WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 227,257: 61,877 46,094 18,417 120,350 126,097 200,644 190,608: 26,613 36,649
Old : 140,789: 46,481 38,280 1,555 77,254 84,994 125,290 124,829: 15,499 15,960
Other: 86,468: 26,731 19,149 5,527 43,096 41,103 75,354 65,779: 11,114 20,689
: : :
: : Changes in Commitments from: March 15, 2005 :
: 12,104: 2,457 1,317 3,000 9,741 6,810 15,198 11,127: -3,094 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.3 8.1 53.0 55.5 88.3 83.9: 11.7 16.1
Old : 100.0: 33.0 27.2 1.1 54.9 60.4 89.0 88.7: 11.0 11.3
Other: 100.0: 30.9 22.1 6.4 49.8 47.5 87.1 76.1: 12.9 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 75 77 51 37 54 154 149:
Old : 195: 65 74 3 19 41 85 117:
Other: 150: 47 43 23 31 45 93 100:
:----------------------------------------------------------------------------------------------------
: 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 37.7 42.7 44.2 27.9 36.6 41.8 42.6
Old : 35.0 43.5 49.5 51.9 35.0 43.5 49.5 51.9
Other: 37.4 30.5 47.9 38.5 35.5 27.7 43.6 35.2
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 676,579: 119,921 70,903 35,734 405,743 364,059 561,398 470,696: 115,181 205,883
Old : 513,207: 110,323 71,254 18,185 293,468 292,526 421,976 381,965: 91,231 131,242
Other: 163,372: 24,419 14,470 2,728 112,275 71,533 139,422 88,731: 23,950 74,641
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,491: -9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598: -6,369 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.5 5.3 60.0 53.8 83.0 69.6: 17.0 30.4
Old : 100.0: 21.5 13.9 3.5 57.2 57.0 82.2 74.4: 17.8 25.6
Other: 100.0: 14.9 8.9 1.7 68.7 43.8 85.3 54.3: 14.7 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 124 79 76 175 198 343 322:
Old : 447: 125 83 55 142 180 295 292:
Other: 301: 52 49 20 90 161 158 215:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 18.7 29.2 23.8 17.1 12.9 27.3 17.1
Old : 21.0 23.0 33.6 28.0 21.0 19.4 31.9 24.0
Other: 43.9 8.3 52.4 15.4 41.9 8.2 50.4 14.4
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 7,163: 2,245 782 4 939 4,989 3,188 5,775: 3,975 1,388
Old : 5,544: 2,019 690 0 797 3,952 2,816 4,642: 2,728 902
Other: 1,619: 229 95 1 142 1,037 372 1,133: 1,247 486
: : :
: : Changes in Commitments from: March 15, 2005 :
: -326: -95 38 -1 28 -360 -68 -323: -258 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.9 0.1 13.1 69.6 44.5 80.6: 55.5 19.4
Old : 100.0: 36.4 12.4 0.0 14.4 71.3 50.8 83.7: 49.2 16.3
Other: 100.0: 14.1 5.9 0.1 8.8 64.1 23.0 70.0: 77.0 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 2 9 14 23 20:
Old : 33: 12 5 0 6 12 18 17:
Other: 22: 7 2 1 6 11 14 13:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 41.2 31.5 57.7 24.0 39.1 30.8 55.7
Old : 30.4 47.0 39.7 65.5 30.4 44.4 38.2 62.9
Other: 13.0 50.3 20.8 66.6 12.4 50.0 19.5 66.2
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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 304,258: 65,696 48,054 21,667 168,604 139,161 255,967 208,882: 48,291 95,376
Old : 249,398: 61,456 51,323 11,752 139,674 119,368 212,882 182,443: 36,516 66,955
Other: 54,860: 11,675 4,166 2,480 28,930 19,793 43,085 26,439: 11,775 28,421
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,948: -1,366 -9,629 4,169 -2,712 3,307 91 -2,153: -4,039 -1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.8 7.1 55.4 45.7 84.1 68.7: 15.9 31.3
Old : 100.0: 24.6 20.6 4.7 56.0 47.9 85.4 73.2: 14.6 26.8
Other: 100.0: 21.3 7.6 4.5 52.7 36.1 78.5 48.2: 21.5 51.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 105 106 88 86 106 258 251:
Old : 356: 99 123 64 71 102 220 242:
Other: 180: 63 29 20 44 64 113 108:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 14.4 38.0 23.0 24.7 12.2 34.5 18.7
Old : 29.7 16.9 42.2 27.2 27.1 15.6 38.1 22.6
Other: 28.9 11.3 40.8 19.7 28.2 10.1 39.1 17.8
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 163,125: 34,676 13,884 21,488 78,944 113,935 135,108 149,307: 28,017 13,818
Old : 135,043: 33,518 15,856 13,644 64,945 93,519 112,107 123,019: 22,936 12,024
Other: 28,082: 4,851 1,721 4,151 13,999 20,416 23,001 26,288: 5,081 1,794
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,563: -3,813 389 -2,690 3,304 -3,808 -3,199 -6,109: -3,364 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.5 13.2 48.4 69.8 82.8 91.5: 17.2 8.5
Old : 100.0: 24.8 11.7 10.1 48.1 69.3 83.0 91.1: 17.0 8.9
Other: 100.0: 17.3 6.1 14.8 49.9 72.7 81.9 93.6: 18.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 46 27 35 42 42 108 94:
Old : 139: 47 31 31 40 42 102 94:
Other: 50: 9 13 12 19 16 36 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 : 19.0 40.7 29.7 53.0 19.0 37.9 28.4 48.2
Old : 19.5 38.9 30.5 52.1 19.5 38.3 29.5 48.0
Other: 45.9 59.2 58.7 73.2 42.9 51.8 51.7 60.7
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Old : 741,488: 115,751 152,006 31,001 478,248 391,909 625,000 574,916: 116,488 166,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -14,004: -11,880 371 -6,313 9,696 -4,179 -8,497 -10,121: -5,507 -3,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
Old : 100.0: 15.6 20.5 4.2 64.5 52.9 84.3 77.5: 15.7 22.5
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 : 176: 40 37 29 64 75 116 131:
Old : 176: 40 37 29 64 75 116 131:
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 : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
Old : 24.0 16.6 33.9 28.5 17.0 15.4 23.1 23.0
