WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 213,540: 42,429 40,255 19,717 120,593 114,873 182,739 174,845: 30,801 38,695
Old : 108,014: 26,114 31,215 1,131 63,722 57,728 90,967 90,074: 17,047 17,940
Other: 105,526: 29,033 21,758 5,868 56,871 57,145 91,772 84,771: 13,754 20,755
: : :
: : Changes in Commitments from: March 29, 2005 :
: -11,668: -13,215 -5,866 204 -2,487 -10,100 -15,498 -15,762: 3,830 4,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.9 9.2 56.5 53.8 85.6 81.9: 14.4 18.1
Old : 100.0: 24.2 28.9 1.0 59.0 53.4 84.2 83.4: 15.8 16.6
Other: 100.0: 27.5 20.6 5.6 53.9 54.2 87.0 80.3: 13.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 58 68 53 45 51 141 145:
Old : 164: 48 60 3 23 36 73 97:
Other: 155: 46 48 26 35 46 94 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 36.6 46.0 42.4 31.0 35.2 45.4 40.4
Old : 39.0 35.0 55.7 44.6 39.0 35.0 55.7 44.6
Other: 36.1 40.4 47.7 46.5 35.4 37.5 46.0 43.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 225,208: 55,644 46,121 19,513 123,080 124,973 198,237 190,607: 26,971 34,601
Old : 135,022: 42,479 37,538 1,323 75,484 81,282 119,286 120,143: 15,736 14,879
Other: 90,186: 24,858 20,276 6,497 47,596 43,691 78,951 70,464: 11,235 19,722
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,049: -6,233 27 1,096 2,730 -1,124 -2,407 -1: 358 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 20.5 8.7 54.7 55.5 88.0 84.6: 12.0 15.4
Old : 100.0: 31.5 27.8 1.0 55.9 60.2 88.3 89.0: 11.7 11.0
Other: 100.0: 27.6 22.5 7.2 52.8 48.4 87.5 78.1: 12.5 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 72 71 50 37 53 148 145:
Old : 192: 67 68 4 18 43 87 113:
Other: 150: 46 45 24 32 45 89 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.6 43.8 44.3 29.4 36.3 42.9 42.2
Old : 35.2 42.6 51.0 50.9 35.2 42.6 51.0 50.9
Other: 38.8 32.2 50.2 39.6 37.1 29.2 45.2 35.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 678,519: 107,584 93,084 44,526 408,035 330,125 560,145 467,735: 118,374 210,784
Old : 503,528: 95,651 96,929 23,780 294,650 249,143 414,081 369,852: 89,447 133,676
Other: 174,991: 30,190 14,412 2,489 113,385 80,982 146,064 97,883: 28,927 77,108
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,034: -6,670 12,627 9,879 3,943 -19,107 7,152 3,399: 3,882 7,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.7 6.6 60.1 48.7 82.6 68.9: 17.4 31.1
Old : 100.0: 19.0 19.2 4.7 58.5 49.5 82.2 73.5: 17.8 26.5
Other: 100.0: 17.3 8.2 1.4 64.8 46.3 83.5 55.9: 16.5 44.1
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 124 79 82 173 191 337 327:
Old : 439: 120 85 58 144 173 293 294:
Other: 298: 55 51 18 91 157 158 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 15.6 29.4 21.2 17.1 9.4 27.1 14.3
Old : 21.2 19.5 34.1 25.5 21.2 16.1 32.4 21.9
Other: 40.4 8.9 48.7 15.6 37.9 8.0 46.1 13.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 667,485: 114,254 80,457 34,647 404,092 349,232 552,993 464,336: 114,492 203,149
Old : 501,635: 104,759 83,147 16,408 292,039 274,296 413,206 373,851: 88,429 127,784
Other: 165,850: 25,147 12,962 2,587 112,053 74,936 139,787 90,485: 26,063 75,365
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,094: -5,667 9,554 -1,087 -1,651 -14,827 -8,405 -6,360: -689 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.1 5.2 60.5 52.3 82.8 69.6: 17.2 30.4
Old : 100.0: 20.9 16.6 3.3 58.2 54.7 82.4 74.5: 17.6 25.5
Other: 100.0: 15.2 7.8 1.6 67.6 45.2 84.3 54.6: 15.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 453: 132 67 76 178 193 346 313:
Old : 440: 128 77 55 147 175 302 283:
Other: 299: 57 46 18 88 159 159 209:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 17.4 29.3 22.8 17.0 11.1 27.2 16.1
Old : 21.0 21.5 34.2 27.6 20.9 17.7 31.9 23.6
Other: 42.5 8.5 51.0 15.2 40.5 8.0 48.9 14.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 7,727: 2,692 131 27 783 6,392 3,502 6,550: 4,225 1,177
Old : 4,530: 1,721 70 0 310 3,887 2,031 3,957: 2,499 573
Other: 3,197: 971 61 27 473 2,505 1,471 2,593: 1,726 604
: : :
: : Changes in Commitments from: March 29, 2005 :
: 283: 245 -666 -29 -54 1,152 162 457: 121 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.7 0.3 10.1 82.7 45.3 84.8: 54.7 15.2
Old : 100.0: 38.0 1.5 0.0 6.8 85.8 44.8 87.4: 55.2 12.6
Other: 100.0: 30.4 1.9 0.8 14.8 78.4 46.0 81.1: 54.0 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 29: 10 2 0 3 14 13 16:
Other: 27: 8 2 3 7 13 17 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 45.7 34.4 62.8 25.6 44.9 33.8 61.4
Old : 33.4 49.5 40.7 73.1 33.4 49.5 40.7 73.1
Other: 34.1 48.2 40.5 66.9 33.6 47.4 39.1 64.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 7,444: 2,447 797 56 837 5,240 3,340 6,093: 4,104 1,351
Old : 5,691: 2,261 701 0 689 4,082 2,950 4,783: 2,741 908
Other: 1,753: 213 123 29 148 1,158 390 1,310: 1,363 443
: : :
: : Changes in Commitments from: March 22, 2005 :
: 281: 202 15 52 -102 251 152 318: 129 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.7 0.8 11.2 70.4 44.9 81.9: 55.1 18.1
Old : 100.0: 39.7 12.3 0.0 12.1 71.7 51.8 84.0: 48.2 16.0
Other: 100.0: 12.2 7.0 1.7 8.4 66.1 22.2 74.7: 77.8 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 6 4 7 16 22 24:
Old : 36: 13 5 0 6 14 19 19:
Other: 25: 7 3 4 5 13 14 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 : 25.8 39.9 32.7 56.7 25.8 39.9 32.4 56.6
Old : 33.1 45.8 41.9 64.1 33.1 45.8 40.9 64.1
Other: 12.5 48.4 19.8 63.7 10.9 48.0 17.3 63.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 281,916: 52,451 43,780 24,322 157,699 123,439 234,472 191,541: 47,444 90,375
Old : 222,983: 45,568 46,634 13,324 129,339 101,860 188,231 161,818: 34,752 61,165
Other: 58,933: 15,574 5,837 2,307 28,360 21,579 46,241 29,723: 12,692 29,210
: : :
: : Changes in Commitments from: March 29, 2005 :
: -16,054: -5,752 -306 1,495 -9,352 -13,074 -13,609 -11,885: -2,445 -4,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.5 8.6 55.9 43.8 83.2 67.9: 16.8 32.1
Old : 100.0: 20.4 20.9 6.0 58.0 45.7 84.4 72.6: 15.6 27.4
Other: 100.0: 26.4 9.9 3.9 48.1 36.6 78.5 50.4: 21.5 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 100 106 90 85 105 249 253:
Old : 342: 92 117 69 71 102 213 244:
Other: 183: 63 34 16 43 62 112 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 13.8 36.8 20.9 24.0 11.3 35.1 17.5
Old : 28.0 16.1 42.4 24.1 27.8 14.8 40.4 21.9
Other: 25.8 12.6 37.2 20.9 25.0 11.7 35.5 19.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 297,970: 58,203 44,086 22,827 167,051 136,513 248,081 203,426: 49,889 94,544
Old : 242,373: 54,410 46,944 12,355 138,152 116,764 204,917 176,063: 37,456 66,310
Other: 55,597: 11,457 4,806 2,808 28,899 19,749 43,164 27,363: 12,433 28,234
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,288: -7,493 -3,968 1,160 -1,553 -2,648 -7,886 -5,456: 1,598 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 14.8 7.7 56.1 45.8 83.3 68.3: 16.7 31.7
Old : 100.0: 22.4 19.4 5.1 57.0 48.2 84.5 72.6: 15.5 27.4
Other: 100.0: 20.6 8.6 5.1 52.0 35.5 77.6 49.2: 22.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 99 96 86 81 103 244 237:
Old : 334: 94 107 65 66 98 209 228:
Other: 173: 56 31 22 43 62 104 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 14.3 37.7 21.8 23.8 12.2 34.2 18.2
Old : 28.5 16.8 42.5 25.8 26.9 15.2 38.4 22.3
Other: 28.4 11.4 39.6 19.8 27.6 10.2 37.3 17.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,487: 12,310 3,315 669 212 870 13,191 4,854: 3,296 11,633
Old : 8,366: 5,192 2,681 494 202 495 5,888 3,670: 2,478 4,696
Other: 8,121: 7,277 793 16 10 375 7,303 1,184: 818 6,937
: : :
: : Changes in Commitments from: March 29, 2005 :
: -266: -647 -317 253 -100 5 -494 -59: 228 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 20.1 4.1 1.3 5.3 80.0 29.4: 20.0 70.6
Old : 100.0: 62.1 32.0 5.9 2.4 5.9 70.4 43.9: 29.6 56.1
Other: 100.0: 89.6 9.8 0.2 0.1 4.6 89.9 14.6: 10.1 85.4
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 7 7 2 3 19 14:
Old : 24: 13 8 7 2 2 19 13:
Other: 14: 7 5 3 1 2 9 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 : 55.8 17.9 69.4 25.0 55.8 15.6 68.8 22.6
Old : 44.5 28.4 58.9 40.3 44.4 28.4 56.6 35.3
Other: 80.3 14.0 89.9 14.6 80.2 13.9 89.6 14.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 152,399: 31,016 13,583 18,573 73,484 107,299 123,073 139,455: 29,326 12,944
Old : 124,398: 29,321 14,517 12,016 59,193 86,450 100,530 112,983: 23,868 11,415
Other: 28,001: 3,976 1,347 4,276 14,291 20,849 22,543 26,472: 5,458 1,529
: : :
: : Changes in Commitments from: March 29, 2005 :
: -7,723: -2,027 -326 -3,214 -2,587 -2,885 -7,828 -6,425: 105 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.9 12.2 48.2 70.4 80.8 91.5: 19.2 8.5
Old : 100.0: 23.6 11.7 9.7 47.6 69.5 80.8 90.8: 19.2 9.2
Other: 100.0: 14.2 4.8 15.3 51.0 74.5 80.5 94.5: 19.5 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 42 28 33 44 42 110 89:
Old : 135: 44 29 31 40 42 103 89:
Other: 55: 10 12 11 21 19 37 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 38.3 30.2 51.1 20.0 35.8 29.1 44.8
Old : 21.2 36.2 31.2 49.8 21.2 34.4 30.1 44.0
Other: 44.4 58.7 56.9 72.7 40.8 52.6 48.2 60.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 160,122: 33,043 13,909 21,787 76,071 110,184 130,901 145,880: 29,221 14,242
Old : 132,397: 31,360 15,757 14,687 62,582 89,810 108,629 120,254: 23,768 12,143
Other: 27,725: 4,733 1,202 4,050 13,489 20,374 22,272 25,626: 5,453 2,099
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,003: -1,633 25 299 -2,873 -3,751 -4,207 -3,427: 1,204 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.7 13.6 47.5 68.8 81.8 91.1: 18.2 8.9
Old : 100.0: 23.7 11.9 11.1 47.3 67.8 82.0 90.8: 18.0 9.2
Other: 100.0: 17.1 4.3 14.6 48.7 73.5 80.3 92.4: 19.7 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 42 26 32 42 43 105 90:
Old : 134: 43 29 28 40 43 99 90:
Other: 48: 9 11 11 18 17 33 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 38.3 29.5 50.5 19.0 36.1 28.5 46.2
Old : 19.5 35.8 30.6 49.1 19.5 35.3 29.3 45.2
Other: 44.8 59.8 57.8 73.3 41.1 52.6 50.0 60.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Old : 735,433: 96,681 142,720 21,182 481,571 389,007 599,434 552,909: 135,999 182,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -14,066: -18,486 -14,787 -8,963 -9,288 -5,693 -36,737 -29,443: 22,671 15,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 24.8
Old : 100.0: 13.1 19.4 2.9 65.5 52.9 81.5 75.2: 18.5 24.8
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 : 167: 38 29 21 57 77 108 116:
Old : 167: 38 29 21 57 77 108 116:
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 17.2 38.8 30.3 21.0 15.7 28.8 25.1
Old : 29.4 17.2 38.8 30.3 21.0 15.7 28.8 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Old : 749,499: 115,167 157,507 30,145 490,859 394,700 636,171 582,352: 113,328 167,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,011: -584 5,501 -856 12,611 2,791 11,171 7,436: -3,160 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 22.3
Old : 100.0: 15.4 21.0 4.0 65.5 52.7 84.9 77.7: 15.1 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 36 32 28 58 73 107 122:
Old : 163: 36 32 28 58 73 107 122:
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 17.8 37.6 30.2 19.9 16.0 27.7 23.9
Old : 27.3 17.8 37.6 30.2 19.9 16.0 27.7 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 127,264: 24,714 17,246 12,953 60,350 76,055 98,017 106,254: 29,247 21,010
Old : 99,483: 24,396 17,773 7,626 42,896 55,906 74,918 81,305: 24,565 18,178
Other: 27,781: 1,869 1,024 3,776 17,454 20,149 23,099 24,949: 4,682 2,832
: : :
: : Changes in Commitments from: March 29, 2005 :
: -9,169: -6,412 -1,978 -2,420 -674 -5,562 -9,506 -9,960: 337 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.6 10.2 47.4 59.8 77.0 83.5: 23.0 16.5
Old : 100.0: 24.5 17.9 7.7 43.1 56.2 75.3 81.7: 24.7 18.3
Other: 100.0: 6.7 3.7 13.6 62.8 72.5 83.1 89.8: 16.9 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 38 25 36 51 49 115 98:
Old : 140: 42 27 26 47 47 104 92:
Other: 68: 12 15 15 31 24 53 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 : 18.0 27.0 27.4 38.6 12.3 19.3 19.4 28.5
Old : 13.9 25.5 24.2 35.5 12.2 22.7 18.9 29.4
Other: 43.6 55.8 53.7 68.1 41.0 55.3 50.1 63.5
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 136,433: 31,126 19,224 15,373 61,024 81,617 107,523 116,214: 28,910 20,219
Old : 109,196: 30,691 19,357 10,363 43,924 62,276 84,978 91,996: 24,218 17,200
Other: 27,237: 1,790 1,222 3,655 17,100 19,341 22,545 24,218: 4,692 3,019
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,253: -4,059 -919 -1,232 207 -3,019 -5,084 -5,170: -169 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.1 11.3 44.7 59.8 78.8 85.2: 21.2 14.8
