WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 215,153: 59,420 44,777 15,417 110,609 119,287 185,446 179,481: 29,707 35,672
Old : 142,949: 46,797 40,799 556 77,967 84,448 125,320 125,803: 17,629 17,146
Other: 72,204: 21,500 12,855 5,984 32,642 34,839 60,126 53,678: 12,078 18,526
: : :
: : Changes in Commitments from: March 8, 2005 :
: 3,358: 5,242 6,849 -3,758 -2,018 -3,679 -534 -588: 3,892 3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 20.8 7.2 51.4 55.4 86.2 83.4: 13.8 16.6
Old : 100.0: 32.7 28.5 0.4 54.5 59.1 87.7 88.0: 12.3 12.0
Other: 100.0: 29.8 17.8 8.3 45.2 48.3 83.3 74.3: 16.7 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 75 71 47 36 51 151 139:
Old : 197: 69 70 4 22 42 94 113:
Other: 136: 39 43 26 26 42 81 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 38.8 42.3 45.1 29.8 38.3 42.3 43.7
Old : 36.0 43.7 49.6 52.1 36.0 43.7 49.6 52.1
Other: 37.4 31.8 47.6 39.3 36.1 29.9 44.4 36.6
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 211,795: 54,178 37,928 19,175 112,627 122,966 185,980 180,069: 25,815 31,726
Old : 141,714: 42,648 39,474 512 83,160 85,762 126,320 125,748: 15,394 15,966
Other: 70,081: 21,741 8,665 8,452 29,467 37,204 59,660 54,321: 10,421 15,760
: : :
: : Changes in Commitments from: March 1, 2005 :
: -2,863: 7,580 -3,834 -155 -2,018 10,536 5,407 6,547: -8,270 -9,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.9 9.1 53.2 58.1 87.8 85.0: 12.2 15.0
Old : 100.0: 30.1 27.9 0.4 58.7 60.5 89.1 88.7: 10.9 11.3
Other: 100.0: 31.0 12.4 12.1 42.0 53.1 85.1 77.5: 14.9 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 74 50 36 49 146 140:
Old : 189: 59 74 7 21 42 83 120:
Other: 133: 41 45 28 27 38 87 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.6 45.5 46.3 30.7 37.3 43.8 43.5
Old : 38.5 43.5 54.4 51.9 38.5 43.5 54.4 51.7
Other: 40.9 35.4 51.6 46.9 35.7 34.8 44.2 43.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 684,070: 129,039 79,696 37,071 396,410 362,527 562,520 479,294: 121,550 204,776
Old : 529,841: 118,906 78,512 18,659 294,170 294,945 431,735 392,116: 98,106 137,725
Other: 154,229: 26,531 17,582 2,014 102,240 67,582 130,785 87,178: 23,444 67,051
: : :
: : Changes in Commitments from: March 8, 2005 :
: 44,275: 15,506 -7,358 -4,744 24,364 44,806 35,126 32,704: 9,149 11,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 11.7 5.4 57.9 53.0 82.2 70.1: 17.8 29.9
Old : 100.0: 22.4 14.8 3.5 55.5 55.7 81.5 74.0: 18.5 26.0
Other: 100.0: 17.2 11.4 1.3 66.3 43.8 84.8 56.5: 15.2 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 465: 132 78 80 170 189 345 316:
Old : 453: 131 85 58 138 174 298 290:
Other: 299: 51 51 17 84 157 148 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 17.8 27.6 22.7 17.1 14.0 27.0 18.4
Old : 20.4 20.9 32.0 25.9 20.4 18.1 30.9 22.4
Other: 38.5 8.7 48.4 15.5 36.4 8.3 46.1 14.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 639,795: 113,533 87,054 41,815 372,046 317,721 527,394 446,590: 112,401 193,205
Old : 515,462: 110,882 88,015 24,772 288,297 266,231 423,951 379,018: 91,511 136,444
Other: 124,333: 18,614 15,002 1,080 83,749 51,490 103,443 67,572: 20,890 56,761
: : :
: : Changes in Commitments from: March 1, 2005 :
: 967: 6,741 -11,324 -2,116 -829 11,202 3,796 -2,238: -2,829 3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 13.6 6.5 58.2 49.7 82.4 69.8: 17.6 30.2
Old : 100.0: 21.5 17.1 4.8 55.9 51.6 82.2 73.5: 17.8 26.5
Other: 100.0: 15.0 12.1 0.9 67.4 41.4 83.2 54.3: 16.8 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 126 85 92 159 174 338 315:
Old : 442: 127 84 72 137 159 304 288:
Other: 269: 45 47 14 78 138 133 190:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 16.9 28.9 21.8 18.1 13.6 28.8 18.1
Old : 21.0 19.6 32.9 24.6 21.0 16.6 31.9 21.3
Other: 35.3 9.5 46.0 16.6 34.2 9.0 43.6 15.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,489: 2,340 744 5 911 5,349 3,256 6,098: 4,233 1,391
Old : 5,998: 2,109 666 0 802 4,418 2,911 5,084: 3,087 914
Other: 1,491: 235 82 1 109 931 345 1,014: 1,146 477
: : :
: : Changes in Commitments from: March 8, 2005 :
: 410: 111 -10 -82 -13 784 16 692: 394 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.9 0.1 12.2 71.4 43.5 81.4: 56.5 18.6
Old : 100.0: 35.2 11.1 0.0 13.4 73.7 48.5 84.8: 51.5 15.2
Other: 100.0: 15.8 5.5 0.1 7.3 62.4 23.1 68.0: 76.9 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 5 2 10 15 25 21:
Old : 36: 13 5 0 8 12 21 17:
Other: 21: 7 2 1 5 9 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 42.6 29.6 58.6 22.4 42.0 28.8 58.0
Old : 27.5 48.4 35.8 66.7 27.5 48.3 34.5 66.4
Other: 13.5 45.9 21.4 62.0 13.5 45.7 21.4 61.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,079: 2,229 754 87 924 4,565 3,240 5,406: 3,839 1,673
Old : 5,816: 2,110 675 0 819 3,970 2,929 4,645: 2,887 1,171
Other: 1,263: 200 160 6 105 595 311 761: 952 502
: : :
: : Changes in Commitments from: March 1, 2005 :
: -275: 188 181 70 -467 -177 -209 74: -66 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 1.2 13.1 64.5 45.8 76.4: 54.2 23.6
Old : 100.0: 36.3 11.6 0.0 14.1 68.3 50.4 79.9: 49.6 20.1
Other: 100.0: 15.8 12.7 0.5 8.3 47.1 24.6 60.3: 75.4 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 5 3 6 13 24 19:
Old : 36: 17 4 0 6 11 23 15:
Other: 18: 6 3 2 4 6 12 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 41.0 31.4 56.1 21.7 41.0 28.2 55.6
Old : 28.2 47.8 36.8 64.7 25.9 47.8 32.9 64.3
Other: 14.5 38.8 23.4 58.7 14.5 38.4 23.4 58.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 308,206: 67,062 57,683 17,498 171,316 135,854 255,876 211,035: 52,330 97,171
Old : 254,833: 62,583 58,652 9,160 143,206 117,586 214,949 185,398: 39,884 69,435
Other: 53,373: 10,174 4,726 2,643 28,110 18,268 40,927 25,637: 12,446 27,736
: : :
: : Changes in Commitments from: March 8, 2005 :
: 19,796: 3,304 282 -5,327 19,198 20,755 17,175 15,710: 2,621 4,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 18.7 5.7 55.6 44.1 83.0 68.5: 17.0 31.5
Old : 100.0: 24.6 23.0 3.6 56.2 46.1 84.3 72.8: 15.7 27.2
Other: 100.0: 19.1 8.9 5.0 52.7 34.2 76.7 48.0: 23.3 52.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 98 112 71 83 102 235 243:
Old : 340: 91 120 44 71 96 198 229:
Other: 168: 45 37 17 38 65 88 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 14.9 37.4 23.5 25.5 12.4 34.6 18.5
Old : 30.3 17.5 41.2 27.6 27.4 15.4 38.0 22.6
Other: 30.5 11.1 42.2 19.5 30.0 10.3 41.4 17.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 288,410: 63,758 57,401 22,825 152,118 115,099 238,701 195,325: 49,709 93,085
Old : 242,509: 61,398 62,438 10,899 130,557 100,252 202,854 173,589: 39,655 68,920
Other: 45,901: 11,888 4,491 2,398 21,561 14,847 35,847 21,736: 10,054 24,165
: : :
: : Changes in Commitments from: March 1, 2005 :
: 14,550: 10,217 -4,024 116 2,869 7,838 13,202 3,930: 1,348 10,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 7.9 52.7 39.9 82.8 67.7: 17.2 32.3
Old : 100.0: 25.3 25.7 4.5 53.8 41.3 83.6 71.6: 16.4 28.4
Other: 100.0: 25.9 9.8 5.2 47.0 32.3 78.1 47.4: 21.9 52.6
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 90 110 76 67 102 216 240:
Old : 328: 84 120 50 61 94 188 225:
Other: 155: 49 33 14 27 59 80 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 15.8 38.6 22.8 27.9 15.3 37.5 21.1
Old : 30.0 18.5 41.4 26.0 28.9 18.0 40.3 24.7
Other: 35.6 13.4 49.7 20.5 33.6 13.3 45.9 19.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,108: 13,097 4,153 197 488 848 13,782 5,198: 3,326 11,910
Old : 9,397: 6,320 3,643 144 477 566 6,941 4,353: 2,456 5,044
Other: 7,711: 6,815 548 15 11 282 6,841 845: 870 6,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,581: 2,127 410 39 138 261 2,304 710: 277 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 24.3 1.2 2.9 5.0 80.6 30.4: 19.4 69.6
Old : 100.0: 67.3 38.8 1.5 5.1 6.0 73.9 46.3: 26.1 53.7
Other: 100.0: 88.4 7.1 0.2 0.1 3.7 88.7 11.0: 11.3 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 9 3 3 20 16:
Old : 25: 12 9 5 3 2 17 14:
Other: 14: 9 3 2 1 2 10 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 19.4 69.6 26.6 55.8 19.2 69.5 26.2
Old : 46.4 31.5 61.8 43.7 46.4 31.5 61.7 42.1
Other: 77.0 10.8 88.4 11.0 76.8 10.6 88.3 10.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 169,688: 38,489 13,495 24,178 75,640 117,743 138,307 155,416: 31,381 14,272
Old : 143,429: 38,628 15,484 16,185 62,688 99,239 117,501 130,908: 25,928 12,521
Other: 26,259: 3,871 2,021 3,983 12,952 18,504 20,806 24,508: 5,453 1,751
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,041: 2,825 -2,326 -639 3,310 10,561 5,496 7,596: 3,545 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 8.0 14.2 44.6 69.4 81.5 91.6: 18.5 8.4
Old : 100.0: 26.9 10.8 11.3 43.7 69.2 81.9 91.3: 18.1 8.7
Other: 100.0: 14.7 7.7 15.2 49.3 70.5 79.2 93.3: 20.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 49 26 35 42 42 113 92:
Old : 143: 52 30 32 40 42 108 92:
Other: 53: 11 14 13 19 16 39 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 40.3 28.0 52.2 17.8 37.9 27.2 47.7
Old : 18.4 38.0 29.4 51.2 18.3 36.6 28.3 47.2
Other: 39.1 59.5 53.4 72.8 37.3 49.5 46.1 59.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 160,647: 35,664 15,821 24,817 72,330 107,182 132,811 147,820: 27,836 12,827
Old : 136,676: 34,281 19,129 15,179 64,105 90,695 113,565 125,003: 23,111 11,673
Other: 23,971: 7,301 2,610 3,720 8,225 16,487 19,246 22,817: 4,725 1,154
: : :
: : Changes in Commitments from: March 1, 2005 :
: 9,152: 6,224 -2,183 -108 -518 12,454 5,598 10,163: 3,554 -1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.8 15.4 45.0 66.7 82.7 92.0: 17.3 8.0
Old : 100.0: 25.1 14.0 11.1 46.9 66.4 83.1 91.5: 16.9 8.5
Other: 100.0: 30.5 10.9 15.5 34.3 68.8 80.3 95.2: 19.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 48 27 35 41 45 112 99:
Old : 147: 48 35 31 40 45 106 99:
Other: 50: 15 11 13 17 15 38 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 39.3 26.6 51.2 16.6 33.7 25.8 44.3
Old : 19.2 36.3 29.2 49.4 19.0 33.8 28.0 44.3
Other: 35.8 58.2 52.3 74.1 31.7 46.9 41.5 56.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 755,492: 127,631 151,635 37,314 468,552 396,088 633,497 585,037: 121,995 170,455