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 141,686: 35,185 20,143 16,605 60,817 84,636 112,607 121,384: 29,079 20,302
Old : 114,860: 34,077 20,140 11,326 44,717 66,510 90,120 97,976: 24,740 16,884
Other: 26,826: 2,677 1,572 3,710 16,100 18,126 22,487 23,408: 4,339 3,418
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,927: -1,881 1,322 896 -6,260 -11,771 -7,245 -9,553: -2,682 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 14.2 11.7 42.9 59.7 79.5 85.7: 20.5 14.3
Old : 100.0: 29.7 17.5 9.9 38.9 57.9 78.5 85.3: 21.5 14.7
Other: 100.0: 10.0 5.9 13.8 60.0 67.6 83.8 87.3: 16.2 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 48 29 36 49 48 123 102:
Old : 156: 53 30 29 47 47 116 99:
Other: 65: 14 14 14 27 23 49 43:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 26.7 26.5 40.1 12.3 22.1 19.2 30.9
Old : 13.8 28.9 24.2 39.2 13.1 26.0 21.0 34.8
Other: 46.2 52.5 58.5 66.6 43.6 52.0 52.7 60.3
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 5,816: 3,020 1,873 147 872 2,634 4,039 4,654: 1,777 1,162
Old : 5,685: 3,024 1,825 123 850 2,603 3,997 4,551: 1,688 1,134
Other: 131: 0 52 20 22 31 42 103: 89 28
: : :
: : Changes in Commitments from: March 15, 2005 :
: 164: 76 51 -19 56 299 113 331: 51 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 32.2 2.5 15.0 45.3 69.4 80.0: 30.6 20.0
Old : 100.0: 53.2 32.1 2.2 15.0 45.8 70.3 80.1: 29.7 19.9
Other: 100.0: 0.0 39.7 15.3 16.8 23.7 32.1 78.6: 67.9 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 12 5 7 11 23 24:
Old : 37: 12 12 4 6 11 21 24:
Other: 9: 0 4 2 2 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 : 41.7 34.7 54.2 56.3 41.7 30.7 52.4 49.3
Old : 42.6 35.5 55.4 57.1 42.6 31.4 53.6 50.1
Other: 32.1 65.6 32.1 78.6 15.3 48.9 15.3 61.8
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Old : 330,524: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,849 106,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,972: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,964 -3,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
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 : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 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 : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.8 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Old : 2,119,182: 428,369 647,754 60,901 1,440,222 864,011 1,929,492 1,572,666: 189,690 546,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 62,255: 14,038 86,369 -2,135 56,912 -10,406 68,815 73,828: -6,560 -11,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
Old : 100.0: 20.2 30.6 2.9 68.0 40.8 91.0 74.2: 9.0 25.8
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 : 281: 39 89 37 81 132 139 239:
Old : 281: 39 89 37 81 132 139 239:
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 : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
Old : 40.3 14.1 60.7 22.4 39.1 13.7 57.5 20.9
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Old : 1,322,955: 212,996 327,769 29,908 932,369 604,488 1,175,273 962,165: 147,682 360,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -65,951: -1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005: 10,935 22,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 27.3
Old : 100.0: 16.1 24.8 2.3 70.5 45.7 88.8 72.7: 11.2 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 : 189: 30 62 27 55 78 103 149:
Old : 189: 30 62 27 55 78 103 149:
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 : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
Old : 33.0 17.8 45.8 27.2 25.9 13.5 38.1 21.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Old : 524,578: 230,539 49,119 45,919 201,909 389,688 478,367 484,726: 46,211 39,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 34,917: 4,542 2,973 -3,962 26,125 31,650 26,705 30,661: 8,212 4,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
Old : 100.0: 43.9 9.4 8.8 38.5 74.3 91.2 92.4: 8.8 7.6
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 : 106: 37 12 27 47 45 90 79:
Old : 106: 37 12 27 47 45 90 79:
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 : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
Old : 38.6 43.3 53.1 55.6 35.2 43.3 47.2 54.2
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Old : 38,488: 10,008 5,153 0 21,239 26,291 31,247 31,444: 7,241 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -24,849: -4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179: -2,222 -6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
Old : 100.0: 26.0 13.4 0.0 55.2 68.3 81.2 81.7: 18.8 18.3
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 : 55: 20 9 0 17 10 37 19:
Old : 55: 20 9 0 17 10 37 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 : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
Old : 37.7 63.2 52.3 72.7 37.7 63.2 52.3 72.5
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Old : 30,878: 10,296 7,461 544 8,238 16,955 19,078 24,960: 11,800 5,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -39,311: -1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646: -8,885 -5,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
Old : 100.0: 33.3 24.2 1.8 26.7 54.9 61.8 80.8: 38.2 19.2
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 : 58: 23 13 2 10 15 34 29:
Old : 58: 23 13 2 10 15 34 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 : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
