WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,795
COMMITMENTS
54,178 37,928 19,175 112,627 122,966 185,980 180,069 25,815 31,726
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -2,863)
7,580 -3,834 -155 -2,018 10,536 5,407 6,547 -8,270 -9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 17.9 9.1 53.2 58.1 87.8 85.0 12.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
66 74 50 36 49 146 140
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,658
COMMITMENTS
46,598 41,762 19,330 114,645 112,430 180,573 173,522 34,085 41,136
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,134)
6,793 -13,260 -4,151 -7,526 7,147 -4,884 -10,264 -1,250 4,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 19.5 9.0 53.4 52.4 84.1 80.8 15.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 81 51 38 52 138 150
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,795
COMMITMENTS
113,533 87,054 41,815 372,046 317,721 527,394 446,590 112,401 193,205
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 967)
6,741 -11,324 -2,116 -829 11,202 3,796 -2,238 -2,829 3,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 13.6 6.5 58.2 49.7 82.4 69.8 17.6 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
126 85 92 159 174 338 315
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 638,828
COMMITMENTS
106,792 98,378 43,931 372,875 306,519 523,598 448,828 115,230 190,000
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,198)
12,800 -41,000 7,255 -5,055 27,023 15,000 -6,722 -20,198 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.4 6.9 58.4 48.0 82.0 70.3 18.0 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
125 91 101 162 170 341 329
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,079
COMMITMENTS
2,229 754 87 924 4,565 3,240 5,406 3,839 1,673
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -275)
188 181 70 -467 -177 -209 74 -66 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 10.7 1.2 13.1 64.5 45.8 76.4 54.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 5 3 6 13 24 19
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,354
COMMITMENTS
2,041 573 17 1,391 4,742 3,449 5,332 3,905 2,022
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -696)
-191 -12 -5 -689 -962 -885 -979 189 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 7.8 0.2 18.9 64.5 46.9 72.5 53.1 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 4 3 7 15 21 21
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,410
COMMITMENTS
63,758 57,401 22,825 152,118 115,099 238,701 195,325 49,709 93,085
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 14,550)
10,217 -4,024 116 2,869 7,838 13,202 3,930 1,348 10,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 19.9 7.9 52.7 39.9 82.8 67.7 17.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
90 110 76 67 102 216 240
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,860
COMMITMENTS
53,541 61,425 22,709 149,249 107,261 225,499 191,395 48,361 82,465
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,086)
15,486 -5,849 816 -4,214 6,178 12,088 1,145 -4,002 6,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.4 8.3 54.5 39.2 82.3 69.9 17.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
87 101 75 69 93 214 231
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,527
COMMITMENTS
10,970 3,743 158 350 587 11,478 4,488 3,049 10,039
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 782)
654 -311 81 0 32 735 -198 47 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 25.8 1.1 2.4 4.0 79.0 30.9 21.0 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 6 1 2 15 12
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 160,647
COMMITMENTS
35,664 15,821 24,817 72,330 107,182 132,811 147,820 27,836 12,827
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 9,152)
6,224 -2,183 -108 -518 12,454 5,598 10,163 3,554 -1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 9.8 15.4 45.0 66.7 82.7 92.0 17.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 27 35 41 45 112 99
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,495
COMMITMENTS
29,440 18,004 24,925 72,848 94,728 127,213 137,657 24,282 13,838
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -14,584)
8,221 -19,418 1,430 -21,059 12,178 -11,408 -5,810 -3,176 -8,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.9 16.5 48.1 62.5 84.0 90.9 16.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 28 36 43 45 111 97
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,191
COMMITMENTS
130,610 142,897 52,409 480,563 425,075 663,582 620,381 134,609 177,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -9,453)
12,282 5,198 -2,621 1,292 -10,502 10,953 -7,925 -20,406 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 17.9 6.6 60.2 53.3 83.1 77.7 16.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
37 32 24 64 71 114 118
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,644
COMMITMENTS
118,328 137,699 55,030 479,271 435,577 652,629 628,306 155,015 179,338
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 26,092)
-16,935 10,074 12,416 28,111 5,169 23,592 27,659 2,500 -1,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.0 6.8 59.3 53.9 80.8 77.8 19.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
32 33 22 64 77 106 127
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,381
COMMITMENTS
34,388 19,992 22,610 66,409 90,076 123,407 132,678 29,974 20,703
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -57)
8,054 -1,170 -3,083 -4,372 6,319 599 2,066 -656 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 13.0 14.7 43.3 58.7 80.5 86.5 19.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
41 33 35 48 54 119 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 153,438
COMMITMENTS
26,334 21,162 25,693 70,781 83,757 122,808 130,612 30,630 22,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -9,929)
902 -3,913 -5,298 -4,728 3,252 -9,124 -5,959 -805 -3,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 13.8 16.7 46.1 54.6 80.0 85.1 20.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 35 37 48 54 115 115
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,395
COMMITMENTS
2,875 2,249 216 888 1,493 3,979 3,958 1,416 1,437
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 481)
738 72 -27 -344 427 367 472 114 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 41.7 4.0 16.5 27.7 73.8 73.4 26.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 13 5 6 7 21 23
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,914
COMMITMENTS
2,137 2,177 243 1,232 1,066 3,612 3,486 1,302 1,428
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -762)
