WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,640
COMMITMENTS
36,861 44,801 48,818 152,408 133,045 238,088 226,665 31,552 42,975
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,449)
25 -563 319 455 3,643 799 3,399 4,649 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.6 18.1 56.5 49.3 88.3 84.1 11.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
65 92 64 49 61 156 178
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 865,883
COMMITMENTS
87,385 90,527 158,206 463,309 395,537 708,899 644,270 156,984 221,613
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 22,838)
5,368 -8,949 4,747 8,292 23,868 18,408 19,666 4,430 3,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.5 18.3 53.5 45.7 81.9 74.4 18.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
137 116 152 200 209 412 412
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,740
COMMITMENTS
1,743 1,751 986 2,344 4,531 5,074 7,268 4,667 2,473
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 536)
88 45 162 161 198 411 405 124 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 18.0 10.1 24.1 46.5 52.1 74.6 47.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 15 5 10 13 24 28
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,856
COMMITMENTS
74,291 20,825 96,572 153,765 186,963 324,628 304,359 84,228 104,497
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 49,627)
20,293 299 16,028 2,859 23,891 39,179 40,217 10,448 9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.1 23.6 37.6 45.7 79.4 74.4 20.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
133 84 133 103 113 308 271
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,402
COMMITMENTS
11,897 2,100 459 0 725 12,356 3,284 3,046 12,118
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 7 0 3 16 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,507
COMMITMENTS
23,417 13,909 22,581 80,073 102,383 126,072 138,874 25,435 12,633
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,359)
4,627 -4,124 1,785 988 13,695 7,400 11,355 1,959 -1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 9.2 14.9 52.9 67.6 83.2 91.7 16.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 29 36 49 49 114 100
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,690
COMMITMENTS
138,465 110,570 132,843 487,487 468,970 758,795 712,383 174,895 221,307
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 18,032)
-2,630 -15,236 11,126 2,903 -7,272 11,399 -11,382 6,633 29,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.8 14.2 52.2 50.2 81.3 76.3 18.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
37 42 41 73 85 134 144
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 160,367
COMMITMENTS
37,840 9,782 24,040 59,757 103,179 121,637 137,000 38,729 23,366
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,926)
12,403 225 1,325 -2,464 11,957 11,265 13,507 4,661 2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 6.1 15.0 37.3 64.3 75.8 85.4 24.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 28 35 52 60 124 107
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,620
COMMITMENTS
3,860 854 1,664 1,462 4,742 6,987 7,260 1,633 1,359
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 846)
208 342 535 422 -113 1,165 764 -319 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 9.9 19.3 17.0 55.0 81.1 84.2 18.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 7 11 11 14 32 30
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,612
COMMITMENTS
94,679 74,639 788 222,668 188,894 318,135 264,321 58,477 112,291
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,058)
-8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,537 -7,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 22 4 45 42 59 66
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,648,918
COMMITMENTS
454,111 383,333 435,502 1452624 1357262 2342237 2176097 306,680 472,821
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -155,306)
-59,286 -31,602 2,364 -58,523 -59,155 -115,445 -88,392 -39,861 -66,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.5 16.4 54.8 51.2 88.4 82.2 11.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
58 70 71 103 129 197 234
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,147
COMMITMENTS
155,864 216,372 153,594 890,483 747,104 1199941 1117070 195,206 278,077
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -43,580)
7,070 -18,562 -36,931 -13,449 3,442 -43,310 -52,051 -270 8,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.5 11.0 63.8 53.6 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
30 50 44 73 86 130 153
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 662,511
COMMITMENTS
113,169 38,048 248,625 255,537 348,745 617,331 635,417 45,180 27,093
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 16,370)
-15,040 -208 16,724 12,440 3,568 14,124 20,085 2,246 -3,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 5.7 37.5 38.6 52.6 93.2 95.9 6.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
35 23 45 56 60 110 110
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,757
COMMITMENTS
12,666 4,544 1,291 16,063 28,489 30,020 34,324 11,737 7,433
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,443)
654 -430 134 -3,373 -742 -2,584 -1,038 1,142 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 10.9 3.1 38.5 68.2 71.9 82.2 28.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 12 10 19 12 45 30
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,224
COMMITMENTS
10,937 34,363 3,838 48,177 13,605 62,953 51,807 12,272 23,417
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,543)
1,095 -874 1,090 1,149 1,547 3,334 1,763 2,209 3,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 45.7 5.1 64.0 18.1 83.7 68.9 16.3 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 37 19 18 17 48 62