Old : 24.6 41.7 36.2 53.7 24.6 41.7 36.2 53.6
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Old : 24,864: 2,356 2,590 1,291 15,772 15,177 19,419 19,058: 5,445 5,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,721: -20 138 224 1,163 943 1,367 1,305: 354 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
Old : 100.0: 9.5 10.4 5.2 63.4 61.0 78.1 76.6: 21.9 23.4
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 : 45: 11 6 13 19 19 35 34:
Old : 45: 11 6 13 19 19 35 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 : 50.4 36.2 64.0 55.4 49.6 35.3 60.1 52.9
Old : 50.4 36.2 64.0 55.4 49.6 35.3 60.1 52.9
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 91,044: 18,294 6,994 13,019 44,230 40,933 75,543 60,946: 15,501 30,098
Old : 87,657: 18,507 7,086 12,516 42,246 39,634 73,269 59,236: 14,388 28,421
Other: 3,387: 290 411 0 1,984 1,299 2,274 1,710: 1,113 1,677
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,253: -417 -1,288 1,575 1,319 1,002 2,477 1,289: -1,224 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.7 14.3 48.6 45.0 83.0 66.9: 17.0 33.1
Old : 100.0: 21.1 8.1 14.3 48.2 45.2 83.6 67.6: 16.4 32.4
Other: 100.0: 8.6 12.1 0.0 58.6 38.4 67.1 50.5: 32.9 49.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 54 23 48 23 35 103 95:
Old : 138: 53 24 46 22 35 101 94:
Other: 30: 8 7 0 4 13 12 20:
:----------------------------------------------------------------------------------------------------
: 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 20.6 41.0 31.7 29.7 20.0 40.9 28.9
Old : 30.8 20.7 42.1 32.2 30.8 20.1 41.7 30.7
Other: 61.5 32.4 65.4 45.4 59.3 32.4 63.1 44.6
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 2,717: 126 861 122 1,744 483 1,992 1,466: 725 1,251
Old : 2,715: 126 861 121 1,744 483 1,991 1,465: 724 1,250
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -284: -213 -505 -33 -13 65 -259 -473: -25 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
Old : 100.0: 4.6 31.7 4.5 64.2 17.8 73.3 54.0: 26.7 46.0
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 : 26: 3 14 2 8 2 13 16:
Old : 26: 3 14 2 8 2 13 16:
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 : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
Old : 54.4 27.1 65.1 40.3 51.0 27.1 61.2 39.1
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Old : 152,539: 46,706 15,780 13,159 73,036 81,485 132,901 110,424: 19,638 42,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,043: -6,506 -1,744 2,813 5,703 2,596 2,010 3,665: 1,033 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 27.6
Old : 100.0: 30.6 10.3 8.6 47.9 53.4 87.1 72.4: 12.9 27.6
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: 54 36 40 69 117 152 175:
Old : 232: 54 36 40 69 117 152 175:
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 : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 21.4
Old : 21.9 13.2 36.3 21.9 21.5 12.8 34.1 21.4
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Old : 5,022: 1,891 519 95 1,050 3,235 3,036 3,849: 1,986 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 198: -94 81 -12 296 191 190 260: 8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
Old : 100.0: 37.7 10.3 1.9 20.9 64.4 60.5 76.6: 39.5 23.4
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 : 51: 19 9 6 14 16 38 26:
Old : 51: 19 9 6 14 16 38 26:
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 : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
Old : 19.9 49.7 31.0 60.5 19.4 49.7 29.4 60.5
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Old : 26,889: 10,667 2,785 5,270 6,924 6,440 22,861 14,495: 4,028 12,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 771: 317 36 605 -116 381 806 1,022: -35 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
Old : 100.0: 39.7 10.4 19.6 25.8 24.0 85.0 53.9: 15.0 46.1
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: 47 18 18 25 45 80 74:
Old : 125: 47 18 18 25 45 80 74:
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 : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
Old : 27.6 19.1 40.1 24.7 16.5 8.3 26.9 13.2
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Old : 89,844: 43,143 11,596 625 14,685 62,757 58,453 74,978: 31,391 14,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -35,347: 6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459: -4,446 -21,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 16.5
Old : 100.0: 48.0 12.9 0.7 16.3 69.9 65.1 83.5: 34.9 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 : 70: 25 12 3 16 22 42 36:
Old : 70: 25 12 3 16 22 42 36:
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 : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
Old : 24.4 36.6 38.3 54.1 24.4 36.6 38.3 54.0
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Old : 38,278: 5,242 16,598 1 19,966 11,796 25,209 28,395: 13,069 9,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,526: -5,413 6,103 0 5,136 -10,728 -277 -4,625: -3,249 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
Old : 100.0: 13.7 43.4 0.0 52.2 30.8 65.9 74.2: 34.1 25.8
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 : 26: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 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 : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
Old : 36.2 59.3 51.4 70.5 36.1 59.3 49.9 68.2
