -3,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.0 40.3 44.9 45.3 89.4 94.7 10.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
45 68 76 90 83 178 190
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 776,911
COMMITMENTS
32,601 62,253 309,075 353,249 360,123 694,925 731,450 81,986 45,460
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 23,236)
-1,432 8,593 7,157 12,773 5,549 18,498 21,298 4,738 1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 8.0 39.8 45.5 46.4 89.4 94.1 10.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 62 74 88 80 178 176
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,268
COMMITMENTS
6,025 3,118 1,791 22,265 19,890 30,081 24,799 4,187 9,469
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 9.1 5.2 65.0 58.0 87.8 72.4 12.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,238
COMMITMENTS
8,556 14,688 1,268 93,054 88,215 102,878 104,171 9,360 8,067
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,224)
0 5,308 364 4,226 1,408 4,590 7,080 -366 -2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 13.1 1.1 82.9 78.6 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 20 25 23 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,014
COMMITMENTS
8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552)
0 612 62 3,332 3,272 3,394 3,946 1,158 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 19 24 22 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,398
COMMITMENTS
9,716 9,310 848 40,661 35,770 51,225 45,928 4,173 9,470
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,464)
0 -244 244 0 -786 244 -786 1,220 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 16.8 1.5 73.4 64.6 92.5 82.9 7.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 11 15 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,934
COMMITMENTS
9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300)
856 120 0 -308 548 548 668 -248 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 12 14 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,080
COMMITMENTS
2,150 5,513 3,397 43,914 43,442 49,461 52,352 5,619 2,728
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,390)
-368 704 -246 1,672 872 1,058 1,330 332 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 10.0 6.2 79.7 78.9 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,690
COMMITMENTS
2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552)
1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,906
COMMITMENTS
6,218 17,283 3,959 48,099 35,972 58,276 57,214 3,630 4,692
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,300)
-190 3,299 1,212 1,402 -2,704 2,424 1,807 -124 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 27.9 6.4 77.7 58.1 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 23 21 27 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,606
COMMITMENTS
6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666)
-366 2,741 350 3,464 535 3,448 3,626 218 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 22 20 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,579
COMMITMENTS
2,928 0 496 34,115 35,199 37,539 35,695 1,040 2,884
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,538)
452 0 250 1,774 1,808 2,476 2,058 62 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 1.3 88.4 91.2 97.3 92.5 2.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 18 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,041
COMMITMENTS
2,476 0 246 32,341 33,391 35,063 33,637 978 2,404
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 17 18 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,604
COMMITMENTS
0 5,285 2,910 46,852 45,472 49,762 53,667 12,842 8,937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,101)
0 3,543 -1,089 3,102 978 2,013 3,432 88 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 4.6 74.8 72.6 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 19 21 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,503
COMMITMENTS
0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374)
0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,756
COMMITMENTS
35,296 25,454 1,332 32,690 45,376 69,318 72,162 6,438 3,594
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,024)
-852 784 852 56 -1,154 56 482 968 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 33.6 1.8 43.2 59.9 91.5 95.3 8.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 17 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,732
COMMITMENTS
36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722)
-60 120 60 420 482 420 662 302 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 18 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,007,210
COMMITMENTS
209,899 70,116 179,142 600,261 747,017 989,302 996,275 17,908 10,935
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 25,236)
-21,672 -2,361 16,327 31,909 11,071 26,564 25,037 -1,328 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.0 17.8 59.6 74.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 10 30 90 84 124 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,974
COMMITMENTS
231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782)
-15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 9 31 84 79 120 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,402
COMMITMENTS
26,336 57,675 36,285 90,515 59,538 153,136 153,498 1,266 904
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 14,599)
5,298 5,884 6,183 3,334 3,254 14,815 15,321 -216 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 37.4 23.5 58.6 38.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 9 14 30 30 48 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,803