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733
COMMITMENTS
6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002)
-15 564 0 5,162 4,529 5,147 5,093 -145 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 23 4 19 20 29 44
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571
COMMITMENTS
100 1,105 0 12,468 11,422 12,568 12,527 3 44
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663)
100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 0 5 9 6 16
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,443
COMMITMENTS
2,478 1,989 3,822 17,090 14,447 23,390 20,258 5,053 8,185
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 593)
384 121 -113 201 370 473 378 120 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.0 13.4 60.1 50.8 82.2 71.2 17.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 7 13 24 19 39 33
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,066
COMMITMENTS
11,024 16,723 29,627 47,319 29,860 87,971 76,210 16,096 27,856
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,516)
-953 1,598 1,530 2,167 335 2,744 3,463 -228 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.1 28.5 45.5 28.7 84.5 73.2 15.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
36 57 62 27 34 104 131
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,055
COMMITMENTS
505 1,674 357 1,456 744 2,318 2,775 1,737 1,280
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 42)
-93 -43 53 -52 -38 -92 -28 134 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 41.3 8.8 35.9 18.3 57.2 68.4 42.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 15 9 7 4 24 24
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,693
COMMITMENTS
40,567 11,253 24,921 74,714 83,905 140,202 120,080 21,491 41,614
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,419)
-638 430 1,660 1,407 2,200 2,428 4,290 990 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.0 15.4 46.2 51.9 86.7 74.3 13.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
65 37 62 79 107 180 183
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,855
COMMITMENTS
1,245 358 314 1,045 2,048 2,605 2,720 1,250 1,135
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 143)
80 -89 45 81 165 206 121 -63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.3 8.1 27.1 53.1 67.6 70.6 32.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 8 17 19 33 32
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,895
COMMITMENTS
10,378 2,521 3,052 6,429 4,281 19,860 9,854 5,035 15,041
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,701)
-586 -274 -1,203 -1,504 -1,168 -3,293 -2,644 -408 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 10.1 12.3 25.8 17.2 79.8 39.6 20.2 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
42 27 18 36 40 90 74
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,289
COMMITMENTS
10,915 41,392 3,011 63,175 34,872 77,101 79,275 26,188 24,014
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,149)
770 -885 -210 -2,664 -27 -2,103 -1,121 -46 -1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 40.1 2.9 61.2 33.8 74.6 76.8 25.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 26 9 30 25 47 52
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,733
COMMITMENTS
1,673 40,249 126 58,759 7,716 60,558 48,091 10,175 22,642
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -432)
-622 816 -10 -857 -89 -1,489 718 1,057 -1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 56.9 0.2 83.1 10.9 85.6 68.0 14.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 24 2 20 8 23 33
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,178
COMMITMENTS
83,830 3,568 725 16,642 101,612 101,198 105,906 8,980 4,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,142)
6,786 -196 305 460 8,364 7,551 8,473 591 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 3.2 0.7 15.1 92.2 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
62 12 5 16 19 82 33
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 100,386
COMMITMENTS
14,376 25,444 2,597 62,026 50,200 78,999 78,241 21,387 22,145
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,448)
-347 3,223 213 8,914 3,164 8,780 6,601 668 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 25.3 2.6 61.8 50.0 78.7 77.9 21.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 21 8 23 16 44 41
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,146
COMMITMENTS
6,033 54,823 4,234 172,392 122,232 182,659 181,290 28,487 29,856
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -294)
-3,737 5,858 -586 513 -9,645 -3,810 -4,373 3,516 4,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 26.0 2.0 81.6 57.9 86.5 85.9 13.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 33 8 32 31 47 66
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 242,572
COMMITMENTS
27,374 42,004 24,017 115,786 103,322 167,177 169,343 75,395 73,229
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 40,104)
44 3,694 3,413 13,944 19,778 17,401 26,885 22,703 13,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.3 9.9 47.7 42.6 68.9 69.8 31.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 35 25 34 33 80 83
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632
COMMITMENTS
9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 13 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,657,561
COMMITMENTS
718,811 605,143 4023998 7811927 7352753 12554736 11981895 1102825 1675666
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 156,874)
47,412 -36,094 88,750 26,611 117,957 162,774 170,614 -5,900 -13,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.4 29.5 57.2 53.8 91.9 87.7 8.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
57 75 113 145 143 272 267
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,141
COMMITMENTS
58,634 67,934 51,753 497,504 510,951 607,891 630,638 160,251 137,503