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Old : 65,784: 37,662 4,651 260 16,793 56,453 54,715 61,364: 11,069 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,179: -11,948 -364 9 2,758 -7,093 -9,181 -7,448: 3,002 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 6.7
Old : 100.0: 57.3 7.1 0.4 25.5 85.8 83.2 93.3: 16.8 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 : 85: 42 15 2 14 17 57 33:
Old : 85: 42 15 2 14 17 57 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 : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
Old : 24.9 59.4 41.8 80.0 24.9 59.4 41.8 79.8
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Old : 71,769: 31,332 4,677 87 16,237 56,958 47,656 61,722: 24,113 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,670: -10,674 495 55 6,370 -9,003 -4,249 -8,453: -3,421 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
Old : 100.0: 43.7 6.5 0.1 22.6 79.4 66.4 86.0: 33.6 14.0
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 : 53: 24 8 3 12 15 37 25:
Old : 53: 24 8 3 12 15 37 25:
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 : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
Old : 22.0 65.0 35.3 75.3 21.1 63.3 34.4 73.4
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Old : 108,865: 15,675 27,578 73 65,906 59,607 81,654 87,258: 27,211 21,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,431: 1,731 8,288 0 1,651 -10,534 3,382 -2,246: -1,951 3,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
Old : 100.0: 14.4 25.3 0.1 60.5 54.8 75.0 80.2: 25.0 19.8
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 : 61: 16 16 2 17 18 34 35:
Old : 61: 16 16 2 17 18 34 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 : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
Old : 48.8 36.1 59.2 50.6 47.5 35.9 56.9 50.2
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Old : 115,071: 36,967 9,768 183 27,075 63,385 64,225 73,336: 50,846 41,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,300: -5,680 -2,967 -44 116 -5,222 -5,608 -8,233: -1,692 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
Old : 100.0: 32.1 8.5 0.2 23.5 55.1 55.8 63.7: 44.2 36.3
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 : 76: 29 12 3 24 23 53 38:
Old : 76: 29 12 3 24 23 53 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 : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
Old : 17.1 35.1 26.6 49.3 17.1 33.2 26.6 46.3
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Old : 8,073,726: 776,997 1,515,350 766,226 5,545,559 4,193,566 7,088,782 6,475,142: 984,944 1,598,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 391,139: 54,662 71,300 89,555 208,529 183,210 352,746 344,065: 38,393 47,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
Old : 100.0: 9.6 18.8 9.5 68.7 51.9 87.8 80.2: 12.2 19.8
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 : 255: 47 74 76 109 123 204 230:
Old : 255: 47 74 76 109 123 204 230:
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 : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
Old : 29.1 14.7 46.5 23.5 28.2 14.2 40.2 22.0
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Old : 672,423: 55,754 84,441 5,864 475,630 480,723 537,248 571,028: 135,175 101,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -122,834: -11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325: -39,350 -10,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 15.1
Old : 100.0: 8.3 12.6 0.9 70.7 71.5 79.9 84.9: 20.1 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 : 183: 30 37 13 88 61 129 100:
Old : 183: 30 37 13 88 61 129 100:
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 : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
Old : 20.9 32.3 30.0 46.7 20.7 32.1 28.7 46.5
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Old : 843,641: 151,451 165,491 11,432 355,462 568,512 518,345 745,435: 325,296 98,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -382,767: -124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863: 18,671 -95,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
Old : 100.0: 18.0 19.6 1.4 42.1 67.4 61.4 88.4: 38.6 11.6
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 : 160: 41 46 9 43 48 90 97:
Old : 160: 41 46 9 43 48 90 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 : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
Old : 19.8 37.2 29.2 49.0 17.4 31.6 25.0 42.6
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 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 : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 16 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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 18 22:
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 : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Old : 53,688: 5,141 17,734 0 34,243 27,103 39,384 44,837: 14,304 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,067: 916 392 -3,847 -20,232 -43,289 -23,163 -46,744: -26,904 -3,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 16.5
Old : 100.0: 9.6 33.0 0.0 63.8 50.5 73.4 83.5: 26.6 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 : 86: 13 22 0 34 28 47 50:
Old : 86: 13 22 0 34 28 47 50:
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 : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
Old : 31.8 28.7 44.2 43.3 29.0 24.3 38.6 37.5