Old : 755,492: 127,631 151,635 37,314 468,552 396,088 633,497 585,037: 121,995 170,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -42,699: -2,979 8,738 -15,095 -12,011 -28,987 -30,085 -35,344: -12,614 -7,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.1 4.9 62.0 52.4 83.9 77.4: 16.1 22.6
Old : 100.0: 16.9 20.1 4.9 62.0 52.4 83.9 77.4: 16.1 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 39 37 24 62 69 111 121:
Old : 173: 39 37 24 62 69 111 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 17.3 33.6 29.7 18.4 15.2 24.9 25.1
Old : 24.6 17.3 33.6 29.7 18.4 15.2 24.9 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Old : 798,191: 130,610 142,897 52,409 480,563 425,075 663,582 620,381: 134,609 177,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -9,453: 12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925: -20,406 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
Old : 100.0: 16.4 17.9 6.6 60.2 53.3 83.1 77.7: 16.9 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 37 32 24 64 71 114 118:
Old : 168: 37 32 24 64 71 114 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
Old : 24.3 16.3 33.5 28.1 17.4 14.3 24.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 151,613: 37,066 18,821 15,709 67,077 96,407 119,852 130,937: 31,761 20,676
Old : 125,558: 37,480 19,098 9,849 51,006 79,459 98,335 108,406: 27,223 17,152
Other: 26,055: 2,244 2,381 3,202 16,071 16,948 21,517 22,531: 4,538 3,524
: : :
: : Changes in Commitments from: March 8, 2005 :
: -1,768: 2,678 -1,171 -6,901 668 6,331 -3,555 -1,741: 1,787 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 12.4 10.4 44.2 63.6 79.1 86.4: 20.9 13.6
Old : 100.0: 29.9 15.2 7.8 40.6 63.3 78.3 86.3: 21.7 13.7
Other: 100.0: 8.6 9.1 12.3 61.7 65.0 82.6 86.5: 17.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 47 25 30 49 51 117 97:
Old : 151: 49 27 23 47 49 111 92:
Other: 65: 11 15 11 26 25 44 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 27.5 26.2 39.9 12.1 22.3 19.8 31.6
Old : 14.2 30.4 23.9 42.3 14.2 26.8 23.9 38.1
Other: 47.1 50.4 59.4 63.0 45.1 46.8 54.2 57.9
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 153,381: 34,388 19,992 22,610 66,409 90,076 123,407 132,678: 29,974 20,703
Old : 127,685: 36,627 18,459 14,262 51,057 76,903 101,946 109,624: 25,739 18,061
Other: 25,696: 1,638 5,410 4,471 15,352 13,173 21,461 23,054: 4,235 2,642
: : :
: : Changes in Commitments from: March 1, 2005 :
: -57: 8,054 -1,170 -3,083 -4,372 6,319 599 2,066: -656 -2,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.0 14.7 43.3 58.7 80.5 86.5: 19.5 13.5
Old : 100.0: 28.7 14.5 11.2 40.0 60.2 79.8 85.9: 20.2 14.1
Other: 100.0: 6.4 21.1 17.4 59.7 51.3 83.5 89.7: 16.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 41 33 35 48 54 119 111:
Old : 160: 52 31 31 45 53 113 108:
Other: 70: 9 22 14 27 20 48 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 26.0 25.0 36.7 11.5 19.3 18.6 28.3
Old : 13.6 27.5 22.5 39.3 13.5 23.7 22.3 35.0
Other: 45.2 48.0 56.7 63.0 39.4 38.5 49.0 49.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,652: 2,944 1,822 166 816 2,335 3,926 4,323: 1,726 1,329
Old : 5,557: 2,947 1,793 149 814 2,313 3,910 4,255: 1,647 1,302
Other: 95: 1 33 13 2 22 16 68: 79 27
: : :
: : Changes in Commitments from: March 8, 2005 :
: 257: 69 -427 -50 -72 842 -53 365: 310 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 32.2 2.9 14.4 41.3 69.5 76.5: 30.5 23.5
Old : 100.0: 53.0 32.3 2.7 14.6 41.6 70.4 76.6: 29.6 23.4
Other: 100.0: 1.1 34.7 13.7 2.1 23.2 16.8 71.6: 83.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 11 3 6 9 20 21:
Old : 33: 12 11 2 5 8 18 20:
Other: 8: 1 3 1 1 4 2 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 33.0 53.9 54.7 40.3 28.6 50.9 46.3
Old : 41.0 33.5 54.8 55.3 41.0 29.0 51.8 46.8
Other: 16.8 58.9 16.8 71.6 1.1 48.4 1.1 55.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,395: 2,875 2,249 216 888 1,493 3,979 3,958: 1,416 1,437
Old : 5,369: 2,874 2,231 213 888 1,490 3,975 3,934: 1,394 1,435
Other: 26: 1 18 3 0 3 4 24: 22 2
: : :
: : Changes in Commitments from: March 1, 2005 :
: 481: 738 72 -27 -344 427 367 472: 114 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 41.7 4.0 16.5 27.7 73.8 73.4: 26.2 26.6
Old : 100.0: 53.5 41.6 4.0 16.5 27.8 74.0 73.3: 26.0 26.7
Other: 100.0: 3.8 69.2 11.5 0.0 11.5 15.4 92.3: 84.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 13 5 6 7 21 23:
Old : 35: 13 13 5 6 7 21 23:
Other: 4: 1 2 1 0 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 33.0 52.6 52.2 38.1 30.2 49.4 44.9
Old : 38.4 33.2 52.9 52.4 38.3 30.4 49.7 45.1
Other: 15.4 92.3 15.4 92.3 3.8 80.8 3.8 80.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 321,552: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,885 109,774
Old : 321,552: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,885 109,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -6,950: -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955: -2,878 3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Old : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 16 25 3 40 42 56 70:
Old : 98: 16 25 3 40 42 56 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Old : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Old : 328,502: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,763 106,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,079: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,779 -23,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.8 39.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,056,927: 414,331 561,385 63,036 1,383,310 874,417 1,860,677 1,498,838: 196,250 558,089
Old : 2,056,927: 414,331 561,385 63,036 1,383,310 874,417 1,860,677 1,498,838: 196,250 558,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 119,611: 20,985 57,896 -5,630 72,746 14,040 88,101 66,306: 31,510 53,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 27.3 3.1 67.3 42.5 90.5 72.9: 9.5 27.1
Old : 100.0: 20.1 27.3 3.1 67.3 42.5 90.5 72.9: 9.5 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 48 74 33 84 133 149 223:
Old : 276: 48 74 33 84 133 149 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 14.0 58.1 21.1 36.2 13.2 53.6 19.5
Old : 37.8 14.0 58.1 21.1 36.2 13.2 53.6 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Old : 1,937,316: 393,346 503,489 68,666 1,310,564 860,377 1,772,576 1,432,532: 164,740 504,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -18,209: 982 90,935 14,383 64,114 -77,167 79,479 28,151: -97,688 -46,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
Old : 100.0: 20.3 26.0 3.5 67.6 44.4 91.5 73.9: 8.5 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 39 82 38 83 131 145 229:
Old : 271: 39 82 38 83 131 145 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
Old : 37.1 14.8 56.8 22.1 35.1 14.3 51.5 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,388,906: 214,869 366,761 34,037 1,003,253 649,372 1,252,159 1,050,170: 136,747 338,736
Old : 1,388,906: 214,869 366,761 34,037 1,003,253 649,372 1,252,159 1,050,170: 136,747 338,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 56,976: -4,058 50,916 -29,159 95,862 60,892 62,645 82,649: -5,669 -25,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.4 2.5 72.2 46.8 90.2 75.6: 9.8 24.4
Old : 100.0: 15.5 26.4 2.5 72.2 46.8 90.2 75.6: 9.8 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 31 60 30 60 89 110 160:
Old : 196: 31 60 30 60 89 110 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 16.2 47.1 25.6 27.1 11.9 39.8 19.4
Old : 33.9 16.2 47.1 25.6 27.1 11.9 39.8 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Old : 1,331,930: 218,927 315,845 63,196 907,391 588,480 1,189,514 967,521: 142,416 364,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 46,270: 19,157 59,550 13,169 3,443 -30,106 35,769 42,613: 10,501 3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
Old : 100.0: 16.4 23.7 4.7 68.1 44.2 89.3 72.6: 10.7 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 33 56 27 58 81 103 152:
Old : 188: 33 56 27 58 81 103 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 14.3 46.6 23.1 27.0 12.0 39.8 18.0
Old : 32.0 14.3 46.6 23.1 27.0 12.0 39.8 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 489,661: 225,997 46,146 49,881 175,784 358,038 451,662 454,065: 37,999 35,596
Old : 489,661: 225,997 46,146 49,881 175,784 358,038 451,662 454,065: 37,999 35,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 52,714: 33,872 4,312 -5,734 21,199 51,976 49,337 50,554: 3,377 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 9.4 10.2 35.9 73.1 92.2 92.7: 7.8 7.3
Old : 100.0: 46.2 9.4 10.2 35.9 73.1 92.2 92.7: 7.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 30 15 25 42 44 79 77:
Old : 98: 30 15 25 42 44 79 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 41.3 57.0 52.4 39.8 41.0 50.6 50.9
Old : 45.1 41.3 57.0 52.4 39.8 41.0 50.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Old : 436,947: 192,125 41,834 55,615 154,585 306,062 402,325 403,511: 34,622 33,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -44,154: -4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248: -26,885 -30,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
Old : 100.0: 44.0 9.6 12.7 35.4 70.0 92.1 92.3: 7.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 30 15 27 40 42 77 77:
Old : 98: 30 15 27 40 42 77 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
Old : 47.2 44.2 58.8 56.0 40.2 42.9 49.5 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,337: 14,602 3,648 2,487 36,785 43,488 53,874 49,623: 9,463 13,714
Old : 63,337: 14,602 3,648 2,487 36,785 43,488 53,874 49,623: 9,463 13,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,060: -2,062 1,180 1,716 13,479 884 13,133 3,780: -5,073 4,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.8 3.9 58.1 68.7 85.1 78.3: 14.9 21.7
Old : 100.0: 23.1 5.8 3.9 58.1 68.7 85.1 78.3: 14.9 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 24 16 11 24 20 55 40:
Old : 72: 24 16 11 24 20 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 50.9 48.2 62.8 31.7 50.9 42.7 58.2
Old : 32.5 50.9 48.2 62.8 31.7 50.9 42.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Old : 55,277: 16,664 2,468 771 23,306 42,604 40,741 45,843: 14,536 9,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,466: 159 -375 771 1,028 1,781 1,958 2,177: 508 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