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,079)
-2,565 -570 -108 -8,971 1,152 -11,643 474 9,564 -2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 8.8 6.7 64.8 66.5 79.1 82.1 20.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
42 41 51 96 66 170 126
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,744
COMMITMENTS
188,975 225,117 24,024 534,637 744,810 747,636 993,951 344,109 97,794
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 19,014)
7,720 -18,007 4,607 24,274 38,958 36,601 25,557 -17,587 -6,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.6 2.2 49.0 68.2 68.5 91.0 31.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 54 25 60 62 122 124
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,144
COMMITMENTS
725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629)
0 -25 19 494 -279 513 -285 116 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 12 13 14 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,538
COMMITMENTS
9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46)
-1,200 -858 144 1,640 1,534 584 820 -538 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 2 15 17 21 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,943
COMMITMENTS
9,403 12,955 15 36,608 25,791 46,026 38,761 9,917 17,182
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,237)
1,833 -4,711 -10 -494 205 1,329 -4,516 -92 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 23.2 0.0 65.4 46.1 82.3 69.3 17.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 18 2 32 29 52 48
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,814
COMMITMENTS
71,693 112,058 7,058 167,234 162,379 245,984 281,496 61,830 26,319
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,783)
-18,035 -3,446 755 -23,454 2,321 -40,733 -370 32,950 -7,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 36.4 2.3 54.3 52.8 79.9 91.4 20.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 69 12 46 34 107 108
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,827
COMMITMENTS
15,892 10,754 3,469 52,534 60,842 71,895 75,065 19,931 16,762
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,103)
-4,518 1,716 -776 4,715 -2,193 -580 -1,253 -523 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.7 3.8 57.2 66.3 78.3 81.7 21.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 11 4 22 14 30 27
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,829
COMMITMENTS
1,008 13,657 108 31,709 18,605 32,825 32,370 5,004 5,459
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174)
232 640 -4 1,737 86 1,965 722 -791 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 2 28 26 33 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,010
COMMITMENTS
52,611 35,508 3,278 182,210 192,575 238,099 231,361 10,911 17,649
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,918)
798 -666 1,311 3,345 3,274 5,454 3,919 464 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 14.3 1.3 73.2 77.3 95.6 92.9 4.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 40 11 35 48 58 91
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,764
COMMITMENTS
13,567 5,556 143 14,329 23,914 28,039 29,613 13,725 12,151
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,525)
227 -998 -133 -924 590 -830 -541 -695 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.3 0.3 34.3 57.3 67.1 70.9 32.9 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 3 18 28 49 42
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334
COMMITMENTS
7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996)
-43 210 61 699 2 717 273 -1,713 -1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 3 11 4 21 9
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526
COMMITMENTS
4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323)
-17 44 154 950 -406 1,087 -208 -2,410 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 3 19 29 26 45
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 136,807
COMMITMENTS
52,543 10,154 20,874 27,964 92,727 101,380 123,755 35,427 13,053
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 12,550)
15,429 -2,801 459 -4,443 14,467 11,444 12,125 1,106 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 7.4 15.3 20.4 67.8 74.1 90.5 25.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
96 39 50 26 43 144 112
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 96,863
COMMITMENTS
23,328 13,196 18,213 43,137 52,695 84,678 84,104 12,186 12,760
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -171)
3,099 -3,087 -503 -1,297 4,886 1,299 1,296 -1,471 -1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 13.6 18.8 44.5 54.4 87.4 86.8 12.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
51 45 39 46 45 115 115
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 294,597
COMMITMENTS
113,281 78,972 40,636 92,986 148,726 246,903 268,334 47,694 26,264
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -48,045)
-115 12,638 -19,773 -23,530 -37,593 -43,418 -44,728 -4,626 -3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 26.8 13.8 31.6 50.5 83.8 91.1 16.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
114 77 54 43 40 180 151
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,969
COMMITMENTS
6,659 1,554 218 1,915 8,858 8,792 10,630 2,177 339
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -124)
443 462 -25 -15 37 403 474 -527 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 14.2 2.0 17.5 80.8 80.2 96.9 19.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 2 4 7 5 34 9
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,060
COMMITMENTS
16,632 9,071 7,181 42,159 47,545 65,971 63,797 17,089 19,264
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -655)
629 -2,075 -385 -42 2,915 202 455 -858 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 10.9 8.6 50.8 57.2 79.4 76.8 20.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
