WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 204,698: 32,640 54,785 12,491 139,784 105,798 184,915 173,074: 19,783 31,624
Old : 203,928: 32,628 54,594 12,483 139,260 105,621 184,371 172,698: 19,557 31,230
Other: 770: 20 199 0 524 177 544 376: 226 394
: : :
: : Changes in Commitments from: May 3, 2005 :
: 9,434: 1,713 6,484 3,700 3,969 2,759 9,382 12,943: 52 -3,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 26.8 6.1 68.3 51.7 90.3 84.6: 9.7 15.4
Old : 100.0: 16.0 26.8 6.1 68.3 51.8 90.4 84.7: 9.6 15.3
Other: 100.0: 2.6 25.8 0.0 68.1 23.0 70.6 48.8: 29.4 51.2
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 47 86 36 40 53 115 154:
Old : 207: 48 85 36 39 53 114 154:
Other: 23: 1 3 0 3 16 4 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 : 40.7 33.2 57.7 40.1 40.3 32.2 57.3 38.5
Old : 40.8 33.3 57.9 40.2 40.5 32.5 57.5 38.9
Other: 70.6 36.1 70.6 42.2 70.6 36.1 70.6 42.2
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 195,264: 30,927 48,301 8,791 135,815 103,039 175,533 160,131: 19,731 35,133
Old : 194,576: 30,998 48,218 8,696 135,356 102,905 175,050 159,819: 19,526 34,757
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,243: -5,601 609 -548 563 -8,811 -5,586 -8,750: -1,657 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.7 4.5 69.6 52.8 89.9 82.0: 10.1 18.0
Old : 100.0: 15.9 24.8 4.5 69.6 52.9 90.0 82.1: 10.0 17.9
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 80 29 39 50 106 140:
Old : 192: 43 80 29 39 50 106 140:
Other: 21: 2 2 1 2 15 4 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 : 40.0 34.7 57.6 41.4 39.6 33.4 57.3 39.4
Old : 40.2 34.8 57.8 41.5 39.8 33.7 57.5 39.7
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 683,390: 105,734 148,997 42,022 416,550 308,284 564,306 499,303: 119,084 184,087
Old : 478,595: 85,722 148,937 10,175 302,060 220,509 397,957 379,621: 80,638 98,974
Other: 204,795: 47,124 27,172 4,735 114,490 87,775 166,349 119,682: 38,446 85,113
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,086: 5,764 15,740 -2,696 662 735 3,730 13,779: 6,356 -3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 21.8 6.1 61.0 45.1 82.6 73.1: 17.4 26.9
Old : 100.0: 17.9 31.1 2.1 63.1 46.1 83.2 79.3: 16.8 20.7
Other: 100.0: 23.0 13.3 2.3 55.9 42.9 81.2 58.4: 18.8 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 468: 119 114 79 159 163 322 328:
Old : 444: 117 115 42 126 142 266 279:
Other: 310: 76 53 25 103 140 192 205:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 19.5 32.1 24.2 22.5 16.8 31.7 21.0
Old : 30.1 24.8 40.1 29.6 30.1 23.5 40.0 28.3
Other: 28.4 12.1 36.4 18.1 23.8 7.2 30.6 12.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 673,304: 99,970 133,257 44,718 415,888 307,549 560,576 485,524: 112,728 187,780
Old : 471,233: 80,588 132,315 15,395 297,041 220,025 393,024 367,735: 78,209 103,498
Other: 202,071: 43,585 25,145 5,120 118,847 87,524 167,552 117,789: 34,519 84,282
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,515: 6,361 31,579 5,473 8,849 -20,777 20,683 16,275: -11,168 -6,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.8 6.6 61.8 45.7 83.3 72.1: 16.7 27.9
Old : 100.0: 17.1 28.1 3.3 63.0 46.7 83.4 78.0: 16.6 22.0
Other: 100.0: 21.6 12.4 2.5 58.8 43.3 82.9 58.3: 17.1 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 466: 116 112 89 159 163 325 335:
Old : 444: 111 115 51 121 147 264 292:
Other: 303: 69 55 21 103 138 185 201:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 18.9 32.4 23.5 22.4 15.4 31.8 19.6
Old : 29.6 23.5 39.8 28.2 29.6 22.1 39.8 26.7
Other: 31.3 12.3 39.4 18.7 25.4 7.5 33.0 12.8
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 7,910: 2,068 1,563 35 1,854 4,452 3,957 6,050: 3,953 1,860
Old : 7,910: 2,068 1,563 35 1,854 4,452 3,957 6,050: 3,953 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 363: 2 398 -78 232 -463 156 -143: 207 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 19.8 0.4 23.4 56.3 50.0 76.5: 50.0 23.5
Old : 100.0: 26.1 19.8 0.4 23.4 56.3 50.0 76.5: 50.0 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 : 35: 8 9 3 9 15 20 24:
Old : 35: 8 9 3 9 15 20 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 : 24.0 35.4 36.5 53.4 23.8 34.1 35.0 52.2
Old : 24.0 35.4 36.5 53.4 23.8 34.1 35.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Old : 7,547: 2,066 1,165 113 1,622 4,915 3,801 6,193: 3,746 1,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -642: -741 847 -9 603 -1,679 -147 -841: -495 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
Old : 100.0: 27.4 15.4 1.5 21.5 65.1 50.4 82.1: 49.6 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 9 4 10 16 21 25:
Old : 35: 7 9 4 10 16 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 : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Old : 25.9 38.3 37.2 56.5 25.2 37.2 35.8 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 247,350: 48,840 26,813 24,705 124,304 119,365 197,849 170,883: 49,501 76,467
Old : 171,557: 38,033 36,542 5,965 97,399 86,808 141,397 129,315: 30,160 42,242
Other: 75,793: 27,074 6,538 2,473 26,905 32,557 56,452 41,568: 19,341 34,225
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,396: 6,360 -3,040 -2,080 -1,691 11,399 2,589 6,279: 2,807 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 10.8 10.0 50.3 48.3 80.0 69.1: 20.0 30.9
Old : 100.0: 22.2 21.3 3.5 56.8 50.6 82.4 75.4: 17.6 24.6
Other: 100.0: 35.7 8.6 3.3 35.5 43.0 74.5 54.8: 25.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 103 67 64 72 87 217 186:
Old : 279: 83 84 31 52 81 158 174:
Other: 177: 73 19 17 50 59 129 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 16.0 36.2 25.9 24.5 14.7 34.0 22.3
Old : 34.9 20.4 45.5 30.7 34.9 20.0 44.4 28.2
Other: 23.4 14.9 33.2 23.9 21.0 14.3 29.4 21.9
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 241,954: 42,480 29,853 26,785 125,995 107,966 195,260 164,604: 46,694 77,350
Old : 169,661: 32,426 39,601 7,245 101,328 78,313 140,999 125,159: 28,662 44,502
Other: 72,293: 26,614 6,812 2,980 24,667 29,653 54,261 39,445: 18,032 32,848
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,454: -10,448 -2,424 4,644 -3,975 -8,796 -9,779 -6,576: -3,675 -6,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.3 11.1 52.1 44.6 80.7 68.0: 19.3 32.0
Old : 100.0: 19.1 23.3 4.3 59.7 46.2 83.1 73.8: 16.9 26.2
Other: 100.0: 36.8 9.4 4.1 34.1 41.0 75.1 54.6: 24.9 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 89 75 74 75 91 220 201:
Old : 281: 76 90 36 55 87 160 187:
Other: 179: 74 22 20 47 56 129 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 15.0 36.5 22.7 24.2 13.5 34.4 20.0
Old : 33.0 20.4 46.6 28.5 33.0 20.1 45.4 26.7
Other: 22.1 14.9 31.9 23.7 19.7 14.5 27.9 21.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,923: 10,674 3,185 234 121 728 11,029 4,147: 2,894 9,776
Old : 5,428: 3,415 3,009 39 36 47 3,490 3,095: 1,938 2,333
Other: 8,495: 7,370 287 84 85 681 7,539 1,052: 956 7,443
: : :
: : Changes in Commitments from: May 3, 2005 :
: -105: -313 261 -30 0 6 -343 237: 238 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 22.9 1.7 0.9 5.2 79.2 29.8: 20.8 70.2
Old : 100.0: 62.9 55.4 0.7 0.7 0.9 64.3 57.0: 35.7 43.0
Other: 100.0: 86.8 3.4 1.0 1.0 8.0 88.7 12.4: 11.3 87.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 7 5 1 3 14 13:
Old : 21: 10 8 1 1 2 12 10:
Other: 13: 7 3 4 1 3 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 : 57.5 18.9 72.6 25.9 57.1 18.5 72.3 24.7
Old : 39.2 43.4 59.4 56.2 39.2 43.4 59.4 55.4
Other: 84.0 10.2 88.7 12.2 83.5 9.1 86.8 10.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 145,340: 34,994 11,582 14,355 70,094 105,335 119,443 131,272: 25,897 14,068
Old : 112,755: 31,963 12,640 7,305 53,834 81,204 93,102 101,149: 19,653 11,606
Other: 32,585: 6,461 2,372 3,620 16,260 24,131 26,341 30,123: 6,244 2,462
: : :
: : Changes in Commitments from: May 3, 2005 :
: 947: 6,757 -3,269 -3,263 -4,222 7,697 -728 1,165: 1,675 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 8.0 9.9 48.2 72.5 82.2 90.3: 17.8 9.7
Old : 100.0: 28.3 11.2 6.5 47.7 72.0 82.6 89.7: 17.4 10.3
Other: 100.0: 19.8 7.3 11.1 49.9 74.1 80.8 92.4: 19.2 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 45 26 26 41 44 100 87:
Old : 131: 42 28 18 37 42 89 80:
Other: 61: 15 12 8 24 22 43 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 : 22.5 38.0 32.2 52.3 22.5 32.7 30.7 46.6
Old : 24.3 40.5 34.3 54.8 23.8 37.9 33.1 50.8
Other: 38.6 50.0 52.8 64.1 35.8 43.0 42.8 53.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 144,393: 28,237 14,851 17,618 74,316 97,638 120,171 130,107: 24,222 14,286
Old : 111,478: 25,905 15,819 9,739 57,459 73,576 93,103 99,134: 18,375 12,344
Other: 32,915: 6,420 3,120 3,791 16,857 24,062 27,068 30,973: 5,847 1,942
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,034: -1,056 3,026 468 2,710 -3,885 2,122 -391: -1,088 1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.3 12.2 51.5 67.6 83.2 90.1: 16.8 9.9
Old : 100.0: 23.2 14.2 8.7 51.5 66.0 83.5 88.9: 16.5 11.1
Other: 100.0: 19.5 9.5 11.5 51.2 73.1 82.2 94.1: 17.8 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 43 25 33 45 44 106 95:
Old : 138: 42 30 30 42 42 101 91:
Other: 59: 11 13 10 26 22 41 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 36.0 33.9 49.2 23.5 30.4 31.7 42.1
Old : 24.8 38.5 35.4 50.6 23.8 34.6 33.1 45.4
Other: 42.6 51.5 56.0 63.7 39.0 44.7 46.6 55.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 704,316: 97,739 110,179 13,741 442,453 424,336 553,933 548,256: 150,383 156,060
Old : 704,316: 97,739 110,179 13,741 442,453 424,336 553,933 548,256: 150,383 156,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -12,582: -4,585 -849 -3,640 -5,306 -5,778 -13,531 -10,267: 949 -2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.6 2.0 62.8 60.2 78.6 77.8: 21.4 22.2
Old : 100.0: 13.9 15.6 2.0 62.8 60.2 78.6 77.8: 21.4 22.2
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 : 169: 34 33 22 62 81 105 128:
Old : 169: 34 33 22 62 81 105 128:
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 : 28.4 17.6 36.6 28.9 17.0 12.4 22.8 20.2
Old : 28.4 17.6 36.6 28.9 17.0 12.4 22.8 20.2
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, May 3, 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 : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Old : 716,898: 102,324 111,028 17,381 447,759 430,114 567,464 558,523: 149,434 158,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,316: -2,878 804 4,120 -7,738 9,622 -6,496 14,546: 15,812 -5,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 22.1
Old : 100.0: 14.3 15.5 2.4 62.5 60.0 79.2 77.9: 20.8 22.1
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 : 167: 34 31 26 63 76 110 122:
Old : 167: 34 31 26 63 76 110 122:
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 : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
Old : 28.0 17.1 36.2 28.5 16.9 12.5 22.9 20.9
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, May 10, 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 : 128,883: 28,364 12,986 14,830 56,804 81,188 99,998 109,004: 28,885 19,879
Old : 91,629: 27,482 13,642 7,693 33,186 55,049 68,361 76,384: 23,268 15,245
Other: 37,254: 4,169 2,631 3,850 23,618 26,139 31,637 32,620: 5,617 4,634
: : :
: : Changes in Commitments from: May 3, 2005 :
: -3,438: -1,529 105 -411 -1,033 -2,432 -2,973 -2,738: -465 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.1 11.5 44.1 63.0 77.6 84.6: 22.4 15.4
Old : 100.0: 30.0 14.9 8.4 36.2 60.1 74.6 83.4: 25.4 16.6
Other: 100.0: 11.2 7.1 10.3 63.4 70.2 84.9 87.6: 15.1 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 41 27 35 49 57 121 105:
Old : 151: 49 27 27 44 56 112 98:
Other: 77: 15 16 16 36 27 63 48:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.4 25.7 41.6 10.8 21.9 17.6 28.9
Old : 14.2 32.0 22.9 39.0 14.0 27.8 22.3 34.1
Other: 31.2 46.8 46.8 64.2 28.8 45.8 43.0 56.3
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 132,321: 29,893 12,881 15,241 57,837 83,620 102,971 111,742: 29,350 20,579
Old : 97,360: 28,549 13,563 8,844 35,860 58,651 73,253 81,058: 24,107 16,302
Other: 34,961: 3,437 1,411 4,304 21,977 24,969 29,718 30,684: 5,243 4,277
: : :
: : Changes in Commitments from: April 26, 2005 :
: -11,006: -3,868 -1,178 -1,272 -3,246 -7,530 -8,386 -9,980: -2,620 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 9.7 11.5 43.7 63.2 77.8 84.4: 22.2 15.6
Old : 100.0: 29.3 13.9 9.1 36.8 60.2 75.2 83.3: 24.8 16.7
Other: 100.0: 9.8 4.0 12.3 62.9 71.4 85.0 87.8: 15.0 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 42 27 34 48 56 117 104:
Old : 149: 45 29 27 43 54 109 97:
Other: 72: 17 12 12 34 26 57 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 : 16.2 29.3 25.6 41.0 11.6 21.8 18.5 30.2
Old : 14.4 29.7 23.1 37.9 14.1 27.1 22.7 33.2
Other: 32.1 48.4 46.6 64.4 29.4 46.9 42.6 56.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 6,751: 3,218 647 663 996 4,455 4,877 5,765: 1,874 986
Old : 5,789: 3,273 646 483 510 3,812 4,266 4,941: 1,523 848
Other: 962: 41 97 84 486 643 611 824: 351 138
: : :
: : Changes in Commitments from: May 3, 2005 :
: -32: 13 -648 26 215 636 254 14: -286 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.6 9.8 14.8 66.0 72.2 85.4: 27.8 14.6
Old : 100.0: 56.5 11.2 8.3 8.8 65.8 73.7 85.4: 26.3 14.6
Other: 100.0: 4.3 10.1 8.7 50.5 66.8 63.5 85.7: 36.5 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 11 7 9 16 31 27:
Old : 43: 17 9 5 3 15 24 25:
Other: 21: 2 6 4 7 9 12 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 : 38.6 44.9 50.8 64.5 38.6 41.9 45.3 56.2
Old : 45.0 45.5 57.7 66.7 45.0 45.4 52.8 61.4
Other: 40.7 45.0 58.0 65.9 27.8 29.4 28.6 44.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 6,783: 3,205 1,295 637 781 3,819 4,623 5,751: 2,160 1,032
Old : 5,952: 3,242 1,321 445 457 3,418 4,144 5,184: 1,808 768
Other: 831: 92 103 63 324 401 479 567: 352 264
: : :
: : Changes in Commitments from: April 26, 2005 :
: -299: -228 -194 185 -400 -279 -443 -288: 144 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.1 9.4 11.5 56.3 68.2 84.8: 31.8 15.2
Old : 100.0: 54.5 22.2 7.5 7.7 57.4 69.6 87.1: 30.4 12.9
Other: 100.0: 11.1 12.4 7.6 39.0 48.3 57.6 68.2: 42.4 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 7 14 28 28:
Old : 41: 17 10 4 2 13 22 24:
Other: 21: 4 5 4 6 9 12 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 : 37.7 40.4 49.3 63.9 37.7 38.8 44.4 57.9
Old : 42.9 42.2 55.4 68.6 42.9 42.1 50.9 63.5
Other: 33.9 30.3 50.5 51.9 26.8 27.3 33.0 39.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 330,437: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,556 106,252
Old : 330,437: 115,134 78,863 1,718 152,029 143,604 268,881 224,185: 61,556 106,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -4,830: 1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920: 383 4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 23.9 0.5 46.0 43.5 81.4 67.8: 18.6 32.2
Old : 100.0: 34.8 23.9 0.5 46.0 43.5 81.4 67.8: 18.6 32.2
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: 18 28 3 38 40 58 69:
Old : 103: 18 28 3 38 40 58 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.7 49.8 26.5 33.3 16.7 49.0 25.4
Old : 33.6 17.7 49.8 26.5 33.3 16.7 49.0 25.4
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, May 3, 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 : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Old : 335,267: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,173 102,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,925: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,912 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
Old : 100.0: 33.9 25.0 0.5 47.4 44.0 81.8 69.5: 18.2 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 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 : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
Old : 34.0 19.6 47.9 27.7 34.0 18.6 47.9 26.2
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, May 10, 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 : 2,102,089: 371,107 498,305 162,696 1,327,889 1,037,613 1,861,692 1,698,614: 240,397 403,475
Old : 2,102,089: 371,107 498,305 162,696 1,327,889 1,037,613 1,861,692 1,698,614: 240,397 403,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -17,799: 6,451 32,551 -16,165 -5,246 -33,358 -14,960 -16,972: -2,839 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 23.7 7.7 63.2 49.4 88.6 80.8: 11.4 19.2
Old : 100.0: 17.7 23.7 7.7 63.2 49.4 88.6 80.8: 11.4 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 40 93 48 82 134 155 242:
Old : 289: 40 93 48 82 134 155 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 15.0 52.2 23.4 35.5 11.9 44.5 16.9
Old : 40.0 15.0 52.2 23.4 35.5 11.9 44.5 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Old : 2,119,888: 364,656 465,754 178,861 1,333,135 1,070,971 1,876,652 1,715,586: 243,236 404,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 76,655: 22,323 -5,845 76,505 -18,429 38,907 80,399 109,567: -3,744 -32,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 19.1
Old : 100.0: 17.2 22.0 8.4 62.9 50.5 88.5 80.9: 11.5 19.1
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 : 284: 42 87 44 81 132 153 233:
Old : 284: 42 87 44 81 132 153 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
Old : 41.4 15.3 52.6 24.3 37.7 12.4 46.2 17.3
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, May 10, 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 : 1,368,539: 149,805 299,903 66,395 999,397 723,692 1,215,597 1,089,990: 152,942 278,549
Old : 1,368,539: 149,805 299,903 66,395 999,397 723,692 1,215,597 1,089,990: 152,942 278,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -8,873: -2,056 13,160 18,731 -21,323 -35,873 -4,648 -3,982: -4,225 -4,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 21.9 4.9 73.0 52.9 88.8 79.6: 11.2 20.4
Old : 100.0: 10.9 21.9 4.9 73.0 52.9 88.8 79.6: 11.2 20.4
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 : 194: 33 53 28 69 87 118 152:
Old : 194: 33 53 28 69 87 118 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 21.2 51.2 30.0 28.5 14.8 40.2 21.9
Old : 37.8 21.2 51.2 30.0 28.5 14.8 40.2 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, May 3, 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 : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Old : 1,377,412: 151,861 286,743 47,664 1,020,720 759,565 1,220,245 1,093,972: 157,167 283,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 6,680: 12,954 1,878 6,137 -14,788 4,334 4,303 12,349: 2,377 -5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
Old : 100.0: 11.0 20.8 3.5 74.1 55.1 88.6 79.4: 11.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 33 50 22 66 92 110 153:
Old : 195: 33 50 22 66 92 110 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
Old : 39.5 23.6 52.0 31.9 29.6 16.4 40.7 23.3
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, May 10, 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 : 424,186: 108,121 28,046 88,587 189,661 274,529 386,369 391,162: 37,817 33,024
Old : 424,186: 108,121 28,046 88,587 189,661 274,529 386,369 391,162: 37,817 33,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 14,056: -37,809 7,874 30,632 15,276 -30,629 8,099 7,877: 5,957 6,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.6 20.9 44.7 64.7 91.1 92.2: 8.9 7.8
Old : 100.0: 25.5 6.6 20.9 44.7 64.7 91.1 92.2: 8.9 7.8
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 : 105: 34 15 32 40 49 85 87:
Old : 105: 34 15 32 40 49 85 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 42.9 51.9 54.5 16.2 24.7 23.6 32.0
Old : 38.9 42.9 51.9 54.5 16.2 24.7 23.6 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Old : 410,130: 145,930 20,172 57,955 174,385 305,158 378,270 383,285: 31,860 26,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -91,932: -55,695 -3,964 -18,930 -11,903 -64,798 -86,528 -87,692: -5,404 -4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 6.5
Old : 100.0: 35.6 4.9 14.1 42.5 74.4 92.2 93.5: 7.8 6.5
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 : 102: 35 11 28 42 47 86 79:
Old : 102: 35 11 28 42 47 86 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Old : 36.3 39.9 50.1 53.4 23.5 31.9 30.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 41,556: 10,577 5,105 397 20,567 28,390 31,541 33,892: 10,015 7,664
Old : 41,556: 10,577 5,105 397 20,567 28,390 31,541 33,892: 10,015 7,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -60: -262 -6 -6 -86 75 -354 63: 294 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.3 1.0 49.5 68.3 75.9 81.6: 24.1 18.4
Old : 100.0: 25.5 12.3 1.0 49.5 68.3 75.9 81.6: 24.1 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 : 64: 22 13 3 19 11 42 26:
Old : 64: 22 13 3 19 11 42 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 : 32.9 60.8 47.6 69.0 32.9 60.8 47.5 68.0
Old : 32.9 60.8 47.6 69.0 32.9 60.8 47.5 68.0
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, May 3, 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 : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Old : 41,616: 10,839 5,111 403 20,653 28,315 31,895 33,829: 9,721 7,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 343: 689 -6,604 10 -276 6,466 423 -128: -80 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 18.7
Old : 100.0: 26.0 12.3 1.0 49.6 68.0 76.6 81.3: 23.4 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 : 67: 24 12 3 20 11 46 24:
Old : 67: 24 12 3 20 11 46 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 : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
Old : 32.9 58.7 47.1 68.4 32.9 58.7 47.1 68.4
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, May 10, 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 : 67,118: 12,330 28,657 499 38,918 17,690 51,747 46,846: 15,371 20,272
Old : 67,118: 12,330 28,657 499 38,918 17,690 51,747 46,846: 15,371 20,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,060: 3,105 4,015 72 1,287 -688 4,464 3,399: -404 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 42.7 0.7 58.0 26.4 77.1 69.8: 22.9 30.2
Old : 100.0: 18.4 42.7 0.7 58.0 26.4 77.1 69.8: 22.9 30.2
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 : 68: 20 25 5 15 12 38 39:
Old : 68: 20 25 5 15 12 38 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 33.4 60.3 44.0 49.8 33.4 58.9 44.0
Old : 51.3 33.4 60.3 44.0 49.8 33.4 58.9 44.0
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, May 3, 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 : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Old : 63,058: 9,225 24,642 427 37,631 18,378 47,283 43,447: 15,775 19,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,013: -346 652 -6 2,209 -1,482 1,857 -836: 1,156 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
Old : 100.0: 14.6 39.1 0.7 59.7 29.1 75.0 68.9: 25.0 31.1
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 : 67: 20 26 3 12 13 34 40:
Old : 67: 20 26 3 12 13 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
Old : 53.4 34.5 61.1 44.1 53.0 34.5 60.6 44.1
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, May 10, 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 : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Old : 37,756: 6,047 6,038 1,046 29,676 29,327 36,769 36,411: 987 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,333: 1,675 80 0 -215 1,444 1,460 1,524: -127 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
Old : 100.0: 16.0 16.0 2.8 78.6 77.7 97.4 96.4: 2.6 3.6
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 : 58: 7 21 4 17 18 27 40:
Old : 58: 7 21 4 17 18 27 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
Old : 53.8 46.3 71.7 70.7 53.8 41.1 71.6 65.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Old : 14,251: 0 1,045 0 14,188 13,126 14,188 14,171: 63 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -72: 0 6 0 163 180 163 186: -235 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.1 99.6 99.4: 0.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 7 0 4 11 4 18:
Old : 22: 0 7 0 4 11 4 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 : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
Old : 99.6 79.3 99.6 89.9 99.6 79.3 99.6 89.9
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
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, May 10, 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 : 22,045: 2,566 1,855 1,329 13,568 12,536 17,463 15,720: 4,582 6,325
Old : 22,045: 2,566 1,855 1,329 13,568 12,536 17,463 15,720: 4,582 6,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 638: 451 24 202 575 68 1,228 294: -590 344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.4 6.0 61.5 56.9 79.2 71.3: 20.8 28.7
Old : 100.0: 11.6 8.4 6.0 61.5 56.9 79.2 71.3: 20.8 28.7
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 : 42: 12 5 11 20 17 34 31:
Old : 42: 12 5 11 20 17 34 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 : 48.2 31.7 62.8 51.5 47.5 29.4 59.9 47.4
Old : 48.2 31.7 62.8 51.5 47.5 29.4 59.9 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Old : 21,407: 2,115 1,831 1,127 12,993 12,468 16,235 15,426: 5,172 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,885: -905 -375 -107 -1,287 -1,727 -2,299 -2,209: -586 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