Old : 100.0: 30.1 4.5 1.4 42.2 77.1 73.7 82.9: 26.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 10 3 21 17 45 29:
Old : 64: 23 10 3 21 17 45 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
Old : 26.3 59.7 39.1 69.5 26.0 59.0 37.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 70,189: 11,623 27,538 3,818 34,063 27,250 49,504 58,606: 20,685 11,583
Old : 70,189: 11,623 27,538 3,818 34,063 27,250 49,504 58,606: 20,685 11,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -4,423: 1,351 -1,893 2,849 -20,459 6,943 -16,259 7,899: 11,836 -12,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 39.2 5.4 48.5 38.8 70.5 83.5: 29.5 16.5
Old : 100.0: 16.6 39.2 5.4 48.5 38.8 70.5 83.5: 29.5 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 23 21 23 21 19 55 52:
Old : 71: 23 21 23 21 19 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 49.1 43.7 59.1 26.4 47.7 35.8 55.3
Old : 32.4 49.1 43.7 59.1 26.4 47.7 35.8 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Old : 74,612: 10,272 29,431 969 54,522 20,307 65,763 50,707: 8,849 23,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,905: -710 2,599 97 3,805 -1,282 3,192 1,414: 713 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
Old : 100.0: 13.8 39.4 1.3 73.1 27.2 88.1 68.0: 11.9 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 18 27 4 21 10 41 39:
Old : 72: 18 27 4 21 10 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
Old : 45.8 43.5 64.7 51.6 45.6 42.9 64.6 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Old : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,198: -2,251 -103 0 839 -1,495 -1,412 -1,598: -786 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Old : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 22 4 18 20 25 43:
Old : 59: 4 22 4 18 20 25 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Old : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Old : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,142: -5,726 14 0 2,677 -3,080 -3,049 -3,066: -93 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 10 0 5 10 5 20:
Old : 25: 0 10 0 5 10 5 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Old : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,143: 2,376 2,452 1,067 14,609 14,234 18,052 17,753: 5,091 5,390
Old : 23,143: 2,376 2,452 1,067 14,609 14,234 18,052 17,753: 5,091 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -135: 56 109 -265 259 217 50 61: -185 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.6 4.6 63.1 61.5 78.0 76.7: 22.0 23.3
Old : 100.0: 10.3 10.6 4.6 63.1 61.5 78.0 76.7: 22.0 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 6 11 20 18 33 33:
Old : 45: 11 6 11 20 18 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 38.1 64.9 56.5 50.6 37.2 61.5 53.9
Old : 51.2 38.1 64.9 56.5 50.6 37.2 61.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Old : 23,278: 2,320 2,343 1,332 14,350 14,017 18,002 17,692: 5,276 5,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,711: -1,538 -537 -101 -2,522 -2,243 -4,161 -2,881: 450 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
Old : 100.0: 10.0 10.1 5.7 61.6 60.2 77.3 76.0: 22.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 6 12 19 18 35 32:
Old : 45: 12 6 12 19 18 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
Old : 50.9 37.3 64.0 56.1 49.7 36.3 59.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 89,791: 18,711 8,282 11,444 42,911 39,931 73,066 59,657: 16,725 30,134
Old : 86,580: 18,807 8,190 11,149 41,097 38,721 71,053 58,060: 15,527 28,520
Other: 3,211: 199 387 0 1,814 1,210 2,013 1,597: 1,198 1,614
: : :
: : Changes in Commitments from: March 8, 2005 :
: -14,441: -7,821 -152 -4,945 455 -5,723 -12,311 -10,820: -2,130 -3,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.2 12.7 47.8 44.5 81.4 66.4: 18.6 33.6
Old : 100.0: 21.7 9.5 12.9 47.5 44.7 82.1 67.1: 17.9 32.9
Other: 100.0: 6.2 12.1 0.0 56.5 37.7 62.7 49.7: 37.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 51 28 38 23 38 99 88:
Old : 136: 51 27 37 22 38 98 87:
Other: 26: 6 5 0 4 13 10 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 20.6 41.6 32.3 30.1 20.3 41.6 29.6
Old : 31.2 20.7 42.4 32.8 31.2 20.5 42.3 31.1
Other: 58.3 29.8 61.9 42.6 56.0 29.8 59.2 42.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 104,232: 26,532 8,434 16,389 42,456 45,654 85,377 70,477: 18,855 33,755
Old : 101,364: 26,587 8,425 16,097 40,930 44,599 83,614 69,121: 17,750 32,243
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: -33: 3,597 53 -3,948 937 2,965 586 -930: -619 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 8.1 15.7 40.7 43.8 81.9 67.6: 18.1 32.4
Old : 100.0: 26.2 8.3 15.9 40.4 44.0 82.5 68.2: 17.5 31.8
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 58 27 40 25 37 116 84:
Old : 147: 57 28 40 24 37 115 84:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 21.5 35.3 32.6 25.6 20.0 35.1 30.2
Old : 26.3 21.7 36.3 33.1 26.3 21.1 35.9 31.6
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,001: 339 1,366 155 1,757 418 2,251 1,939: 750 1,062
Old : 2,999: 339 1,366 154 1,757 418 2,250 1,938: 749 1,061
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 8, 2005 :
: 35: 23 -71 10 60 45 93 -16: -58 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 45.5 5.2 58.5 13.9 75.0 64.6: 25.0 35.4
Old : 100.0: 11.3 45.5 5.1 58.6 13.9 75.0 64.6: 25.0 35.4
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 16 4 8 2 19 18:
Old : 32: 7 16 4 8 2 19 18:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 32.2 62.2 47.5 50.9 31.7 61.2 44.4
Old : 51.3 32.2 62.3 47.5 51.0 31.7 61.2 44.4
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Old : 2,966: 316 1,437 145 1,697 373 2,158 1,955: 808 1,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -40: 61 -39 64 43 -26 168 -1: -208 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
Old : 100.0: 10.7 48.4 4.9 57.2 12.6 72.8 65.9: 27.2 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 16 4 8 1 17 19:
Old : 32: 7 16 4 8 1 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
Old : 50.4 33.1 62.1 47.9 50.4 33.1 60.2 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 149,496: 53,212 17,524 10,346 67,333 78,889 130,891 106,759: 18,605 42,737
Old : 149,496: 53,212 17,524 10,346 67,333 78,889 130,891 106,759: 18,605 42,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 13,243: 8,452 555 -18 1,174 8,533 9,608 9,070: 3,635 4,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.7 6.9 45.0 52.8 87.6 71.4: 12.4 28.6
Old : 100.0: 35.6 11.7 6.9 45.0 52.8 87.6 71.4: 12.4 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 64 34 36 59 113 148 167:
Old : 232: 64 34 36 59 113 148 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 13.1 38.2 22.2 22.0 12.9 36.1 22.0
Old : 22.4 13.1 38.2 22.2 22.0 12.9 36.1 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Old : 136,253: 44,760 16,969 10,364 66,159 70,356 121,283 97,689: 14,970 38,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,499: 6,659 -2,363 -338 -1,177 4,219 5,144 1,518: 2,355 5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 28.3
Old : 100.0: 32.9 12.5 7.6 48.6 51.6 89.0 71.7: 11.0 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 57 34 35 52 99 127 155:
Old : 206: 57 34 35 52 99 127 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
Old : 24.7 13.8 41.9 23.9 24.0 13.8 39.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,824: 1,985 438 107 754 3,044 2,846 3,589: 1,978 1,235
Old : 4,824: 1,985 438 107 754 3,044 2,846 3,589: 1,978 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -280: -49 34 -41 -122 -197 -212 -204: -68 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.1 2.2 15.6 63.1 59.0 74.4: 41.0 25.6
Old : 100.0: 41.1 9.1 2.2 15.6 63.1 59.0 74.4: 41.0 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 8 6 12 16 36 27:
Old : 50: 20 8 6 12 16 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 47.5 31.5 57.3 20.8 47.5 30.5 57.1
Old : 21.7 47.5 31.5 57.3 20.8 47.5 30.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Old : 5,104: 2,034 404 148 876 3,241 3,058 3,793: 2,046 1,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -95: -92 109 -68 28 -193 -132 -152: 37 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
Old : 100.0: 39.9 7.9 2.9 17.2 63.5 59.9 74.3: 40.1 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 19 10 5 12 17 35 29:
Old : 51: 19 10 5 12 17 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
Old : 23.5 46.6 33.7 57.0 22.2 46.3 31.7 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,118: 10,350 2,749 4,665 7,040 6,059 22,055 13,473: 4,063 12,645
Old : 26,118: 10,350 2,749 4,665 7,040 6,059 22,055 13,473: 4,063 12,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,102: 1,805 -411 1,004 -1,815 267 994 860: 108 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 10.5 17.9 27.0 23.2 84.4 51.6: 15.6 48.4
Old : 100.0: 39.6 10.5 17.9 27.0 23.2 84.4 51.6: 15.6 48.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 42 17 19 25 42 77 70:
Old : 119: 42 17 19 25 42 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.0 40.0 24.4 16.8 9.0 27.6 14.1
Old : 27.3 18.0 40.0 24.4 16.8 9.0 27.6 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Old : 25,016: 8,545 3,160 3,661 8,855 5,792 21,061 12,613: 3,955 12,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,188: 1,484 -603 -157 -173 1,183 1,154 423: 34 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
Old : 100.0: 34.2 12.6 14.6 35.4 23.2 84.2 50.4: 15.8 49.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 35 19 21 32 43 78 76:
Old : 119: 35 19 21 32 43 78 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
Old : 27.0 14.9 41.1 20.8 18.7 8.6 30.9 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 125,191: 36,259 10,109 904 52,191 77,424 89,354 88,437: 35,837 36,754
Old : 125,191: 36,259 10,109 904 52,191 77,424 89,354 88,437: 35,837 36,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 19,271: 18,696 -4,125 285 -8,057 1,094 10,924 -2,746: 8,347 22,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.1 0.7 41.7 61.8 71.4 70.6: 28.6 29.4
Old : 100.0: 29.0 8.1 0.7 41.7 61.8 71.4 70.6: 28.6 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 25 11 4 24 28 50 42:
Old : 74: 25 11 4 24 28 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 33.1 40.8 46.2 22.4 32.9 33.7 44.5