Old : 100.0: 28.1 17.7 9.5 40.2 57.0 77.8 84.2: 22.2 15.8
Other: 100.0: 6.6 4.5 13.4 62.8 71.0 82.8 88.9: 17.2 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 42 29 33 50 49 119 99:
Old : 151: 49 29 26 48 48 112 96:
Other: 65: 11 15 14 29 24 49 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 : 16.8 26.2 27.1 39.2 12.5 20.0 19.2 29.7
Old : 14.0 26.4 24.8 36.9 13.4 23.4 21.4 31.9
Other: 44.3 55.6 55.4 68.0 42.2 55.1 51.5 62.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 6,836: 3,355 1,876 968 702 2,669 5,025 5,513: 1,811 1,323
Old : 6,658: 3,337 1,823 934 630 2,618 4,901 5,375: 1,757 1,283
Other: 178: 26 61 26 72 51 124 138: 54 40
: : :
: : Changes in Commitments from: March 29, 2005 :
: 840: 90 -5 810 -90 -136 810 669: 30 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 27.4 14.2 10.3 39.0 73.5 80.6: 26.5 19.4
Old : 100.0: 50.1 27.4 14.0 9.5 39.3 73.6 80.7: 26.4 19.3
Other: 100.0: 14.6 34.3 14.6 40.4 28.7 69.7 77.5: 30.3 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 16 13 9 7 10 28 28:
Old : 41: 16 14 7 5 10 24 28:
Other: 15: 5 4 3 3 4 10 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 : 36.8 32.2 53.8 51.5 35.7 29.0 45.3 45.0
Old : 37.7 32.7 54.9 52.0 36.6 29.4 46.4 45.6
Other: 55.6 67.4 67.4 76.4 50.6 52.8 53.9 61.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 5,996: 3,265 1,881 158 792 2,805 4,215 4,844: 1,781 1,152
Old : 5,841: 3,264 1,830 128 770 2,760 4,162 4,718: 1,679 1,123
Other: 155: 6 56 25 22 45 53 126: 102 29
: : :
: : Changes in Commitments from: March 22, 2005 :
: 180: 245 8 11 -80 171 176 190: 4 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 31.4 2.6 13.2 46.8 70.3 80.8: 29.7 19.2
Old : 100.0: 55.9 31.3 2.2 13.2 47.3 71.3 80.8: 28.7 19.2
Other: 100.0: 3.9 36.1 16.1 14.2 29.0 34.2 81.3: 65.8 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 12 8 7 11 26 26:
Old : 39: 14 12 6 6 11 23 26:
Other: 12: 3 4 3 2 4 7 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 : 41.8 35.8 53.2 57.2 41.8 32.1 51.8 51.4
Old : 42.9 36.4 54.6 58.0 42.9 32.6 53.2 52.1
Other: 29.7 68.4 34.2 80.0 16.8 52.3 16.8 63.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Old : 313,417: 102,991 64,478 6 151,902 141,978 254,899 206,462: 58,518 106,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -18,159: -11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597: 5,906 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 34.1
Old : 100.0: 32.9 20.6 0.0 48.5 45.3 81.3 65.9: 18.7 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 : 101: 19 25 1 38 42 58 67:
Old : 101: 19 25 1 38 42 58 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
Old : 30.2 19.5 43.0 28.9 30.2 17.8 43.0 26.9
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 29, 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 : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Old : 331,576: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,612 106,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,052: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,237 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Old : 1,986,875: 340,979 542,574 74,894 1,383,775 881,234 1,799,648 1,498,702: 187,227 488,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -100,725: -95,592 -108,227 1,911 -26,522 -3,859 -120,203 -110,175: 19,478 9,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
Old : 100.0: 17.2 27.3 3.8 69.6 44.4 90.6 75.4: 9.4 24.6
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 : 248: 37 74 38 78 117 135 209:
Old : 248: 37 74 38 78 117 135 209:
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 : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
Old : 45.7 13.5 61.0 22.0 43.9 12.5 57.2 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Old : 2,087,600: 436,571 650,801 72,983 1,410,297 885,093 1,919,851 1,608,877: 167,749 478,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -31,582: 8,202 3,047 12,082 -29,925 21,082 -9,641 36,211: -21,941 -67,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
Old : 100.0: 20.9 31.2 3.5 67.6 42.4 92.0 77.1: 8.0 22.9
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 : 259: 41 77 40 80 118 140 216:
Old : 259: 41 77 40 80 118 140 216:
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 15.6 59.5 23.7 39.7 14.6 55.7 21.9
Old : 40.9 15.6 59.5 23.7 39.7 14.6 55.7 21.9
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, April 5, 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 : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Old : 1,386,332: 178,243 354,769 32,966 1,030,269 680,195 1,241,478 1,067,930: 144,854 318,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 19,732: -41,655 17,032 -4,767 59,225 42,701 12,803 54,966: 6,929 -35,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
Old : 100.0: 12.9 25.6 2.4 74.3 49.1 89.6 77.0: 10.4 23.0
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 : 184: 34 51 19 63 77 107 137:
Old : 184: 34 51 19 63 77 107 137:
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 19.7 49.2 29.5 29.6 13.9 39.4 22.4
Old : 38.6 19.7 49.2 29.5 29.6 13.9 39.4 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Old : 1,366,600: 219,898 337,737 37,733 971,044 637,494 1,228,675 1,012,964: 137,925 353,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 43,645: 6,902 9,968 7,825 38,675 33,006 53,402 50,799: -9,757 -7,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
Old : 100.0: 16.1 24.7 2.8 71.1 46.6 89.9 74.1: 10.1 25.9
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 : 181: 35 49 23 59 76 107 135:
Old : 181: 35 49 23 59 76 107 135:
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 : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
Old : 35.2 18.9 47.1 28.8 26.4 13.3 38.0 21.6
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, April 5, 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 : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Old : 443,838: 178,355 26,457 57,020 173,868 328,514 409,243 411,991: 34,595 31,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -60,299: -23,082 -13,446 4,891 -36,385 -47,999 -54,576 -56,554: -5,723 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 7.2
Old : 100.0: 40.2 6.0 12.8 39.2 74.0 92.2 92.8: 7.8 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 : 103: 36 10 27 44 50 85 83:
Old : 103: 36 10 27 44 50 85 83:
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 : 36.7 35.7 47.1 47.7 28.3 33.8 36.6 42.7
Old : 36.7 35.7 47.1 47.7 28.3 33.8 36.6 42.7
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 29, 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 : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Old : 504,137: 201,437 39,903 52,129 210,253 376,513 463,819 468,545: 40,318 35,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -20,441: -29,102 -9,216 6,210 8,344 -13,175 -14,548 -16,181: -5,893 -4,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 7.1
Old : 100.0: 40.0 7.9 10.3 41.7 74.7 92.0 92.9: 8.0 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 : 110: 37 13 30 50 49 96 85:
Old : 110: 37 13 30 50 49 96 85:
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 : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
Old : 36.3 40.7 49.1 52.2 32.1 40.5 42.1 50.4
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, April 5, 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 : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Old : 38,218: 9,412 10,806 0 20,357 20,793 29,769 31,599: 8,449 6,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -112: -333 4,654 0 65 -5,558 -268 -904: 156 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
Old : 100.0: 24.6 28.3 0.0 53.3 54.4 77.9 82.7: 22.1 17.3
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 : 54: 17 11 0 18 10 35 21:
Old : 54: 17 11 0 18 10 35 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 : 36.8 62.0 51.2 72.2 36.8 62.0 51.2 72.2
Old : 36.8 62.0 51.2 72.2 36.8 62.0 51.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Old : 38,330: 9,745 6,152 0 20,292 26,351 30,037 32,503: 8,293 5,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -158: -263 999 0 -947 60 -1,210 1,059: 1,052 -1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
Old : 100.0: 25.4 16.1 0.0 52.9 68.7 78.4 84.8: 21.6 15.2
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 : 56: 17 13 0 15 11 32 24:
Old : 56: 17 13 0 15 11 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
Old : 36.7 63.2 51.2 73.0 36.7 63.2 51.2 73.0
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, April 5, 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 : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Old : 40,314: 12,875 17,027 374 15,297 12,406 28,546 29,807: 11,768 10,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,617: 1,377 7,588 -68 5,845 -2,348 7,154 5,172: 1,463 3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
Old : 100.0: 31.9 42.2 0.9 37.9 30.8 70.8 73.9: 29.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 27 17 3 12 11 41 29:
Old : 65: 27 17 3 12 11 41 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 : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
Old : 32.2 42.1 44.1 55.4 32.2 42.1 44.1 55.4
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 29, 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 : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Old : 31,697: 11,498 9,439 442 9,452 14,754 21,392 24,635: 10,305 7,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 819: 1,202 1,978 -102 1,214 -2,201 2,314 -325: -1,495 1,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 22.3
Old : 100.0: 36.3 29.8 1.4 29.8 46.5 67.5 77.7: 32.5 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 27 16 2 10 12 37 30:
Old : 63: 27 16 2 10 12 37 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 : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
Old : 29.1 41.3 39.3 54.4 29.1 41.3 39.3 54.3
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, April 5, 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 : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Old : 33,800: 4,219 6,077 1,046 28,426 25,160 33,691 32,283: 109 1,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -568: -24 -786 0 -495 468 -519 -318: -49 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
Old : 100.0: 12.5 18.0 3.1 84.1 74.4 99.7 95.5: 0.3 4.5
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 : 60: 5 22 4 20 19 28 42:
Old : 60: 5 22 4 20 19 28 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 : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
Old : 43.8 45.3 71.0 64.4 43.8 44.7 70.9 63.9
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 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
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, April 5, 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 : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Old : 12,587: 0 1,992 0 12,586 10,182 12,586 12,174: 1 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -396: 0 -212 0 -252 -484 -252 -696: -144 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 3.3
Old : 100.0: 0.0 15.8 0.0 100.0 80.9 100.0 96.7: 0.0 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 : 22: 0 9 0 5 8 5 17:
Old : 22: 0 9 0 5 8 5 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 : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
Old : 98.9 73.9 100.0 84.9 98.9 73.9 100.0 84.9
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 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
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, April 5, 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 : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Old : 21,567: 2,929 2,261 937 12,437 12,727 16,303 15,925: 5,264 5,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,554: 258 -360 -255 -3,330 -2,689 -3,327 -3,304: -227 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
Old : 100.0: 13.6 10.5 4.3 57.7 59.0 75.6 73.8: 24.4 26.2
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 : 42: 11 6 15 19 15 35 31:
Old : 42: 11 6 15 19 15 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
Old : 45.4 35.0 61.7 54.6 44.2 34.0 58.5 52.1
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 29, 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 : 25,121: 2,671 2,621 1,192 15,767 15,416 19,630 19,229: 5,491 5,892
Old : 25,121: 2,671 2,621 1,192 15,767 15,416 19,630 19,229: 5,491 5,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 257: 315 31 -99 -5 239 211 171: 46 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.4 4.7 62.8 61.4 78.1 76.5: 21.9 23.5