COMMITMENTS
21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820)
-290 466 1,700 3,170 850 4,580 3,016 -1,760 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 9 14 28 27 46 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 63,032
COMMITMENTS
15,845 1,607 15,458 31,362 45,546 62,666 62,612 366 420
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 674)
-627 -689 583 1,276 602 1,233 495 -558 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.6 24.5 49.8 72.3 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 7 8 34 32 42 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,357
COMMITMENTS
16,472 2,297 14,875 30,086 44,944 61,433 62,116 924 241
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,248)
918 -826 647 -639 1,285 926 1,107 322 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 3.7 23.9 48.2 72.1 98.5 99.6 1.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 7 33 29 40 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,524
COMMITMENTS
3,766 881 1,488 17,226 19,602 22,480 21,971 44 553
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 547)
582 72 50 -85 425 547 547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.9 6.6 76.5 87.0 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 18 18 22 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977
COMMITMENTS
3,184 809 1,438 17,311 19,177 21,933 21,424 44 553
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348)
0 78 -44 36 -42 -8 -8 -340 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,979
COMMITMENTS
172 5,302 856 7,951 2,821 8,979 8,979 0 0
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 44)
0 -172 0 44 216 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 59.0 9.5 88.6 31.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 10 16 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,420 2,900 1,820 4,220 4,610 9,460 9,330 190 320
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 0)
-60 0 120 0 -60 60 60 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 30.1 18.9 43.7 47.8 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 15 20 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220)
-200 100 0 440 140 240 240 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 15 15 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,190
COMMITMENTS
1,650 440 1,810 6,290 7,080 9,750 9,330 440 860
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 17.8 61.7 69.5 95.7 91.6 4.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 15 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,194,576
COMMITMENTS
88,063 67,725 299,874 746,000 749,790 1133936 1117388 60,639 77,187
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -6,228)
-8,129 1,225 -6,399 7,240 219 -7,288 -4,956 1,060 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.7 25.1 62.4 62.8 94.9 93.5 5.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
66 86 107 84 94 205 240
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,200,803
COMMITMENTS
96,192 66,500 306,273 738,759 749,570 1141224 1122344 59,579 78,460
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -133,551)
-15,655 -3,559 -50,485 -47,919 -61,978 -114,060 -116,022 -19,491 -17,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.5 25.5 61.5 62.4 95.0 93.5 5.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
68 94 110 85 93 212 244
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,679
COMMITMENTS
8,094 3,622 589 2,192 8,637 10,875 12,848 2,804 831
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 498)
77 432 256 74 -169 407 519 91 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 26.5 4.3 16.0 63.1 79.5 93.9 20.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
57 23 7 14 19 77 47
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181
COMMITMENTS
8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139)
-82 119 77 -9 -383 -14 -187 -125 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 20 6 13 22 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,751
COMMITMENTS
4,593 1,160 115 1,355 5,579 6,063 6,854 1,688 897
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -430)
-282 -398 -31 -33 26 -346 -403 -83 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 15.0 1.5 17.5 72.0 78.2 88.4 21.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 9 2 7 16 29 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,181
COMMITMENTS
4,875 1,558 146 1,388 5,553 6,409 7,257 1,772 924
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,314)
-1,520 293 141 320 -1,614 -1,059 -1,180 -255 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 19.0 1.8 17.0 67.9 78.3 88.7 21.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 10 3 8 15 30 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,745
COMMITMENTS
22,197 10,486 39,998 108,166 121,368 170,361 171,852 15,384 13,893
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,621)
-618 -2,358 971 -4,626 -2,919 -4,273 -4,305 -347 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.6 21.5 58.2 65.3 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 32 45 66 80 129 137
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,366
COMMITMENTS
22,815 12,844 39,027 112,793 124,287 174,634 176,157 15,732 14,209
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,008)
-7,937 2,458 738 10,465 -2,275 3,265 920 -4,273 -1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 6.7 20.5 59.3 65.3 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
45 31 51 69 80 133 145
Updated June 3, 2005