Old : 28.1 33.1 40.8 46.2 22.4 32.9 33.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Old : 105,920: 17,563 14,234 619 60,248 76,330 78,430 91,183: 27,490 14,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,276: 5,770 -4,388 -344 3,701 16,289 9,127 11,557: 1,149 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 13.9
Old : 100.0: 16.6 13.4 0.6 56.9 72.1 74.0 86.1: 26.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 18 11 2 26 27 45 39:
Old : 65: 18 11 2 26 27 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
Old : 34.8 48.3 46.1 61.1 29.3 48.2 40.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 41,804: 10,655 10,495 1 14,830 22,524 25,486 33,020: 16,318 8,784
Old : 41,804: 10,655 10,495 1 14,830 22,524 25,486 33,020: 16,318 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -25,708: 3,181 -6 -1,345 -24,726 -21,034 -22,890 -22,385: -2,818 -3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 25.1 0.0 35.5 53.9 61.0 79.0: 39.0 21.0
Old : 100.0: 25.5 25.1 0.0 35.5 53.9 61.0 79.0: 39.0 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 4 1 8 9 18 13:
Old : 27: 9 4 1 8 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 56.7 49.7 72.6 37.9 56.6 49.7 71.4
Old : 37.9 56.7 49.7 72.6 37.9 56.6 49.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Old : 67,512: 7,474 10,501 1,346 39,556 43,558 48,376 55,405: 19,136 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,556: 161 1,285 1,346 2,833 3,780 4,340 6,411: 1,216 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
Old : 100.0: 11.1 15.6 2.0 58.6 64.5 71.7 82.1: 28.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 52.6 51.9 65.5 34.5 52.5 46.6 64.7
Old : 36.9 52.6 51.9 65.5 34.5 52.5 46.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 71,963: 49,610 5,015 251 14,035 63,546 63,896 68,812: 8,067 3,151
Old : 71,963: 49,610 5,015 251 14,035 63,546 63,896 68,812: 8,067 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -53,449: -23,607 -3,203 -1,528 -21,759 -43,635 -46,894 -48,366: -6,555 -5,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 7.0 0.3 19.5 88.3 88.8 95.6: 11.2 4.4
Old : 100.0: 68.9 7.0 0.3 19.5 88.3 88.8 95.6: 11.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 53 11 2 13 16 67 28:
Old : 91: 53 11 2 13 16 67 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 57.2 41.1 77.8 25.7 57.2 41.1 77.6
Old : 25.7 57.2 41.1 77.8 25.7 57.2 41.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Old : 125,412: 73,217 8,218 1,779 35,794 107,181 110,790 117,178: 14,622 8,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,026: 2,218 -468 1,532 15,470 17,885 19,220 18,949: 3,806 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
Old : 100.0: 58.4 6.6 1.4 28.5 85.5 88.3 93.4: 11.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 62 10 4 19 26 84 38:
Old : 107: 62 10 4 19 26 84 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
Old : 29.2 49.8 45.4 68.1 21.9 45.9 36.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 79,439: 42,006 4,182 32 9,867 65,961 51,905 70,175: 27,534 9,264
Old : 79,439: 42,006 4,182 32 9,867 65,961 51,905 70,175: 27,534 9,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -20,144: -4,445 -1,142 -1,537 -11,254 -14,641 -17,236 -17,320: -2,908 -2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 5.3 0.0 12.4 83.0 65.3 88.3: 34.7 11.7
Old : 100.0: 52.9 5.3 0.0 12.4 83.0 65.3 88.3: 34.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 27 7 2 7 16 36 23:
Old : 52: 27 7 2 7 16 36 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 63.6 35.0 76.4 20.6 62.9 34.2 75.6
Old : 21.3 63.6 35.0 76.4 20.6 62.9 34.2 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Old : 99,583: 46,451 5,324 1,569 21,121 80,602 69,141 87,495: 30,442 12,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,673: 8,269 661 1,535 5,315 17,742 15,119 19,938: 4,554 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 12.1
Old : 100.0: 46.6 5.3 1.6 21.2 80.9 69.4 87.9: 30.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 26 9 4 13 19 41 30:
Old : 58: 26 9 4 13 19 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
Old : 16.3 58.3 29.9 71.9 15.0 58.3 27.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 107,434: 13,944 19,290 73 64,255 70,141 78,272 89,504: 29,162 17,930
Old : 107,434: 13,944 19,290 73 64,255 70,141 78,272 89,504: 29,162 17,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -63,675: 594 -3,846 -3,788 -55,942 -51,849 -59,136 -59,483: -4,539 -4,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 0.1 59.8 65.3 72.9 83.3: 27.1 16.7
Old : 100.0: 13.0 18.0 0.1 59.8 65.3 72.9 83.3: 27.1 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 16 13 2 18 15 35 29:
Old : 56: 16 13 2 18 15 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 44.1 58.2 58.7 48.8 43.9 58.1 58.5
Old : 48.8 44.1 58.2 58.7 48.8 43.9 58.1 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 171,109: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Old : 171,109: 13,350 23,136 3,861 120,197 121,990 137,408 148,987: 33,701 22,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 17,478: -72 2,591 3,672 12,217 9,082 15,817 15,345: 1,661 2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
Old : 100.0: 7.8 13.5 2.3 70.2 71.3 80.3 87.1: 19.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 17 6 26 24 45 44:
Old : 67: 16 17 6 26 24 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
Old : 42.3 45.0 57.8 58.8 36.6 38.1 43.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 122,371: 42,647 12,735 227 26,959 68,607 69,833 81,569: 52,538 40,802
Old : 122,371: 42,647 12,735 227 26,959 68,607 69,833 81,569: 52,538 40,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -46,790: 5,531 -1,791 -323 -43,150 -39,550 -37,942 -41,664: -8,848 -5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.4 0.2 22.0 56.1 57.1 66.7: 42.9 33.3
Old : 100.0: 34.9 10.4 0.2 22.0 56.1 57.1 66.7: 42.9 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 15 4 25 23 60 42:
Old : 84: 35 15 4 25 23 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 32.1 24.8 47.9 15.9 30.5 24.8 45.4
Old : 15.9 32.1 24.8 47.9 15.9 30.5 24.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Old : 169,161: 37,116 14,526 550 70,109 108,157 107,775 123,233: 61,386 45,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -781: -9,764 1,064 -629 9,890 -282 -503 153: -278 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 27.2
Old : 100.0: 21.9 8.6 0.3 41.4 63.9 63.7 72.8: 36.3 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 32 18 7 33 32 67 55:
Old : 91: 32 18 7 33 32 67 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Old : 22.1 34.4 32.8 47.7 17.1 33.3 26.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Old : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,389: 5,705 1,255 -62 -2,334 3,717 3,309 4,910: -920 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Old : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 0 15 14 19 16:
Old : 28: 4 2 0 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Old : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,682,587: 722,335 1,444,050 676,671 5,337,030 4,010,356 6,736,036 6,131,077: 946,551 1,551,510
Old : 7,682,587: 722,335 1,444,050 676,671 5,337,030 4,010,356 6,736,036 6,131,077: 946,551 1,551,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -788,654: -23,024 90,553 -333,633 -484,753 -561,896 -841,410 -804,976: 52,756 16,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 18.8 8.8 69.5 52.2 87.7 79.8: 12.3 20.2
Old : 100.0: 9.4 18.8 8.8 69.5 52.2 87.7 79.8: 12.3 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 41 74 77 107 122 199 228:
Old : 249: 41 74 77 107 122 199 228:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 14.8 47.0 24.1 28.8 14.2 40.4 21.8
Old : 29.7 14.8 47.0 24.1 28.8 14.2 40.4 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Old : 8,471,241: 745,359 1,353,497 1,010,304 5,821,783 4,572,252 7,577,446 6,936,053: 893,795 1,535,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 157,134: 8,106 -30,765 100,246 84,378 85,720 192,730 155,201: -35,596 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
Old : 100.0: 8.8 16.0 11.9 68.7 54.0 89.4 81.9: 10.6 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 46 73 85 121 137 219 252:
Old : 270: 46 73 85 121 137 219 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
Old : 27.2 14.0 44.7 23.0 26.0 12.5 38.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 795,257: 66,879 103,839 12,755 541,098 566,759 620,732 683,353: 174,525 111,904
Old : 795,257: 66,879 103,839 12,755 541,098 566,759 620,732 683,353: 174,525 111,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 70,932: -1,531 17,222 1,403 41,036 43,477 40,908 62,102: 30,024 8,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.1 1.6 68.0 71.3 78.1 85.9: 21.9 14.1
Old : 100.0: 8.4 13.1 1.6 68.0 71.3 78.1 85.9: 21.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 41 35 32 103 71 162 120:
Old : 195: 41 35 32 103 71 162 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 32.2 27.6 44.2 17.5 28.0 24.7 39.8
Old : 18.6 32.2 27.6 44.2 17.5 28.0 24.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Old : 724,325: 68,410 86,617 11,352 500,062 523,282 579,824 621,251: 144,501 103,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 15,089: 2,628 3,573 2,782 12,359 15,361 17,769 21,716: -2,680 -6,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
Old : 100.0: 9.4 12.0 1.6 69.0 72.2 80.1 85.8: 19.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 38 32 20 91 72 143 110:
Old : 187: 38 32 20 91 72 143 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
Old : 19.3 32.9 28.4 45.9 18.7 30.8 26.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,226,408: 276,083 227,548 57,921 585,779 746,829 919,783 1,032,298: 306,625 194,110
Old : 1,226,408: 276,083 227,548 57,921 585,779 746,829 919,783 1,032,298: 306,625 194,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 166,423: 49,513 -36,267 32,715 104,210 64,971 186,438 61,419: -20,015 105,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.6 4.7 47.8 60.9 75.0 84.2: 25.0 15.8
Old : 100.0: 22.5 18.6 4.7 47.8 60.9 75.0 84.2: 25.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 44 55 45 67 61 138 134:
Old : 183: 44 55 45 67 61 138 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 28.0 31.5 40.4 15.3 17.3 23.1 26.1
Old : 19.5 28.0 31.5 40.4 15.3 17.3 23.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Old : 1,059,985: 226,570 263,815 25,206 481,569 681,858 733,345 970,879: 326,640 89,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 58,571: 19,513 2,245 8,646 47,095 54,383 75,254 65,274: -16,683 -6,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 8.4
Old : 100.0: 21.4 24.9 2.4 45.4 64.3 69.2 91.6: 30.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 39 62 20 56 54 107 124:
Old : 183: 39 62 20 56 54 107 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
Old : 17.8 29.5 27.8 43.2 15.8 24.1 24.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Old : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,429: 915 130 670 1,750 2,274 3,335 3,074: 1,094 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Old : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 2 3 20 16 26 21:
Old : 35: 5 2 3 20 16 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Old : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Old : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,708: -26 0 3,749 6,807 3,843 10,530 7,592: 4,178 7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Old : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 5 7 21 23 29 30:
Old : 36: 3 5 7 21 23 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Old : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 103,755: 4,225 17,342 3,847 54,475 70,392 62,547 91,581: 41,208 12,174
Old : 103,755: 4,225 17,342 3,847 54,475 70,392 62,547 91,581: 41,208 12,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 18,145: -744 3,998 3,027 9,413 9,888 11,696 16,913: 6,449 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.7 3.7 52.5 67.8 60.3 88.3: 39.7 11.7
Old : 100.0: 4.1 16.7 3.7 52.5 67.8 60.3 88.3: 39.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 25 11 44 43 63 75:
Old : 95: 13 25 11 44 43 63 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 34.8 32.0 49.1 18.0 28.2 24.2 38.5
Old : 21.8 34.8 32.0 49.1 18.0 28.2 24.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Old : 85,610: 4,969 13,344 820 45,062 60,504 50,851 74,668: 34,759 10,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,199: 450 -6,730 820 4,506 2,890 5,776 -3,020: -9,975 -1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
Old : 100.0: 5.8 15.6 1.0 52.6 70.7 59.4 87.2: 40.6 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 14 23 5 37 33 56 58:
Old : 90: 14 23 5 37 33 56 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
Old : 23.8 43.1 35.1 57.0 23.4 38.8 30.8 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 489,245: 88,081 107,512 10,257 353,310 205,313 451,648 323,082: 37,597 166,163
Old : 489,245: 88,081 107,512 10,257 353,310 205,313 451,648 323,082: 37,597 166,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 98,060: 5,856 6,281 8,007 74,630 49,418 88,493 63,706: 9,567 34,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.0 2.1 72.2 42.0 92.3 66.0: 7.7 34.0
Old : 100.0: 18.0 22.0 2.1 72.2 42.0 92.3 66.0: 7.7 34.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 41 68 25 51 51 105 133:
Old : 182: 41 68 25 51 51 105 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 24.0 60.8 33.2 42.2 21.3 53.1 26.1
Old : 48.1 24.0 60.8 33.2 42.2 21.3 53.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Old : 391,185: 82,225 101,231 2,250 278,680 155,895 363,155 259,376: 28,030 131,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,310: -32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728: -5,932 -54,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
Old : 100.0: 21.0 25.9 0.6 71.2 39.9 92.8 66.3: 7.2 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 50 56 9 42 30 96 91:
Old : 168: 50 56 9 42 30 96 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
Old : 50.8 27.1 65.0 37.4 45.5 23.9 57.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 102,848: 57,410 3,269 0 17,468 93,058 74,878 96,327: 27,970 6,521
Old : 102,848: 57,410 3,269 0 17,468 93,058 74,878 96,327: 27,970 6,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -27,383: 1,594 -594 -511 -20,679 -21,015 -19,596 -22,120: -7,787 -5,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 3.2 0.0 17.0 90.5 72.8 93.7: 27.2 6.3
Old : 100.0: 55.8 3.2 0.0 17.0 90.5 72.8 93.7: 27.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 22 3 0 11 16 33 19:
Old : 47: 22 3 0 11 16 33 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 62.1 49.5 79.8 34.3 61.6 49.5 79.2
Old : 34.3 62.1 49.5 79.8 34.3 61.6 49.5 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Old : 130,231: 55,816 3,863 511 38,147 114,073 94,474 118,447: 35,757 11,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 26,132: -434 2,992 -825 22,065 19,235 20,806 21,402: 5,326 4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
Old : 100.0: 42.9 3.0 0.4 29.3 87.6 72.5 91.0: 27.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 20 5 1 15 26 36 31:
Old : 54: 20 5 1 15 26 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
Old : 33.1 47.8 46.6 65.0 26.0 38.3 37.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 49,123: 1,694 18,788 1,607 35,556 23,526 38,857 43,921: 10,266 5,202
Old : 49,123: 1,694 18,788 1,607 35,556 23,526 38,857 43,921: 10,266 5,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,165: 42 3,094 1,383 3,983 4,247 5,408 8,724: 3,757 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 38.2 3.3 72.4 47.9 79.1 89.4: 20.9 10.6
Old : 100.0: 3.4 38.2 3.3 72.4 47.9 79.1 89.4: 20.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 5 12 6 34 30 43 45:
Old : 65: 5 12 6 34 30 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 48.8 53.8 58.7 28.5 38.8 37.7 45.3
Old : 42.5 48.8 53.8 58.7 28.5 38.8 37.7 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Old : 39,958: 1,652 15,694 224 31,573 19,279 33,449 35,197: 6,509 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,239: 149 1,144 -86 3,938 2,861 4,001 3,919: 238 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 11.9
Old : 100.0: 4.1 39.3 0.6 79.0 48.2 83.7 88.1: 16.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 10 2 28 22 34 33:
Old : 54: 5 10 2 28 22 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
Old : 47.7 55.4 60.5 65.4 31.6 41.2 42.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 249,573: 74,260 38,254 14,158 151,854 160,875 240,272 213,287: 9,301 36,286
Old : 249,573: 74,260 38,254 14,158 151,854 160,875 240,272 213,287: 9,301 36,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 36,847: 7,710 1,742 9,872 21,042 580 38,624 12,194: -1,777 24,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 15.3 5.7 60.8 64.5 96.3 85.5: 3.7 14.5
Old : 100.0: 29.8 15.3 5.7 60.8 64.5 96.3 85.5: 3.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 18 35 16 33 46 60 88:
Old : 111: 18 35 16 33 46 60 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 33.3 73.8 46.8 55.2 32.8 65.7 45.1
Old : 60.6 33.3 73.8 46.8 55.2 32.8 65.7 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Old : 212,726: 66,550 36,512 4,286 130,812 160,295 201,648 201,093: 11,078 11,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,500: 5,055 1,706 3,191 -4,634 -468 3,612 4,429: -2,112 -2,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
Old : 100.0: 31.3 17.2 2.0 61.5 75.4 94.8 94.5: 5.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 16 33 8 29 42 50 78:
Old : 106: 16 33 8 29 42 50 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
Old : 65.3 37.6 77.1 53.6 61.0 37.5 72.5 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,177: 11,784 10,666 36 8,883 12,932 20,703 23,634: 10,474 7,543
Old : 31,177: 11,784 10,666 36 8,883 12,932 20,703 23,634: 10,474 7,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -22,191: -748 2,419 -7,098 -6,460 -12,277 -14,306 -16,956: -7,885 -5,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 34.2 0.1 28.5 41.5 66.4 75.8: 33.6 24.2
Old : 100.0: 37.8 34.2 0.1 28.5 41.5 66.4 75.8: 33.6 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 13 1 13 16 35 30:
Old : 61: 22 13 1 13 16 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 41.7 36.4 53.7 24.0 41.7 35.3 53.7
Old : 24.1 41.7 36.4 53.7 24.0 41.7 35.3 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Old : 53,368: 12,532 8,247 7,134 15,343 25,209 35,009 40,590: 18,359 12,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,304: 684 -251 6,980 -401 1,301 7,263 8,030: 6,041 5,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
Old : 100.0: 23.5 15.5 13.4 28.7 47.2 65.6 76.1: 34.4 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 20 11 18 26 52 48:
Old : 80: 24 20 11 18 26 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Old : 19.3 24.7 30.6 39.1 15.5 23.9 22.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Old : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -47,892: 3,276 -1,971 -2,219 -8,534 -45,734 -7,477 -49,924: -40,415 2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Old : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 13 0 19 28 22 41:
Old : 48: 3 13 0 19 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Old : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Old : 115,370: 200 9,599 2,219 56,513 72,005 58,932 83,823: 56,438 31,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,196: 100 -912 -399 -1,667 -3,317 -1,966 -4,628: -1,230 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 16 3 21 29 25 47:
Old : 51: 2 16 3 21 29 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 102,305: 47,955 3,510 8,068 15,054 80,962 71,077 92,540: 31,228 9,765
Old : 102,305: 47,955 3,510 8,068 15,054 80,962 71,077 92,540: 31,228 9,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 345: -1,460 -1,166 450 1,151 612 141 -104: 204 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 3.4 7.9 14.7 79.1 69.5 90.5: 30.5 9.5
Old : 100.0: 46.9 3.4 7.9 14.7 79.1 69.5 90.5: 30.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 87 15 35 19 38 119 81:
Old : 151: 87 15 35 19 38 119 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 33.6 25.6 50.6 16.1 31.5 23.5 48.3