30 22 16 51 48 87 81
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,628
COMMITMENTS
2,487 3,002 1,606 20,328 17,328 24,422 21,936 8,207 10,692
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 781)
127 -577 -575 653 812 205 -340 577 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.2 4.9 62.3 53.1 74.8 67.2 25.2 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 11 7 21 16 33 29
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,007
COMMITMENTS
21,249 15,041 32,194 75,501 84,471 128,944 131,706 15,063 12,301
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,974)
-884 3,007 759 4,361 -2,696 4,236 1,070 -262 2,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 10.4 22.4 52.4 58.7 89.5 91.5 10.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
54 65 55 75 65 165 151
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,448
COMMITMENTS
10,008 3,451 7,922 14,007 23,498 31,937 34,871 5,512 2,577
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,475)
243 233 838 223 -147 1,304 923 170 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.2 21.2 37.4 62.7 85.3 93.1 14.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 20 24 23 19 92 51
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,396
COMMITMENTS
23,093 23,858 14,234 101,775 104,892 139,102 142,984 9,294 5,412
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,947)
1,181 1,773 666 2,044 1,815 3,891 4,254 56 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 16.1 9.6 68.6 70.7 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
52 49 37 52 39 126 110
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 469,646
COMMITMENTS
72,498 66,752 70,456 255,893 279,593 398,847 416,801 70,799 52,845
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 6,330)
3,821 -10,361 764 -926 15,906 3,658 6,308 2,671 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 14.2 15.0 54.5 59.5 84.9 88.7 15.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 53 43 57 46 123 116
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,014
COMMITMENTS
29,656 9,290 33,363 51,513 75,281 114,531 117,934 10,483 7,080
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 537)
-1,116 197 868 925 -1,181 677 -116 -140 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 7.4 26.7 41.2 60.2 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
160 68 128 96 102 311 248
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,873
COMMITMENTS
17,606 2,426 3,744 5,103 22,631 26,453 28,801 4,420 2,071
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,441)
924 -115 531 102 1,196 1,557 1,613 -116 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 7.9 12.1 16.5 73.3 85.7 93.3 14.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
38 14 15 11 5 58 26
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,617
COMMITMENTS
23,299 25,567 30,849 106,865 111,162 161,013 167,579 35,605 29,038
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -15,792)
4,547 1,617 -8,975 -15,127 -10,207 -19,555 -17,565 3,764 1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 13.0 15.7 54.4 56.5 81.9 85.2 18.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
26 20 24 60 64 98 97
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 739,017
COMMITMENTS
33,263 75,908 295,300 334,694 327,719 663,257 698,926 75,761 40,091
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -40,686)
77 5,444 -18,990 -15,115 -25,690 -34,027 -39,236 -6,659 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.3 40.0 45.3 44.3 89.7 94.6 10.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
54 63 72 91 83 179 188
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,985
COMMITMENTS
8,013 3,118 1,400 22,203 21,508 31,616 26,026 4,369 9,959
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,717)
1,988 0 -391 -62 1,618 1,535 1,227 182 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 8.7 3.9 61.7 59.8 87.9 72.3 12.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 15 14 18 16
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 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,050
COMMITMENTS
8,254 11,746 14,372 89,610 87,285 112,236 113,403 10,814 9,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 10,812)
-302 -2,942 13,104 -3,444 -930 9,358 9,232 1,454 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 9.5 11.7 72.8 70.9 91.2 92.2 8.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 18 23 21 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,432
COMMITMENTS
10,442 8,942 848 40,783 35,894 52,073 45,684 4,359 10,748
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,034)
726 -368 0 122 124 848 -244 186 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.8 1.5 72.3 63.6 92.3 81.0 7.7 19.0
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 05/24/05 |
--------------------------------------------------------------| 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,283
COMMITMENTS
2,710 6,313 3,211 47,387 46,491 53,308 56,015 3,975 1,268
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,203)
560 800 -186 3,473 3,049 3,847 3,663 -1,644 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.0 5.6 82.7 81.2 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 19 18
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,754
COMMITMENTS
7,928 17,299 2,989 47,541 37,876 58,458 58,164 4,296 4,590
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 848)
1,710 16 -970 -558 1,904 182 950 666 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 27.6 4.8 75.8 60.4 93.2 92.7 6.8 7.3
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 05/24/05 |
--------------------------------------------------------------| 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,184
COMMITMENTS