Old : 100.0: 9.9 8.6 5.3 60.7 58.2 75.8 72.1: 24.2 27.9
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 : 39: 11 4 11 19 16 31 30:
Old : 39: 11 4 11 19 16 31 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 : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
Old : 47.6 32.9 61.7 52.6 46.9 30.6 58.4 48.2
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, May 10, 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 : 96,177: 14,529 11,868 18,661 44,323 35,402 77,513 65,931: 18,664 30,246
Old : 88,102: 14,334 11,921 16,379 40,477 32,705 71,190 61,005: 16,912 27,097
Other: 8,075: 2,107 1,859 370 3,846 2,697 6,323 4,926: 1,752 3,149
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,334: -2,286 1,657 -2,105 440 -3,207 -3,951 -3,655: 1,617 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.3 19.4 46.1 36.8 80.6 68.6: 19.4 31.4
Old : 100.0: 16.3 13.5 18.6 45.9 37.1 80.8 69.2: 19.2 30.8
Other: 100.0: 26.1 23.0 4.6 47.6 33.4 78.3 61.0: 21.7 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 36 45 43 21 30 85 99:
Old : 132: 35 44 42 21 30 82 99:
Other: 34: 10 6 2 6 15 18 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 18.6 42.6 29.9 28.5 17.2 39.1 23.6
Old : 31.2 18.8 45.4 30.9 31.2 17.8 42.6 27.3
Other: 60.6 35.4 71.7 47.4 59.3 31.0 69.1 42.9
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 98,511: 16,815 10,211 20,766 43,883 38,609 81,464 69,586: 17,047 28,925
Old : 91,438: 16,696 10,540 18,674 40,708 36,074 76,078 65,288: 15,360 26,150
Other: 7,073: 1,862 1,414 349 3,175 2,535 5,386 4,298: 1,687 2,775
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,219: 14 -692 -297 1,853 2,403 1,570 1,414: 1,649 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.4 21.1 44.5 39.2 82.7 70.6: 17.3 29.4
Old : 100.0: 18.3 11.5 20.4 44.5 39.5 83.2 71.4: 16.8 28.6
Other: 100.0: 26.3 20.0 4.9 44.9 35.8 76.1 60.8: 23.9 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 47 35 53 22 33 100 107:
Old : 144: 46 36 51 21 33 96 106:
Other: 34: 11 6 3 6 14 19 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 18.7 39.9 28.8 27.7 17.6 37.7 25.7
Old : 29.8 18.8 42.5 29.6 29.8 18.4 40.5 28.9
Other: 57.0 39.2 69.3 49.4 55.5 34.4 66.2 44.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,731: 397 1,484 376 1,537 806 2,310 2,666: 1,421 1,065
Old : 3,709: 397 1,489 370 1,521 801 2,288 2,660: 1,421 1,049
Other: 22: 5 0 1 16 5 22 6: 0 16
: : :
: : Changes in Commitments from: May 3, 2005 :
: 130: -213 13 123 76 12 -14 148: 144 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 39.8 10.1 41.2 21.6 61.9 71.5: 38.1 28.5
Old : 100.0: 10.7 40.1 10.0 41.0 21.6 61.7 71.7: 38.3 28.3
Other: 100.0: 22.7 0.0 4.5 72.7 22.7 100.0 27.3: 0.0 72.7
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 12 6 7 4 19 18:
Old : 29: 8 12 6 7 4 19 18:
Other: 3: 1 0 1 2 1 3 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 : 35.4 46.9 49.1 60.1 33.4 43.5 41.4 50.9
Old : 35.2 47.2 48.8 60.5 33.2 43.8 41.2 51.2
Other: 100.0 27.3 100.0 27.3 90.9 18.2 90.9 18.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,601: 610 1,471 253 1,461 794 2,324 2,518: 1,277 1,083
Old : 3,581: 607 1,471 252 1,446 794 2,305 2,517: 1,276 1,064
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -104: 184 -33 -59 -178 29 -53 -63: -51 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 40.8 7.0 40.6 22.0 64.5 69.9: 35.5 30.1
Old : 100.0: 17.0 41.1 7.0 40.4 22.2 64.4 70.3: 35.6 29.7
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 11 5 6 3 19 19:
Old : 32: 13 11 5 6 3 19 19:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 47.8 47.8 59.6 32.6 44.6 43.0 53.2
Old : 34.8 48.0 47.7 59.9 32.3 44.9 42.8 53.5
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 141,299: 45,449 17,812 13,979 63,342 72,065 122,770 103,856: 18,529 37,443
Old : 141,299: 45,449 17,812 13,979 63,342 72,065 122,770 103,856: 18,529 37,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,935: 1,532 -472 1,858 -2,735 -27 655 1,359: 1,280 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.6 9.9 44.8 51.0 86.9 73.5: 13.1 26.5
Old : 100.0: 32.2 12.6 9.9 44.8 51.0 86.9 73.5: 13.1 26.5
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 : 209: 57 37 40 51 94 135 152:
Old : 209: 57 37 40 51 94 135 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 15.3 37.1 25.3 23.4 15.2 35.6 24.5
Old : 23.4 15.3 37.1 25.3 23.4 15.2 35.6 24.5
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, May 3, 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 : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Old : 139,364: 43,917 18,284 12,121 66,077 72,092 122,115 102,497: 17,249 36,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,269: -1,511 125 -246 -1,607 -821 -3,364 -942: 95 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
Old : 100.0: 31.5 13.1 8.7 47.4 51.7 87.6 73.5: 12.4 26.5
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 : 211: 55 35 33 49 99 127 152:
Old : 211: 55 35 33 49 99 127 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.0 38.6 25.1 23.7 15.0 36.4 24.3
Old : 23.7 15.0 38.6 25.1 23.7 15.0 36.4 24.3
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, May 10, 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 : 3,399: 1,075 322 56 876 1,966 2,007 2,344: 1,392 1,055
Old : 3,399: 1,075 322 56 876 1,966 2,007 2,344: 1,392 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -533: -163 -49 1 -56 -407 -218 -455: -315 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.5 1.6 25.8 57.8 59.0 69.0: 41.0 31.0
Old : 100.0: 31.6 9.5 1.6 25.8 57.8 59.0 69.0: 41.0 31.0
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: 12 6 3 13 16 26 24:
Old : 40: 12 6 3 13 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 42.3 37.1 52.8 22.9 41.8 33.3 51.0
Old : 25.5 42.3 37.1 52.8 22.9 41.8 33.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Old : 3,932: 1,238 371 55 932 2,373 2,225 2,799: 1,707 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -512: 2 -160 -58 -274 -178 -330 -396: -182 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 28.8
Old : 100.0: 31.5 9.4 1.4 23.7 60.4 56.6 71.2: 43.4 28.8
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: 15 6 4 11 14 27 24:
Old : 42: 15 6 4 11 14 27 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 : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
Old : 23.4 45.5 34.6 57.2 22.0 45.4 31.6 55.0
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, May 10, 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 : 24,847: 10,012 3,461 2,265 7,733 5,119 20,010 10,845: 4,837 14,002
Old : 24,847: 10,012 3,461 2,265 7,733 5,119 20,010 10,845: 4,837 14,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 245: 136 -274 199 -145 -516 190 -591: 55 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 13.9 9.1 31.1 20.6 80.5 43.6: 19.5 56.4
Old : 100.0: 40.3 13.9 9.1 31.1 20.6 80.5 43.6: 19.5 56.4
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 : 137: 41 27 23 33 45 92 80:
Old : 137: 41 27 23 33 45 92 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 : 18.8 11.5 30.8 17.8 18.8 9.9 29.7 14.3
Old : 18.8 11.5 30.8 17.8 18.8 9.9 29.7 14.3
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, May 3, 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 : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Old : 24,602: 9,876 3,735 2,066 7,878 5,635 19,820 11,436: 4,782 13,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,803: -492 -70 -1,313 -882 -846 -2,687 -2,229: -116 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
Old : 100.0: 40.1 15.2 8.4 32.0 22.9 80.6 46.5: 19.4 53.5
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 : 135: 43 26 23 29 46 88 82:
Old : 135: 43 26 23 29 46 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
Old : 18.5 11.7 30.1 17.9 18.5 9.5 29.5 15.5
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, May 10, 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 : 86,866: 11,651 39,446 617 50,106 24,688 62,374 64,751: 24,492 22,115
Old : 86,866: 11,651 39,446 617 50,106 24,688 62,374 64,751: 24,492 22,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -6,412: -783 -6,309 29 -6,403 970 -7,157 -5,310: 745 -1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 45.4 0.7 57.7 28.4 71.8 74.5: 28.2 25.5
Old : 100.0: 13.4 45.4 0.7 57.7 28.4 71.8 74.5: 28.2 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 : 70: 13 20 4 28 18 44 39:
Old : 70: 13 20 4 28 18 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 32.6 46.5 49.1 32.7 32.6 45.4 48.9
Old : 33.7 32.6 46.5 49.1 32.7 32.6 45.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Old : 93,278: 12,434 45,755 588 56,509 23,718 69,531 70,061: 23,747 23,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,441: -1,342 7,260 2 10,252 -4,791 8,912 2,471: -1,471 4,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
Old : 100.0: 13.3 49.1 0.6 60.6 25.4 74.5 75.1: 25.5 24.9
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 : 74: 16 19 3 31 18 49 38:
Old : 74: 16 19 3 31 18 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
Old : 36.5 30.0 48.3 45.5 35.4 30.0 47.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 43,977: 2,214 19,638 29 32,738 7,641 34,981 27,308: 8,996 16,669
Old : 43,977: 2,214 19,638 29 32,738 7,641 34,981 27,308: 8,996 16,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,393: -2,675 3,419 28 7,986 -643 5,339 2,804: 54 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 44.7 0.1 74.4 17.4 79.5 62.1: 20.5 37.9
Old : 100.0: 5.0 44.7 0.1 74.4 17.4 79.5 62.1: 20.5 37.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 14 2 13 8 19 22:
Old : 36: 4 14 2 13 8 19 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 : 51.7 29.6 67.8 42.4 46.0 27.5 62.0 39.1
Old : 51.7 29.6 67.8 42.4 46.0 27.5 62.0 39.1
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Old : 38,584: 4,889 16,219 1 24,752 8,284 29,642 24,504: 8,942 14,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,188: 1,385 4,090 0 3,631 565 5,016 4,655: -828 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
Old : 100.0: 12.7 42.0 0.0 64.2 21.5 76.8 63.5: 23.2 36.5
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 : 36: 6 11 1 13 9 20 20:
Old : 36: 6 11 1 13 9 20 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 : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
Old : 44.1 26.5 61.7 41.6 42.0 25.8 56.5 39.2
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, May 10, 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 : 107,076: 79,579 4,143 231 19,122 98,376 98,932 102,750: 8,144 4,326
Old : 107,076: 79,579 4,143 231 19,122 98,376 98,932 102,750: 8,144 4,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -2,023: -1,175 -289 231 -363 -3,846 -1,307 -3,904: -716 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 3.9 0.2 17.9 91.9 92.4 96.0: 7.6 4.0
Old : 100.0: 74.3 3.9 0.2 17.9 91.9 92.4 96.0: 7.6 4.0
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 : 104: 58 15 2 17 19 76 35:
Old : 104: 58 15 2 17 19 76 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 : 34.2 55.4 49.5 79.4 34.2 55.1 49.5 79.2
Old : 34.2 55.4 49.5 79.4 34.2 55.1 49.5 79.2
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, May 3, 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 : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Old : 109,099: 80,754 4,432 0 19,485 102,222 100,239 106,654: 8,860 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,370: 9,495 -485 0 316 11,075 9,811 10,590: 559 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
Old : 100.0: 74.0 4.1 0.0 17.9 93.7 91.9 97.8: 8.1 2.2
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 : 104: 60 12 0 17 18 77 30:
Old : 104: 60 12 0 17 18 77 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 : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
Old : 34.3 58.6 48.3 80.6 34.3 58.5 48.3 80.5
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, May 10, 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 : 89,238: 25,907 5,809 15 40,597 70,896 66,519 76,720: 22,719 12,518
Old : 89,238: 25,907 5,809 15 40,597 70,896 66,519 76,720: 22,719 12,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 297: 62 -158 14 1,780 -2,565 1,856 -2,709: -1,559 3,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.5 0.0 45.5 79.4 74.5 86.0: 25.5 14.0
Old : 100.0: 29.0 6.5 0.0 45.5 79.4 74.5 86.0: 25.5 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 22 11 1 17 17 39 29:
Old : 62: 22 11 1 17 17 39 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 : 31.0 56.8 44.4 71.4 30.1 54.4 43.5 69.0
Old : 31.0 56.8 44.4 71.4 30.1 54.4 43.5 69.0
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, May 3, 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 : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Old : 88,941: 25,845 5,967 1 38,817 73,461 64,663 79,429: 24,278 9,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,476: -3,437 396 0 5,425 3,126 1,988 3,522: 1,488 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 10.7
Old : 100.0: 29.1 6.7 0.0 43.6 82.6 72.7 89.3: 27.3 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 : 59: 19 11 1 18 16 38 27:
Old : 59: 19 11 1 18 16 38 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 : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
Old : 30.2 59.9 44.0 76.1 29.3 56.9 42.6 73.1
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, May 10, 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 : 160,836: 20,771 30,334 677 109,373 110,558 130,821 141,569: 30,015 19,267
Old : 160,836: 20,771 30,334 677 109,373 110,558 130,821 141,569: 30,015 19,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 651: -1,061 -5,629 -37 -659 7,262 -1,757 1,596: 2,408 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.9 0.4 68.0 68.7 81.3 88.0: 18.7 12.0
Old : 100.0: 12.9 18.9 0.4 68.0 68.7 81.3 88.0: 18.7 12.0
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 : 78: 21 15 4 27 27 49 45:
Old : 78: 21 15 4 27 27 49 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 : 54.7 44.0 63.4 59.0 54.7 42.0 63.2 57.1
Old : 54.7 44.0 63.4 59.0 54.7 42.0 63.2 57.1
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, May 3, 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 : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Old : 160,185: 21,832 35,963 714 110,032 103,296 132,578 139,973: 27,607 20,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 21,397: 10,617 -7,754 -39 7,609 31,940 18,187 24,147: 3,210 -2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
Old : 100.0: 13.6 22.5 0.4 68.7 64.5 82.8 87.4: 17.2 12.6
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 : 80: 20 18 6 27 27 50 48:
Old : 80: 20 18 6 27 27 50 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
Old : 53.3 44.3 63.7 58.9 53.3 43.0 62.3 55.9
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, May 10, 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 : 148,731: 27,335 28,879 750 73,185 70,847 101,270 100,476: 47,461 48,255
Old : 148,731: 27,335 28,879 750 73,185 70,847 101,270 100,476: 47,461 48,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,713: 1,265 7,684 187 7,216 -2,174 8,668 5,697: 2,045 5,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.4 0.5 49.2 47.6 68.1 67.6: 31.9 32.4
Old : 100.0: 18.4 19.4 0.5 49.2 47.6 68.1 67.6: 31.9 32.4
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 : 94: 25 28 7 25 28 54 59:
Old : 94: 25 28 7 25 28 54 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 30.1 43.5 40.8 28.5 29.0 41.7 38.8
Old : 28.8 30.1 43.5 40.8 28.5 29.0 41.7 38.8
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, May 3, 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 : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Old : 138,018: 26,070 21,195 563 65,969 73,021 92,602 94,779: 45,416 43,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,988: 2,546 1,890 -631 2,395 3,270 4,310 4,529: 678 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
Old : 100.0: 18.9 15.4 0.4 47.8 52.9 67.1 68.7: 32.9 31.3
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 : 96: 32 25 6 25 27 60 55:
Old : 96: 32 25 6 25 27 60 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
Old : 27.1 34.0 39.1 44.3 26.3 32.9 37.8 41.8
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, May 10, 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 : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Old : 92,531: 29,644 6,000 758 58,431 79,012 88,833 85,770: 3,698 6,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 17,511: -740 0 140 17,900 17,638 17,300 17,778: 211 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 7.3
Old : 100.0: 32.0 6.5 0.8 63.1 85.4 96.0 92.7: 4.0 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 : 31: 4 2 3 16 21 20 26:
Old : 31: 4 2 3 16 21 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 : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
Old : 61.7 51.3 81.4 73.1 54.8 48.1 68.2 64.7
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, May 3, 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 : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 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 : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
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, May 10, 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 : 8,482,994: 722,596 935,050 1,030,145 5,793,355 5,000,466 7,546,096 6,965,661: 936,898 1,517,333
Old : 8,482,994: 722,596 935,050 1,030,145 5,793,355 5,000,466 7,546,096 6,965,661: 936,898 1,517,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -67,040: -24,357 39,197 82,345 33,973 -1,034 91,961 120,508: -159,001 -187,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.0 12.1 68.3 58.9 89.0 82.1: 11.0 17.9
Old : 100.0: 8.5 11.0 12.1 68.3 58.9 89.0 82.1: 11.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 50 66 90 132 141 236 253:
Old : 273: 50 66 90 132 141 236 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 15.4 42.4 24.5 27.4 13.1 36.6 19.7
Old : 28.7 15.4 42.4 24.5 27.4 13.1 36.6 19.7
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, May 3, 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 : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Old : 8,550,034: 746,953 895,853 947,800 5,759,382 5,001,500 7,454,135 6,845,153: 1,095,899 1,704,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 248,021: 59,399 -24,431 85,740 70,216 125,958 215,355 187,267: 32,666 60,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
Old : 100.0: 8.7 10.5 11.1 67.4 58.5 87.2 80.1: 12.8 19.9
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 : 261: 50 61 88 129 133 231 239:
Old : 261: 50 61 88 129 133 231 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
Old : 28.2 15.9 43.2 25.2 26.8 13.1 36.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 696,468: 60,027 72,761 14,536 484,779 494,782 559,342 582,079: 137,126 114,389
Old : 696,468: 60,027 72,761 14,536 484,779 494,782 559,342 582,079: 137,126 114,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,497: 631 160 2,662 -148 -2,084 3,145 738: 3,352 5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.4 2.1 69.6 71.0 80.3 83.6: 19.7 16.4
Old : 100.0: 8.6 10.4 2.1 69.6 71.0 80.3 83.6: 19.7 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 : 196: 35 39 17 96 62 144 105:
Old : 196: 35 39 17 96 62 144 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 33.4 28.4 46.4 19.2 33.0 27.3 45.9
Old : 20.0 33.4 28.4 46.4 19.2 33.0 27.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Old : 689,971: 59,396 72,601 11,874 484,927 496,866 556,197 581,341: 133,774 108,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -366: -1,688 203 2,309 1,236 -3,053 1,857 -541: -2,223 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 15.7
Old : 100.0: 8.6 10.5 1.7 70.3 72.0 80.6 84.3: 19.4 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 : 194: 34 39 17 95 61 143 103:
Old : 194: 34 39 17 95 61 143 103:
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 : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
Old : 20.0 34.1 28.4 47.4 19.4 33.7 27.4 46.9
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,019,983: 196,557 251,601 16,911 483,360 635,018 696,828 903,530: 323,155 116,453
Old : 1,019,983: 196,557 251,601 16,911 483,360 635,018 696,828 903,530: 323,155 116,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 47,432: 13,504 45,282 743 19,415 -1,644 33,662 44,381: 13,770 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 24.7 1.7 47.4 62.3 68.3 88.6: 31.7 11.4
Old : 100.0: 19.3 24.7 1.7 47.4 62.3 68.3 88.6: 31.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 67 20 58 58 109 131:
Old : 194: 37 67 20 58 58 109 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 25.4 31.4 38.3 15.6 21.9 24.2 32.3
Old : 20.5 25.4 31.4 38.3 15.6 21.9 24.2 32.3
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, May 3, 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 : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Old : 972,551: 183,053 206,319 16,168 463,945 636,662 663,166 859,149: 309,385 113,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 12,472: -26,265 -4,690 2,343 22,198 5,095 -1,724 2,748: 14,196 9,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Old : 100.0: 18.8 21.2 1.7 47.7 65.5 68.2 88.3: 31.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 38 52 17 54 61 103 119:
Old : 181: 38 52 17 54 61 103 119:
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 26.0 30.4 39.4 16.2 22.6 24.7 33.2
Old : 21.2 26.0 30.4 39.4 16.2 22.6 24.7 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Old : 11,837: 725 1,429 0 5,388 9,263 6,113 10,692: 5,724 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 96: 0 197 0 -439 0 -439 197: 535 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 9.7
Old : 100.0: 6.1 12.1 0.0 45.5 78.3 51.6 90.3: 48.4 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 : 27: 1 4 0 10 13 11 17:
Old : 27: 1 4 0 10 13 11 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 : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Old : 28.9 39.8 44.9 65.3 27.5 39.8 43.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 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 : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Old : 27,919: 9,413 3,609 27 15,312 16,345 24,752 19,981: 3,167 7,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,802: 748 1,555 27 2,179 -154 2,954 1,428: -152 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
Old : 100.0: 33.7 12.9 0.1 54.8 58.5 88.7 71.6: 11.3 28.4
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 : 41: 6 7 1 18 18 25 25:
Old : 41: 6 7 1 18 18 25 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 : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
Old : 43.0 33.4 65.5 48.7 43.0 30.2 64.6 45.5
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, May 3, 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 : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 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 : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 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 : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
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, May 10, 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 : 57,829: 4,502 18,228 6 35,390 28,670 39,898 46,904: 17,931 10,925
Old : 57,829: 4,502 18,228 6 35,390 28,670 39,898 46,904: 17,931 10,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -374: -288 -936 1 -494 1,288 -781 353: 407 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 31.5 0.0 61.2 49.6 69.0 81.1: 31.0 18.9
Old : 100.0: 7.8 31.5 0.0 61.2 49.6 69.0 81.1: 31.0 18.9
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 : 89: 12 24 2 33 31 46 56:
Old : 89: 12 24 2 33 31 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 27.6 43.7 42.9 31.6 24.6 40.9 39.7
Old : 32.8 27.6 43.7 42.9 31.6 24.6 40.9 39.7
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, May 3, 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 : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Old : 58,203: 4,790 19,164 5 35,884 27,382 40,679 46,551: 17,524 11,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,760: -2,054 -1,243 4 -10 -402 -2,060 -1,641: -700 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
Old : 100.0: 8.2 32.9 0.0 61.7 47.0 69.9 80.0: 30.1 20.0
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 : 87: 12 23 1 33 31 45 55:
Old : 87: 12 23 1 33 31 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
Old : 32.7 27.0 43.7 40.7 31.5 24.1 40.7 37.8
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, May 10, 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 : 360,852: 76,963 163,376 1,654 248,598 130,795 327,215 295,825: 33,637 65,027
Old : 360,852: 76,963 163,376 1,654 248,598 130,795 327,215 295,825: 33,637 65,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 21,422: 10,907 19,269 -134 22,879 2,346 33,652 21,481: -12,230 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 45.3 0.5 68.9 36.2 90.7 82.0: 9.3 18.0