Old : 16.5 33.6 25.6 50.6 16.1 31.5 23.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 101,960: 49,415 4,676 7,618 13,903 80,350 70,936 92,644: 31,024 9,316
Old : 101,960: 49,415 4,676 7,618 13,903 80,350 70,936 92,644: 31,024 9,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,619: 2,044 -211 -217 -1,083 3,090 744 2,662: 1,875 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 4.6 7.5 13.6 78.8 69.6 90.9: 30.4 9.1
Old : 100.0: 48.5 4.6 7.5 13.6 78.8 69.6 90.9: 30.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 84 22 32 21 36 120 80:
Old : 153: 84 22 32 21 36 120 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 35.4 25.2 52.7 15.9 33.3 24.1 50.5
Old : 15.9 35.4 25.2 52.7 15.9 33.3 24.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 114,956: 46,771 15,983 18,297 34,188 69,853 99,256 104,133: 15,700 10,823
Old : 114,956: 46,771 15,983 18,297 34,188 69,853 99,256 104,133: 15,700 10,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,079: -5,561 -260 2,698 264 -6,260 -2,599 -3,822: -480 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.9 15.9 29.7 60.8 86.3 90.6: 13.7 9.4
Old : 100.0: 40.7 13.9 15.9 29.7 60.8 86.3 90.6: 13.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 66 60 34 41 44 137 114:
Old : 182: 66 60 34 41 44 137 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 34.2 34.1 52.4 19.2 28.8 29.1 45.9
Old : 21.6 34.2 34.1 52.4 19.2 28.8 29.1 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 118,035: 52,332 16,243 15,599 33,924 76,113 101,855 107,955: 16,180 10,080
Old : 118,035: 52,332 16,243 15,599 33,924 76,113 101,855 107,955: 16,180 10,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,062: 3,077 214 1,423 -335 2,333 4,165 3,970: 897 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 13.8 13.2 28.7 64.5 86.3 91.5: 13.7 8.5
Old : 100.0: 44.3 13.8 13.2 28.7 64.5 86.3 91.5: 13.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 68 53 31 41 47 136 109:
Old : 178: 68 53 31 41 47 136 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 37.5 33.4 54.8 19.2 32.4 29.3 48.9
Old : 21.1 37.5 33.4 54.8 19.2 32.4 29.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 335,503: 178,724 67,602 21,632 78,689 226,180 279,045 315,414: 56,458 20,089
Old : 335,503: 178,724 67,602 21,632 78,689 226,180 279,045 315,414: 56,458 20,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 39,168: 34,794 -5,851 1,118 3,526 41,943 39,438 37,210: -270 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 20.1 6.4 23.5 67.4 83.2 94.0: 16.8 6.0
Old : 100.0: 53.3 20.1 6.4 23.5 67.4 83.2 94.0: 16.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 124 50 36 34 45 181 115:
Old : 236: 124 50 36 34 45 181 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 32.3 39.8 51.7 27.8 27.1 36.2 43.4
Old : 27.9 32.3 39.8 51.7 27.8 27.1 36.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 296,335: 143,930 73,453 20,514 75,163 184,237 239,607 278,204: 56,728 18,131
Old : 296,335: 143,930 73,453 20,514 75,163 184,237 239,607 278,204: 56,728 18,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,574: 8,189 -5,607 541 -3,226 14,592 5,504 9,526: 3,070 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 24.8 6.9 25.4 62.2 80.9 93.9: 19.1 6.1
Old : 100.0: 48.6 24.8 6.9 25.4 62.2 80.9 93.9: 19.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 119 41 35 35 47 178 105:
Old : 222: 119 41 35 35 47 178 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 32.8 36.0 50.6 25.9 27.6 31.5 44.4
Old : 28.3 32.8 36.0 50.6 25.9 27.6 31.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Old : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,623: 360 318 82 31 437 473 837: 1,150 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Old : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 23 4 5 3 4 29 11:
Old : 34: 23 4 5 3 4 29 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Old : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Old : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,084: 613 243 22 109 804 744 1,069: 340 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Old : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 21 4 3 3 4 27 9:
Old : 32: 21 4 3 3 4 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Old : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 75,274: 19,763 7,205 1,696 38,582 43,609 60,041 52,510: 15,233 22,764
Old : 38,050: 12,428 4,297 0 18,220 23,855 30,648 28,152: 7,402 9,898
Other: 37,224: 7,884 3,457 1,147 20,362 19,754 29,393 24,358: 7,831 12,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,027: 4,022 -186 -690 3,654 5,413 6,986 4,537: 2,041 4,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.6 2.3 51.3 57.9 79.8 69.8: 20.2 30.2
Old : 100.0: 32.7 11.3 0.0 47.9 62.7 80.5 74.0: 19.5 26.0
Other: 100.0: 21.2 9.3 3.1 54.7 53.1 79.0 65.4: 21.0 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 29 19 12 37 46 75 70:
Old : 93: 22 13 0 21 40 43 53:
Other: 80: 16 14 9 28 36 49 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.6 34.2 40.2 20.5 22.4 30.3 28.8
Old : 33.3 33.5 47.2 42.8 33.3 33.0 47.2 42.0
Other: 31.3 33.0 45.7 41.6 25.3 28.8 38.5 33.9
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 66,247: 15,741 7,391 2,386 34,928 38,196 53,055 47,973: 13,192 18,274
Old : 36,343: 11,345 4,806 0 18,622 22,555 29,967 27,361: 6,376 8,982
Other: 29,904: 5,026 3,215 1,756 16,306 15,641 23,088 20,612: 6,816 9,292
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5: 1,962 -533 -78 -1,017 2,168 867 1,557: -862 -1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 11.2 3.6 52.7 57.7 80.1 72.4: 19.9 27.6
Old : 100.0: 31.2 13.2 0.0 51.2 62.1 82.5 75.3: 17.5 24.7
Other: 100.0: 16.8 10.8 5.9 54.5 52.3 77.2 68.9: 22.8 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 31 22 15 38 41 79 68:
Old : 89: 22 16 0 22 35 44 51:
Other: 75: 17 13 9 28 33 50 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 29.6 35.9 39.8 21.1 24.7 31.8 30.4
Old : 34.1 32.2 48.7 42.3 34.1 30.1 48.7 40.1
Other: 29.8 36.4 44.1 48.2 22.8 33.5 35.4 39.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,268: 1,689 2,185 884 21,504 19,131 24,077 22,200: 11,191 13,068
Old : 26,850: 2,452 1,995 5 15,467 14,328 17,924 16,328: 8,926 10,522
Other: 8,418: 66 1,019 50 6,037 4,803 6,153 5,872: 2,265 2,546
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,303: 405 -717 25 1,426 1,327 1,856 635: 447 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.2 2.5 61.0 54.2 68.3 62.9: 31.7 37.1
Old : 100.0: 9.1 7.4 0.0 57.6 53.4 66.8 60.8: 33.2 39.2
Other: 100.0: 0.8 12.1 0.6 71.7 57.1 73.1 69.8: 26.9 30.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 6 2 21 16 27 22:
Old : 36: 6 4 1 17 16 23 21:
Other: 23: 1 2 1 12 13 14 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 33.3 48.8 44.6 22.3 19.7 34.2 26.9
Old : 38.0 34.3 51.0 45.9 25.2 25.8 37.6 35.5
Other: 42.4 42.1 65.0 60.0 37.4 40.0 56.7 52.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 32,965: 1,284 2,902 859 20,078 17,804 22,221 21,565: 10,744 11,400
Old : 25,619: 2,022 2,827 5 15,091 13,117 17,118 15,949: 8,501 9,670
Other: 7,346: 66 879 50 4,987 4,687 5,103 5,616: 2,243 1,730
: : :
: : Changes in Commitments from: March 1, 2005 :
: -948: 54 -851 -247 -457 -354 -650 -1,452: -298 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.8 2.6 60.9 54.0 67.4 65.4: 32.6 34.6
Old : 100.0: 7.9 11.0 0.0 58.9 51.2 66.8 62.3: 33.2 37.7
Other: 100.0: 0.9 12.0 0.7 67.9 63.8 69.5 76.4: 30.5 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 2 21 19 28 26:
Old : 38: 7 5 1 16 19 23 25:
Other: 24: 1 2 1 13 14 15 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 32.8 49.9 45.4 21.7 18.7 30.4 25.4
Old : 40.1 33.6 51.5 45.1 22.7 22.7 33.6 31.3
Other: 45.6 45.8 63.3 67.4 39.7 42.9 54.1 60.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 124,394: 51,117 23,512 5,588 48,566 87,212 105,271 116,312: 19,123 8,082
Old : 109,558: 49,636 24,957 2,475 40,706 75,973 92,817 103,405: 16,741 6,153
Other: 14,836: 3,966 1,040 628 7,860 11,239 12,454 12,907: 2,382 1,929
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,319: 5,925 660 723 936 6,584 7,584 7,967: 735 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 18.9 4.5 39.0 70.1 84.6 93.5: 15.4 6.5
Old : 100.0: 45.3 22.8 2.3 37.2 69.3 84.7 94.4: 15.3 5.6
Other: 100.0: 26.7 7.0 4.2 53.0 75.8 83.9 87.0: 16.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 92 50 42 54 58 178 125:
Old : 216: 87 56 28 36 54 145 119:
Other: 98: 25 23 13 31 35 63 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 41.9 30.0 52.5 18.9 39.8 29.9 48.3
Old : 21.6 44.6 34.0 54.7 21.6 44.4 34.0 53.1
Other: 32.7 36.1 46.3 49.5 29.8 26.4 38.5 38.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 116,075: 45,192 22,852 4,865 47,630 80,628 97,687 108,345: 18,388 7,730
Old : 102,834: 44,922 24,259 2,299 39,347 70,478 86,568 97,036: 16,266 5,798
Other: 13,241: 2,362 685 474 8,283 10,150 11,119 11,309: 2,122 1,932
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,030: 4,998 1,331 1,099 537 6,747 6,634 9,177: 1,396 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 19.7 4.2 41.0 69.5 84.2 93.3: 15.8 6.7
Old : 100.0: 43.7 23.6 2.2 38.3 68.5 84.2 94.4: 15.8 5.6
Other: 100.0: 17.8 5.2 3.6 62.6 76.7 84.0 85.4: 16.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 82 51 42 53 54 171 120:
Old : 205: 84 53 25 41 51 143 115:
Other: 86: 28 13 13 29 31 59 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 42.0 30.8 52.2 19.8 38.7 30.8 47.3
Old : 22.4 44.6 34.8 54.2 22.4 44.0 34.8 52.9
Other: 34.5 35.5 48.3 51.2 23.3 25.0 31.5 37.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,240: 14,651 3,253 1,792 8,416 23,873 24,859 28,918: 5,381 1,322
Old : 30,148: 14,627 3,260 1,756 8,412 23,831 24,795 28,847: 5,353 1,301
Other: 92: 53 22 7 4 42 64 71: 28 21
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,148: 2,147 171 228 -315 1,531 2,060 1,930: 88 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 10.8 5.9 27.8 78.9 82.2 95.6: 17.8 4.4
Old : 100.0: 48.5 10.8 5.8 27.9 79.0 82.2 95.7: 17.8 4.3
Other: 100.0: 57.6 23.9 7.6 4.3 45.7 69.6 77.2: 30.4 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 70 22 23 18 16 105 47:
Old : 122: 69 23 23 17 16 104 47:
Other: 9: 2 3 2 1 4 4 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 49.0 30.6 72.0 20.1 47.8 30.3 70.7