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Old : 268,573: 77,577 120,051 2,874 152,169 99,969 232,620 222,894: 35,953 45,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -220,672: -10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188: -1,644 -120,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 17.0
Old : 100.0: 28.9 44.7 1.1 56.7 37.2 86.6 83.0: 13.4 17.0
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 : 170: 45 68 7 31 36 82 105:
Old : 170: 45 68 7 31 36 82 105:
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 : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
Old : 46.5 25.4 58.9 39.3 45.9 24.2 56.1 35.4
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Old : 105,846: 58,973 3,982 17 18,980 94,366 77,970 98,365: 27,876 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,998: 1,563 713 17 1,512 1,308 3,092 2,038: -94 960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
Old : 100.0: 55.7 3.8 0.0 17.9 89.2 73.7 92.9: 26.3 7.1
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 : 52: 25 4 1 12 16 37 21:
Old : 52: 25 4 1 12 16 37 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 : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
Old : 35.0 61.5 50.8 80.3 35.0 61.5 50.8 79.7
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Old : 28,824: 1,190 10,221 0 22,748 12,139 23,938 22,360: 4,886 6,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,299: -504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561: -5,380 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
Old : 100.0: 4.1 35.5 0.0 78.9 42.1 83.0 77.6: 17.0 22.4
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 : 56: 3 11 0 26 23 29 34:
Old : 56: 3 11 0 26 23 29 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 : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
Old : 50.1 35.1 61.8 45.2 49.1 35.1 60.7 45.2
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Old : 154,652: 37,464 31,118 1,063 97,869 109,985 136,396 142,166: 18,256 12,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,921: -36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121: 8,955 -23,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
Old : 100.0: 24.2 20.1 0.7 63.3 71.1 88.2 91.9: 11.8 8.1
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 : 106: 21 32 4 28 40 50 75:
Old : 106: 21 32 4 28 40 50 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 : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
Old : 38.2 39.4 56.7 55.3 37.0 39.2 55.4 54.4
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Old : 32,790: 12,752 11,210 72 9,246 14,540 22,070 25,822: 10,720 6,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
Old : 100.0: 38.9 34.2 0.2 28.2 44.3 67.3 78.7: 32.7 21.3
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 : 66: 22 14 2 14 18 37 33:
Old : 66: 22 14 2 14 18 37 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 : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
Old : 23.7 39.0 35.1 51.6 23.6 39.0 35.0 51.6
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 22, 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 : 103,328: 45,798 6,246 8,633 17,765 79,887 72,196 94,766: 31,132 8,562
Old : 103,328: 45,798 6,246 8,633 17,765 79,887 72,196 94,766: 31,132 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,023: -2,157 2,736 565 2,711 -1,075 1,119 2,226: -96 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.0 8.4 17.2 77.3 69.9 91.7: 30.1 8.3
Old : 100.0: 44.3 6.0 8.4 17.2 77.3 69.9 91.7: 30.1 8.3
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 : 152: 88 19 36 24 33 127 79:
Old : 152: 88 19 36 24 33 127 79:
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 : 17.5 31.4 24.8 48.6 14.6 30.0 21.7 45.7
Old : 17.5 31.4 24.8 48.6 14.6 30.0 21.7 45.7
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 22, 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 : 120,517: 47,101 16,870 22,842 34,197 68,579 104,140 108,291: 16,377 12,226
Old : 120,517: 47,101 16,870 22,842 34,197 68,579 104,140 108,291: 16,377 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 5,561: 330 887 4,545 9 -1,274 4,884 4,158: 677 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 14.0 19.0 28.4 56.9 86.4 89.9: 13.6 10.1
Old : 100.0: 39.1 14.0 19.0 28.4 56.9 86.4 89.9: 13.6 10.1
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 : 186: 66 60 37 40 44 138 117:
Old : 186: 66 60 37 40 44 138 117:
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 : 21.4 31.5 33.3 48.9 18.9 25.5 28.5 42.1
Old : 21.4 31.5 33.3 48.9 18.9 25.5 28.5 42.1
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, March 22, 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 : 299,531: 148,089 56,328 21,920 74,842 200,820 244,851 279,068: 54,680 20,463
Old : 299,531: 148,089 56,328 21,920 74,842 200,820 244,851 279,068: 54,680 20,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -35,972: -30,635 -11,274 288 -3,847 -25,360 -34,194 -36,346: -1,778 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 18.8 7.3 25.0 67.0 81.7 93.2: 18.3 6.8
Old : 100.0: 49.4 18.8 7.3 25.0 67.0 81.7 93.2: 18.3 6.8
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 : 222: 118 48 40 35 38 179 108:
Old : 222: 118 48 40 35 38 179 108:
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 : 27.1 34.1 37.2 52.7 26.1 29.2 33.4 46.6
Old : 27.1 34.1 37.2 52.7 26.1 29.2 33.4 46.6