Old : 100.0: 10.6 10.4 4.7 62.8 61.4 78.1 76.5: 21.9 23.5
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 : 46: 13 6 14 19 18 36 34:
Old : 46: 13 6 14 19 18 36 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 : 50.0 36.4 64.1 55.5 49.2 35.5 60.6 53.1
Old : 50.0 36.4 64.1 55.5 49.2 35.5 60.6 53.1
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, April 5, 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 : 93,914: 16,844 7,534 15,161 44,292 40,318 76,297 63,013: 17,617 30,901
Old : 89,355: 17,092 7,717 14,194 41,870 38,626 73,156 60,537: 16,199 28,818
Other: 4,559: 649 714 70 2,422 1,692 3,141 2,476: 1,418 2,083
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,086: -1,041 510 2,804 271 169 2,034 3,483: 2,052 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.0 16.1 47.2 42.9 81.2 67.1: 18.8 32.9
Old : 100.0: 19.1 8.6 15.9 46.9 43.2 81.9 67.7: 18.1 32.3
Other: 100.0: 14.2 15.7 1.5 53.1 37.1 68.9 54.3: 31.1 45.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 43 34 46 24 33 97 97:
Old : 138: 43 36 46 24 33 97 97:
Other: 31: 10 5 1 4 13 14 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 20.4 39.4 31.3 27.5 18.9 37.9 27.2
Old : 28.9 20.4 39.7 31.8 28.9 18.8 39.7 29.1
Other: 59.7 35.2 67.2 46.7 58.1 35.2 64.0 46.7
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 89,828: 17,885 7,024 12,357 44,021 40,149 74,263 59,530: 15,565 30,298
Old : 86,236: 18,090 7,141 11,704 41,922 38,686 71,716 57,531: 14,520 28,705
Other: 3,592: 370 458 78 2,099 1,463 2,547 1,999: 1,045 1,593
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,216: -409 30 -662 -209 -784 -1,280 -1,416: 64 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.8 13.8 49.0 44.7 82.7 66.3: 17.3 33.7
Old : 100.0: 21.0 8.3 13.6 48.6 44.9 83.2 66.7: 16.8 33.3
Other: 100.0: 10.3 12.8 2.2 58.4 40.7 70.9 55.7: 29.1 44.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 54 26 49 22 33 100 98:
Old : 139: 51 29 49 22 33 100 98:
Other: 31: 11 5 1 3 13 14 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.7 41.1 32.0 29.1 20.1 40.4 28.7
Old : 30.3 20.6 41.7 32.4 30.3 20.2 41.6 30.3
Other: 62.8 33.9 69.0 46.6 60.8 33.9 64.8 46.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 2,331: 156 591 85 1,563 665 1,804 1,341: 527 990
Old : 2,318: 156 588 85 1,550 661 1,791 1,334: 527 984
Other: 13: 0 3 0 13 4 13 7: 0 6
: : :
: : Changes in Commitments from: March 29, 2005 :
: -182: 61 -14 11 -155 54 -83 51: -99 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 25.4 3.6 67.1 28.5 77.4 57.5: 22.6 42.5
Old : 100.0: 6.7 25.4 3.7 66.9 28.5 77.3 57.5: 22.7 42.5
Other: 100.0: 0.0 23.1 0.0 100.0 30.8 100.0 53.8: 0.0 46.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 11 4 10 3 18 14:
Old : 26: 4 11 4 10 3 18 14:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 36.2 65.9 48.5 46.1 31.7 56.7 39.3
Old : 54.4 36.4 65.8 48.4 45.9 31.8 56.5 39.4
Other: 100.0 53.8 100.0 53.8 92.3 46.2 92.3 46.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 2,513: 95 605 74 1,718 611 1,887 1,290: 626 1,223
Old : 2,511: 95 605 73 1,717 610 1,885 1,288: 626 1,223
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -204: -31 -256 -48 -26 128 -105 -176: -99 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 24.1 2.9 68.4 24.3 75.1 51.3: 24.9 48.7
Old : 100.0: 3.8 24.1 2.9 68.4 24.3 75.1 51.3: 24.9 48.7
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 9 2 10 3 14 12:
Old : 22: 2 9 2 10 3 14 12:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 31.6 67.3 45.2 51.1 30.5 61.2 39.4
Old : 56.6 31.6 67.3 45.2 51.2 30.5 61.3 39.4
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Old : 148,107: 45,312 13,720 12,381 71,315 81,244 129,008 107,345: 19,099 40,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -5,803: -755 -3,884 -1,461 -1,976 284 -4,192 -5,061: -1,611 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
Old : 100.0: 30.6 9.3 8.4 48.2 54.9 87.1 72.5: 12.9 27.5
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 : 220: 52 35 34 71 111 145 166:
Old : 220: 52 35 34 71 111 145 166:
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 : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
Old : 21.5 14.7 36.1 23.6 21.3 14.2 34.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 153,910: 46,067 17,604 13,842 73,291 80,960 133,200 112,406: 20,710 41,504
Old : 153,910: 46,067 17,604 13,842 73,291 80,960 133,200 112,406: 20,710 41,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,371: -639 1,824 683 255 -525 299 1,982: 1,072 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.4 9.0 47.6 52.6 86.5 73.0: 13.5 27.0
Old : 100.0: 29.9 11.4 9.0 47.6 52.6 86.5 73.0: 13.5 27.0
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 : 233: 62 32 41 71 115 159 172:
Old : 233: 62 32 41 71 115 159 172:
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 13.5 34.8 23.0 20.6 13.0 33.0 21.8
Old : 20.8 13.5 34.8 23.0 20.6 13.0 33.0 21.8
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, April 5, 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 : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Old : 5,244: 1,812 576 123 1,243 3,314 3,178 4,013: 2,066 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 221: -171 64 39 184 -32 52 71: 169 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 23.5
Old : 100.0: 34.6 11.0 2.3 23.7 63.2 60.6 76.5: 39.4 23.5
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 : 51: 19 9 8 14 17 39 28:
Old : 51: 19 9 8 14 17 39 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 : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
Old : 19.2 47.8 30.8 58.3 19.2 47.8 29.0 57.4
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 29, 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 : 5,023: 1,983 512 84 1,059 3,346 3,126 3,942: 1,897 1,081
Old : 5,023: 1,983 512 84 1,059 3,346 3,126 3,942: 1,897 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1: 92 -7 -11 9 111 90 93: -89 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.2 1.7 21.1 66.6 62.2 78.5: 37.8 21.5
Old : 100.0: 39.5 10.2 1.7 21.1 66.6 62.2 78.5: 37.8 21.5
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 : 52: 21 7 5 16 16 40 25:
Old : 52: 21 7 5 16 16 40 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 : 19.7 51.1 31.4 62.1 19.3 50.9 30.0 61.8
Old : 19.7 51.1 31.4 62.1 19.3 50.9 30.0 61.8
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, April 5, 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 : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Old : 28,145: 10,454 2,700 5,726 7,427 6,461 23,607 14,887: 4,538 13,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,691: 721 346 -23 647 19 1,345 342: 346 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
Old : 100.0: 37.1 9.6 20.3 26.4 23.0 83.9 52.9: 16.1 47.1
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 : 132: 47 17 18 34 45 90 75:
Old : 132: 47 17 18 34 45 90 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 : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
Old : 24.6 19.1 37.6 24.7 16.4 7.3 25.2 11.8
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 29, 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 : 26,454: 9,733 2,354 5,749 6,780 6,442 22,262 14,545: 4,192 11,909
Old : 26,454: 9,733 2,354 5,749 6,780 6,442 22,262 14,545: 4,192 11,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -435: -934 -431 479 -144 2 -599 50: 164 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 8.9 21.7 25.6 24.4 84.2 55.0: 15.8 45.0
Old : 100.0: 36.8 8.9 21.7 25.6 24.4 84.2 55.0: 15.8 45.0
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 : 127: 47 15 16 25 43 79 70:
Old : 127: 47 15 16 25 43 79 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 : 26.0 19.5 38.2 25.2 15.6 7.4 24.7 12.5
Old : 26.0 19.5 38.2 25.2 15.6 7.4 24.7 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Old : 80,302: 35,799 10,124 617 13,043 55,397 49,459 66,138: 30,843 14,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -891: 344 1,359 -13 -1,183 -694 -852 652: -39 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
Old : 100.0: 44.6 12.6 0.8 16.2 69.0 61.6 82.4: 38.4 17.6
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 : 68: 26 9 3 16 23 43 34:
Old : 68: 26 9 3 16 23 43 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 : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
Old : 20.9 29.8 33.5 50.7 20.9 29.8 33.5 50.7
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 29, 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 : 81,193: 35,455 8,765 630 14,226 56,091 50,311 65,486: 30,882 15,707
Old : 81,193: 35,455 8,765 630 14,226 56,091 50,311 65,486: 30,882 15,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,651: -7,688 -2,831 5 -459 -6,666 -8,142 -9,492: -509 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 10.8 0.8 17.5 69.1 62.0 80.7: 38.0 19.3
Old : 100.0: 43.7 10.8 0.8 17.5 69.1 62.0 80.7: 38.0 19.3
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 : 64: 24 9 2 15 21 40 31:
Old : 64: 24 9 2 15 21 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 32.7 35.3 51.5 22.0 32.7 35.3 51.4
Old : 22.0 32.7 35.3 51.5 22.0 32.7 35.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Old : 47,464: 1,677 20,456 1 36,790 12,476 38,468 32,933: 8,996 14,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,208: -491 4,246 0 6,005 793 5,514 5,039: -306 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
Old : 100.0: 3.5 43.1 0.0 77.5 26.3 81.0 69.4: 19.0 30.6
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 : 35: 3 13 1 16 5 20 18:
Old : 35: 3 13 1 16 5 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
Old : 43.6 40.1 64.6 54.2 43.2 40.1 61.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 42,256: 2,168 16,210 1 30,785 11,683 32,954 27,894: 9,302 14,362
Old : 42,256: 2,168 16,210 1 30,785 11,683 32,954 27,894: 9,302 14,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,978: -3,074 -388 0 10,819 -113 7,745 -501: -3,767 4,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 38.4 0.0 72.9 27.6 78.0 66.0: 22.0 34.0
Old : 100.0: 5.1 38.4 0.0 72.9 27.6 78.0 66.0: 22.0 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 : 28: 4 8 1 13 4 18 12:
Old : 28: 4 8 1 13 4 18 12:
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 : 50.3 46.8 64.1 59.7 50.3 46.8 61.8 59.1
Old : 50.3 46.8 64.1 59.7 50.3 46.8 61.8 59.1
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, April 5, 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 : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Old : 60,463: 32,647 10,817 0 19,433 45,379 52,080 56,196: 8,383 4,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -63: -45 1,957 -300 -1,032 -2,090 -1,377 -433: 1,314 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 7.1
Old : 100.0: 54.0 17.9 0.0 32.1 75.1 86.1 92.9: 13.9 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 : 86: 41 16 0 13 20 54 36:
Old : 86: 41 16 0 13 20 54 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 : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
Old : 26.8 51.6 45.2 77.0 26.8 51.4 45.2 76.8
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 29, 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 : 60,526: 32,692 8,860 300 20,465 47,469 53,457 56,629: 7,069 3,897
Old : 60,526: 32,692 8,860 300 20,465 47,469 53,457 56,629: 7,069 3,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,258: -4,970 4,209 40 3,672 -8,984 -1,258 -4,735: -4,000 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 14.6 0.5 33.8 78.4 88.3 93.6: 11.7 6.4
Old : 100.0: 54.0 14.6 0.5 33.8 78.4 88.3 93.6: 11.7 6.4
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 : 85: 40 15 2 14 17 56 33:
Old : 85: 40 15 2 14 17 56 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 : 28.0 54.8 45.7 77.0 28.0 54.8 45.7 77.0
Old : 28.0 54.8 45.7 77.0 28.0 54.8 45.7 77.0
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, April 5, 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 : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Old : 68,416: 21,540 6,056 57 28,210 51,168 49,807 57,281: 18,609 11,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,036: 2,953 -657 56 652 3,337 3,661 2,736: -1,625 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 16.3
Old : 100.0: 31.5 8.9 0.1 41.2 74.8 72.8 83.7: 27.2 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 : 54: 17 10 2 18 16 36 27:
Old : 54: 17 10 2 18 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 : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
