WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 212,632: 31,086 67,368 15,527 144,320 96,440 190,933 179,335: 21,699 33,297
Old : 211,790: 31,255 67,366 15,333 143,741 96,252 190,329 178,951: 21,461 32,839
Other: 842: 23 194 2 579 188 604 384: 238 458
: : :
: : Changes in Commitments from: May 10, 2005 :
: 7,934: -1,554 12,583 3,036 4,536 -9,358 6,018 6,261: 1,916 1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.7 7.3 67.9 45.4 89.8 84.3: 10.2 15.7
Old : 100.0: 14.8 31.8 7.2 67.9 45.4 89.9 84.5: 10.1 15.5
Other: 100.0: 2.7 23.0 0.2 68.8 22.3 71.7 45.6: 28.3 54.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 51 98 37 42 48 115 166:
Old : 219: 51 98 36 42 48 114 166:
Other: 25: 2 3 1 3 16 6 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 30.2 56.1 37.0 38.6 29.3 55.7 35.2
Old : 39.1 30.3 56.3 37.1 38.8 29.5 55.9 35.5
Other: 71.1 33.1 71.7 39.3 71.1 33.1 71.5 39.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 677,053: 101,287 156,727 41,630 414,245 300,653 557,162 499,010: 119,891 178,043
Old : 469,113: 80,787 158,076 7,727 300,332 211,806 388,846 377,609: 80,267 91,504
Other: 207,940: 49,280 27,431 5,123 113,913 88,847 168,316 121,401: 39,624 86,539
: : :
: : Changes in Commitments from: May 10, 2005 :
: -6,337: -4,447 7,730 -392 -2,305 -7,631 -7,144 -293: 807 -6,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.1 6.1 61.2 44.4 82.3 73.7: 17.7 26.3
Old : 100.0: 17.2 33.7 1.6 64.0 45.2 82.9 80.5: 17.1 19.5
Other: 100.0: 23.7 13.2 2.5 54.8 42.7 80.9 58.4: 19.1 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 462: 122 112 76 154 158 318 318:
Old : 436: 115 116 35 125 136 259 269:
Other: 308: 82 49 25 97 136 192 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 19.6 32.4 24.1 22.7 17.1 32.2 21.3
Old : 30.8 24.8 41.1 29.8 30.8 23.7 41.0 28.4
Other: 26.9 12.1 34.4 18.1 22.7 6.9 29.5 12.5
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Old : 7,721: 2,051 1,647 48 1,860 4,108 3,959 5,803: 3,762 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -189: -17 84 13 6 -344 2 -247: -191 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 24.8
Old : 100.0: 26.6 21.3 0.6 24.1 53.2 51.3 75.2: 48.7 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 12 4 10 13 23 26:
Old : 39: 10 12 4 10 13 23 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 : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
Old : 21.9 32.1 35.5 47.6 21.9 30.7 32.8 45.8
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 237,723: 36,976 32,098 27,296 127,073 105,341 191,345 164,735: 46,378 72,988
Old : 163,161: 27,831 42,435 7,295 101,768 74,714 136,894 124,444: 26,267 38,717
Other: 74,562: 26,459 6,977 2,687 25,305 30,627 54,451 40,291: 20,111 34,271
: : :
: : Changes in Commitments from: May 10, 2005 :
: -9,627: -11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148: -3,123 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.5 11.5 53.5 44.3 80.5 69.3: 19.5 30.7
Old : 100.0: 17.1 26.0 4.5 62.4 45.8 83.9 76.3: 16.1 23.7
Other: 100.0: 35.5 9.4 3.6 33.9 41.1 73.0 54.0: 27.0 46.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 99 75 74 76 88 219 206:
Old : 285: 77 95 39 56 82 163 189:
Other: 183: 74 22 18 53 60 134 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.2 38.9 22.7 25.2 14.1 36.4 20.2
Old : 36.1 19.3 51.3 26.9 36.1 18.3 49.7 25.4
Other: 21.1 14.7 30.5 24.2 19.9 14.5 28.3 22.7
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
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 125,218: 20,809 19,281 13,161 71,609 77,081 105,579 109,523: 19,639 15,695
Old : 95,851: 18,631 20,329 6,375 57,143 55,590 82,149 82,294: 13,702 13,557
Other: 29,367: 5,464 2,238 3,500 14,466 21,491 23,430 27,229: 5,937 2,138
: : :
: : Changes in Commitments from: May 10, 2005 :
: -20,122: -14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749: -6,258 1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.4 10.5 57.2 61.6 84.3 87.5: 15.7 12.5
Old : 100.0: 19.4 21.2 6.7 59.6 58.0 85.7 85.9: 14.3 14.1
Other: 100.0: 18.6 7.6 11.9 49.3 73.2 79.8 92.7: 20.2 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 38 26 24 49 40 97 85:
Old : 126: 33 30 17 46 39 88 79:
Other: 60: 13 11 9 24 22 40 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 : 25.3 28.8 38.7 42.7 25.3 26.9 35.8 36.2
Old : 30.2 29.3 44.0 42.6 30.2 27.0 41.5 37.2
Other: 41.1 48.1 52.8 63.0 31.7 38.9 38.3 50.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Old : 760,026: 122,684 134,198 18,117 456,329 444,292 597,130 596,607: 162,896 163,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 55,710: 24,945 24,019 4,376 13,876 19,956 43,197 48,351: 12,513 7,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
Old : 100.0: 16.1 17.7 2.4 60.0 58.5 78.6 78.5: 21.4 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 39 38 27 65 79 119 130:
Old : 180: 39 38 27 65 79 119 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
Old : 27.5 16.8 35.6 27.2 17.3 11.8 23.2 19.6
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 121,722: 21,331 13,476 14,818 57,272 74,252 93,421 102,546: 28,301 19,176
Old : 83,678: 20,227 12,968 8,151 33,197 47,635 61,575 68,754: 22,103 14,924
Other: 38,044: 4,072 3,476 3,699 24,075 26,617 31,846 33,792: 6,198 4,252
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,161: -7,033 490 -12 468 -6,936 -6,577 -6,458: -584 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.1 12.2 47.1 61.0 76.7 84.2: 23.3 15.8
Old : 100.0: 24.2 15.5 9.7 39.7 56.9 73.6 82.2: 26.4 17.8
Other: 100.0: 10.7 9.1 9.7 63.3 70.0 83.7 88.8: 16.3 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 35 30 31 49 54 108 103:
Old : 137: 39 28 23 44 51 98 92:
Other: 76: 14 16 14 37 25 60 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 26.4 28.4 39.3 11.9 19.8 18.8 25.6