1,648 240 558 34,938 34,622 37,144 35,420 1,040 2,764
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -395)
-1,280 240 62 823 -577 -395 -275 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.6 1.5 91.5 90.7 97.3 92.8 2.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 18 19 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 5,896 3,004 50,663 46,736 53,667 55,636 10,938 8,969
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,001)
0 611 94 3,811 1,264 3,905 1,969 -1,904 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.1 4.6 78.4 72.3 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 19 19 21 21
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,442
COMMITMENTS
35,176 24,114 732 34,892 47,750 70,800 72,596 5,642 3,846
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 686)
-120 -1,340 -600 2,202 2,374 1,482 434 -796 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 31.5 1.0 45.6 62.5 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 19 19 21 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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,490
COMMITMENTS
4,080 2,310 0 36,762 39,214 40,842 41,524 1,648 966
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.4 0.0 86.5 92.3 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 11 17 14 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 28,456
COMMITMENTS
2,280 2,400 0 23,526 24,746 25,806 27,146 2,650 1,310
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.4 0.0 82.7 87.0 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 16 13 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 956,352
COMMITMENTS
221,158 61,795 156,852 559,111 724,694 937,121 943,341 19,231 13,011
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -50,858)
11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934 1,323 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.5 16.4 58.5 75.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
22 9 28 82 75 115 104
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,587
COMMITMENTS
22,866 46,110 33,389 79,269 55,492 135,524 134,991 1,063 1,596
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -17,815)
-3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507 -203 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 33.8 24.4 58.0 40.6 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 8 17 29 27 48 45
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,509
COMMITMENTS
16,678 3,761 12,704 30,715 43,681 60,097 60,147 412 362
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,523)
832 2,154 -2,754 -647 -1,864 -2,569 -2,465 46 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 6.2 21.0 50.8 72.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 6 34 31 41 38
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,822
COMMITMENTS
4,156 1,779 1,100 17,566 19,390 22,822 22,269 0 553
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 298)
390 898 -388 340 -212 342 298 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 7.8 4.8 77.0 85.0 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 18 23 21
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,155
COMMITMENTS
216 5,052 856 8,039 3,247 9,111 9,155 44 0
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 176)
44 -250 0 88 426 132 176 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 55.2 9.4 87.8 35.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 11 16 14
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,170
COMMITMENTS
3,140 2,880 2,020 4,820 4,950 9,980 9,850 190 320
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 520)
-280 -20 200 600 340 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 28.3 19.9 47.4 48.7 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 17 20 23
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,250
COMMITMENTS
1,670 300 1,750 6,270 7,060 9,690 9,110 560 1,140
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 60)
20 -140 -60 -20 -20 -60 -220 120 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.9 17.1 61.2 68.9 94.5 88.9 5.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 3 16 12 19 16
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 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,219,550
COMMITMENTS
91,016 75,741 315,102 751,911 744,658 1158029 1135501 61,521 84,048
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 24,974)
2,953 8,016 15,228 5,912 -5,131 24,093 18,113 881 6,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.2 25.8 61.7 61.1 95.0 93.1 5.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
69 98 110 83 92 212 248
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,212
COMMITMENTS
8,048 4,440 339 2,283 7,298 10,670 12,077 2,542 1,135
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -467)
-46 818 -250 91 -1,339 -205 -771 -262 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 33.6 2.6 17.3 55.2 80.8 91.4 19.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 7 18 24 79 50
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,985
COMMITMENTS
4,526 1,073 346 1,467 5,527 6,339 6,946 1,647 1,040
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 234)
-67 -87 231 112 -52 276 92 -42 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 13.4 4.3 18.4 69.2 79.4 87.0 20.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 9 5 7 15 31 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,858
COMMITMENTS
23,683 9,079 22,384 94,067 110,065 140,134 141,528 13,724 12,329
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -31,888)
1,486 -1,407 -17,614 -14,100 -11,303 -30,227 -30,324 -1,661 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 5.9 14.5 61.1 71.5 91.1 92.0 8.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
37 27 31 61 81 114 124
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
Updated June 10, 2005