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Old : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,415: -472 -669 541 -76 -187 -7 -315: -1,408 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
Old : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
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 : 40: 22 6 11 4 5 35 17:
Old : 40: 22 6 11 4 5 35 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 : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Old : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
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 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 73,844: 19,295 8,213 1,622 39,243 41,849 60,160 51,684: 13,684 22,160
Old : 35,550: 10,445 4,730 0 18,565 21,256 29,010 25,986: 6,540 9,564
Other: 38,294: 9,677 4,310 795 20,678 20,593 31,150 25,698: 7,144 12,596
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,430: -468 1,008 -74 661 -1,760 119 -826: -1,549 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.1 2.2 53.1 56.7 81.5 70.0: 18.5 30.0
Old : 100.0: 29.4 13.3 0.0 52.2 59.8 81.6 73.1: 18.4 26.9
Other: 100.0: 25.3 11.3 2.1 54.0 53.8 81.3 67.1: 18.7 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 28 19 8 33 44 67 65:
Old : 82: 18 12 0 18 35 36 47:
Other: 80: 18 15 6 26 35 48 53:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 28.9 36.0 40.7 23.0 22.3 33.1 30.0
Old : 35.1 31.3 51.1 41.7 35.1 31.3 51.1 41.6
Other: 30.8 35.8 45.4 43.5 26.9 32.0 40.4 38.0
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 35,423: 2,097 2,035 1,563 21,571 19,121 25,231 22,719: 10,192 12,704
Old : 26,331: 2,916 1,985 442 14,865 14,063 18,223 16,490: 8,108 9,841
Other: 9,092: 217 1,086 85 6,706 5,058 7,008 6,229: 2,084 2,863
: : :
: : Changes in Commitments from: March 15, 2005 :
: 155: 408 -150 679 67 -10 1,154 519: -999 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.7 4.4 60.9 54.0 71.2 64.1: 28.8 35.9
Old : 100.0: 11.1 7.5 1.7 56.5 53.4 69.2 62.6: 30.8 37.4
Other: 100.0: 2.4 11.9 0.9 73.8 55.6 77.1 68.5: 22.9 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 8 8 23 17 36 28:
Old : 42: 10 6 5 18 17 30 26:
Other: 29: 4 4 4 12 14 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 32.9 49.3 44.5 23.3 20.5 34.8 28.0
Old : 38.3 34.7 51.6 47.0 25.8 27.3 38.7 37.6
Other: 43.6 37.2 67.7 54.9 39.0 34.8 58.7 47.0
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 117,769: 45,584 21,155 5,638 49,651 83,432 100,873 110,225: 16,896 7,544
Old : 101,959: 43,995 23,109 1,889 41,531 71,364 87,415 96,362: 14,544 5,597
Other: 15,810: 4,755 1,212 583 8,120 12,068 13,458 13,863: 2,352 1,947
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,625: -5,533 -2,357 50 1,085 -3,780 -4,398 -6,087: -2,227 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 18.0 4.8 42.2 70.8 85.7 93.6: 14.3 6.4
Old : 100.0: 43.1 22.7 1.9 40.7 70.0 85.7 94.5: 14.3 5.5
Other: 100.0: 30.1 7.7 3.7 51.4 76.3 85.1 87.7: 14.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 84 48 37 55 59 165 123:
Old : 208: 83 51 24 39 56 136 119:
Other: 92: 23 21 13 30 33 60 60:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 40.6 31.7 51.4 20.1 38.0 31.5 46.9
Old : 23.2 43.0 36.6 53.8 23.2 42.5 36.6 52.1
Other: 32.2 37.7 50.7 52.2 31.0 32.3 43.7 43.0
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 31,951: 15,830 2,768 2,065 9,064 25,231 26,959 30,064: 4,992 1,887
Old : 31,853: 15,815 2,802 2,020 9,060 25,180 26,895 30,002: 4,958 1,851
Other: 98: 54 5 6 4 51 64 62: 34 36
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,711: 1,179 -485 273 648 1,358 2,100 1,146: -389 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 8.7 6.5 28.4 79.0 84.4 94.1: 15.6 5.9
Old : 100.0: 49.6 8.8 6.3 28.4 79.1 84.4 94.2: 15.6 5.8
Other: 100.0: 55.1 5.1 6.1 4.1 52.0 65.3 63.3: 34.7 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 74 19 23 22 15 113 47:
Old : 130: 73 21 23 21 15 112 47:
Other: 7: 2 1 2 1 4 3 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 : 20.5 50.9 32.8 72.3 20.5 50.4 32.8 71.7
Old : 20.5 50.9 32.9 72.5 20.5 50.5 32.9 71.8
Other: 65.3 56.1 65.3 63.3 55.1 52.0 55.1 53.1
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 152,772: 50,229 5,916 11,385 77,355 128,560 138,969 145,861: 13,803 6,911
Old : 99,404: 46,737 5,636 10,353 29,476 77,009 86,566 92,998: 12,838 6,406
Other: 53,368: 4,272 1,060 252 47,879 51,551 52,403 52,863: 965 505
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,499: -625 -191 2,780 -1,400 -2,101 755 488: 744 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.9 7.5 50.6 84.2 91.0 95.5: 9.0 4.5
Old : 100.0: 47.0 5.7 10.4 29.7 77.5 87.1 93.6: 12.9 6.4
Other: 100.0: 8.0 2.0 0.5 89.7 96.6 98.2 99.1: 1.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 73 28 47 45 43 154 106:
Old : 178: 71 33 46 38 42 145 104:
Other: 67: 20 8 3 27 28 47 39:
:----------------------------------------------------------------------------------------------------
: 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 39.4 37.5 59.1 18.1 27.7 25.2 37.6
Old : 19.0 33.5 28.9 51.0 17.7 27.9 26.3 44.3
Other: 55.7 65.1 72.5 83.4 38.9 51.9 53.1 62.0
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 358,455: 90,117 28,734 26,155 173,477 257,235 289,749 312,124: 68,706 46,331
Old : 358,455: 90,117 28,734 26,155 173,477 257,235 289,749 312,124: 68,706 46,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,133: -4,906 2,426 92 7,069 -9,790 2,255 -7,272: -3,388 6,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.0 7.3 48.4 71.8 80.8 87.1: 19.2 12.9