Old : 15.8 28.3 25.8 36.6 15.2 22.4 23.2 29.3
Other: 31.3 45.6 47.0 62.5 28.4 44.6 43.4 55.1
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 7,145: 3,597 758 731 970 4,517 5,298 6,006: 1,847 1,139
Old : 5,770: 3,392 820 498 458 3,646 4,348 4,964: 1,422 806
Other: 1,375: 403 136 35 512 871 950 1,042: 425 333
: : :
: : Changes in Commitments from: May 10, 2005 :
: 394: 379 111 68 -26 62 421 241: -27 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.6 10.2 13.6 63.2 74.1 84.1: 25.9 15.9
Old : 100.0: 58.8 14.2 8.6 7.9 63.2 75.4 86.0: 24.6 14.0
Other: 100.0: 29.3 9.9 2.5 37.2 63.3 69.1 75.8: 30.9 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 10 8 7 15 29 27:
Old : 42: 16 10 4 2 15 22 25:
Other: 25: 8 5 4 6 8 17 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 43.6 54.4 61.2 38.2 41.2 47.5 54.5
Old : 46.4 46.8 61.7 63.3 46.4 46.6 56.0 58.2
Other: 43.6 51.7 59.2 71.0 36.4 42.7 47.5 55.3
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Old : 340,731: 113,862 75,242 1,339 163,374 148,824 278,575 225,405: 62,156 115,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 10,294: -1,272 -3,621 -379 11,345 5,220 9,694 1,220: 600 9,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
Old : 100.0: 33.4 22.1 0.4 47.9 43.7 81.8 66.2: 18.2 33.8
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 : 102: 17 26 2 41 40 59 67:
Old : 102: 17 26 2 41 40 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
Old : 31.6 17.3 48.4 26.1 30.8 16.7 46.9 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Old : 2,259,937: 461,284 588,158 178,900 1,364,656 1,062,755 2,004,840 1,829,813: 255,097 430,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 157,848: 90,177 89,853 16,204 36,767 25,142 143,148 131,199: 14,700 26,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
Old : 100.0: 20.4 26.0 7.9 60.4 47.0 88.7 81.0: 11.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 45 93 53 88 141 169 251:
Old : 298: 45 93 53 88 141 169 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 14.1 52.3 23.1 33.4 11.4 43.8 17.2
Old : 37.8 14.1 52.3 23.1 33.4 11.4 43.8 17.2
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Old : 1,324,386: 157,777 291,777 81,388 918,094 697,565 1,157,259 1,070,730: 167,127 253,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -44,153: 7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260: 14,185 -24,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 19.2
Old : 100.0: 11.9 22.0 6.1 69.3 52.7 87.4 80.8: 12.6 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 : 200: 34 55 33 70 89 122 159:
Old : 200: 34 55 33 70 89 122 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
Old : 32.3 20.1 46.3 29.3 25.5 15.5 36.9 23.1
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Old : 433,091: 124,709 28,587 81,449 191,672 291,072 397,830 401,108: 35,261 31,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,905: 16,588 541 -7,138 2,011 16,543 11,461 9,946: -2,556 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 7.4
Old : 100.0: 28.8 6.6 18.8 44.3 67.2 91.9 92.6: 8.1 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 : 107: 32 18 32 40 50 84 90:
Old : 107: 32 18 32 40 50 84 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.9 51.9 57.0 17.9 26.5 24.6 34.4
Old : 39.5 44.9 51.9 57.0 17.9 26.5 24.6 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Old : 41,137: 10,790 5,137 393 20,470 27,751 31,653 33,281: 9,484 7,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -419: 213 32 -4 -97 -639 112 -611: -531 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 19.1
Old : 100.0: 26.2 12.5 1.0 49.8 67.5 76.9 80.9: 23.1 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 : 64: 23 12 3 19 11 43 25:
Old : 64: 23 12 3 19 11 43 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 : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 67.6
Old : 33.2 59.0 48.2 68.6 33.2 59.0 48.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Old : 65,926: 12,338 31,457 425 40,340 15,548 53,103 47,430: 12,823 18,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,192: 8 2,800 -74 1,422 -2,142 1,356 584: -2,548 -1,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 28.1
Old : 100.0: 18.7 47.7 0.6 61.2 23.6 80.5 71.9: 19.5 28.1
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 : 72: 19 28 3 17 13 38 42:
Old : 72: 19 28 3 17 13 38 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 : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
Old : 54.0 28.7 64.1 44.3 52.5 28.7 62.4 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Old : 38,596: 6,588 7,379 1,046 29,814 28,692 37,448 37,117: 1,148 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 840: 541 1,341 0 138 -635 679 706: 161 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
Old : 100.0: 17.1 19.1 2.7 77.2 74.3 97.0 96.2: 3.0 3.8
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 : 60: 7 23 4 16 18 26 42:
Old : 60: 7 23 4 16 18 26 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 : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
Old : 52.6 43.8 74.5 67.3 52.6 40.5 74.4 64.0
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 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Old : 14,302: 0 1,037 0 14,248 13,184 14,248 14,221: 54 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 51: 0 -8 0 60 58 60 50: -9 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 99.6 92.2 99.6 99.4: 0.4 0.6
Old : 100.0: 0.0 7.3 0.0 99.6 92.2 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 80.8 99.6 91.3 99.6 80.8 99.6 91.3
Old : 99.6 80.8 99.6 91.3 99.6 80.8 99.6 91.3
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Old : 22,814: 3,663 1,949 1,034 14,027 12,998 18,724 15,981: 4,090 6,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 769: 1,097 94 -295 459 462 1,261 261: -492 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