Old : 100.0: 21.3 45.3 0.5 68.9 36.2 90.7 82.0: 9.3 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 32 80 7 46 36 80 121:
Old : 182: 32 80 7 46 36 80 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 26.1 63.6 38.3 42.2 24.1 58.8 32.8
Old : 45.1 26.1 63.6 38.3 42.2 24.1 58.8 32.8
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, May 3, 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 : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Old : 339,430: 66,056 144,107 1,788 225,719 128,449 293,563 274,344: 45,867 65,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,078: -13,167 -2,832 426 4,793 1,642 -7,948 -764: 5,870 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Old : 100.0: 19.5 42.5 0.5 66.5 37.8 86.5 80.8: 13.5 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 38 75 9 49 35 90 116:
Old : 185: 38 75 9 49 35 90 116:
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 : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
Old : 40.9 24.7 57.4 37.2 38.2 20.0 50.0 30.3
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, May 10, 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 : 89,282: 36,178 5,352 0 30,980 73,518 67,158 78,870: 22,124 10,412
Old : 89,282: 36,178 5,352 0 30,980 73,518 67,158 78,870: 22,124 10,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -266: 2,191 730 -20 -3,423 -623 -1,252 87: 986 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 6.0 0.0 34.7 82.3 75.2 88.3: 24.8 11.7
Old : 100.0: 40.5 6.0 0.0 34.7 82.3 75.2 88.3: 24.8 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 4 0 17 16 34 20:
Old : 47: 17 4 0 17 16 34 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 : 39.3 63.6 51.8 77.6 39.3 63.5 51.7 76.6
Old : 39.3 63.6 51.8 77.6 39.3 63.5 51.7 76.6
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, May 3, 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 : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Old : 89,548: 33,987 4,622 20 34,403 74,141 68,410 78,783: 21,138 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 275: 1 -2,070 20 1,676 1,047 1,697 -1,003: -1,422 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 12.0
Old : 100.0: 38.0 5.2 0.0 38.4 82.8 76.4 88.0: 23.6 12.0
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 : 49: 18 5 1 17 15 35 21:
Old : 49: 18 5 1 17 15 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 : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
Old : 38.9 63.8 51.3 76.9 38.9 62.5 51.2 74.8
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, May 10, 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 : 35,378: 1,121 13,161 5 28,693 16,725 29,819 29,891: 5,559 5,487
Old : 35,378: 1,121 13,161 5 28,693 16,725 29,819 29,891: 5,559 5,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 121: 0 -407 0 32 -203 32 -610: 89 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
Old : 100.0: 3.2 37.2 0.0 81.1 47.3 84.3 84.5: 15.7 15.5
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 : 59: 2 13 1 26 26 29 39:
Old : 59: 2 13 1 26 26 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
Old : 56.1 37.5 66.0 49.2 54.7 37.5 64.4 48.6
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, May 3, 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 : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Old : 35,257: 1,121 13,568 5 28,661 16,928 29,787 30,501: 5,470 4,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 761: 0 292 0 631 309 631 601: 130 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
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 : 61: 2 14 1 26 27 29 41:
Old : 61: 2 14 1 26 27 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
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, May 10, 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 : 234,934: 54,713 33,682 1,412 171,911 183,166 228,036 218,260: 6,898 16,674
Old : 234,934: 54,713 33,682 1,412 171,911 183,166 228,036 218,260: 6,898 16,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,000: -5,404 -1,531 -34 6,874 1,006 1,436 -559: -436 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.3 0.6 73.2 78.0 97.1 92.9: 2.9 7.1
Old : 100.0: 23.3 14.3 0.6 73.2 78.0 97.1 92.9: 2.9 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 : 113: 16 36 6 32 46 50 86:
Old : 113: 16 36 6 32 46 50 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 35.8 73.3 50.1 60.1 30.8 69.6 44.7
Old : 62.8 35.8 73.3 50.1 60.1 30.8 69.6 44.7
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, May 3, 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 : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Old : 233,934: 60,117 35,213 1,446 165,037 182,160 226,600 218,819: 7,334 15,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,257: 3,877 6,448 -18 17,402 13,024 21,261 19,454: -5,004 -3,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 6.5
Old : 100.0: 25.7 15.1 0.6 70.5 77.9 96.9 93.5: 3.1 6.5
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 : 113: 21 35 7 33 42 57 81:
Old : 113: 21 35 7 33 42 57 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 : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
Old : 60.8 35.9 71.3 49.9 57.9 31.3 67.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 39,391: 10,171 5,408 449 15,925 23,801 26,545 29,658: 12,846 9,733
Old : 39,391: 10,171 5,408 449 15,925 23,801 26,545 29,658: 12,846 9,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,851: -244 -420 98 1,641 1,049 1,495 727: 356 1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.7 1.1 40.4 60.4 67.4 75.3: 32.6 24.7
Old : 100.0: 25.8 13.7 1.1 40.4 60.4 67.4 75.3: 32.6 24.7
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 : 79: 24 16 2 17 26 43 42:
Old : 79: 24 16 2 17 26 43 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 : 23.6 27.2 33.7 39.3 21.6 25.8 29.8 36.7
Old : 23.6 27.2 33.7 39.3 21.6 25.8 29.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Old : 37,540: 10,415 5,828 351 14,284 22,752 25,050 28,931: 12,490 8,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 22.9
Old : 100.0: 27.7 15.5 0.9 38.1 60.6 66.7 77.1: 33.3 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 : 76: 24 15 3 16 24 43 39:
Old : 76: 24 15 3 16 24 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
Old : 22.9 29.9 32.6 42.9 22.0 26.8 30.9 39.2
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, May 10, 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 : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Old : 30,104: 6,983 930 15 15,784 2,248 22,782 3,193: 7,322 26,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,765: -339 270 -5 1,209 223 865 488: 3,900 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Old : 100.0: 23.2 3.1 0.0 52.4 7.5 75.7 10.6: 24.3 89.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 1 9 4 18 8:
Old : 24: 9 3 1 9 4 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
Old : 53.5 7.9 65.7 10.6 52.6 7.8 64.5 9.4
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, May 3, 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 : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
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: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
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, May 10, 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 : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Old : 72,419: 3,176 4,235 523 51,635 27,826 55,334 32,584: 17,085 39,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,292: -402 91 80 160 976 -162 1,147: 1,454 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
Old : 100.0: 4.4 5.8 0.7 71.3 38.4 76.4 45.0: 23.6 55.0
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 : 50: 3 13 3 19 30 24 45:
Old : 50: 3 13 3 19 30 24 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 : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
Old : 59.5 19.4 68.2 28.5 49.8 12.3 53.8 16.4
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, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 10, 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 : 104,114: 37,632 15,121 8,685 27,294 70,479 73,611 94,285: 30,503 9,829
Old : 104,114: 37,632 15,121 8,685 27,294 70,479 73,611 94,285: 30,503 9,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,147: -255 -2,908 775 -1,710 -1,218 -1,190 -3,351: 43 2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.5 8.3 26.2 67.7 70.7 90.6: 29.3 9.4
Old : 100.0: 36.1 14.5 8.3 26.2 67.7 70.7 90.6: 29.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 90 19 30 24 32 121 78:
Old : 155: 90 19 30 24 32 121 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 32.1 29.7 49.0 15.8 26.2 22.5 42.5
Old : 20.7 32.1 29.7 49.0 15.8 26.2 22.5 42.5
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, May 3, 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 : 105,261: 37,887 18,029 7,910 29,004 71,697 74,801 97,636: 30,460 7,625
Old : 105,261: 37,887 18,029 7,910 29,004 71,697 74,801 97,636: 30,460 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -6,726: -6,714 13,793 -1,748 5,301 -14,904 -3,161 -2,859: -3,565 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.1 7.5 27.6 68.1 71.1 92.8: 28.9 7.2
Old : 100.0: 36.0 17.1 7.5 27.6 68.1 71.1 92.8: 28.9 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 : 158: 85 26 29 23 31 119 79:
Old : 158: 85 26 29 23 31 119 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 33.4 29.6 49.3 16.1 28.7 24.1 44.5
Old : 20.0 33.4 29.6 49.3 16.1 28.7 24.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 10, 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 : 104,321: 31,653 14,769 19,813 40,762 57,550 92,228 92,132: 12,093 12,189
Old : 104,321: 31,653 14,769 19,813 40,762 57,550 92,228 92,132: 12,093 12,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -3,080: -2,996 -500 313 121 -2,838 -2,562 -3,025: -518 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 14.2 19.0 39.1 55.2 88.4 88.3: 11.6 11.7
Old : 100.0: 30.3 14.2 19.0 39.1 55.2 88.4 88.3: 11.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 58 50 31 40 40 117 104:
Old : 163: 58 50 31 40 40 117 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.4 38.1 46.0 21.1 28.2 29.7 41.1
Old : 24.0 28.4 38.1 46.0 21.1 28.2 29.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 3, 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 : 107,401: 34,649 15,269 19,500 40,641 60,388 94,790 95,157: 12,611 12,244
Old : 107,401: 34,649 15,269 19,500 40,641 60,388 94,790 95,157: 12,611 12,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,811: -568 2,412 -2,376 -4,049 -8,986 -6,993 -8,950: -1,818 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.2 18.2 37.8 56.2 88.3 88.6: 11.7 11.4
Old : 100.0: 32.3 14.2 18.2 37.8 56.2 88.3 88.6: 11.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 59 55 27 40 42 118 110:
Old : 174: 59 55 27 40 42 118 110:
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 : 22.6 28.7 36.0 45.2 20.3 28.4 28.3 41.3
Old : 22.6 28.7 36.0 45.2 20.3 28.4 28.3 41.3
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, May 10, 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 : 282,478: 134,719 54,341 19,727 79,372 187,921 233,818 261,989: 48,660 20,489
Old : 282,478: 134,719 54,341 19,727 79,372 187,921 233,818 261,989: 48,660 20,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -8,061: -19,195 8,155 -543 11,534 -17,612 -8,204 -10,000: 143 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 19.2 7.0 28.1 66.5 82.8 92.7: 17.2 7.3
Old : 100.0: 47.7 19.2 7.0 28.1 66.5 82.8 92.7: 17.2 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 : 229: 110 58 30 40 42 171 115:
Old : 229: 110 58 30 40 42 171 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 37.7 38.4 54.3 25.1 33.8 32.7 46.8
Old : 27.7 37.7 38.4 54.3 25.1 33.8 32.7 46.8
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, May 3, 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 : 290,539: 153,914 46,186 20,270 67,838 205,533 242,022 271,989: 48,517 18,550
Old : 290,539: 153,914 46,186 20,270 67,838 205,533 242,022 271,989: 48,517 18,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -11,545: -19,912 10,137 974 10,226 -21,368 -8,712 -10,257: -2,833 -1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 15.9 7.0 23.3 70.7 83.3 93.6: 16.7 6.4
Old : 100.0: 53.0 15.9 7.0 23.3 70.7 83.3 93.6: 16.7 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 : 226: 115 54 30 32 40 170 107:
Old : 226: 115 54 30 32 40 170 107:
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 : 26.3 38.1 37.9 54.9 25.1 33.5 33.3 47.8
Old : 26.3 38.1 37.9 54.9 25.1 33.5 33.3 47.8
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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Old : 12,652: 7,761 895 540 561 9,603 8,862 11,038: 3,790 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 390: 194 -184 -60 0 568 134 324: 256 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 12.8
Old : 100.0: 61.3 7.1 4.3 4.4 75.9 70.0 87.2: 30.0 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 : 39: 23 4 8 6 5 35 15:
Old : 39: 23 4 8 6 5 35 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 : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
Old : 42.4 76.5 54.9 85.0 42.4 74.2 54.5 80.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Old : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 520: 319 -247 101 129 3 549 -143: -29 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Old : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
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 : 42: 25 5 9 5 5 35 18:
Old : 42: 25 5 9 5 5 35 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 : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Old : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 63,220: 12,369 10,583 1,793 34,064 33,717 48,226 46,093: 14,994 17,127
Old : 63,213: 12,369 10,583 1,793 34,057 33,715 48,219 46,091: 14,994 17,122
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,704: 1,085 2,119 -196 1,255 1,942 2,144 3,865: 560 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.7 2.8 53.9 53.3 76.3 72.9: 23.7 27.1
Old : 100.0: 19.6 16.7 2.8 53.9 53.3 76.3 72.9: 23.7 27.1
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 28 24 16 39 42 73 77:
Old : 111: 28 24 16 39 42 73 77:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 27.3 34.4 35.9 24.3 24.1 33.4 31.7
Old : 25.3 27.3 34.4 35.9 24.3 24.1 33.4 31.7
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 60,516: 11,284 8,464 1,989 32,809 31,775 46,082 42,228: 14,434 18,288
Old : 60,509: 11,284 8,464 1,989 32,802 31,773 46,075 42,226: 14,434 18,283
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,918: 225 -2,120 -716 -3,704 -3 -4,195 -2,839: 277 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.0 3.3 54.2 52.5 76.1 69.8: 23.9 30.2
Old : 100.0: 18.6 14.0 3.3 54.2 52.5 76.1 69.8: 23.9 30.2
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 26 21 13 42 41 72 72:
Old : 107: 26 21 13 42 41 72 72:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 25.9 34.1 35.3 23.3 22.0 33.0 29.5
Old : 24.5 25.9 34.1 35.3 23.3 22.0 33.0 29.5
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 27,403: 2,147 3,764 1,147 16,785 13,788 20,079 18,699: 7,324 8,704
Old : 15,093: 3,009 3,833 0 7,588 7,544 10,597 11,377: 4,496 3,716
Other: 12,310: 175 968 110 9,197 6,244 9,482 7,322: 2,828 4,988
: : :
: : Changes in Commitments from: May 3, 2005 :
: 490: -95 728 86 106 193 97 1,007: 393 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.7 4.2 61.3 50.3 73.3 68.2: 26.7 31.8
Old : 100.0: 19.9 25.4 0.0 50.3 50.0 70.2 75.4: 29.8 24.6
Other: 100.0: 1.4 7.9 0.9 74.7 50.7 77.0 59.5: 23.0 40.5
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 9 6 19 12 30 25:
Old : 39: 10 8 0 14 11 24 19:
Other: 25: 4 4 3 13 11 19 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 : 39.7 37.7 53.1 52.0 37.2 33.5 47.3 43.2
Old : 41.1 37.7 52.8 56.9 37.7 37.3 49.4 56.3
Other: 47.5 45.2 65.4 54.0 47.4 35.3 59.7 42.8
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 26,913: 2,242 3,036 1,061 16,679 13,595 19,982 17,692: 6,931 9,221
Old : 15,504: 3,091 3,091 0 8,167 8,038 11,258 11,129: 4,246 4,375
Other: 11,409: 151 945 61 8,512 5,557 8,724 6,563: 2,685 4,846
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,824: 216 -703 -744 -368 -74 -896 -1,521: -928 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.3 3.9 62.0 50.5 74.2 65.7: 25.8 34.3
Old : 100.0: 19.9 19.9 0.0 52.7 51.8 72.6 71.8: 27.4 28.2
Other: 100.0: 1.3 8.3 0.5 74.6 48.7 76.5 57.5: 23.5 42.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 9 7 21 16 32 29:
Old : 40: 10 7 0 16 14 26 21:
Other: 26: 4 4 3 14 12 19 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 : 39.4 37.0 53.1 50.0 37.2 31.1 48.1 40.1
Old : 40.4 35.9 52.1 54.5 36.1 34.2 47.1 51.4
Other: 48.3 42.9 66.0 52.5 48.3 34.4 61.3 42.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 107,372: 34,144 11,506 4,119 55,401 85,717 93,664 101,342: 13,708 6,030
Old : 81,628: 31,847 9,916 23 40,008 68,312 71,878 78,251: 9,750 3,377
Other: 25,744: 5,660 4,953 733 15,393 17,405 21,786 23,091: 3,958 2,653
: : :
: : Changes in Commitments from: May 3, 2005 :
: -11,322: -10,101 -1,615 523 1,283 -9,747 -8,295 -10,839: -3,027 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 10.7 3.8 51.6 79.8 87.2 94.4: 12.8 5.6
Old : 100.0: 39.0 12.1 0.0 49.0 83.7 88.1 95.9: 11.9 4.1
Other: 100.0: 22.0 19.2 2.8 59.8 67.6 84.6 89.7: 15.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 79 35 29 54 51 147 105:
Old : 178: 78 36 1 22 45 100 82:
Other: 120: 23 34 15 43 41 78 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.2 36.5 56.3 23.9 39.5 34.1 49.7
Old : 31.0 52.7 42.7 63.7 31.0 50.3 42.7 61.3
Other: 30.1 28.5 47.3 42.9 27.5 24.4 40.2 37.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 118,694: 44,245 13,121 3,596 54,118 95,464 101,959 112,181: 16,735 6,513
Old : 94,379: 39,960 11,907 80 41,081 78,680 81,121 90,667: 13,258 3,712
Other: 24,315: 7,176 4,105 625 13,037 16,784 20,838 21,514: 3,477 2,801
: : :
: : Changes in Commitments from: April 26, 2005 :
: -502: -1,977 2,068 139 2,319 -3,261 481 -1,054: -983 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 11.1 3.0 45.6 80.4 85.9 94.5: 14.1 5.5
Old : 100.0: 42.3 12.6 0.1 43.5 83.4 86.0 96.1: 14.0 3.9
Other: 100.0: 29.5 16.9 2.6 53.6 69.0 85.7 88.5: 14.3 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 86 41 34 45 51 158 107:
Old : 198: 85 47 3 21 47 107 96:
Other: 110: 25 32 16 35 38 74 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 45.6 33.4 57.0 21.4 40.1 31.8 50.7
Old : 26.8 51.4 38.2 62.3 26.8 48.8 37.9 59.7
Other: 29.1 30.2 48.0 43.7 26.2 27.0 40.4 38.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 26,751: 9,851 3,622 845 11,978 20,561 22,674 25,028: 4,077 1,723
Old : 26,445: 9,869 3,684 673 11,899 20,449 22,441 24,806: 4,004 1,639
Other: 306: 128 84 26 79 112 233 222: 73 84
: : :
: : Changes in Commitments from: May 3, 2005 :
: -1,144: -1,626 -554 -126 569 -810 -1,183 -1,490: 39 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 13.5 3.2 44.8 76.9 84.8 93.6: 15.2 6.4
Old : 100.0: 37.3 13.9 2.5 45.0 77.3 84.9 93.8: 15.1 6.2
Other: 100.0: 41.8 27.5 8.5 25.8 36.6 76.1 72.5: 23.9 27.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 52 19 11 21 14 78 39:
Old : 102: 52 19 10 20 14 76 39:
Other: 11: 4 3 1 3 2 8 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 57.1 39.6 72.3 30.3 56.3 39.6 70.8
Old : 30.4 57.4 39.8 72.7 30.4 56.6 39.8 71.4
Other: 64.4 70.9 76.1 72.5 62.4 62.4 66.3 62.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 27,895: 11,477 4,176 971 11,409 21,371 23,857 26,518: 4,038 1,377
Old : 27,676: 11,450 4,188 877 11,384 21,298 23,711 26,363: 3,965 1,313
Other: 219: 107 68 14 25 73 146 155: 73 64
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,611: 86 408 -339 -2,396 -3,736 -2,649 -3,667: -962 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 15.0 3.5 40.9 76.6 85.5 95.1: 14.5 4.9
Old : 100.0: 41.4 15.1 3.2 41.1 77.0 85.7 95.3: 14.3 4.7
Other: 100.0: 48.9 31.1 6.4 11.4 33.3 66.7 70.8: 33.3 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 55 21 11 18 14 79 40:
Old : 104: 55 21 10 17 14 77 40:
Other: 11: 4 2 1 3 3 7 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 : 26.1 57.0 38.0 72.0 26.1 54.6 38.0 69.2
Old : 26.3 57.3 38.3 72.4 26.3 54.9 38.2 69.6
Other: 59.4 62.1 66.7 70.8 53.0 62.1 58.4 62.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 121,716: 22,561 16,764 3,127 85,984 97,127 111,672 117,018: 10,044 4,698
Old : 58,213: 15,485 16,217 1,090 32,612 36,990 49,187 54,297: 9,026 3,916
Other: 63,503: 8,403 1,874 710 53,372 60,137 62,485 62,721: 1,018 782
: : :
: : Changes in Commitments from: May 3, 2005 :
: 519: -2,416 1,954 418 1,824 -1,760 -174 612: 693 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.8 2.6 70.6 79.8 91.7 96.1: 8.3 3.9
Old : 100.0: 26.6 27.9 1.9 56.0 63.5 84.5 93.3: 15.5 6.7
Other: 100.0: 13.2 3.0 1.1 84.0 94.7 98.4 98.8: 1.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 56 30 17 51 40 112 84:
Old : 141: 53 31 13 44 36 102 75:
Other: 74: 19 12 6 30 30 55 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 38.9 45.5 56.1 21.0 29.4 31.4 37.9
Old : 19.0 31.6 31.1 45.3 17.7 29.1 29.0 42.8
Other: 49.5 58.6 67.2 75.8 31.8 42.0 45.9 54.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 121,197: 24,977 14,810 2,709 84,160 98,887 111,846 116,406: 9,351 4,791
Old : 59,568: 18,646 14,278 666 31,515 40,127 50,827 55,071: 8,741 4,497
Other: 61,629: 7,748 1,949 626 52,645 58,760 61,019 61,335: 610 294
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,316: -340 652 69 2,457 1,461 2,186 2,182: 130 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.2 2.2 69.4 81.6 92.3 96.0: 7.7 4.0
Old : 100.0: 31.3 24.0 1.1 52.9 67.4 85.3 92.5: 14.7 7.5
Other: 100.0: 12.6 3.2 1.0 85.4 95.3 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 55 27 16 50 40 111 77:
Old : 137: 54 25 10 43 36 101 67:
Other: 71: 19 11 5 29 29 53 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.7 44.5 56.4 22.1 30.7 32.6 40.4
Old : 19.6 33.6 32.6 48.1 18.0 31.8 29.8 46.1
Other: 50.6 57.1 67.8 75.4 33.9 42.9 47.7 55.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 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 : 353,842: 67,619 103,481 14,139 216,525 184,223 298,283 301,843: 55,559 51,999
Old : 353,842: 67,619 103,481 14,139 216,525 184,223 298,283 301,843: 55,559 51,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 8,089: -263 4,193 1,144 10,843 428 11,724 5,765: -3,635 2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 29.2 4.0 61.2 52.1 84.3 85.3: 15.7 14.7
Old : 100.0: 19.1 29.2 4.0 61.2 52.1 84.3 85.3: 15.7 14.7
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 : 152: 38 50 24 52 39 105 99:
Old : 152: 38 50 24 52 39 105 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 : 19.3 25.8 33.4 42.2 17.9 21.8 30.6 30.5
Old : 19.3 25.8 33.4 42.2 17.9 21.8 30.6 30.5
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, May 3, 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 : 345,753: 67,882 99,288 12,995 205,682 183,795 286,559 296,078: 59,194 49,675
Old : 345,753: 67,882 99,288 12,995 205,682 183,795 286,559 296,078: 59,194 49,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,539: -431 996 -281 -995 -5,708 -1,707 -4,993: -2,832 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.7 3.8 59.5 53.2 82.9 85.6: 17.1 14.4
Old : 100.0: 19.6 28.7 3.8 59.5 53.2 82.9 85.6: 17.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 39 48 21 50 37 102 93:
Old : 148: 39 48 21 50 37 102 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 28.1 33.1 43.7 18.0 23.9 31.0 33.5
Old : 19.3 28.1 33.1 43.7 18.0 23.9 31.0 33.5
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, May 10, 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 : 97,209: 35,551 11,055 9,559 42,260 71,227 87,370 91,841: 9,839 5,368
Old : 80,935: 36,308 15,896 2,241 33,237 58,410 71,786 76,547: 9,149 4,388
Other: 16,274: 5,775 1,691 786 9,023 12,817 15,584 15,294: 690 980
: : :
: : Changes in Commitments from: May 3, 2005 :
: -242: -428 585 440 273 -1,024 285 1: -527 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 11.4 9.8 43.5 73.3 89.9 94.5: 10.1 5.5
Old : 100.0: 44.9 19.6 2.8 41.1 72.2 88.7 94.6: 11.3 5.4
Other: 100.0: 35.5 10.4 4.8 55.4 78.8 95.8 94.0: 4.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 140 35 54 90 98 254 174:
Old : 301: 137 42 34 76 95 228 159:
Other: 131: 24 21 13 57 62 87 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.3 30.8 41.6 18.6 24.5 28.9 35.2
Old : 22.4 28.2 34.5 41.8 22.4 25.9 34.4 39.0
Other: 38.7 43.8 56.1 55.4 37.5 40.1 47.5 50.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 3, 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 : 97,451: 35,979 10,470 9,119 41,987 72,251 87,085 91,840: 10,366 5,611
Old : 82,539: 36,565 14,907 2,368 34,063 60,642 72,996 77,917: 9,543 4,622
Other: 14,912: 5,433 1,582 732 7,924 11,609 14,089 13,923: 823 989