Old : 100.0: 25.1 8.0 7.3 48.4 71.8 80.8 87.1: 19.2 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 : 144: 52 28 32 53 47 122 91:
Old : 144: 52 28 32 53 47 122 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 : 15.5 37.9 26.9 52.1 15.5 32.5 26.0 43.6
Old : 15.5 37.9 26.9 52.1 15.5 32.5 26.0 43.6
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 123,010: 54,140 14,652 11,954 45,308 89,629 111,402 116,235: 11,608 6,775
Old : 114,524: 54,705 16,749 8,300 40,379 83,390 103,384 108,439: 11,140 6,085
Other: 8,486: 2,847 1,315 242 4,929 6,239 8,018 7,796: 468 690
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,601: -410 830 1,104 1,556 116 2,250 2,050: -649 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 11.9 9.7 36.8 72.9 90.6 94.5: 9.4 5.5
Old : 100.0: 47.8 14.6 7.2 35.3 72.8 90.3 94.7: 9.7 5.3
Other: 100.0: 33.5 15.5 2.9 58.1 73.5 94.5 91.9: 5.5 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 151 55 82 85 110 282 227:
Old : 358: 151 62 78 78 107 273 220:
Other: 109: 19 16 8 44 53 68 73:
:----------------------------------------------------------------------------------------------------
: 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 23.9 27.5 37.3 15.9 20.7 27.0 33.6
Old : 17.0 23.9 29.0 37.8 17.0 21.4 29.0 34.6
Other: 42.4 31.5 60.6 47.0 37.4 29.3 49.3 41.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 22, 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 : 20,060: 5,161 12,148 2,147 9,815 2,600 17,123 16,895: 2,937 3,165
Old : 20,060: 5,161 12,148 2,147 9,815 2,600 17,123 16,895: 2,937 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,181: -1,752 -7,000 -9 -4,324 1,545 -6,085 -5,464: 904 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 60.6 10.7 48.9 13.0 85.4 84.2: 14.6 15.8
Old : 100.0: 25.7 60.6 10.7 48.9 13.0 85.4 84.2: 14.6 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 : 46: 7 29 5 4 6 16 36:
Old : 46: 7 29 5 4 6 16 36:
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 : 64.2 40.8 81.5 59.2 64.2 35.1 70.7 48.5
Old : 64.2 40.8 81.5 59.2 64.2 35.1 70.7 48.5
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 185,576: 37,349 28,532 20,148 98,747 111,081 156,244 159,761: 29,332 25,815
Old : 185,576: 37,349 28,532 20,148 98,747 111,081 156,244 159,761: 29,332 25,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 12,340: 1,989 -1,290 2,977 9,110 11,072 14,076 12,759: -1,736 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 15.4 10.9 53.2 59.9 84.2 86.1: 15.8 13.9
Old : 100.0: 20.1 15.4 10.9 53.2 59.9 84.2 86.1: 15.8 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 : 136: 34 30 30 63 66 117 107:
Old : 136: 34 30 30 63 66 117 107:
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 : 18.0 26.3 30.8 39.5 14.4 20.2 22.7 26.3
Old : 18.0 26.3 30.8 39.5 14.4 20.2 22.7 26.3
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 477,608: 49,755 49,720 155,068 196,437 239,650 401,260 444,438: 76,348 33,170
Old : 477,608: 49,755 49,720 155,068 196,437 239,650 401,260 444,438: 76,348 33,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 14,320: 6,369 -710 1,281 4,647 11,220 12,297 11,791: 2,023 2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 10.4 32.5 41.1 50.2 84.0 93.1: 16.0 6.9
Old : 100.0: 10.4 10.4 32.5 41.1 50.2 84.0 93.1: 16.0 6.9
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 : 199: 60 46 71 84 74 181 159:
Old : 199: 60 46 71 84 74 181 159:
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 : 17.5 23.9 27.6 37.8 6.8 11.5 10.0 18.3
Old : 17.5 23.9 27.6 37.8 6.8 11.5 10.0 18.3
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Old : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,219: 2,114 0 0 11,271 17,469 13,385 17,469: 1,834 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
Old : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
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 : 31: 1 1 0 20 24 21 25:
Old : 31: 1 1 0 20 24 21 25:
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 : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
Old : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Old : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,460: 0 -604 604 856 818 1,460 818: 0 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
Old : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
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 : 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 : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
Old : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
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 22, 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 : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Old : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,718: 1,476 924 -319 2,681 3,014 3,838 3,619: -120 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
Old : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
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 : 24: 2 1 3 20 17 23 20:
Old : 24: 2 1 3 20 17 23 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 : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
Old : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Old : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -299: -2,022 182 1,077 513 -361 -432 898: 133 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 12.8