Old : 20.5 49.1 30.7 72.1 20.2 47.9 30.4 70.9
Other: 69.6 59.8 69.6 77.2 57.6 57.6 57.6 65.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 28,092: 12,504 3,082 1,564 8,731 22,342 22,799 26,988: 5,293 1,104
Old : 28,023: 12,506 3,135 1,502 8,727 22,304 22,735 26,941: 5,288 1,082
Other: 69: 58 7 2 4 38 64 47: 5 22
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,120: 2,089 -806 453 -1,670 1,476 872 1,123: 248 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 11.0 5.6 31.1 79.5 81.2 96.1: 18.8 3.9
Old : 100.0: 44.6 11.2 5.4 31.1 79.6 81.1 96.1: 18.9 3.9
Other: 100.0: 84.1 10.1 2.9 5.8 55.1 92.8 68.1: 7.2 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 63 16 19 20 16 96 43:
Old : 113: 64 18 19 19 16 95 43:
Other: 7: 2 2 1 1 3 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 47.7 30.4 71.5 20.3 45.6 30.1 69.1
Old : 20.7 47.8 30.5 71.6 20.4 45.7 30.2 69.3
Other: 92.8 62.3 92.8 68.1 84.1 58.0 84.1 59.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 151,273: 50,854 6,107 8,605 78,755 130,661 138,214 145,373: 13,059 5,900
Old : 98,166: 47,354 6,372 7,487 30,992 78,662 85,833 92,521: 12,333 5,645
Other: 53,107: 4,367 602 251 47,763 51,999 52,381 52,852: 726 255
: : :
: : Changes in Commitments from: March 8, 2005 :
: 7,394: 1,011 -537 3,964 1,144 4,640 6,119 8,067: 1,275 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 4.0 5.7 52.1 86.4 91.4 96.1: 8.6 3.9
Old : 100.0: 48.2 6.5 7.6 31.6 80.1 87.4 94.2: 12.6 5.8
Other: 100.0: 8.2 1.1 0.5 89.9 97.9 98.6 99.5: 1.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 70 24 34 45 41 143 94:
Old : 169: 68 31 33 37 40 133 92:
Other: 61: 19 4 3 27 27 46 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 40.8 37.7 62.0 18.3 29.0 25.6 39.5
Old : 19.3 35.9 30.1 53.7 18.0 28.6 26.9 46.1
Other: 55.3 65.8 72.1 85.3 38.5 52.5 52.6 62.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 143,879: 49,843 6,644 4,641 77,611 126,021 132,095 137,306: 11,784 6,573
Old : 91,197: 46,437 6,807 3,682 30,142 74,601 80,261 85,090: 10,936 6,107
Other: 52,682: 4,116 547 249 47,469 51,420 51,834 52,216: 848 466
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,851: 8,524 968 1,460 249 5,204 10,233 7,632: 618 3,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 4.6 3.2 53.9 87.6 91.8 95.4: 8.2 4.6
Old : 100.0: 50.9 7.5 4.0 33.1 81.8 88.0 93.3: 12.0 6.7
Other: 100.0: 7.8 1.0 0.5 90.1 97.6 98.4 99.1: 1.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 60 30 25 46 39 127 83:
Old : 149: 60 34 24 37 37 117 80:
Other: 57: 18 2 2 28 25 46 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 40.7 39.4 62.8 19.3 29.8 26.9 40.8
Old : 20.7 35.2 32.3 54.2 19.6 29.6 29.7 46.4
Other: 55.8 66.6 70.3 86.0 38.8 52.8 51.2 63.2
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 359,588: 95,023 26,308 26,063 166,408 267,025 287,494 319,396: 72,094 40,192
Old : 359,588: 95,023 26,308 26,063 166,408 267,025 287,494 319,396: 72,094 40,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,245: 4,994 -10,941 2,890 -2,531 17,081 5,353 9,030: 4,892 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 7.3 7.2 46.3 74.3 80.0 88.8: 20.0 11.2
Old : 100.0: 26.4 7.3 7.2 46.3 74.3 80.0 88.8: 20.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 51 29 35 50 44 122 88:
Old : 140: 51 29 35 50 44 122 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 38.1 26.5 54.0 15.1 32.6 26.2 45.2
Old : 15.1 38.1 26.5 54.0 15.1 32.6 26.2 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977
Old : 349,343: 90,029 37,249 23,173 168,939 249,944 282,141 310,366: 67,202 38,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -10,799: -13,052 4,080 -1,506 7,878 -15,913 -6,680 -13,339: -4,119 2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2
Old : 100.0: 25.8 10.7 6.6 48.4 71.5 80.8 88.8: 19.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 46 29 29 50 43 110 88:
Old : 136: 46 29 29 50 43 110 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3
Old : 16.4 35.3 28.9 52.8 16.0 29.3 27.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 121,409: 54,550 13,822 10,850 43,752 89,513 109,152 114,185: 12,257 7,224
Old : 113,194: 55,268 15,614 7,258 38,892 83,795 101,418 106,667: 11,776 6,527
Other: 8,215: 2,603 1,529 271 4,860 5,718 7,734 7,518: 481 697
: : :
: : Changes in Commitments from: March 8, 2005 :
: 5,856: 213 1,694 1,052 4,324 2,556 5,589 5,302: 267 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 11.4 8.9 36.0 73.7 89.9 94.0: 10.1 6.0
Old : 100.0: 48.8 13.8 6.4 34.4 74.0 89.6 94.2: 10.4 5.8
Other: 100.0: 31.7 18.6 3.3 59.2 69.6 94.1 91.5: 5.9 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 142 67 74 89 110 273 221:
Old : 349: 141 69 70 83 107 266 213:
Other: 106: 17 15 9 44 51 67 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 24.2 27.3 37.4 15.9 21.2 27.0 34.2
Old : 17.1 24.5 29.0 38.1 17.1 22.2 29.0 35.5
Other: 37.7 29.8 57.2 44.5 34.5 29.5 48.4 41.6
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,553: 54,337 12,128 9,798 39,428 86,957 103,563 108,883: 11,990 6,670
Old : 108,827: 54,470 13,707 6,793 36,088 82,221 97,351 102,721: 11,476 6,106
Other: 6,726: 2,506 1,060 366 3,340 4,736 6,212 6,162: 514 564
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,133: 1,109 845 2,532 2,435 1,989 6,076 5,366: 57 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 10.5 8.5 34.1 75.3 89.6 94.2: 10.4 5.8
Old : 100.0: 50.1 12.6 6.2 33.2 75.6 89.5 94.4: 10.5 5.6
Other: 100.0: 37.3 15.8 5.4 49.7 70.4 92.4 91.6: 7.6 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 146 52 57 88 111 261 202:
Old : 339: 147 55 55 81 109 253 198:
Other: 102: 18 12 10 41 52 65 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 25.4 28.0 37.7 16.5 23.2 28.0 35.4
Old : 17.5 25.9 29.8 38.3 17.5 24.2 29.8 36.5
Other: 34.6 29.4 51.5 44.6 31.7 29.4 45.5 42.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 25,241: 6,913 19,148 2,156 14,139 1,055 23,208 22,359: 2,033 2,882
Old : 25,241: 6,913 19,148 2,156 14,139 1,055 23,208 22,359: 2,033 2,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -5,972: -983 2,595 -907 -3,273 -6,695 -5,163 -5,007: -809 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 75.9 8.5 56.0 4.2 91.9 88.6: 8.1 11.4
Old : 100.0: 27.4 75.9 8.5 56.0 4.2 91.9 88.6: 8.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 9 31 4 6 6 18 39:
Old : 53: 9 31 4 6 6 18 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 46.8 87.1 67.5 63.3 46.6 80.3 61.5
Old : 63.3 46.8 87.1 67.5 63.3 46.6 80.3 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847
Old : 31,213: 7,896 16,553 3,063 17,412 7,750 28,371 27,366: 2,842 3,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,776: 454 2,113 846 5,856 3,819 7,156 6,778: 620 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3
Old : 100.0: 25.3 53.0 9.8 55.8 24.8 90.9 87.7: 9.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 26 8 3 11 16 43:
Old : 49: 9 26 8 3 11 16 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5
Old : 72.9 42.8 88.0 62.1 59.3 34.6 63.0 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 173,236: 35,360 29,822 17,171 89,637 100,009 142,168 147,002: 31,068 26,234
Old : 173,236: 35,360 29,822 17,171 89,637 100,009 142,168 147,002: 31,068 26,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,253: 655 -463 759 9,667 9,910 11,081 10,206: -828 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 17.2 9.9 51.7 57.7 82.1 84.9: 17.9 15.1
Old : 100.0: 20.4 17.2 9.9 51.7 57.7 82.1 84.9: 17.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 32 26 27 58 66 107 102:
Old : 128: 32 26 27 58 66 107 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 24.9 31.6 37.2 16.1 19.5 24.8 26.5
Old : 18.8 24.9 31.6 37.2 16.1 19.5 24.8 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,983: 34,705 30,285 16,412 79,970 90,099 131,087 136,796: 31,896 26,187
Old : 162,983: 34,705 30,285 16,412 79,970 90,099 131,087 136,796: 31,896 26,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 249: 7,040 -237 1,591 -10,760 -424 -2,129 930: 2,378 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.6 10.1 49.1 55.3 80.4 83.9: 19.6 16.1
Old : 100.0: 21.3 18.6 10.1 49.1 55.3 80.4 83.9: 19.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 31 26 29 52 61 105 97:
Old : 125: 31 26 29 52 61 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 23.5 30.5 34.0 16.4 18.6 25.4 25.8
Old : 18.4 23.5 30.5 34.0 16.4 18.6 25.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 463,288: 43,386 50,430 153,787 191,790 228,430 388,963 432,647: 74,325 30,641
Old : 463,288: 43,386 50,430 153,787 191,790 228,430 388,963 432,647: 74,325 30,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 15,922: 3,221 -3,738 4,173 10,096 14,835 17,490 15,270: -1,568 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.9 33.2 41.4 49.3 84.0 93.4: 16.0 6.6
Old : 100.0: 9.4 10.9 33.2 41.4 49.3 84.0 93.4: 16.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 62 45 69 79 71 175 155:
Old : 195: 62 45 69 79 71 175 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 23.8 28.5 37.4 6.7 11.4 10.0 17.5
Old : 18.1 23.8 28.5 37.4 6.7 11.4 10.0 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 447,366: 40,165 54,168 149,614 181,694 213,595 371,473 417,377: 75,893 29,989
Old : 447,366: 40,165 54,168 149,614 181,694 213,595 371,473 417,377: 75,893 29,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 29,128: 2,144 42 18,319 5,756 8,721 26,219 27,082: 2,909 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 12.1 33.4 40.6 47.7 83.0 93.3: 17.0 6.7
Old : 100.0: 9.0 12.1 33.4 40.6 47.7 83.0 93.3: 17.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 59 45 69 78 72 171 157:
Old : 193: 59 45 69 78 72 171 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 24.7 28.3 37.3 6.9 11.3 9.8 17.5
Old : 17.8 24.7 28.3 37.3 6.9 11.3 9.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Old : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,063: 416 0 0 3,982 3,097 4,398 3,097: -335 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 7.5
Old : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 20 22 21 23:
Old : 29: 1 1 0 20 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Old : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Old : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,534: 3,348 0 0 186 3,534 3,534 3,534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Old : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 19 20 20 21:
Old : 28: 1 1 0 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Old : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Old : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
Old : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
Old : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Old : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 3,453: 722 0 -660 2,903 4,326 2,965 3,666: 488 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
Old : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 3 19 16 22 19:
Old : 23: 3 0 3 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
Old : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Old : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 856: -961 -143 25 2,160 612 1,224 494: -368 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Old : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Old : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Old : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,246: -188 428 826 698 510 1,336 1,764: 910 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 14.6
Old : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
Old : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Old : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,887: -1,474 0 276 3,393 1,486 2,195 1,762: -308 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Old : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Old : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Old : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,215: 2,291 -4,024 -1,073 912 6,226 2,130 1,129: -915 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.4 16.5 54.7 76.1 98.2 98.9: 1.8 1.1
Old : 100.0: 27.1 6.4 16.5 54.7 76.1 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 21 7 28 75 72 106 102:
Old : 116: 21 7 28 75 72 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
Old : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Old : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,986: 7,902 2,075 -963 6,374 13,405 13,313 14,517: 673 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Old : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 18 8 24 75 72 103 98:
Old : 113: 18 8 24 75 72 103 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Old : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Old : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 5,237: 294 -2,644 1,151 2,041 5,401 3,486 3,908: 1,751 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
Old : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 6 13 21 22 37 37:
Old : 43: 12 6 13 21 22 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 51.4 61.6 68.2 29.2 35.1 37.3 41.8
Old : 39.2 51.4 61.6 68.2 29.2 35.1 37.3 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Old : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,418: -1,329 -4,045 6,178 3,024 3,623 7,873 5,756: -2,455 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Old : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 8 14 21 20 39 35:
Old : 43: 11 8 14 21 20 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Old : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 42,483: 4,842 3,420 9,680 27,457 28,923 41,979 42,023: 504 460
Old : 42,483: 4,842 3,420 9,680 27,457 28,923 41,979 42,023: 504 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,564: 1,240 320 -120 346 1,224 1,466 1,424: 98 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 8.1 22.8 64.6 68.1 98.8 98.9: 1.2 1.1
Old : 100.0: 11.4 8.1 22.8 64.6 68.1 98.8 98.9: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 6 7 28 26 37 35:
Old : 42: 5 6 7 28 26 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 58.4 70.9 74.0 36.0 46.7 50.4 53.4
Old : 45.2 58.4 70.9 74.0 36.0 46.7 50.4 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 40,919: 3,602 3,100 9,800 27,111 27,699 40,513 40,599: 406 320
Old : 40,919: 3,602 3,100 9,800 27,111 27,699 40,513 40,599: 406 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -61: 460 -610 790 -340 250 910 430: -971 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 7.6 23.9 66.3 67.7 99.0 99.2: 1.0 0.8
Old : 100.0: 8.8 7.6 23.9 66.3 67.7 99.0 99.2: 1.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 6 26 26 33 34:
Old : 39: 5 4 6 26 26 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 60.0 72.3 75.7 35.8 46.4 49.9 53.1
Old : 46.1 60.0 72.3 75.7 35.8 46.4 49.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Old : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 214: 132 -48 130 -48 132 214 214: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 6.9 73.4 85.5 98.7 98.7: 1.3 1.3
Old : 100.0: 18.4 6.4 6.9 73.4 85.5 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 17 16 22 20:
Old : 26: 4 1 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
Old : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Old : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -909: 794 -144 -765 -1,176 -198 -1,147 -1,107: 238 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Old : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 16 16 21 20:
Old : 26: 4 1 4 16 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Old : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 841,984: 168,856 101,171 119,040 490,810 544,400 778,706 764,611: 63,278 77,373
Old : 841,984: 168,856 101,171 119,040 490,810 544,400 778,706 764,611: 63,278 77,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 25,758: 10,211 19,189 9,418 14,785 -2,068 34,414 26,539: -8,656 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.0 14.1 58.3 64.7 92.5 90.8: 7.5 9.2
Old : 100.0: 20.1 12.0 14.1 58.3 64.7 92.5 90.8: 7.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 69 85 95 83 84 221 208:
Old : 260: 69 85 95 83 84 221 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 20.9 31.5 31.7 13.1 15.1 20.8 20.7
Old : 20.3 20.9 31.5 31.7 13.1 15.1 20.8 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 816,226: 158,645 81,982 109,622 476,025 546,468 744,292 738,072: 71,934 78,154
Old : 816,226: 158,645 81,982 109,622 476,025 546,468 744,292 738,072: 71,934 78,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 40,352: 27,848 11,358 12,106 -6,640 13,210 33,314 36,674: 7,038 3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.0 13.4 58.3 67.0 91.2 90.4: 8.8 9.6
Old : 100.0: 19.4 10.0 13.4 58.3 67.0 91.2 90.4: 8.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 71 82 89 84 92 216 212:
Old : 264: 71 82 89 84 92 216 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 21.4 31.9 32.4 13.0 15.2 20.2 20.7
Old : 20.4 21.4 31.9 32.4 13.0 15.2 20.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Old : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -206: 396 -282 41 -603 296 -166 55: -40 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
Old : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 73 10 7 12 24 90 39:
Old : 119: 73 10 7 12 24 90 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
Old : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Old : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -142: 163 -888 49 -706 996 -494 157: 352 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Old : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 67 12 6 13 23 85 38:
Old : 114: 67 12 6 13 23 85 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Old : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,037: 4,324 553 6 1,569 6,286 5,899 6,845: 2,138 1,192
Old : 8,037: 4,324 553 6 1,569 6,286 5,899 6,845: 2,138 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 185: 407 79 -55 -50 158 302 182: -117 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.2: 26.6 14.8
Old : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.2: 26.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 1 7 15 28 19:
Old : 43: 20 4 1 7 15 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 60.7 48.7 75.4 34.0 60.7 48.7 75.4
Old : 34.0 60.7 48.7 75.4 34.0 60.7 48.7 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,852: 3,917 474 61 1,619 6,128 5,597 6,663: 2,255 1,189
Old : 7,852: 3,917 474 61 1,619 6,128 5,597 6,663: 2,255 1,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 505: 565 94 -99 -153 276 313 271: 192 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 6.0 0.8 20.6 78.0 71.3 84.9: 28.7 15.1
Old : 100.0: 49.9 6.0 0.8 20.6 78.0 71.3 84.9: 28.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 3 1 6 12 27 16:
Old : 42: 20 3 1 6 12 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 60.4 48.1 76.6 34.2 60.4 48.1 76.6
Old : 34.2 60.4 48.1 76.6 34.2 60.4 48.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 167,857: 42,120 4,379 14,431 92,126 136,962 148,677 155,772: 19,180 12,085
Old : 167,857: 42,120 4,379 14,431 92,126 136,962 148,677 155,772: 19,180 12,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 906: -2,468 -45 810 4,647 3,658 2,989 4,423: -2,083 -3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.6 8.6 54.9 81.6 88.6 92.8: 11.4 7.2
Old : 100.0: 25.1 2.6 8.6 54.9 81.6 88.6 92.8: 11.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 50 21 40 70 79 141 123:
Old : 165: 50 21 40 70 79 141 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.1 34.0 29.7 19.2 14.2 29.9 23.8
Old : 22.1 19.1 34.0 29.7 19.2 14.2 29.9 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,951: 44,588 4,424 13,621 87,479 133,304 145,688 151,349: 21,263 15,602
Old : 166,951: 44,588 4,424 13,621 87,479 133,304 145,688 151,349: 21,263 15,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,717: 13,489 -1,093 736 -7,079 9,084 7,146 8,727: 3,571 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.6 8.2 52.4 79.8 87.3 90.7: 12.7 9.3
Old : 100.0: 26.7 2.6 8.2 52.4 79.8 87.3 90.7: 12.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 51 23 40 62 78 134 123:
Old : 162: 51 23 40 62 78 134 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 18.1 34.6 29.2 20.0 14.1 31.1 23.8
Old : 22.8 18.1 34.6 29.2 20.0 14.1 31.1 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2005