Old : 23.9 57.5 40.5 68.3 22.9 55.9 39.5 66.0
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 29, 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 : 66,380: 18,587 6,713 1 27,558 47,831 46,146 54,545: 20,234 11,835
Old : 66,380: 18,587 6,713 1 27,558 47,831 46,146 54,545: 20,234 11,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,389: -12,745 2,036 -86 11,321 -9,127 -1,510 -7,177: -3,879 1,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 10.1 0.0 41.5 72.1 69.5 82.2: 30.5 17.8
Old : 100.0: 28.0 10.1 0.0 41.5 72.1 69.5 82.2: 30.5 17.8
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 : 50: 19 9 1 15 12 35 21:
Old : 50: 19 9 1 15 12 35 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 : 24.7 59.9 39.1 70.2 23.8 57.4 38.2 67.5
Old : 24.7 59.9 39.1 70.2 23.8 57.4 38.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Old : 127,406: 9,686 46,128 681 92,614 52,801 102,981 99,610: 24,425 27,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 13,138: -1,347 4,906 1 15,676 5,315 14,330 10,222: -1,192 2,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 21.8
Old : 100.0: 7.6 36.2 0.5 72.7 41.4 80.8 78.2: 19.2 21.8
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 : 85: 16 30 3 28 21 47 51:
Old : 85: 16 30 3 28 21 47 51:
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 31.5 58.8 42.9 42.8 30.8 54.5 41.0
Old : 45.1 31.5 58.8 42.9 42.8 30.8 54.5 41.0
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 29, 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 : 114,268: 11,033 41,222 680 76,938 47,486 88,651 89,388: 25,617 24,880
Old : 114,268: 11,033 41,222 680 76,938 47,486 88,651 89,388: 25,617 24,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 5,403: -4,642 13,644 607 11,032 -12,121 6,997 2,130: -1,594 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 36.1 0.6 67.3 41.6 77.6 78.2: 22.4 21.8
Old : 100.0: 9.7 36.1 0.6 67.3 41.6 77.6 78.2: 22.4 21.8
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 : 77: 16 25 3 25 18 43 44:
Old : 77: 16 25 3 25 18 43 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 : 48.5 28.6 57.8 42.5 45.3 28.6 54.3 41.6
Old : 48.5 28.6 57.8 42.5 45.3 28.6 54.3 41.6
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, April 5, 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 : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Old : 126,079: 26,469 19,571 192 53,567 60,949 80,228 80,712: 45,851 45,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 9,191: -3,781 7,074 -26 14,173 -2,954 10,366 4,094: -1,175 5,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
Old : 100.0: 21.0 15.5 0.2 42.5 48.3 63.6 64.0: 36.4 36.0
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 : 93: 30 23 6 27 25 58 53:
Old : 93: 30 23 6 27 25 58 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
Old : 26.4 28.7 34.9 41.7 26.4 25.6 34.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 116,888: 30,250 12,497 218 39,394 63,903 69,862 76,618: 47,026 40,270
Old : 116,888: 30,250 12,497 218 39,394 63,903 69,862 76,618: 47,026 40,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,817: -6,717 2,729 35 12,319 518 5,637 3,282: -3,820 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 10.7 0.2 33.7 54.7 59.8 65.5: 40.2 34.5
Old : 100.0: 25.9 10.7 0.2 33.7 54.7 59.8 65.5: 40.2 34.5
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 : 89: 32 19 6 28 22 61 46:
Old : 89: 32 19 6 28 22 61 46:
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 : 19.7 34.7 27.1 48.9 19.7 32.3 27.1 45.8
Old : 19.7 34.7 27.1 48.9 19.7 32.3 27.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Old : 9,820: 6,057 705 0 2,167 8,453 8,224 9,158: 1,596 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -206: -40 0 0 -136 -242 -176 -242: -30 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 6.7
Old : 100.0: 61.7 7.2 0.0 22.1 86.1 83.7 93.3: 16.3 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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Old : 67.2 77.5 79.9 90.9 67.2 77.5 79.9 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Old : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Old : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Old : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
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, April 5, 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 : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Old : 83,260: 30,205 2,238 0 48,270 72,559 78,475 74,797: 4,785 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 4,102: 273 716 0 3,994 2,596 4,267 3,312: -165 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
Old : 100.0: 36.3 2.7 0.0 58.0 87.1 94.3 89.8: 5.7 10.2
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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Old : 64.5 48.3 87.2 69.8 61.7 44.4 81.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Old : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,412: -467 -1,739 0 5,600 5,703 5,133 3,964: -721 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
Old : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 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 : 29: 3 1 0 17 18 20 19:
Old : 29: 3 1 0 17 18 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 : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Old : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
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, April 5, 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 : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Old : 8,257,196: 791,177 1,353,069 959,088 5,657,815 4,423,231 7,408,080 6,735,388: 849,116 1,521,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 234,109: -21,816 25,778 91,247 153,267 97,454 222,698 214,479: 11,411 19,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
Old : 100.0: 9.6 16.4 11.6 68.5 53.6 89.7 81.6: 10.3 18.4
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 : 263: 46 76 83 113 132 211 245:
Old : 263: 46 76 83 113 132 211 245:
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 : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
Old : 29.5 14.4 46.6 23.2 28.4 14.1 40.1 21.1
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 29, 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 : 8,023,087: 812,993 1,327,291 867,841 5,504,548 4,325,777 7,185,382 6,520,909: 837,705 1,502,178
Old : 8,023,087: 812,993 1,327,291 867,841 5,504,548 4,325,777 7,185,382 6,520,909: 837,705 1,502,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -50,639: 35,996 -188,059 101,615 -41,011 132,211 96,600 45,767: -147,239 -96,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 16.5 10.8 68.6 53.9 89.6 81.3: 10.4 18.7
Old : 100.0: 10.1 16.5 10.8 68.6 53.9 89.6 81.3: 10.4 18.7
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 : 252: 47 70 73 112 126 202 229:
Old : 252: 47 70 73 112 126 202 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 15.2 46.6 24.4 28.8 15.0 40.5 22.5
Old : 29.7 15.2 46.6 24.4 28.8 15.0 40.5 22.5
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, April 5, 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 : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Old : 671,875: 57,290 78,963 7,462 475,989 484,074 540,741 570,499: 131,134 101,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -556: 2,493 91 259 1,262 -742 4,014 -392: -4,570 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 15.1
Old : 100.0: 8.5 11.8 1.1 70.8 72.0 80.5 84.9: 19.5 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 : 187: 30 40 12 90 60 131 101:
Old : 187: 30 40 12 90 60 131 101:
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 33.0 29.3 47.5 20.0 32.7 28.1 47.1
Old : 20.8 33.0 29.3 47.5 20.0 32.7 28.1 47.1
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 29, 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 : 672,431: 54,797 78,872 7,203 474,727 484,816 536,727 570,891: 135,704 101,540
Old : 672,431: 54,797 78,872 7,203 474,727 484,816 536,727 570,891: 135,704 101,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8: -957 -5,569 1,339 -903 4,093 -521 -137: 529 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 11.7 1.1 70.6 72.1 79.8 84.9: 20.2 15.1
Old : 100.0: 8.1 11.7 1.1 70.6 72.1 79.8 84.9: 20.2 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 : 182: 30 35 12 89 62 129 99:
Old : 182: 30 35 12 89 62 129 99:
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 : 21.0 32.6 29.7 46.9 20.7 32.4 28.5 46.8
Old : 21.0 32.6 29.7 46.9 20.7 32.4 28.5 46.8
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, April 5, 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 : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Old : 879,805: 134,445 187,695 22,079 393,870 568,926 550,394 778,700: 329,411 101,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 15,686: -11,349 22,017 5,506 14,936 -2,391 9,093 25,132: 6,593 -9,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
Old : 100.0: 15.3 21.3 2.5 44.8 64.7 62.6 88.5: 37.4 11.5
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 : 163: 33 52 18 44 50 88 109:
Old : 163: 33 52 18 44 50 88 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
Old : 20.8 35.8 30.9 47.5 17.4 31.0 25.9 41.2
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 29, 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 : 864,119: 145,794 165,678 16,573 378,934 571,317 541,301 753,568: 322,818 110,551
Old : 864,119: 145,794 165,678 16,573 378,934 571,317 541,301 753,568: 322,818 110,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 20,478: -5,657 187 5,141 23,472 2,805 22,956 8,133: -2,478 12,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.2 1.9 43.9 66.1 62.6 87.2: 37.4 12.8
Old : 100.0: 16.9 19.2 1.9 43.9 66.1 62.6 87.2: 37.4 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 : 165: 36 50 14 44 51 86 109:
Old : 165: 36 50 14 44 51 86 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 36.0 30.6 47.0 17.0 30.7 25.5 40.1
Old : 20.4 36.0 30.6 47.0 17.0 30.7 25.5 40.1
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, April 5, 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 : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Old : 11,761: 725 1,573 0 6,418 8,834 7,143 10,407: 4,618 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11: 0 -442 0 -201 147 -201 -295: 212 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
Old : 100.0: 6.2 13.4 0.0 54.6 75.1 60.7 88.5: 39.3 11.5
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 4 0 13 12 14 16:
Old : 29: 1 4 0 13 12 14 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 : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
Old : 30.0 40.3 46.5 64.4 28.5 40.3 45.0 64.4
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 29, 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 : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Old : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 45: -739 -98 0 550 151 -189 53: 234 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
Old : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
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 : 31: 1 5 0 14 12 15 17:
Old : 31: 1 5 0 14 12 15 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 : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Old : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Old : 23,114: 7,770 1,544 86 10,441 15,593 18,297 17,223: 4,817 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,227: -1,789 -7 61 234 -1,954 -1,494 -1,900: -733 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
Old : 100.0: 33.6 6.7 0.4 45.2 67.5 79.2 74.5: 20.8 25.5
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 : 38: 9 3 1 13 18 23 21:
Old : 38: 9 3 1 13 18 23 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 : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
Old : 39.8 37.9 57.4 54.1 39.5 34.7 55.9 50.5
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 29, 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 : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Old : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,778: 1,870 -63 23 591 2,382 2,484 2,342: 294 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
Old : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
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 : 37: 9 4 1 12 18 21 23:
Old : 37: 9 4 1 12 18 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 : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
Old : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