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,478: 661 476 -1,331 -925 -281 -1,595 -1,136: 117 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 10.7 9.4 43.1 74.1 89.4 94.2: 10.6 5.8
Old : 100.0: 44.3 18.1 2.9 41.3 73.5 88.4 94.4: 11.6 5.6
Other: 100.0: 36.4 10.6 4.9 53.1 77.9 94.5 93.4: 5.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 136 40 51 92 104 250 178:
Old : 301: 133 42 37 77 101 226 167:
Other: 134: 26 19 14 57 62 88 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.2 29.1 42.0 16.3 24.7 26.6 35.4
Old : 19.3 28.8 31.2 42.7 19.3 26.1 31.2 39.3
Other: 39.7 41.1 54.9 52.9 36.2 35.4 43.3 46.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,907: 8,779 5,365 2,080 6,646 11,189 17,505 18,634: 3,402 2,273
Old : 20,907: 8,779 5,365 2,080 6,646 11,189 17,505 18,634: 3,402 2,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,323: 358 661 -22 707 371 1,043 1,010: 280 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 25.7 9.9 31.8 53.5 83.7 89.1: 16.3 10.9
Old : 100.0: 42.0 25.7 9.9 31.8 53.5 83.7 89.1: 16.3 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 : 43: 15 16 3 6 6 24 23:
Old : 43: 15 16 3 6 6 24 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 : 51.4 67.8 71.4 78.0 51.2 59.3 63.5 68.2
Old : 51.4 67.8 71.4 78.0 51.2 59.3 63.5 68.2
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, May 3, 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 : 19,584: 8,421 4,704 2,102 5,939 10,818 16,462 17,624: 3,122 1,960
Old : 19,584: 8,421 4,704 2,102 5,939 10,818 16,462 17,624: 3,122 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,202: 1,509 33 77 398 2,451 1,984 2,561: 218 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 24.0 10.7 30.3 55.2 84.1 90.0: 15.9 10.0
Old : 100.0: 43.0 24.0 10.7 30.3 55.2 84.1 90.0: 15.9 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 : 38: 12 15 3 6 5 21 21:
Old : 38: 12 15 3 6 5 21 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 : 53.2 71.0 73.9 81.7 50.2 61.9 65.2 70.4
Old : 53.2 71.0 73.9 81.7 50.2 61.9 65.2 70.4
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, May 10, 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 : 176,445: 27,289 22,953 22,103 94,166 107,052 143,558 152,108: 32,887 24,337
Old : 176,445: 27,289 22,953 22,103 94,166 107,052 143,558 152,108: 32,887 24,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 5,083: 2,013 -1,459 -452 625 4,714 2,186 2,803: 2,897 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.0 12.5 53.4 60.7 81.4 86.2: 18.6 13.8
Old : 100.0: 15.5 13.0 12.5 53.4 60.7 81.4 86.2: 18.6 13.8
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 : 125: 31 25 28 62 60 110 97:
Old : 125: 31 25 28 62 60 110 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 25.6 28.7 35.7 13.8 18.3 20.8 26.2
Old : 16.7 25.6 28.7 35.7 13.8 18.3 20.8 26.2
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, May 3, 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 : 171,362: 25,276 24,412 22,555 93,541 102,338 141,372 149,305: 29,990 22,057
Old : 171,362: 25,276 24,412 22,555 93,541 102,338 141,372 149,305: 29,990 22,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -9,753: -4,584 -1,718 2,671 -4,924 -7,471 -6,837 -6,518: -2,916 -3,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.2 13.2 54.6 59.7 82.5 87.1: 17.5 12.9
Old : 100.0: 14.8 14.2 13.2 54.6 59.7 82.5 87.1: 17.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 29 26 33 59 57 109 98:
Old : 123: 29 26 33 59 57 109 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.6 30.3 35.9 14.8 18.1 21.9 25.4
Old : 18.8 25.6 30.3 35.9 14.8 18.1 21.9 25.4
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, May 10, 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 : 473,695: 33,450 58,377 146,464 222,430 230,715 402,344 435,556: 71,351 38,139
Old : 473,695: 33,450 58,377 146,464 222,430 230,715 402,344 435,556: 71,351 38,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,701: -1,746 4,141 -4,535 6,446 137 165 -257: 1,536 1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.3 30.9 47.0 48.7 84.9 91.9: 15.1 8.1
Old : 100.0: 7.1 12.3 30.9 47.0 48.7 84.9 91.9: 15.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 38 58 60 84 73 158 157:
Old : 185: 38 58 60 84 73 158 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.0 30.4 35.5 6.8 10.2 10.6 15.0
Old : 21.5 23.0 30.4 35.5 6.8 10.2 10.6 15.0
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, May 3, 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 : 471,994: 35,196 54,236 150,999 215,984 230,578 402,179 435,813: 69,815 36,181
Old : 471,994: 35,196 54,236 150,999 215,984 230,578 402,179 435,813: 69,815 36,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -9,318: -1,515 9,163 -10,732 5,471 -11,485 -6,776 -13,054: -2,542 3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 11.5 32.0 45.8 48.9 85.2 92.3: 14.8 7.7
Old : 100.0: 7.5 11.5 32.0 45.8 48.9 85.2 92.3: 14.8 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 36 60 67 83 72 160 162:
Old : 186: 36 60 67 83 72 160 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 23.2 30.8 36.7 6.8 10.3 10.5 15.1
Old : 21.6 23.2 30.8 36.7 6.8 10.3 10.5 15.1
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, May 10, 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 : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Old : 103,462: 8,556 8,768 842 85,496 83,535 94,894 93,145: 8,568 10,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,069: -2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163: 670 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 10.0
Old : 100.0: 8.3 8.5 0.8 82.6 80.7 91.7 90.0: 8.3 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 : 31: 1 2 1 18 24 20 26:
Old : 31: 1 2 1 18 24 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 : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
Old : 67.8 39.2 82.5 57.6 64.2 38.8 75.1 55.4
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, May 3, 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 : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Old : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,511: -376 -2,288 3,006 -344 133 2,286 851: -775 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Old : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 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 : 32: 2 1 2 17 25 20 27:
Old : 32: 2 1 2 17 25 20 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 : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
Old : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
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, May 10, 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 : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Old : 53,634: 8,860 9,434 604 40,969 36,008 50,433 46,046: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 734: 0 0 0 734 734 734 734: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 14.1
Old : 100.0: 16.5 17.6 1.1 76.4 67.1 94.0 85.9: 6.0 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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
Old : 57.3 52.0 82.9 73.3 49.3 50.4 71.7 66.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Old : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,286: 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335: -500 2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
Old : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
Old : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Old : 47,138: 1,483 5,063 2,785 37,523 36,562 41,791 44,410: 5,347 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 1,751: -1,027 2,212 -75 3,638 -82 2,536 2,055: -785 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 5.8
Old : 100.0: 3.1 10.7 5.9 79.6 77.6 88.7 94.2: 11.3 5.8
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: 1 2 1 18 15 19 18:
Old : 22: 1 2 1 18 15 19 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 : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
Old : 48.3 47.1 66.0 74.7 17.9 27.5 31.7 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Old : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 587: 2,510 -1,320 -279 -866 3,224 1,365 1,625: -778 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Old : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 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: 1 2 3 15 15 18 18:
Old : 20: 1 2 3 15 15 18 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 : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
Old : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
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, May 10, 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 : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Old : 55,940: 6,774 11,243 2,397 43,233 38,141 52,404 51,781: 3,536 4,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 3,660: 64 -840 142 3,763 4,301 3,969 3,603: -309 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 7.4
Old : 100.0: 12.1 20.1 4.3 77.3 68.2 93.7 92.6: 6.3 7.4
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 : 28: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 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 : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
Old : 50.9 40.8 71.5 63.6 49.5 35.0 62.4 52.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Old : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,892: 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312: -1,110 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
Old : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
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 : 28: 2 3 3 19 19 23 23:
Old : 28: 2 3 3 19 19 23 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 : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Old : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
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, May 10, 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 : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Old : 61,877: 0 3,032 4,357 46,254 44,558 50,611 51,947: 11,266 9,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: -517: 0 -122 -92 -484 -543 -576 -757: 59 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
Old : 100.0: 0.0 4.9 7.0 74.8 72.0 81.8 84.0: 18.2 16.0
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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 21 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 : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
Old : 36.2 61.5 57.8 73.1 28.2 46.0 41.8 54.0
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, May 3, 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 : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Old : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 706: 0 242 -186 -318 106 -504 162: 1,210 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 15.5
Old : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 15.5
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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 21 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 : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Old : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Old : 74,010: 36,208 24,550 420 32,214 46,048 68,842 71,018: 5,168 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 4,581: -300 5,732 300 4,111 -1,090 4,111 4,942: 470 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 4.0
Old : 100.0: 48.9 33.2 0.6 43.5 62.2 93.0 96.0: 7.0 4.0
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 : 24: 2 1 1 17 17 19 19:
Old : 24: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
Old : 70.2 63.0 83.8 80.4 65.1 62.3 72.1 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Old : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,957: 346 2,630 120 -2,663 -4,490 -2,197 -1,740: 240 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Old : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 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 : 22: 2 1 1 15 16 17 18:
Old : 22: 2 1 1 15 16 17 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 : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Old : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Old : 975,192: 247,554 69,482 157,707 549,050 735,731 954,311 962,920: 20,881 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 10,604: -26,784 -4,543 18,978 20,965 -1,556 13,159 12,879: -2,555 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 1.3
Old : 100.0: 25.4 7.1 16.2 56.3 75.4 97.9 98.7: 2.1 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 : 124: 23 10 31 82 77 118 109:
Old : 124: 23 10 31 82 77 118 109:
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 : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
Old : 30.7 22.7 43.1 38.2 25.0 17.8 32.4 29.2
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, May 3, 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 : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Old : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -36,895: 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023: -379 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
Old : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
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 : 120: 22 8 29 81 77 114 107:
Old : 120: 22 8 29 81 77 114 107:
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 : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Old : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
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, May 10, 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 : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Old : 136,983: 21,328 51,325 28,402 84,011 55,434 133,741 135,161: 3,242 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 6,084: 2,445 -1,994 4,118 434 5,180 6,997 7,304: -913 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 1.3
Old : 100.0: 15.6 37.5 20.7 61.3 40.5 97.6 98.7: 2.4 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 : 48: 10 10 15 26 26 43 44:
Old : 48: 10 10 15 26 26 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 : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
Old : 30.5 48.6 48.8 67.4 24.6 35.7 36.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Old : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -27,070: -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449: -2,140 -16,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Old : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 10 15 23 23 39 40:
Old : 43: 8 10 15 23 23 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Old : 29.3 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 58,759: 15,618 2,740 12,997 29,542 42,922 58,157 58,659: 602 100
Old : 58,759: 15,618 2,740 12,997 29,542 42,922 58,157 58,659: 602 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,723: -1,440 -20 1,844 2,268 868 2,672 2,692: 51 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 4.7 22.1 50.3 73.0 99.0 99.8: 1.0 0.2
Old : 100.0: 26.6 4.7 22.1 50.3 73.0 99.0 99.8: 1.0 0.2
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: 4 4 7 31 28 38 36:
Old : 42: 4 4 7 31 28 38 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 : 52.0 41.1 68.5 63.7 37.0 32.5 45.5 46.1
Old : 52.0 41.1 68.5 63.7 37.0 32.5 45.5 46.1
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, May 3, 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 : 56,036: 17,058 2,760 11,153 27,274 42,054 55,485 55,967: 551 69
Old : 56,036: 17,058 2,760 11,153 27,274 42,054 55,485 55,967: 551 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 623: 2,540 1,500 -1,110 -1,114 224 316 614: 307 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 4.9 19.9 48.7 75.0 99.0 99.9: 1.0 0.1
Old : 100.0: 30.4 4.9 19.9 48.7 75.0 99.0 99.9: 1.0 0.1
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: 4 4 7 32 29 39 37:
Old : 42: 4 4 7 32 29 39 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 : 54.8 41.6 70.3 64.0 39.8 33.5 47.2 47.3
Old : 54.8 41.6 70.3 64.0 39.8 33.5 47.2 47.3
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, May 10, 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 : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Old : 22,325: 3,184 731 1,482 17,275 19,219 21,941 21,432: 384 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 335: 1,142 88 -109 -800 254 233 233: 102 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 4.0
Old : 100.0: 14.3 3.3 6.6 77.4 86.1 98.3 96.0: 1.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 17 18 21 21:
Old : 27: 2 2 3 17 18 21 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 : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
Old : 61.4 51.7 81.6 71.1 60.4 47.8 69.7 60.1
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, May 3, 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 : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Old : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -849: -419 318 -190 -284 -1,021 -893 -893: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
Old : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
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 : 27: 2 2 4 17 18 21 22:
Old : 27: 2 2 4 17 18 21 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 : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
Old : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
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, May 10, 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 : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Old : 8,935: 172 5,474 856 7,907 2,605 8,935 8,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 216: 0 0 0 216 216 216 216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 61.3 9.6 88.5 29.2 100.0 100.0: 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 : 23: 1 3 2 12 9 15 12:
Old : 23: 1 3 2 12 9 15 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 : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
Old : 64.8 79.9 89.5 96.6 64.7 70.3 83.7 85.6
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, May 3, 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 : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Old : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -693: -84 -845 0 -609 152 -693 -693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 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 : 20: 1 3 2 11 7 14 10:
Old : 20: 1 3 2 11 7 14 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 : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Old : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Old : 9,430: 3,680 2,800 1,700 3,780 4,530 9,160 9,030: 270 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 210: 180 240 60 60 -10 300 290: -90 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 4.2
Old : 100.0: 39.0 29.7 18.0 40.1 48.0 97.1 95.8: 2.9 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 : 21: 3 2 5 13 14 18 19:
Old : 21: 3 2 5 13 14 18 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 59.4 82.3 81.2 51.3 49.8 62.1 63.0
Old : 63.4 59.4 82.3 81.2 51.3 49.8 62.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Old : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
Old : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
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: 3 2 4 14 14 19 18:
Old : 22: 3 2 4 14 14 19 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 : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Old : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 10, 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 : 831,666: 103,029 102,944 140,008 520,162 504,290 763,199 747,242: 68,467 84,424
Old : 831,666: 103,029 102,944 140,008 520,162 504,290 763,199 747,242: 68,467 84,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 20,873: -3,974 4,344 5,416 8,586 1,684 10,028 11,444: 10,845 9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.4 16.8 62.5 60.6 91.8 89.8: 8.2 10.2
Old : 100.0: 12.4 12.4 16.8 62.5 60.6 91.8 89.8: 8.2 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 : 262: 61 98 100 79 88 206 229:
Old : 262: 61 98 100 79 88 206 229:
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 : 19.7 16.5 31.0 27.5 15.1 11.8 24.0 18.2
Old : 19.7 16.5 31.0 27.5 15.1 11.8 24.0 18.2
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, May 3, 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 : 810,793: 107,003 98,600 134,592 511,576 502,606 753,171 735,798: 57,622 74,995
Old : 810,793: 107,003 98,600 134,592 511,576 502,606 753,171 735,798: 57,622 74,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 291: -14,603 3,002 8,940 3,191 -17,626 -2,472 -5,684: 2,763 5,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.2 16.6 63.1 62.0 92.9 90.8: 7.1 9.2
Old : 100.0: 13.2 12.2 16.6 63.1 62.0 92.9 90.8: 7.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 63 97 100 86 86 213 225:
Old : 264: 63 97 100 86 86 213 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 18.3 31.3 29.4 14.8 12.7 24.0 19.8
Old : 20.6 18.3 31.3 29.4 14.8 12.7 24.0 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, May 10, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Old : 13,320: 8,099 3,071 256 2,127 9,189 10,482 12,516: 2,838 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 85: -487 298 -63 564 -246 14 -11: 71 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 6.0
Old : 100.0: 60.8 23.1 1.9 16.0 69.0 78.7 94.0: 21.3 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 : 117: 60 19 5 12 24 77 47:
Old : 117: 60 19 5 12 24 77 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
Old : 22.2 44.0 35.4 61.2 22.2 44.0 35.4 61.2
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Old : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -146: -154 97 169 108 -581 123 -315: -269 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Old : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
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 : 118: 63 18 7 11 25 79 48:
Old : 118: 63 18 7 11 25 79 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
Old : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
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, May 10, 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 : 9,459: 6,395 1,237 5 1,052 7,167 7,452 8,409: 2,007 1,050
Old : 9,459: 6,395 1,237 5 1,052 7,167 7,452 8,409: 2,007 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 775: 497 70 -88 209 472 618 454: 157 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 13.1 0.1 11.1 75.8 78.8 88.9: 21.2 11.1
Old : 100.0: 67.6 13.1 0.1 11.1 75.8 78.8 88.9: 21.2 11.1
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 : 59: 27 9 1 5 19 33 28:
Old : 59: 27 9 1 5 19 33 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 : 34.7 47.6 50.2 61.6 34.7 47.6 50.2 61.6
Old : 34.7 47.6 50.2 61.6 34.7 47.6 50.2 61.6
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,684: 5,898 1,167 93 843 6,695 6,834 7,955: 1,850 729
Old : 8,684: 5,898 1,167 93 843 6,695 6,834 7,955: 1,850 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -496: -356 89 88 -51 -612 -319 -435: -177 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 13.4 1.1 9.7 77.1 78.7 91.6: 21.3 8.4
Old : 100.0: 67.9 13.4 1.1 9.7 77.1 78.7 91.6: 21.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 8 2 4 18 30 27:
Old : 54: 25 8 2 4 18 30 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 : 37.0 51.6 53.2 65.9 37.0 51.6 52.3 65.9
Old : 37.0 51.6 53.2 65.9 37.0 51.6 52.3 65.9
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, May 10, 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 : 149,482: 31,923 9,449 10,881 90,451 116,083 133,255 136,413: 16,227 13,069
Old : 149,482: 31,923 9,449 10,881 90,451 116,083 133,255 136,413: 16,227 13,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2005 :
: 2,962: -1,573 2,099 1,144 1,359 -1,076 930 2,167: 2,032 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.3 7.3 60.5 77.7 89.1 91.3: 10.9 8.7
Old : 100.0: 21.4 6.3 7.3 60.5 77.7 89.1 91.3: 10.9 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 : 153: 48 20 37 62 72 126 115:
Old : 153: 48 20 37 62 72 126 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 17.9 39.6 31.1 23.0 11.9 34.7 19.4
Old : 26.3 17.9 39.6 31.1 23.0 11.9 34.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 3, 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 : 146,520: 33,496 7,350 9,737 89,092 117,159 132,325 134,246: 14,195 12,274
Old : 146,520: 33,496 7,350 9,737 89,092 117,159 132,325 134,246: 14,195 12,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,234: -4,923 148 -283 -3,949 -10,478 -9,155 -10,613: -4,079 -2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.0 6.6 60.8 80.0 90.3 91.6: 9.7 8.4
Old : 100.0: 22.9 5.0 6.6 60.8 80.0 90.3 91.6: 9.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 50 21 37 61 73 127 118:
Old : 158: 50 21 37 61 73 127 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 18.5 42.3 30.8 26.0 12.2 37.8 21.2
Old : 28.9 18.5 42.3 30.8 26.0 12.2 37.8 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2005