Old : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 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 : 26: 1 1 1 21 18 22 20:
Old : 26: 1 1 1 21 18 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 : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
Old : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Old : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 17,259: 5,422 5,656 1,497 10,695 10,344 17,614 17,497: -355 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
Old : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
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 : 121: 20 7 28 80 75 111 105:
Old : 121: 20 7 28 80 75 111 105:
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 : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
Old : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 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 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Old : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 13,393: 9,134 6,642 -4,458 6,687 12,143 11,363 14,327: 2,030 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
Old : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
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 : 43: 12 6 12 21 23 37 37:
Old : 43: 12 6 12 21 23 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 : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
Old : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 45,229: 6,422 3,820 9,980 28,541 31,149 44,943 44,949: 286 280
Old : 45,229: 6,422 3,820 9,980 28,541 31,149 44,943 44,949: 286 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,746: 1,580 400 300 1,084 2,226 2,964 2,926: -218 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.4 22.1 63.1 68.9 99.4 99.4: 0.6 0.6
Old : 100.0: 14.2 8.4 22.1 63.1 68.9 99.4 99.4: 0.6 0.6
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 : 41: 5 6 7 26 26 35 35:
Old : 41: 5 6 7 26 26 35 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 : 47.0 55.2 69.7 71.5 37.2 45.9 50.1 52.9
Old : 47.0 55.2 69.7 71.5 37.2 45.9 50.1 52.9
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Old : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 718: -172 -510 126 764 1,102 718 718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 7.3 74.7 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 16.8 3.4 7.3 74.7 88.1 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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 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 : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
Old : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 845,847: 166,969 97,460 117,389 501,457 551,063 785,815 765,912: 60,032 79,935
Old : 845,847: 166,969 97,460 117,389 501,457 551,063 785,815 765,912: 60,032 79,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,863: -1,887 -3,711 -1,651 10,647 6,663 7,109 1,301: -3,246 2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.5 13.9 59.3 65.1 92.9 90.5: 7.1 9.5
Old : 100.0: 19.7 11.5 13.9 59.3 65.1 92.9 90.5: 7.1 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 : 262: 73 84 88 79 84 217 204:
Old : 262: 73 84 88 79 84 217 204:
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 : 20.8 22.1 32.2 32.9 12.6 14.9 19.9 20.4
Old : 20.8 22.1 32.2 32.9 12.6 14.9 19.9 20.4
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Old : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46: 304 23 -99 -170 47 35 -29: -81 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
Old : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
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 : 122: 75 12 2 9 25 86 38:
Old : 122: 75 12 2 9 25 86 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 : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
Old : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 8,711: 4,892 503 86 1,383 7,174 6,361 7,763: 2,350 948
Old : 8,711: 4,892 503 86 1,383 7,174 6,361 7,763: 2,350 948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 674: 568 -50 80 -186 888 462 918: 212 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 5.8 1.0 15.9 82.4 73.0 89.1: 27.0 10.9
Old : 100.0: 56.2 5.8 1.0 15.9 82.4 73.0 89.1: 27.0 10.9
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 : 44: 22 3 2 5 17 28 21:
Old : 44: 22 3 2 5 17 28 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 : 31.0 56.7 46.9 73.5 30.4 56.7 44.5 73.5
Old : 31.0 56.7 46.9 73.5 30.4 56.7 44.5 73.5
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 22, 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 : 179,568: 48,826 5,961 14,636 96,266 148,421 159,728 169,018: 19,840 10,550
Old : 179,568: 48,826 5,961 14,636 96,266 148,421 159,728 169,018: 19,840 10,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,711: 6,706 1,582 205 4,140 11,459 11,051 13,246: 660 -1,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.3 8.2 53.6 82.7 89.0 94.1: 11.0 5.9
Old : 100.0: 27.2 3.3 8.2 53.6 82.7 89.0 94.1: 11.0 5.9
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 : 171: 54 23 38 73 78 144 126:
Old : 171: 54 23 38 73 78 144 126:
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 18.7 33.0 30.4 17.3 14.4 27.6 23.4
Old : 21.1 18.7 33.0 30.4 17.3 14.4 27.6 23.4
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
Updated April 1, 2005