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, April 5, 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 : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Old : 53,645: 4,539 15,658 5 36,304 27,224 40,848 42,887: 12,797 10,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,130: 553 -1,758 0 252 -560 805 -2,318: -2,935 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
Old : 100.0: 8.5 29.2 0.0 67.7 50.7 76.1 79.9: 23.9 20.1
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 : 89: 13 23 1 36 28 50 51:
Old : 89: 13 23 1 36 28 50 51:
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 : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
Old : 33.6 28.6 47.0 42.9 32.3 24.8 42.3 38.7
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 29, 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 : 55,775: 3,986 17,416 5 36,052 27,784 40,043 45,205: 15,732 10,570
Old : 55,775: 3,986 17,416 5 36,052 27,784 40,043 45,205: 15,732 10,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,087: -1,155 -318 5 1,809 681 659 368: 1,428 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 31.2 0.0 64.6 49.8 71.8 81.0: 28.2 19.0
Old : 100.0: 7.1 31.2 0.0 64.6 49.8 71.8 81.0: 28.2 19.0
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 : 85: 10 22 1 35 28 46 50:
Old : 85: 10 22 1 35 28 46 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 : 32.5 29.0 45.6 44.3 31.3 25.1 40.9 40.0
Old : 32.5 29.0 45.6 44.3 31.3 25.1 40.9 40.0
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, April 5, 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 : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Old : 263,251: 57,252 109,491 3,790 171,743 118,743 232,785 232,024: 30,466 31,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -17,420: -17,409 -6,886 178 799 4,044 -16,432 -2,664: -988 -14,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 11.9
Old : 100.0: 21.7 41.6 1.4 65.2 45.1 88.4 88.1: 11.6 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 40 60 9 42 38 87 103:
Old : 169: 40 60 9 42 38 87 103:
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 28.3 58.1 43.4 44.5 23.1 53.1 33.2
Old : 48.1 28.3 58.1 43.4 44.5 23.1 53.1 33.2
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 29, 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 : 280,671: 74,661 116,377 3,612 170,944 114,699 249,217 234,688: 31,454 45,983
Old : 280,671: 74,661 116,377 3,612 170,944 114,699 249,217 234,688: 31,454 45,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 12,098: -2,916 -3,674 738 18,775 14,730 16,597 11,794: -4,499 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 41.5 1.3 60.9 40.9 88.8 83.6: 11.2 16.4
Old : 100.0: 26.6 41.5 1.3 60.9 40.9 88.8 83.6: 11.2 16.4
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 : 167: 36 68 9 37 36 79 107:
Old : 167: 36 68 9 37 36 79 107:
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 : 45.6 24.8 59.1 39.2 44.1 20.9 55.6 31.4
Old : 45.6 24.8 59.1 39.2 44.1 20.9 55.6 31.4
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, April 5, 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 : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Old : 78,489: 26,134 5,048 43 33,001 63,420 59,178 68,511: 19,311 9,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,835: -4,685 853 43 4,307 -5,755 -335 -4,859: -2,500 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
Old : 100.0: 33.3 6.4 0.1 42.0 80.8 75.4 87.3: 24.6 12.7
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 : 45: 14 6 2 18 14 33 21:
Old : 45: 14 6 2 18 14 33 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 : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
Old : 40.2 63.9 53.8 77.2 40.1 63.4 53.1 76.3
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 29, 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 : 81,324: 30,819 4,195 0 28,694 69,175 59,513 73,370: 21,811 7,954
Old : 81,324: 30,819 4,195 0 28,694 69,175 59,513 73,370: 21,811 7,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -24,522: -28,154 213 -17 9,714 -25,191 -18,457 -24,995: -6,065 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 5.2 0.0 35.3 85.1 73.2 90.2: 26.8 9.8
Old : 100.0: 37.9 5.2 0.0 35.3 85.1 73.2 90.2: 26.8 9.8
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 : 44: 14 4 0 19 14 33 18:
Old : 44: 14 4 0 19 14 33 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 66.7 50.4 81.1 34.7 66.3 50.3 80.4
Old : 34.7 66.7 50.4 81.1 34.7 66.3 50.3 80.4
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, April 5, 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 : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Old : 31,186: 1,192 10,515 0 25,647 14,488 26,839 25,003: 4,347 6,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 928: 2 269 0 1,311 400 1,313 669: -385 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 19.8
Old : 100.0: 3.8 33.7 0.0 82.2 46.5 86.1 80.2: 13.9 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 : 57: 3 12 0 25 25 28 37:
Old : 57: 3 12 0 25 25 28 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 : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
Old : 57.0 35.1 67.4 46.9 56.0 34.8 66.4 46.5
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 29, 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 : 30,258: 1,190 10,246 0 24,336 14,088 25,526 24,334: 4,732 5,924
Old : 30,258: 1,190 10,246 0 24,336 14,088 25,526 24,334: 4,732 5,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,434: 0 25 0 1,588 1,949 1,588 1,974: -154 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 33.9 0.0 80.4 46.6 84.4 80.4: 15.6 19.6
Old : 100.0: 3.9 33.9 0.0 80.4 46.6 84.4 80.4: 15.6 19.6
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 : 57: 3 12 0 26 23 29 35:
Old : 57: 3 12 0 26 23 29 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 : 53.6 34.2 64.3 46.4 52.6 33.9 63.3 45.9
Old : 53.6 34.2 64.3 46.4 52.6 33.9 63.3 45.9
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, April 5, 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 : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Old : 170,342: 36,457 31,747 919 119,407 125,308 156,783 157,974: 13,559 12,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 8,208: 3,204 374 -210 8,870 8,408 11,864 8,572: -3,656 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 7.3
Old : 100.0: 21.4 18.6 0.5 70.1 73.6 92.0 92.7: 8.0 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 : 110: 17 38 5 31 40 50 81:
Old : 110: 17 38 5 31 40 50 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 : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
Old : 46.3 38.0 65.9 51.6 44.6 37.0 63.1 50.3
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 29, 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 : 162,134: 33,253 31,373 1,129 110,537 116,900 144,919 149,402: 17,215 12,732
Old : 162,134: 33,253 31,373 1,129 110,537 116,900 144,919 149,402: 17,215 12,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 7,482: -4,211 255 66 12,668 6,915 8,523 7,236: -1,041 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 19.4 0.7 68.2 72.1 89.4 92.1: 10.6 7.9
Old : 100.0: 20.5 19.4 0.7 68.2 72.1 89.4 92.1: 10.6 7.9
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 : 112: 21 37 5 28 40 51 80:
Old : 112: 21 37 5 28 40 51 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 38.0 59.8 51.2 38.5 36.7 57.3 49.5
Old : 40.9 38.0 59.8 51.2 38.5 36.7 57.3 49.5
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, April 5, 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 : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Old : 35,713: 11,678 10,369 179 12,235 16,468 24,092 27,016: 11,621 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,137: -662 -1,162 28 105 246 -529 -888: -608 -249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 24.4
Old : 100.0: 32.7 29.0 0.5 34.3 46.1 67.5 75.6: 32.5 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 : 71: 23 14 3 17 21 42 36:
Old : 71: 23 14 3 17 21 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 : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
Old : 22.6 29.8 33.0 44.8 22.5 29.8 32.6 43.5
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 29, 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 : 36,850: 12,340 11,531 151 12,130 16,222 24,621 27,904: 12,229 8,946
Old : 36,850: 12,340 11,531 151 12,130 16,222 24,621 27,904: 12,229 8,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,060: -412 321 79 2,884 1,682 2,551 2,082: 1,509 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 31.3 0.4 32.9 44.0 66.8 75.7: 33.2 24.3
Old : 100.0: 33.5 31.3 0.4 32.9 44.0 66.8 75.7: 33.2 24.3
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 : 70: 23 15 2 15 20 39 36:
Old : 70: 23 15 2 15 20 39 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 : 22.7 32.9 33.9 46.3 22.7 32.9 33.6 43.6
Old : 22.7 32.9 33.9 46.3 22.7 32.9 33.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Old : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
Old : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
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 : 22: 10 1 0 8 3 18 4:
Old : 22: 10 1 0 8 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
Old : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
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, April 5, 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 : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Old : 68,707: 3,662 5,338 502 50,510 23,767 54,674 29,607: 14,033 39,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,521: 416 -2,390 252 1,387 -1,803 2,055 -3,941: -534 5,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
Old : 100.0: 5.3 7.8 0.7 73.5 34.6 79.6 43.1: 20.4 56.9
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 : 48: 3 14 3 18 26 23 42:
Old : 48: 3 14 3 18 26 23 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 : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
Old : 63.3 16.7 71.6 26.0 56.6 11.6 61.3 17.5
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 29, 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 : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Old : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -534: 0 100 250 798 -240 1,048 110: -1,582 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
Old : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
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 : 50: 3 14 1 19 28 23 43:
Old : 50: 3 14 1 19 28 23 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 : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Old : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
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, April 5, 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 : 98,663: 39,261 4,663 7,053 22,778 78,411 69,092 90,127: 29,571 8,536
Old : 98,663: 39,261 4,663 7,053 22,778 78,411 69,092 90,127: 29,571 8,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 2,095: 1,616 -11 -1,520 3,218 3,439 3,314 1,908: -1,219 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 4.7 7.1 23.1 79.5 70.0 91.3: 30.0 8.7
Old : 100.0: 39.8 4.7 7.1 23.1 79.5 70.0 91.3: 30.0 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 : 150: 88 17 31 23 31 123 72:
Old : 150: 88 17 31 23 31 123 72:
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 : 19.6 33.0 29.0 51.7 15.5 30.4 22.1 47.5
Old : 19.6 33.0 29.0 51.7 15.5 30.4 22.1 47.5
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 29, 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 : 96,568: 37,645 4,674 8,573 19,560 74,972 65,778 88,219: 30,790 8,349
Old : 96,568: 37,645 4,674 8,573 19,560 74,972 65,778 88,219: 30,790 8,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,760: -8,153 -1,572 -60 1,795 -4,915 -6,418 -6,547: -342 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 4.8 8.9 20.3 77.6 68.1 91.4: 31.9 8.6
Old : 100.0: 39.0 4.8 8.9 20.3 77.6 68.1 91.4: 31.9 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 : 150: 84 19 35 25 32 125 77:
Old : 150: 84 19 35 25 32 125 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 : 18.8 32.5 26.3 50.7 15.4 30.6 21.8 48.3
Old : 18.8 32.5 26.3 50.7 15.4 30.6 21.8 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, April 5, 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 : 119,690: 43,081 15,554 24,529 35,825 66,798 103,435 106,881: 16,255 12,809
Old : 119,690: 43,081 15,554 24,529 35,825 66,798 103,435 106,881: 16,255 12,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,341: 2,390 468 759 1,282 3,736 4,431 4,963: 910 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 13.0 20.5 29.9 55.8 86.4 89.3: 13.6 10.7