Old : 100.0: 16.1 8.5 4.5 61.5 57.0 82.1 70.0: 17.9 30.0
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 : 44: 13 6 13 20 18 36 34:
Old : 44: 13 6 13 20 18 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
Old : 48.8 31.8 63.2 52.4 47.8 29.6 61.2 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 96,513: 12,132 11,292 20,221 44,178 33,141 76,531 64,654: 19,982 31,859
Old : 88,110: 11,789 11,589 17,910 40,343 30,207 70,042 59,706: 18,068 28,404
Other: 8,403: 2,238 1,598 416 3,835 2,934 6,489 4,948: 1,914 3,455
: : :
: : Changes in Commitments from: May 10, 2005 :
: 336: -2,397 -576 1,560 -145 -2,261 -982 -1,277: 1,318 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.7 21.0 45.8 34.3 79.3 67.0: 20.7 33.0
Old : 100.0: 13.4 13.2 20.3 45.8 34.3 79.5 67.8: 20.5 32.2
Other: 100.0: 26.6 19.0 5.0 45.6 34.9 77.2 58.9: 22.8 41.1
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 39 42 43 22 33 88 102:
Old : 134: 35 45 43 21 33 85 102:
Other: 40: 12 11 2 6 14 19 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.0 42.2 28.3 28.4 16.2 38.8 22.1
Old : 31.2 17.2 45.1 29.1 31.2 16.3 42.1 24.6
Other: 56.0 35.4 69.1 47.1 54.8 30.7 66.2 42.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 3,605: 416 1,436 386 1,515 771 2,317 2,593: 1,288 1,012
Old : 3,576: 416 1,450 371 1,499 768 2,286 2,589: 1,290 987
Other: 29: 14 0 1 16 3 31 4: -2 25
: : :
: : Changes in Commitments from: May 10, 2005 :
: -126: 19 -48 10 -22 -35 7 -73: -133 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 39.8 10.7 42.0 21.4 64.3 71.9: 35.7 28.1
Old : 100.0: 11.6 40.5 10.4 41.9 21.5 63.9 72.4: 36.1 27.6
Other: 100.0: 48.3 0.0 3.4 55.2 10.3 106.9 13.8: -6.9 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 10 5 8 4 20 16:
Old : 28: 9 10 5 8 4 20 16:
Other: 4: 2 0 1 2 1 4 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 : 37.1 48.0 51.9 62.4 34.7 45.6 42.4 52.7
Old : 37.0 48.4 51.6 62.8 34.5 46.0 42.3 53.1
Other: 106.9 13.8 106.9 13.8 100.0 6.9 100.0 6.9
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Old : 153,965: 50,207 17,980 16,860 66,947 78,997 134,014 113,837: 19,951 40,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,666: 4,758 168 2,881 3,605 6,932 11,244 9,981: 1,422 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 26.1
Old : 100.0: 32.6 11.7 11.0 43.5 51.3 87.0 73.9: 13.0 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 : 228: 70 34 46 63 101 160 165:
Old : 228: 70 34 46 63 101 160 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
Old : 21.5 14.1 34.7 23.9 21.5 13.8 33.8 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Old : 3,265: 1,160 385 65 759 1,748 1,984 2,198: 1,281 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -134: 85 63 9 -117 -218 -23 -146: -111 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
Old : 100.0: 35.5 11.8 2.0 23.2 53.5 60.8 67.3: 39.2 32.7
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 : 43: 15 7 7 15 12 32 24:
Old : 43: 15 7 7 15 12 32 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
Old : 27.3 40.4 38.7 51.2 26.1 40.4 35.7 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Old : 24,739: 11,466 4,148 1,301 7,344 5,116 20,111 10,565: 4,628 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -108: 1,454 687 -964 -389 -3 101 -280: -209 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
Old : 100.0: 46.3 16.8 5.3 29.7 20.7 81.3 42.7: 18.7 57.3
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 : 137: 41 29 17 32 44 85 78:
Old : 137: 41 29 17 32 44 85 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 : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
Old : 16.9 11.7 30.8 17.4 16.9 11.0 30.3 15.6
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Old : 99,089: 11,662 45,154 1,271 62,833 28,120 75,766 74,545: 23,323 24,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,223: 11 5,708 654 12,727 3,432 13,392 9,794: -1,169 2,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
Old : 100.0: 11.8 45.6 1.3 63.4 28.4 76.5 75.2: 23.5 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 22 5 31 18 48 43:
Old : 75: 15 22 5 31 18 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.6 48.3 42.4 35.4 25.6 46.5 41.9
Old : 36.5 25.6 48.3 42.4 35.4 25.6 46.5 41.9
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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Old : 60,958: 1,942 30,320 12 48,791 7,702 50,745 38,034: 10,213 22,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,981: -272 10,682 -17 16,053 61 15,764 10,726: 1,217 6,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
Old : 100.0: 3.2 49.7 0.0 80.0 12.6 83.2 62.4: 16.8 37.6
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 : 44: 4 19 2 16 9 21 29:
Old : 44: 4 19 2 16 9 21 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 : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
Old : 49.6 21.2 67.6 35.1 45.5 21.2 63.5 33.9
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Old : 105,029: 78,417 2,856 226 18,433 97,847 97,076 100,929: 7,953 4,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,047: -1,162 -1,287 -5 -689 -529 -1,856 -1,821: -191 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
Old : 100.0: 74.7 2.7 0.2 17.6 93.2 92.4 96.1: 7.6 3.9
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 : 106: 63 11 2 15 20 79 32:
Old : 106: 63 11 2 15 20 79 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
Old : 33.0 59.3 48.8 81.9 33.0 59.1 48.8 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Old : 81,490: 17,615 17,181 680 43,338 47,680 61,633 65,541: 19,857 15,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,748: -8,292 11,372 665 2,741 -23,216 -4,886 -11,179: -2,862 3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