Old : 100.0: 36.0 13.0 20.5 29.9 55.8 86.4 89.3: 13.6 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 65 62 41 42 41 141 123:
Old : 193: 65 62 41 42 41 141 123:
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 : 20.8 27.9 32.6 45.2 18.2 25.4 27.5 38.7
Old : 20.8 27.9 32.6 45.2 18.2 25.4 27.5 38.7
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 29, 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 : 114,349: 40,691 15,086 23,770 34,543 63,062 99,004 101,918: 15,345 12,431
Old : 114,349: 40,691 15,086 23,770 34,543 63,062 99,004 101,918: 15,345 12,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,168: -6,410 -1,784 928 346 -5,517 -5,136 -6,373: -1,032 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 13.2 20.8 30.2 55.1 86.6 89.1: 13.4 10.9
Old : 100.0: 35.6 13.2 20.8 30.2 55.1 86.6 89.1: 13.4 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 : 179: 58 62 41 40 42 132 119:
Old : 179: 58 62 41 40 42 132 119:
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 : 21.2 30.7 33.8 47.4 18.4 25.9 28.5 40.2
Old : 21.2 30.7 33.8 47.4 18.4 25.9 28.5 40.2
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, April 5, 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 : 272,946: 143,487 37,223 17,593 66,117 201,057 227,197 255,873: 45,749 17,073
Old : 272,946: 143,487 37,223 17,593 66,117 201,057 227,197 255,873: 45,749 17,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -8,655: 3,996 -747 -2,129 -4,244 -3,159 -2,377 -6,035: -6,278 -2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 13.6 6.4 24.2 73.7 83.2 93.7: 16.8 6.3
Old : 100.0: 52.6 13.6 6.4 24.2 73.7 83.2 93.7: 16.8 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 : 205: 107 44 30 37 39 159 101:
Old : 205: 107 44 30 37 39 159 101:
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 39.5 40.9 59.8 28.4 35.9 36.6 52.8
Old : 29.8 39.5 40.9 59.8 28.4 35.9 36.6 52.8
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 29, 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 : 281,601: 139,491 37,970 19,722 70,361 204,216 229,574 261,908: 52,027 19,693
Old : 281,601: 139,491 37,970 19,722 70,361 204,216 229,574 261,908: 52,027 19,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,930: -8,598 -18,358 -2,198 -4,481 3,396 -15,277 -17,160: -2,653 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 13.5 7.0 25.0 72.5 81.5 93.0: 18.5 7.0
Old : 100.0: 49.5 13.5 7.0 25.0 72.5 81.5 93.0: 18.5 7.0
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 : 205: 109 38 38 33 38 166 101:
Old : 205: 109 38 38 33 38 166 101:
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 : 28.0 39.7 37.1 59.3 26.1 34.6 33.5 51.2
Old : 28.0 39.7 37.1 59.3 26.1 34.6 33.5 51.2
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, April 5, 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 : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Old : 10,631: 7,753 950 585 275 8,994 8,613 10,529: 2,018 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 334: 365 45 -32 -24 1,177 309 1,190: 25 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 1.0
Old : 100.0: 72.9 8.9 5.5 2.6 84.6 81.0 99.0: 19.0 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 : 41: 24 4 8 3 5 33 16:
Old : 41: 24 4 8 3 5 33 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 : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
Old : 47.6 86.5 64.9 96.5 47.6 86.5 63.8 93.5
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 29, 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 : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Old : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -302: 695 138 -375 -165 -221 155 -458: -457 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Old : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 24 5 9 4 5 35 16:
Old : 41: 24 5 9 4 5 35 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 : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Old : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 69,665: 11,940 10,550 3,451 40,595 33,863 55,986 47,864: 13,679 21,801
Old : 29,244: 5,233 6,583 10 18,559 13,280 23,802 19,873: 5,442 9,371
Other: 40,421: 7,979 5,239 2,169 22,036 20,583 32,184 27,991: 8,237 12,430
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,056: -5,965 1,723 1,857 1,163 -6,946 -2,945 -3,366: 889 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 15.1 5.0 58.3 48.6 80.4 68.7: 19.6 31.3
Old : 100.0: 17.9 22.5 0.0 63.5 45.4 81.4 68.0: 18.6 32.0
Other: 100.0: 19.7 13.0 5.4 54.5 50.9 79.6 69.2: 20.4 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 19 25 15 39 45 70 74:
Old : 78: 11 18 1 17 33 28 52:
Other: 89: 18 20 10 33 35 59 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 25.2 41.1 34.5 25.6 16.4 34.1 22.1
Old : 45.9 24.5 62.9 35.2 45.9 24.5 62.9 34.5
Other: 28.0 32.1 39.9 39.5 24.7 29.7 35.9 35.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 71,721: 17,905 8,827 1,594 39,432 40,809 58,931 51,230: 12,790 20,491
Old : 32,495: 8,943 4,571 10 17,867 19,614 26,820 24,195: 5,675 8,300
Other: 39,226: 9,454 4,748 1,092 21,565 21,195 32,111 27,035: 7,115 12,191
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,123: -1,390 614 -28 189 -1,040 -1,229 -454: -894 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.3 2.2 55.0 56.9 82.2 71.4: 17.8 28.6
Old : 100.0: 27.5 14.1 0.0 55.0 60.4 82.5 74.5: 17.5 25.5
Other: 100.0: 24.1 12.1 2.8 55.0 54.0 81.9 68.9: 18.1 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 26 21 10 36 48 71 70:
Old : 83: 15 13 1 17 39 32 53:
Other: 89: 21 16 9 30 39 56 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 27.5 38.1 39.7 23.8 21.0 33.5 28.1
Old : 38.0 30.2 55.7 42.3 38.0 30.2 55.7 42.2
Other: 30.5 33.8 44.2 42.1 26.2 30.7 39.6 37.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 5, 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 : 29,569: 1,369 3,422 1,015 19,580 15,268 21,964 19,705: 7,605 9,864
Old : 20,190: 1,914 3,246 406 12,641 10,254 14,961 13,906: 5,229 6,284
Other: 9,379: 16 737 48 6,939 5,014 7,003 5,799: 2,376 3,580
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,376: -626 1,876 -38 -787 -3,084 -1,451 -1,246: -1,925 -2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.6 3.4 66.2 51.6 74.3 66.6: 25.7 33.4
Old : 100.0: 9.5 16.1 2.0 62.6 50.8 74.1 68.9: 25.9 31.1
Other: 100.0: 0.2 7.9 0.5 74.0 53.5 74.7 61.8: 25.3 38.2
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 8 6 22 15 31 26:
Old : 39: 8 6 4 19 14 28 23:
Other: 26: 1 5 4 12 13 16 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 32.5 52.0 46.1 26.9 22.5 38.7 30.9
Old : 39.1 37.8 54.0 52.4 27.3 31.8 41.9 43.8
Other: 44.5 34.6 68.2 49.9 40.3 31.7 59.0 43.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 32,945: 1,995 1,546 1,053 20,367 18,352 23,415 20,951: 9,530 11,994
Old : 24,013: 2,624 1,413 305 13,606 13,533 16,535 15,251: 7,478 8,762
Other: 8,932: 16 778 103 6,761 4,819 6,880 5,700: 2,052 3,232
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,478: -102 -489 -510 -1,204 -769 -1,816 -1,768: -662 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 4.7 3.2 61.8 55.7 71.1 63.6: 28.9 36.4
Old : 100.0: 10.9 5.9 1.3 56.7 56.4 68.9 63.5: 31.1 36.5
Other: 100.0: 0.2 8.7 1.2 75.7 54.0 77.0 63.8: 23.0 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 7 6 6 21 16 32 25:
Old : 38: 10 4 4 16 16 27 23:
Other: 26: 1 5 4 12 13 16 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.1 50.0 47.4 23.5 21.1 34.9 28.6
Old : 38.4 37.5 52.1 50.8 25.2 30.1 38.1 40.7
Other: 43.1 36.1 68.6 50.9 37.9 31.4 59.3 42.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 118,626: 43,375 18,214 7,104 49,623 85,021 100,102 110,339: 18,524 8,287
Old : 100,035: 41,448 19,893 2,739 39,916 71,044 84,103 93,676: 15,932 6,359
Other: 18,591: 5,422 1,816 870 9,707 13,977 15,999 16,663: 2,592 1,928
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,619: -1,665 -1,555 561 50 -266 -1,054 -1,260: -565 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.4 6.0 41.8 71.7 84.4 93.0: 15.6 7.0
Old : 100.0: 41.4 19.9 2.7 39.9 71.0 84.1 93.6: 15.9 6.4
Other: 100.0: 29.2 9.8 4.7 52.2 75.2 86.1 89.6: 13.9 10.4
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 81 43 47 57 59 175 125:
Old : 209: 79 50 31 40 57 144 119:
Other: 103: 28 20 19 33 36 73 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.6 31.1 49.5 19.8 35.9 30.8 44.7
Old : 23.5 42.0 36.9 51.6 23.5 41.7 36.8 51.2
Other: 35.1 35.6 52.8 49.2 33.1 32.7 46.2 42.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 120,245: 45,040 19,769 6,543 49,573 85,287 101,156 111,599: 19,089 8,646
Old : 102,747: 42,846 21,483 2,593 40,661 72,671 86,100 96,747: 16,647 6,000
Other: 17,498: 5,517 1,609 627 8,912 12,616 15,056 14,852: 2,442 2,646
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,476: -544 -1,386 905 -78 1,855 283 1,374: 2,193 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.4 5.4 41.2 70.9 84.1 92.8: 15.9 7.2
Old : 100.0: 41.7 20.9 2.5 39.6 70.7 83.8 94.2: 16.2 5.8
Other: 100.0: 31.5 9.2 3.6 50.9 72.1 86.0 84.9: 14.0 15.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 86 41 41 54 60 169 123:
Old : 205: 84 47 28 40 55 142 116:
Other: 97: 25 21 15 30 35 64 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 39.9 30.5 51.2 19.2 36.3 30.3 45.9
Old : 22.5 42.9 35.7 54.0 22.5 42.0 35.7 51.9
Other: 34.5 34.9 54.6 48.1 33.0 29.4 48.2 39.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 34,036: 16,463 3,200 2,447 9,411 26,723 28,321 32,370: 5,715 1,666
Old : 33,829: 16,478 3,239 2,326 9,396 26,627 28,200 32,192: 5,629 1,637
Other: 207: 101 77 5 15 96 121 178: 86 29
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,965: 1,514 352 313 -119 1,363 1,708 2,028: 257 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 9.4 7.2 27.7 78.5 83.2 95.1: 16.8 4.9
Old : 100.0: 48.7 9.6 6.9 27.8 78.7 83.4 95.2: 16.6 4.8
Other: 100.0: 48.8 37.2 2.4 7.2 46.4 58.5 86.0: 41.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 66 19 25 21 17 104 51:
Old : 122: 66 19 25 20 17 103 51:
Other: 12: 3 4 1 2 4 5 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 : 20.2 49.5 33.0 72.5 20.2 48.7 33.0 71.7
Old : 20.4 49.7 33.2 72.8 20.4 48.9 33.2 71.9
Other: 56.5 68.1 58.5 84.5 54.1 68.1 54.1 81.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 32,071: 14,949 2,848 2,134 9,530 25,360 26,613 30,342: 5,458 1,729
Old : 31,965: 14,949 2,860 2,112 9,515 25,309 26,576 30,281: 5,389 1,684
Other: 106: 17 5 5 15 51 37 61: 69 45
: : :
: : Changes in Commitments from: March 22, 2005 :
: 120: -881 80 69 466 129 -346 278: 466 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 8.9 6.7 29.7 79.1 83.0 94.6: 17.0 5.4
Old : 100.0: 46.8 8.9 6.6 29.8 79.2 83.1 94.7: 16.9 5.3
Other: 100.0: 16.0 4.7 4.7 14.2 48.1 34.9 57.5: 65.1 42.5
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 66 18 24 24 15 105 48:
Old : 121: 66 19 24 23 15 104 48:
Other: 7: 1 1 1 2 4 3 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 51.9 32.8 72.6 20.7 51.4 32.8 71.9
Old : 20.8 52.0 32.9 72.8 20.8 51.5 32.9 72.1
Other: 34.9 51.9 34.9 57.5 26.4 48.1 26.4 49.1
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 135,666: 32,911 4,038 9,127 81,433 115,681 123,471 128,846: 12,195 6,820
Old : 80,484: 29,368 3,697 8,031 32,281 62,850 69,680 74,578: 10,804 5,906
Other: 55,182: 4,345 1,143 294 49,152 52,831 53,791 54,268: 1,391 914
: : :
: : Changes in Commitments from: March 29, 2005 :
: -2,438: -3,389 -453 337 1,503 -2,780 -1,549 -2,896: -889 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 3.0 6.7 60.0 85.3 91.0 95.0: 9.0 5.0
Old : 100.0: 36.5 4.6 10.0 40.1 78.1 86.6 92.7: 13.4 7.3
Other: 100.0: 7.9 2.1 0.5 89.1 95.7 97.5 98.3: 2.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 60 17 39 50 41 138 87:
Old : 150: 58 21 37 44 39 130 83:
Other: 62: 19 6 3 26 27 47 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 : 27.0 40.1 41.4 60.1 17.9 27.7 26.2 38.1
Old : 19.0 34.5 30.9 53.0 17.1 28.7 26.1 44.7
Other: 57.3 62.2 74.4 80.7 40.5 48.9 55.1 59.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 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 : 138,104: 36,300 4,491 8,790 79,930 118,461 125,020 131,742: 13,084 6,362
Old : 83,577: 33,322 4,009 7,619 32,843 66,139 73,784 77,767: 9,793 5,810
Other: 54,527: 3,971 1,475 178 47,087 52,322 51,236 53,975: 3,291 552
: : :
: : Changes in Commitments from: March 22, 2005 :
: -14,668: -13,929 -1,425 -2,595 2,575 -10,099 -13,949 -14,119: -719 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.3 6.4 57.9 85.8 90.5 95.4: 9.5 4.6
Old : 100.0: 39.9 4.8 9.1 39.3 79.1 88.3 93.0: 11.7 7.0
Other: 100.0: 7.3 2.7 0.3 86.4 96.0 94.0 99.0: 6.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 62 21 40 43 43 133 95:
Old : 156: 60 24 38 40 42 128 92:
Other: 63: 15 9 3 27 29 44 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 : 26.5 40.4 41.1 60.5 17.7 28.0 26.0 38.5
Old : 19.3 34.9 31.1 52.9 16.9 28.0 26.2 43.5
Other: 56.4 63.7 71.9 81.7 40.0 50.8 52.1 60.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 363,911: 70,850 63,066 27,919 195,661 215,950 294,430 306,935: 69,481 56,976
Old : 363,911: 70,850 63,066 27,919 195,661 215,950 294,430 306,935: 69,481 56,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 11,827: -5,243 18,771 3,177 9,952 -14,454 7,886 7,494: 3,941 4,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.3 7.7 53.8 59.3 80.9 84.3: 19.1 15.7
Old : 100.0: 19.5 17.3 7.7 53.8 59.3 80.9 84.3: 19.1 15.7
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 : 159: 51 39 40 57 48 124 112:
Old : 159: 51 39 40 57 48 124 112:
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 27.4 27.8 41.6 15.1 23.6 26.1 35.3
Old : 16.5 27.4 27.8 41.6 15.1 23.6 26.1 35.3
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 29, 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 : 352,084: 76,093 44,295 24,742 185,709 230,404 286,544 299,441: 65,540 52,643
Old : 352,084: 76,093 44,295 24,742 185,709 230,404 286,544 299,441: 65,540 52,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,371: -14,024 15,561 -1,413 12,232 -26,831 -3,205 -12,683: -3,166 6,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.6 7.0 52.7 65.4 81.4 85.0: 18.6 15.0
Old : 100.0: 21.6 12.6 7.0 52.7 65.4 81.4 85.0: 18.6 15.0
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 : 149: 49 34 33 56 46 120 99:
Old : 149: 49 34 33 56 46 120 99:
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 33.9 26.9 47.8 15.5 29.6 25.9 40.4
Old : 15.5 33.9 26.9 47.8 15.5 29.6 25.9 40.4
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, April 5, 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 : 116,331: 46,792 11,173 13,295 44,636 84,547 104,723 109,015: 11,608 7,316
Old : 106,912: 47,257 13,401 9,456 39,166 77,544 95,879 100,401: 11,033 6,511
Other: 9,419: 3,010 1,247 364 5,470 7,003 8,844 8,614: 575 805
: : :
: : Changes in Commitments from: March 29, 2005 :
: 481: -199 246 1,638 -767 -1,391 672 493: -191 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 9.6 11.4 38.4 72.7 90.0 93.7: 10.0 6.3
Old : 100.0: 44.2 12.5 8.8 36.6 72.5 89.7 93.9: 10.3 6.1
Other: 100.0: 32.0 13.2 3.9 58.1 74.3 93.9 91.5: 6.1 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 143 49 79 90 104 280 209:
Old : 339: 142 54 72 82 101 269 199:
Other: 113: 19 15 8 49 57 73 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 24.0 28.2 39.3 15.3 19.4 25.2 32.1
Old : 17.1 25.3 28.5 40.3 16.7 20.7 27.4 33.6
Other: 43.7 29.0 59.1 47.0 35.7 26.5 44.9 40.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,850: 46,991 10,927 11,657 45,403 85,938 104,051 108,522: 11,799 7,328
Old : 106,709: 47,654 13,421 7,477 40,367 79,233 95,498 100,131: 11,211 6,578
Other: 9,141: 3,158 1,327 359 5,036 6,705 8,553 8,391: 588 750
: : :
: : Changes in Commitments from: March 22, 2005 :
: -7,160: -7,149 -3,725 -297 95 -3,691 -7,351 -7,713: 191 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 9.4 10.1 39.2 74.2 89.8 93.7: 10.2 6.3
Old : 100.0: 44.7 12.6 7.0 37.8 74.3 89.5 93.8: 10.5 6.2
Other: 100.0: 34.5 14.5 3.9 55.1 73.4 93.6 91.8: 6.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 145 55 85 90 105 288 214:
Old : 345: 147 57 80 86 103 281 208:
Other: 107: 18 18 7 45 51 69 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 23.8 27.2 38.5 15.8 20.2 25.8 33.1
Old : 17.1 24.3 28.4 39.3 17.1 21.1 28.0 34.5
Other: 44.0 29.0 60.2 46.2 39.8 28.0 50.4 41.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 5, 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 : 17,753: 5,927 5,370 2,115 5,848 7,584 13,890 15,069: 3,863 2,684
Old : 17,753: 5,927 5,370 2,115 5,848 7,584 13,890 15,069: 3,863 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -326: 720 -2,647 -15 -1,725 2,645 -1,020 -17: 694 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 30.2 11.9 32.9 42.7 78.2 84.9: 21.8 15.1
Old : 100.0: 33.4 30.2 11.9 32.9 42.7 78.2 84.9: 21.8 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 17 3 6 4 24 22:
Old : 42: 15 17 3 6 4 24 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 : 53.1 63.4 68.1 74.6 47.3 52.9 57.7 62.2
Old : 53.1 63.4 68.1 74.6 47.3 52.9 57.7 62.2
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 29, 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 : 18,079: 5,207 8,017 2,130 7,573 4,939 14,910 15,086: 3,169 2,993
Old : 18,079: 5,207 8,017 2,130 7,573 4,939 14,910 15,086: 3,169 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,981: 46 -4,131 -17 -2,242 2,339 -2,213 -1,809: 232 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 44.3 11.8 41.9 27.3 82.5 83.4: 17.5 16.6
Old : 100.0: 28.8 44.3 11.8 41.9 27.3 82.5 83.4: 17.5 16.6
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: 10 21 4 6 4 20 26:
Old : 41: 10 21 4 6 4 20 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 : 55.6 55.9 75.5 69.6 55.4 47.2 64.4 57.7
Old : 55.6 55.9 75.5 69.6 55.4 47.2 64.4 57.7
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, April 5, 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 : 184,610: 40,472 35,433 15,580 96,100 106,294 152,152 157,307: 32,458 27,303
Old : 184,610: 40,472 35,433 15,580 96,100 106,294 152,152 157,307: 32,458 27,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,034: 3,739 2,578 -2,776 -2,024 135 -1,061 -63: 2,095 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 19.2 8.4 52.1 57.6 82.4 85.2: 17.6 14.8
Old : 100.0: 21.9 19.2 8.4 52.1 57.6 82.4 85.2: 17.6 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 : 127: 37 28 23 56 55 110 89:
Old : 127: 37 28 23 56 55 110 89:
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 : 19.0 30.1 31.8 41.4 13.7 22.7 22.6 29.7
Old : 19.0 30.1 31.8 41.4 13.7 22.7 22.6 29.7
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 29, 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 : 183,576: 36,733 32,855 18,356 98,124 106,159 153,213 157,370: 30,363 26,206
Old : 183,576: 36,733 32,855 18,356 98,124 106,159 153,213 157,370: 30,363 26,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,000: -616 4,323 -1,792 -623 -4,922 -3,031 -2,391: 1,031 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.9 10.0 53.5 57.8 83.5 85.7: 16.5 14.3
Old : 100.0: 20.0 17.9 10.0 53.5 57.8 83.5 85.7: 16.5 14.3
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 : 131: 32 35 30 58 59 114 101:
Old : 131: 32 35 30 58 59 114 101:
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 : 19.4 28.3 31.5 39.8 14.4 20.2 22.6 27.0
Old : 19.4 28.3 31.5 39.8 14.4 20.2 22.6 27.0
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, April 5, 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 : 473,862: 58,548 52,547 154,638 189,422 238,332 402,608 445,517: 71,254 28,345
Old : 473,862: 58,548 52,547 154,638 189,422 238,332 402,608 445,517: 71,254 28,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 13,651: 6,123 3,903 6,973 2,138 6,555 15,234 17,431: -1,583 -3,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.1 32.6 40.0 50.3 85.0 94.0: 15.0 6.0
Old : 100.0: 12.4 11.1 32.6 40.0 50.3 85.0 94.0: 15.0 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 : 186: 49 43 69 81 69 174 147:
Old : 186: 49 43 69 81 69 174 147:
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 : 17.3 24.0 26.9 37.5 7.0 12.0 11.1 19.0
Old : 17.3 24.0 26.9 37.5 7.0 12.0 11.1 19.0
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 29, 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 : 460,211: 52,425 48,644 147,665 187,284 231,777 387,374 428,086: 72,837 32,125
Old : 460,211: 52,425 48,644 147,665 187,284 231,777 387,374 428,086: 72,837 32,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,397: 2,670 -1,076 -7,403 -9,153 -7,873 -13,886 -16,352: -3,511 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 10.6 32.1 40.7 50.4 84.2 93.0: 15.8 7.0
Old : 100.0: 11.4 10.6 32.1 40.7 50.4 84.2 93.0: 15.8 7.0
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 : 190: 58 45 66 78 68 177 143:
Old : 190: 58 45 66 78 68 177 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 23.8 27.3 37.5 7.1 11.9 10.4 18.5
Old : 17.8 23.8 27.3 37.5 7.1 11.9 10.4 18.5
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, April 5, 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 : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Old : 94,113: 10,446 4,048 0 74,971 86,115 85,417 90,163: 8,696 3,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,831: -988 180 -180 3,084 2,166 1,916 2,166: -85 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 4.2
Old : 100.0: 11.1 4.3 0.0 79.7 91.5 90.8 95.8: 9.2 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 : 31: 1 1 0 18 25 19 26:
Old : 31: 1 1 0 18 25 19 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 : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
Old : 64.0 37.8 77.8 57.4 64.0 36.4 73.1 54.5
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 29, 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 : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Old : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,974: 1,208 -840 180 1,615 2,689 3,003 2,029: -29 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Old : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
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 : 31: 1 1 1 19 24 21 25:
Old : 31: 1 1 1 19 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 : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Old : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
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 29, 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 : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Old : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,967: 0 -1,178 1,208 666 3,252 1,874 3,282: 93 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Old : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
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 : 22: 0 3 1 12 13 13 16:
Old : 22: 0 3 1 12 13 13 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 : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Old : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
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, April 5, 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 : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Old : 47,101: 5,743 844 3,175 33,221 36,853 42,139 40,872: 4,962 6,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -3,138: 560 -224 94 -4,948 -4,862 -4,294 -4,992: 1,156 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 13.2
Old : 100.0: 12.2 1.8 6.7 70.5 78.2 89.5 86.8: 10.5 13.2
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 : 22: 2 1 3 17 15 20 18:
Old : 22: 2 1 3 17 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
Old : 59.3 44.2 74.3 67.2 56.3 41.5 65.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Old : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,443: -266 144 -262 4,373 3,253 3,845 3,135: -402 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Old : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 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 18 23 21:
Old : 24: 2 1 3 20 18 23 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 : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Old : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
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, April 5, 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 : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Old : 60,131: 0 3,527 4,270 45,465 42,854 49,735 50,651: 10,396 9,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -6,293: -148 1,986 -725 -7,193 -7,654 -8,066 -6,393: 1,773 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 15.8
Old : 100.0: 0.0 5.9 7.1 75.6 71.3 82.7 84.2: 17.3 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 : 22: 0 2 2 18 15 20 17:
Old : 22: 0 2 2 18 15 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
Old : 35.4 62.3 60.0 74.7 28.1 45.1 40.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Old : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,355: -1,908 -676 1,910 193 -905 195 329: 1,160 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Old : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 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 : 24: 1 1 2 20 17 22 19:
Old : 24: 1 1 2 20 17 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 : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Old : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Old : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Old : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 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 : 23: 2 2 0 12 9 14 11:
Old : 23: 2 2 0 12 9 14 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 : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Old : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Old : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Old : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
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 : 25: 2 2 0 11 13 13 15:
Old : 25: 2 2 0 11 13 13 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 : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Old : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
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, April 5, 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 : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Old : 935,649: 272,952 67,790 137,342 501,818 717,672 912,112 922,804: 23,537 12,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -46,292: 3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961: -2,296 -4,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 1.4
Old : 100.0: 29.2 7.2 14.7 53.6 76.7 97.5 98.6: 2.5 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 : 112: 19 9 25 75 74 103 101:
Old : 112: 19 9 25 75 74 103 101:
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 : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
Old : 34.5 22.9 47.0 38.5 28.8 19.9 36.2 31.4
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 29, 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 : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Old : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 18,844: 7,252 1,289 -2,461 4,466 12,641 9,257 11,469: 9,587 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Old : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
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 : 128: 24 6 28 85 80 116 110:
Old : 128: 24 6 28 85 80 116 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Old : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
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, April 5, 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 : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Old : 142,847: 34,162 42,884 32,714 70,591 63,258 137,467 138,856: 5,380 3,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 5,476: 4,707 1,065 -2,641 3,556 6,611 5,622 5,035: -146 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
Old : 100.0: 23.9 30.0 22.9 49.4 44.3 96.2 97.2: 3.8 2.8
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 : 42: 11 7 12 22 22 39 35:
Old : 42: 11 7 12 22 22 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
Old : 34.0 49.4 53.4 71.3 20.4 29.0 28.8 37.9
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 29, 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 : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Old : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,916: -3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223: -1,188 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Old : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
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 : 43: 10 10 11 21 21 37 36:
Old : 43: 10 10 11 21 21 37 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 : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Old : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
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, April 5, 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 : 45,865: 8,442 2,860 10,150 26,769 32,395 45,361 45,405: 504 460
Old : 45,865: 8,442 2,860 10,150 26,769 32,395 45,361 45,405: 504 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 282: 1,260 -480 390 -1,556 62 94 -28: 188 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.2 22.1 58.4 70.6 98.9 99.0: 1.1 1.0
Old : 100.0: 18.4 6.2 22.1 58.4 70.6 98.9 99.0: 1.1 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 : 40: 3 5 7 28 27 35 35:
Old : 40: 3 5 7 28 27 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 : 50.3 51.4 73.4 71.0 34.5 43.5 47.4 50.5
Old : 50.3 51.4 73.4 71.0 34.5 43.5 47.4 50.5
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 29, 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 : 45,583: 7,182 3,340 9,760 28,325 32,333 45,267 45,433: 316 150
Old : 45,583: 7,182 3,340 9,760 28,325 32,333 45,267 45,433: 316 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 354: 760 -480 -220 -216 1,184 324 484: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.3 21.4 62.1 70.9 99.3 99.7: 0.7 0.3
Old : 100.0: 15.8 7.3 21.4 62.1 70.9 99.3 99.7: 0.7 0.3
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 : 40: 3 7 7 27 25 35 34:
Old : 40: 3 7 7 27 25 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 : 47.8 52.4 71.5 71.1 37.6 45.1 50.3 52.3
Old : 47.8 52.4 71.5 71.1 37.6 45.1 50.3 52.3
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Old : 17,995: 3,623 326 1,129 13,005 16,302 17,757 17,757: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -1,057: 423 -184 -327 -1,153 -546 -1,057 -1,057: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.8 6.3 72.3 90.6 98.7 98.7: 1.3 1.3
Old : 100.0: 20.1 1.8 6.3 72.3 90.6 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 : 25: 3 1 4 16 17 20 21:
Old : 25: 3 1 4 16 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
Old : 66.8 51.5 82.4 73.0 63.2 47.6 69.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Old : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 256: 44 -128 86 126 298 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Old : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
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 : 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 : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Old : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Old : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
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 : 21: 1 3 2 13 7 16 10:
Old : 21: 1 3 2 13 7 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Old : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
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, April 5, 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 : 859,819: 173,593 84,881 125,312 488,807 566,573 787,712 776,766: 72,107 83,053
Old : 859,819: 173,593 84,881 125,312 488,807 566,573 787,712 776,766: 72,107 83,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 20,486: 9,579 -5,341 7,261 -4,491 19,678 12,349 21,598: 8,137 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.9 14.6 56.8 65.9 91.6 90.3: 8.4 9.7
Old : 100.0: 20.2 9.9 14.6 56.8 65.9 91.6 90.3: 8.4 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 : 257: 79 76 93 76 79 212 205:
Old : 257: 79 76 93 76 79 212 205:
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 : 17.7 20.8 28.4 31.7 12.0 14.4 18.6 20.0
Old : 17.7 20.8 28.4 31.7 12.0 14.4 18.6 20.0
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 29, 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 : 839,333: 164,014 90,222 118,051 493,298 546,895 775,363 755,168: 63,970 84,165
Old : 839,333: 164,014 90,222 118,051 493,298 546,895 775,363 755,168: 63,970 84,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,514: -2,955 -7,238 662 -8,159 -4,168 -10,452 -10,744: 3,938 4,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 10.7 14.1 58.8 65.2 92.4 90.0: 7.6 10.0
Old : 100.0: 19.5 10.7 14.1 58.8 65.2 92.4 90.0: 7.6 10.0
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 : 252: 70 84 86 75 78 202 201:
Old : 252: 70 84 86 75 78 202 201:
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 21.5 30.8 32.5 12.6 14.2 19.6 19.8
Old : 19.5 21.5 30.8 32.5 12.6 14.2 19.6 19.8
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, April 5, 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 : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Old : 12,923: 8,824 1,817 75 1,105 10,396 10,004 12,288: 2,919 635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 460: 348 64 0 42 353 390 417: 70 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
Old : 100.0: 68.3 14.1 0.6 8.6 80.4 77.4 95.1: 22.6 4.9
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 : 109: 66 10 2 10 22 78 33:
Old : 109: 66 10 2 10 22 78 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 : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
Old : 24.0 42.7 34.1 61.1 24.0 42.7 34.1 61.1
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 29, 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 : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Old : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -433: -368 351 -9 145 -834 -232 -492: -201 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Old : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
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 : 112: 69 9 2 10 22 81 33:
Old : 112: 69 9 2 10 22 81 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 : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Old : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
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, April 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,641: 4,478 550 86 996 6,232 5,560 6,868: 2,081 773
Old : 7,641: 4,478 550 86 996 6,232 5,560 6,868: 2,081 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: -307: -80 43 26 -213 -424 -267 -355: -40 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 7.2 1.1 13.0 81.6 72.8 89.9: 27.2 10.1
Old : 100.0: 58.6 7.2 1.1 13.0 81.6 72.8 89.9: 27.2 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 : 45: 22 3 2 7 16 30 20:
Old : 45: 22 3 2 7 16 30 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 : 32.4 56.6 45.3 74.5 32.4 56.4 44.9 74.3
Old : 32.4 56.6 45.3 74.5 32.4 56.4 44.9 74.3
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 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,948: 4,558 507 60 1,209 6,656 5,827 7,223: 2,121 725
Old : 7,948: 4,558 507 60 1,209 6,656 5,827 7,223: 2,121 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -763: -334 4 -26 -174 -518 -534 -540: -229 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 6.4 0.8 15.2 83.7 73.3 90.9: 26.7 9.1
Old : 100.0: 57.3 6.4 0.8 15.2 83.7 73.3 90.9: 26.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 22 4 2 8 16 32 20:
Old : 46: 22 4 2 8 16 32 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 : 30.9 59.4 44.7 76.4 30.9 58.5 43.7 75.2
Old : 30.9 59.4 44.7 76.4 30.9 58.5 43.7 75.2
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, April 5, 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 : 178,811: 49,907 5,964 14,493 91,458 144,155 155,858 164,612: 22,953 14,199
Old : 178,811: 49,907 5,964 14,493 91,458 144,155 155,858 164,612: 22,953 14,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2005 :
: 1,984: 2,158 -1,280 5 -4,433 666 -2,270 -609: 4,254 2,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 3.3 8.1 51.1 80.6 87.2 92.1: 12.8 7.9
Old : 100.0: 27.9 3.3 8.1 51.1 80.6 87.2 92.1: 12.8 7.9
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 : 177: 60 22 38 65 84 139 132:
Old : 177: 60 22 38 65 84 139 132:
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 : 21.2 19.7 33.5 32.0 18.9 14.2 29.7 23.8
Old : 21.2 19.7 33.5 32.0 18.9 14.2 29.7 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, March 29, 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 : 176,827: 47,749 7,244 14,488 95,891 143,489 158,128 165,221: 18,699 11,606
Old : 176,827: 47,749 7,244 14,488 95,891 143,489 158,128 165,221: 18,699 11,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,741: -1,077 1,283 -148 -375 -4,932 -1,600 -3,797: -1,141 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 8.2 54.2 81.1 89.4 93.4: 10.6 6.6
Old : 100.0: 27.0 4.1 8.2 54.2 81.1 89.4 93.4: 10.6 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 : 174: 57 24 39 75 80 150 128:
Old : 174: 57 24 39 75 80 150 128:
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 17.5 33.8 29.3 17.9 13.2 28.5 22.6
Old : 22.0 17.5 33.8 29.3 17.9 13.2 28.5 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2005