Old : 100.0: 21.6 21.1 0.8 53.2 58.5 75.6 80.4: 24.4 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 17 16 2 20 15 37 33:
Old : 63: 17 16 2 20 15 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
Old : 29.4 42.4 42.9 54.9 28.0 38.3 41.0 50.8
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Old : 189,032: 11,663 59,546 1 153,623 109,993 165,287 169,540: 23,745 19,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 28,196: -9,108 29,212 -676 44,250 -565 34,466 27,971: -6,270 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 10.3
Old : 100.0: 6.2 31.5 0.0 81.3 58.2 87.4 89.7: 12.6 10.3
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 : 83: 16 23 1 30 26 47 49:
Old : 83: 16 23 1 30 26 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
Old : 58.6 42.4 73.2 56.7 58.6 41.0 68.7 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Old : 156,860: 22,232 35,720 1,058 88,051 69,952 111,341 106,730: 45,519 50,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 8,129: -5,103 6,841 308 14,866 -895 10,071 6,254: -1,942 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
Old : 100.0: 14.2 22.8 0.7 56.1 44.6 71.0 68.0: 29.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 29 5 30 28 62 59:
Old : 101: 29 29 5 30 28 62 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 : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Old : 26.5 31.2 40.5 40.9 26.4 30.1 40.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Old : 8,634,315: 785,619 746,417 1,056,083 5,781,758 5,277,800 7,623,460 7,080,300: 1,010,855 1,554,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 151,321: 63,023 -188,633 25,938 -11,597 277,334 77,364 114,639: 73,957 36,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 18.0
Old : 100.0: 9.1 8.6 12.2 67.0 61.1 88.3 82.0: 11.7 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 : 267: 53 64 100 128 136 241 249:
Old : 267: 53 64 100 128 136 241 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.8 41.6 25.8 26.9 13.9 36.0 20.5
Old : 28.2 16.8 41.6 25.8 26.9 13.9 36.0 20.5
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Old : 702,666: 57,509 78,360 15,744 487,599 493,464 560,852 587,568: 141,814 115,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,198: -2,518 5,599 1,208 2,820 -1,318 1,510 5,489: 4,688 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 16.4
Old : 100.0: 8.2 11.2 2.2 69.4 70.2 79.8 83.6: 20.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 34 39 17 97 63 144 106:
Old : 195: 34 39 17 97 63 144 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
Old : 19.8 32.9 28.8 45.7 19.4 32.5 27.8 45.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Old : 1,000,568: 174,830 209,352 18,962 469,485 672,854 663,277 901,168: 337,291 99,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -19,415: -21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362: 14,136 -17,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
Old : 100.0: 17.5 20.9 1.9 46.9 67.2 66.3 90.1: 33.7 9.9
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 : 192: 43 61 19 54 57 109 125:
Old : 192: 43 61 19 54 57 109 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
Old : 19.1 27.7 28.8 41.2 14.6 24.3 21.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Old : 11,683: 725 1,509 0 5,345 9,276 6,070 10,785: 5,613 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -154: 0 80 0 -43 13 -43 93: -111 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 7.7
Old : 100.0: 6.2 12.9 0.0 45.8 79.4 52.0 92.3: 48.0 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 : 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 : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
Old : 29.1 40.3 44.9 66.2 27.7 40.3 43.5 66.2
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Old : 28,692: 11,065 4,534 0 14,035 16,331 25,100 20,865: 3,592 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 773: 1,652 925 -27 -1,277 -14 348 884: 425 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Old : 100.0: 38.6 15.8 0.0 48.9 56.9 87.5 72.7: 12.5 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 6 0 17 18 23 24:
Old : 40: 6 6 0 17 18 23 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 : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
Old : 43.0 39.0 62.9 53.6 43.0 36.2 61.8 50.7
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Old : 58,332: 4,689 20,372 6 38,831 27,286 43,526 47,664: 14,806 10,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 503: 187 2,144 0 3,441 -1,384 3,628 760: -3,125 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
Old : 100.0: 8.0 34.9 0.0 66.6 46.8 74.6 81.7: 25.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 12 23 2 34 31 47 55:
Old : 88: 12 23 2 34 31 47 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 : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 38.3
Old : 38.2 26.5 48.6 40.9 36.8 24.2 46.4 38.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Old : 331,781: 77,317 145,032 2,362 225,531 140,549 305,210 287,943: 26,571 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -29,071: 354 -18,344 708 -23,067 9,754 -22,005 -7,882: -7,066 -21,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
Old : 100.0: 23.3 43.7 0.7 68.0 42.4 92.0 86.8: 8.0 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 42 81 10 42 39 88 126:
Old : 192: 42 81 10 42 39 88 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Old : 43.9 26.5 61.0 41.5 39.5 24.2 54.7 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Old : 84,442: 24,221 8,986 463 42,004 61,736 66,688 71,185: 17,754 13,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -4,840: -11,957 3,634 463 11,024 -11,782 -470 -7,685: -4,370 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 15.7
Old : 100.0: 28.7 10.6 0.5 49.7 73.1 79.0 84.3: 21.0 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 : 46: 12 9 2 18 14 32 23:
Old : 46: 12 9 2 18 14 32 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 : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
Old : 42.9 59.0 55.8 71.6 42.8 57.2 55.2 69.5
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Old : 36,960: 1,121 13,002 5 30,221 18,640 31,347 31,647: 5,613 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,582: 0 -159 0 1,528 1,915 1,528 1,756: 54 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Old : 100.0: 3.0 35.2 0.0 81.8 50.4 84.8 85.6: 15.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 12 1 27 27 30 39:
Old : 60: 2 12 1 27 27 30 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 : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
Old : 57.8 37.0 67.2 48.9 56.5 37.0 65.6 48.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Old : 247,569: 52,684 39,986 1,768 183,645 189,968 238,097 231,722: 9,472 15,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 12,635: -2,029 6,304 356 11,734 6,802 10,061 13,462: 2,574 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 6.4
Old : 100.0: 21.3 16.2 0.7 74.2 76.7 96.2 93.6: 3.8 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 : 117: 17 38 7 32 46 53 87:
Old : 117: 17 38 7 32 46 53 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 : 63.7 36.6 73.8 50.4 61.0 31.9 70.0 45.2
Old : 63.7 36.6 73.8 50.4 61.0 31.9 70.0 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Old : 40,706: 10,190 5,889 66 17,516 24,698 27,772 30,653: 12,934 10,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,315: 19 481 -383 1,591 897 1,227 995: 88 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 24.7
Old : 100.0: 25.0 14.5 0.2 43.0 60.7 68.2 75.3: 31.8 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 : 85: 25 15 2 20 30 47 45:
Old : 85: 25 15 2 20 30 47 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 : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
Old : 22.7 27.0 32.2 38.7 21.4 25.7 29.9 35.9
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Old : 27,358: 6,751 923 17 15,850 2,653 22,618 3,593: 4,740 23,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -2,746: -232 -7 2 66 405 -164 400: -2,582 -3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
Old : 100.0: 24.7 3.4 0.1 57.9 9.7 82.7 13.1: 17.3 86.9
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 : 26: 9 3 2 10 5 19 10:
Old : 26: 9 3 2 10 5 19 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 : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
Old : 59.5 9.4 70.3 13.1 57.8 8.9 68.7 11.4
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 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Old : 74,360: 3,146 4,383 591 51,538 28,430 55,275 33,404: 19,085 40,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,941: -30 148 68 -97 604 -59 820: 2,000 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
Old : 100.0: 4.2 5.9 0.8 69.3 38.2 74.3 44.9: 25.7 55.1
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 : 48: 2 14 3 19 28 24 43:
Old : 48: 2 14 3 19 28 24 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Old : 59.2 20.1 67.4 29.1 47.3 12.3 52.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 102,869: 38,777 14,087 8,543 26,752 70,520 74,072 93,150: 28,797 9,719
Old : 102,869: 38,777 14,087 8,543 26,752 70,520 74,072 93,150: 28,797 9,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,245: 1,145 -1,034 -142 -542 41 461 -1,135: -1,706 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.7 8.3 26.0 68.6 72.0 90.6: 28.0 9.4
Old : 100.0: 37.7 13.7 8.3 26.0 68.6 72.0 90.6: 28.0 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 : 159: 93 24 29 21 34 121 82:
Old : 159: 93 24 29 21 34 121 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 : 20.9 33.2 30.3 50.3 15.1 27.2 21.9 42.8
Old : 20.9 33.2 30.3 50.3 15.1 27.2 21.9 42.8
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 17, 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 : 94,172: 20,525 17,204 15,737 45,046 48,735 81,308 81,676: 12,864 12,496
Old : 94,172: 20,525 17,204 15,737 45,046 48,735 81,308 81,676: 12,864 12,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -10,149: -11,128 2,435 -4,076 4,284 -8,815 -10,920 -10,456: 771 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 18.3 16.7 47.8 51.8 86.3 86.7: 13.7 13.3
Old : 100.0: 21.8 18.3 16.7 47.8 51.8 86.3 86.7: 13.7 13.3
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 : 151: 40 55 32 43 36 102 109:
Old : 151: 40 55 32 43 36 102 109:
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 : 27.4 26.7 41.5 43.7 24.0 25.5 32.8 39.0
Old : 27.4 26.7 41.5 43.7 24.0 25.5 32.8 39.0
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, May 17, 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 : 274,382: 124,569 68,625 20,727 81,363 161,224 226,659 250,576: 47,723 23,806
Old : 274,382: 124,569 68,625 20,727 81,363 161,224 226,659 250,576: 47,723 23,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -8,096: -10,150 14,284 1,000 1,991 -26,697 -7,159 -11,413: -937 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 25.0 7.6 29.7 58.8 82.6 91.3: 17.4 8.7
Old : 100.0: 45.4 25.0 7.6 29.7 58.8 82.6 91.3: 17.4 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 : 232: 112 64 34 43 39 172 123:
Old : 232: 112 64 34 43 39 172 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 34.9 38.2 50.2 25.1 31.6 31.0 43.0
Old : 28.4 34.9 38.2 50.2 25.1 31.6 31.0 43.0
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Old : 14,730: 7,168 602 548 1,134 10,153 8,850 11,303: 5,880 3,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,078: -593 -293 8 573 550 -12 265: 2,090 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Old : 100.0: 48.7 4.1 3.7 7.7 68.9 60.1 76.7: 39.9 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 5 11 5 5 36 18:
Old : 40: 21 5 11 5 5 36 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
Old : 34.6 68.5 44.9 74.3 34.6 63.1 43.4 66.7
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 67,629: 12,784 13,136 1,480 37,246 34,871 51,510 49,487: 16,119 18,142
Old : 67,621: 12,784 13,136 1,480 37,238 34,868 51,502 49,484: 16,119 18,137
Other: 8: 0 0 0 8 3 8 3: 0 5
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,409: 415 2,553 -313 3,182 1,154 3,284 3,394: 1,125 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.4 2.2 55.1 51.6 76.2 73.2: 23.8 26.8
Old : 100.0: 18.9 19.4 2.2 55.1 51.6 76.2 73.2: 23.8 26.8
Other: 100.0: 0.0 0.0 0.0 100.0 37.5 100.0 37.5: 0.0 62.5
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 26 25 11 42 36 72 68:
Old : 106: 26 25 11 42 36 72 68:
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 : 26.3 28.9 35.6 38.5 24.6 26.7 33.5 34.9
Old : 26.3 28.9 35.6 38.5 24.6 26.7 33.6 34.9
Other: 100.0 37.5 100.0 37.5 100.0 37.5 100.0 37.5
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 28,333: 2,070 5,992 1,421 18,237 13,960 21,728 21,373: 6,605 6,960
Old : 14,778: 3,164 5,913 0 7,835 6,480 10,999 12,393: 3,779 2,385
Other: 13,555: 159 1,332 168 10,402 7,480 10,729 8,980: 2,826 4,575
: : :
: : Changes in Commitments from: May 10, 2005 :
: 930: -77 2,228 274 1,452 172 1,649 2,674: -719 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 21.1 5.0 64.4 49.3 76.7 75.4: 23.3 24.6
Old : 100.0: 21.4 40.0 0.0 53.0 43.8 74.4 83.9: 25.6 16.1
Other: 100.0: 1.2 9.8 1.2 76.7 55.2 79.2 66.2: 20.8 33.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 11 8 21 12 32 29:
Old : 42: 10 10 0 15 10 25 20:
Other: 28: 4 6 5 15 11 22 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 : 40.3 40.1 53.9 53.7 36.9 37.2 47.7 47.0
Old : 40.4 42.7 53.6 60.6 37.9 42.2 50.7 60.2
Other: 49.7 47.9 66.7 57.9 49.7 38.2 60.6 45.5
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 100,051: 28,844 13,546 3,574 54,624 75,591 87,042 92,711: 13,009 7,340
Old : 72,931: 25,852 11,812 87 38,265 56,565 64,204 68,464: 8,727 4,467
Other: 27,120: 5,813 4,555 666 16,359 19,026 22,838 24,247: 4,282 2,873
: : :
: : Changes in Commitments from: May 10, 2005 :
: -7,321: -5,300 2,040 -545 -777 -10,126 -6,622 -8,631: -699 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.5 3.6 54.6 75.6 87.0 92.7: 13.0 7.3
Old : 100.0: 35.4 16.2 0.1 52.5 77.6 88.0 93.9: 12.0 6.1
Other: 100.0: 21.4 16.8 2.5 60.3 70.2 84.2 89.4: 15.8 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 74 37 29 53 50 143 101:
Old : 173: 72 37 3 26 42 99 81:
Other: 116: 28 28 15 42 41 81 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 : 25.6 45.3 37.7 55.5 25.6 39.8 35.8 49.7
Old : 34.7 54.7 47.3 63.4 34.7 54.2 47.3 63.0
Other: 30.5 29.4 48.0 43.7 28.7 25.5 40.8 37.9
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 25,523: 8,415 3,525 1,066 12,221 19,368 21,702 23,959: 3,821 1,564
Old : 25,140: 8,440 3,640 806 12,142 19,166 21,388 23,612: 3,752 1,528
Other: 383: 201 111 34 79 202 314 347: 69 36
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,228: -1,436 -97 221 243 -1,193 -972 -1,069: -256 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 13.8 4.2 47.9 75.9 85.0 93.9: 15.0 6.1
Old : 100.0: 33.6 14.5 3.2 48.3 76.2 85.1 93.9: 14.9 6.1
Other: 100.0: 52.5 29.0 8.9 20.6 52.7 82.0 90.6: 18.0 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 47 24 16 21 14 78 44:
Old : 102: 47 24 13 20 14 75 43:
Other: 15: 6 5 2 3 2 10 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 57.1 41.8 71.5 32.0 56.3 41.8 68.4
Old : 32.3 57.2 42.2 71.8 32.3 56.3 42.2 69.0
Other: 66.8 78.1 80.4 90.6 64.2 75.2 72.1 80.7
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 126,518: 22,380 21,245 3,298 92,504 96,754 118,182 121,297: 8,336 5,221
Old : 59,012: 13,981 20,684 1,028 36,776 32,778 51,785 54,490: 7,227 4,522
Other: 67,506: 9,869 2,031 800 55,728 63,976 66,397 66,807: 1,109 699
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,802: -181 4,481 171 6,520 -373 6,510 4,279: -1,708 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.8 2.6 73.1 76.5 93.4 95.9: 6.6 4.1
Old : 100.0: 23.7 35.1 1.7 62.3 55.5 87.8 92.3: 12.2 7.7
Other: 100.0: 14.6 3.0 1.2 82.6 94.8 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 54 37 17 51 39 112 90:
Old : 148: 53 38 10 43 34 101 77:
Other: 75: 19 14 4 30 29 53 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 : 31.3 37.9 47.2 54.3 21.0 26.5 31.2 34.4
Old : 21.0 27.2 35.1 40.1 20.8 23.7 32.2 36.0
Other: 48.1 60.9 68.2 76.9 29.3 42.0 44.7 53.5
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 358,172: 69,484 102,099 12,531 224,674 190,216 306,689 304,846: 51,483 53,326
Old : 358,172: 69,484 102,099 12,531 224,674 190,216 306,689 304,846: 51,483 53,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,330: 1,865 -1,382 -1,608 8,149 5,993 8,406 3,003: -4,076 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 28.5 3.5 62.7 53.1 85.6 85.1: 14.4 14.9
Old : 100.0: 19.4 28.5 3.5 62.7 53.1 85.6 85.1: 14.4 14.9
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 : 152: 40 49 20 54 38 106 95:
Old : 152: 40 49 20 54 38 106 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.2 33.0 41.5 17.5 21.2 30.6 29.2
Old : 19.0 25.2 33.0 41.5 17.5 21.2 30.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 95,682: 32,700 11,049 9,881 43,296 68,936 85,877 89,866: 9,805 5,816
Old : 78,803: 33,452 15,934 2,486 34,037 55,779 69,975 74,199: 8,828 4,604
Other: 16,879: 5,848 1,715 795 9,259 13,157 15,902 15,667: 977 1,212
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,527: -2,851 -6 322 1,036 -2,291 -1,493 -1,975: -34 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.5 10.3 45.2 72.0 89.8 93.9: 10.2 6.1
Old : 100.0: 42.5 20.2 3.2 43.2 70.8 88.8 94.2: 11.2 5.8
Other: 100.0: 34.6 10.2 4.7 54.9 77.9 94.2 92.8: 5.8 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 133 40 48 89 96 244 168:
Old : 293: 130 44 30 79 93 223 154:
Other: 128: 21 22 13 55 64 84 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 : 19.6 28.7 32.2 41.2 19.0 24.9 30.0 34.6
Old : 22.9 28.9 35.9 41.3 22.9 26.7 35.8 38.4
Other: 39.4 43.4 56.1 54.8 37.7 41.5 48.5 51.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, May 17, 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 : 26,178: 15,293 3,591 2,223 4,485 18,300 22,001 24,114: 4,177 2,064
Old : 26,178: 15,293 3,591 2,223 4,485 18,300 22,001 24,114: 4,177 2,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 5,271: 6,514 -1,774 143 -2,161 7,111 4,496 5,480: 775 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 13.7 8.5 17.1 69.9 84.0 92.1: 16.0 7.9
Old : 100.0: 58.4 13.7 8.5 17.1 69.9 84.0 92.1: 16.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 28 14 6 10 6 43 22:
Old : 57: 28 14 6 10 6 43 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 : 33.6 80.1 51.7 87.6 32.9 74.3 47.0 78.8
Old : 33.6 80.1 51.7 87.6 32.9 74.3 47.0 78.8
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Old : 174,829: 18,689 25,491 21,179 105,526 105,891 145,394 152,561: 29,435 22,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,616: -8,600 2,538 -924 11,360 -1,161 1,836 453: -3,452 -2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Old : 100.0: 10.7 14.6 12.1 60.4 60.6 83.2 87.3: 16.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 19 29 30 63 63 103 103:
Old : 120: 19 29 30 63 63 103 103:
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 : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
Old : 18.7 25.0 31.1 35.1 12.5 15.3 20.1 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Old : 489,788: 32,120 67,569 148,960 232,118 232,913 413,198 449,442: 76,590 40,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 16,093: -1,330 9,192 2,496 9,688 2,198 10,854 13,886: 5,239 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
Old : 100.0: 6.6 13.8 30.4 47.4 47.6 84.4 91.8: 15.6 8.2
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 : 189: 39 60 60 84 74 161 159:
Old : 189: 39 60 60 84 74 161 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 22.9 30.8 34.6 6.5 10.0 10.1 14.8
Old : 22.2 22.9 30.8 34.6 6.5 10.0 10.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Old : 108,014: 8,556 9,380 904 88,828 86,807 98,288 97,091: 9,726 10,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 4,552: 0 612 62 3,332 3,272 3,394 3,946: 1,158 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Old : 100.0: 7.9 8.7 0.8 82.2 80.4 91.0 89.9: 9.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 2 19 24 22 26:
Old : 31: 1 2 2 19 24 22 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 : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
Old : 68.4 36.7 82.0 56.5 64.1 36.0 71.9 52.3
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Old : 53,934: 9,716 9,554 604 40,661 36,556 50,981 46,714: 2,953 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 300: 856 120 0 -308 548 548 668: -248 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
Old : 100.0: 18.0 17.7 1.1 75.4 67.8 94.5 86.6: 5.5 13.4
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 : 21: 1 3 1 12 12 14 15:
Old : 21: 1 3 1 12 12 14 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 : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
Old : 57.7 51.7 83.1 71.9 49.5 50.1 71.7 64.8
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Old : 53,690: 2,518 4,809 3,643 42,242 42,570 48,403 51,022: 5,287 2,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,552: 1,035 -254 858 4,719 6,008 6,612 6,612: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
Old : 100.0: 4.7 9.0 6.8 78.7 79.3 90.2 95.0: 9.8 5.0
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 : 22: 1 2 2 18 15 20 18:
Old : 22: 1 2 2 18 15 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
Old : 52.0 47.8 70.3 73.7 27.3 28.8 41.2 42.6
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Old : 59,606: 6,408 13,984 2,747 46,697 38,676 55,852 55,407: 3,754 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 3,666: -366 2,741 350 3,464 535 3,448 3,626: 218 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 7.0
Old : 100.0: 10.8 23.5 4.6 78.3 64.9 93.7 93.0: 6.3 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 : 28: 1 3 3 22 20 25 24:
Old : 28: 1 3 3 22 20 25 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 : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Old : 51.6 39.6 72.7 62.8 50.5 34.3 63.2 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Old : 36,041: 2,476 0 246 32,341 33,391 35,063 33,637: 978 2,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 6.7
Old : 100.0: 6.9 0.0 0.7 89.7 92.6 97.3 93.3: 2.7 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 0 1 17 17 18 18:
Old : 20: 1 0 1 17 17 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 : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
Old : 54.4 45.3 82.9 73.6 43.0 30.4 56.9 47.4
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 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Old : 60,503: 0 1,742 3,999 43,750 44,494 47,749 50,235: 12,754 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,374: 0 -1,290 -358 -2,504 -64 -2,862 -1,712: 1,488 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Old : 100.0: 0.0 2.9 6.6 72.3 73.5 78.9 83.0: 21.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
Old : 34.6 59.0 56.5 71.8 28.3 44.2 42.6 53.0
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Old : 74,732: 36,148 24,670 480 32,634 46,530 69,262 71,680: 5,470 3,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 722: -60 120 60 420 482 420 662: 302 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Old : 100.0: 48.4 33.0 0.6 43.7 62.3 92.7 95.9: 7.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 18 18 20 20:
Old : 24: 2 1 1 18 18 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 : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
Old : 69.5 62.5 83.0 79.7 64.4 62.0 70.9 71.9
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Old : 981,974: 231,571 72,477 162,815 568,352 735,946 962,738 971,238: 19,236 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 6,782: -15,983 2,995 5,108 19,302 215 8,427 8,318: -1,645 -1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Old : 100.0: 23.6 7.4 16.6 57.9 74.9 98.0 98.9: 2.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 24 9 31 84 79 120 111:
Old : 126: 24 9 31 84 79 120 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Old : 29.3 22.7 42.1 38.5 23.7 17.6 31.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Old : 139,803: 21,038 51,791 30,102 87,181 56,284 138,321 138,177: 1,482 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 2,820: -290 466 1,700 3,170 850 4,580 3,016: -1,760 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Old : 100.0: 15.0 37.0 21.5 62.4 40.3 98.9 98.8: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 9 14 28 27 46 43:
Old : 50: 11 9 14 28 27 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
Old : 29.1 48.5 46.9 67.9 24.9 36.4 36.6 44.6
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Old : 59,850: 16,918 2,260 13,269 28,821 44,121 59,008 59,650: 842 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 1,091: 1,300 -480 272 -721 1,199 851 991: 240 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Old : 100.0: 28.3 3.8 22.2 48.2 73.7 98.6 99.7: 1.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 7 32 28 39 35:
Old : 41: 3 4 7 32 28 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
Old : 52.9 41.1 70.0 63.3 38.5 33.3 46.0 46.3
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Old : 21,977: 3,184 809 1,438 17,311 19,177 21,933 21,424: 44 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -348: 0 78 -44 36 -42 -8 -8: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
Old : 100.0: 14.5 3.7 6.5 78.8 87.3 99.8 97.5: 0.2 2.5
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 : 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 : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
Old : 62.8 52.7 83.3 72.4 61.8 48.8 71.2 61.1
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 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 10, 2005 :
: 0: 0 0 0 0 0 0 0: 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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Old : 9,650: 3,480 2,900 1,700 4,220 4,670 9,400 9,270: 250 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: 220: -200 100 0 440 140 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
Old : 100.0: 36.1 30.1 17.6 43.7 48.4 97.4 96.1: 2.6 3.9
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 : 22: 3 2 5 15 15 20 20:
Old : 22: 3 2 5 15 15 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 : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
Old : 61.3 58.7 80.8 80.4 50.4 49.3 61.1 60.9
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Old : 791,036: 87,892 90,200 140,233 510,659 489,926 738,784 720,359: 52,252 70,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -40,630: -15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883: -16,215 -13,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
Old : 100.0: 11.1 11.4 17.7 64.6 61.9 93.4 91.1: 6.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 54 93 95 85 92 201 224:
Old : 250: 54 93 95 85 92 201 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
Old : 20.9 15.5 31.7 25.5 17.2 12.4 26.4 18.8
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Old : 13,181: 8,017 3,190 333 2,118 8,806 10,468 12,329: 2,713 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -139: -82 119 77 -9 -383 -14 -187: -125 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 6.5
Old : 100.0: 60.8 24.2 2.5 16.1 66.8 79.4 93.5: 20.6 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 : 116: 60 20 6 13 22 77 47:
Old : 116: 60 20 6 13 22 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 : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
Old : 22.7 44.1 36.4 63.0 22.7 44.1 36.4 63.0
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Old : 8,140: 4,875 1,530 146 1,368 5,549 6,389 7,225: 1,751 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -1,319: -1,520 293 141 316 -1,618 -1,063 -1,184: -256 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 11.2
Old : 100.0: 59.9 18.8 1.8 16.8 68.2 78.5 88.8: 21.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 20 10 3 7 15 29 26:
Old : 52: 20 10 3 7 15 29 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 : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
Old : 36.4 43.7 54.3 61.5 36.4 43.7 54.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, May 17, 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 : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Old : 149,061: 25,140 12,017 11,341 99,760 113,739 136,241 137,097: 12,820 11,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2005 :
: -421: -6,783 2,568 460 9,309 -2,344 2,986 684: -3,407 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
Old : 100.0: 16.9 8.1 7.6 66.9 76.3 91.4 92.0: 8.6 8.0
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 : 155: 38 28 38 66 75 122 126:
Old : 155: 38 28 38 66 75 122 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 19.4
Old : 30.6 16.8 44.5 27.9 25.6 12.9 36.9 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 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
Updated May 27, 2005