277 -215 -38 -616 -293 -377 -546 -385 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 44.3 4.9 25.1 21.7 73.5 70.9 26.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 13 4 8 7 22 21
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 328,502
COMMITMENTS
112,120 69,306 2,896 156,723 149,531 271,739 221,733 56,763 106,769
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -36,079)
-6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172 -3,779 -23,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 21.1 0.9 47.7 45.5 82.7 67.5 17.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 26 3 37 46 53 75
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,581
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,542 130,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,388)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,578 12,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,316
COMMITMENTS
393,346 503,489 68,666 1310564 860,377 1772576 1432532 164,740 504,784
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -18,209)
982 90,935 14,383 64,114 -77,167 79,479 28,151 -97,688 -46,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 26.0 3.5 67.6 44.4 91.5 73.9 8.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
39 82 38 83 131 145 229
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,955,525
COMMITMENTS
392,364 412,554 54,283 1246450 937,544 1693097 1404381 262,428 551,144
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -81,031)
-53,051 54,059 -116,199 136,034 -15,945 -33,216 -78,085 -47,815 -2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.1 2.8 63.7 47.9 86.6 71.8 13.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
38 70 32 92 129 150 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,930
COMMITMENTS
218,927 315,845 63,196 907,391 588,480 1189514 967,521 142,416 364,409
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 46,270)
19,157 59,550 13,169 3,443 -30,106 35,769 42,613 10,501 3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 23.7 4.7 68.1 44.2 89.3 72.6 10.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 56 27 58 81 103 152
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,285,660
COMMITMENTS
199,770 256,295 50,027 903,948 618,586 1153745 924,908 131,915 360,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,960)
-604 70,621 -3,256 17,860 -82,082 14,000 -14,717 -16,960 11,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 19.9 3.9 70.3 48.1 89.7 71.9 10.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 54 27 56 87 97 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 436,947
COMMITMENTS
192,125 41,834 55,615 154,585 306,062 402,325 403,511 34,622 33,436
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -44,154)
-4,372 7,395 -119 -12,778 -20,524 -17,269 -13,248 -26,885 -30,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 9.6 12.7 35.4 70.0 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 27 40 42 77 77
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,101
COMMITMENTS
196,497 34,439 55,734 167,363 326,586 419,594 416,759 61,507 64,342
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 38,741)
48,682 -783 16,847 -4,825 -13,685 60,704 2,379 -21,963 36,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 7.2 11.6 34.8 67.9 87.2 86.6 12.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 11 25 42 39 82 69
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,277
COMMITMENTS
16,664 2,468 771 23,306 42,604 40,741 45,843 14,536 9,434
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,466)
159 -375 771 1,028 1,781 1,958 2,177 508 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.5 1.4 42.2 77.1 73.7 82.9 26.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 10 3 21 17 45 29
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,811
COMMITMENTS
16,505 2,843 0 22,278 40,823 38,783 43,666 14,028 9,145
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,768)
2,494 -287 -35 1,014 2,509 3,473 2,187 295 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 5.4 0.0 42.2 77.3 73.4 82.7 26.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 9 0 21 14 47 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,612
COMMITMENTS
10,272 29,431 969 54,522 20,307 65,763 50,707 8,849 23,905
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,905)
-710 2,599 97 3,805 -1,282 3,192 1,414 713 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 39.4 1.3 73.1 27.2 88.1 68.0 11.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 27 4 21 10 41 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,707
COMMITMENTS
10,982 26,832 872 50,717 21,589 62,571 49,293 8,136 21,414
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,329)
2,593 829 -289 -2,710 -724 -406 -184 -923 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 37.9 1.2 71.7 30.5 88.5 69.7 11.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 23 5 20 10 40 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,699
COMMITMENTS
6,324 6,979 1,111 30,382 28,799 37,817 36,889 882 1,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -1,730)
360 723 -328 -1,560 -1,802 -1,528 -1,407 -202 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 18.0 2.9 78.5 74.4 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 25 4 18 21 25 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,180
COMMITMENTS
5,726 2,996 0 11,360 13,996 17,086 16,992 94 188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,567)
70 624 0 2,896 2,328 2,966 2,952 -399 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 17.4 0.0 66.1 81.5 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 10 0 6 11 8 21
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,278
COMMITMENTS
2,320 2,343 1,332 14,350 14,017 18,002 17,692 5,276 5,586
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,711)
-1,538 -537 -101 -2,522 -2,243 -4,161 -2,881 450 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 10.1 5.7 61.6 60.2 77.3 76.0 22.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 6 12 19 18 35 32
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,989
COMMITMENTS
3,858 2,880 1,433 16,872 16,260 22,163 20,573 4,826 6,416
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 714)
878 -13 172 133 658 1,183 817 -469 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 10.7 5.3 62.5 60.2 82.1 76.2 17.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 8 13 23 18 41 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,232
COMMITMENTS
26,532 8,434 16,389 42,456 45,654 85,377 70,477 18,855 33,755
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -33)
3,597 53 -3,948 937 2,965 586 -930 -619 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 8.1 15.7 40.7 43.8 81.9 67.6 18.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
58 27 40 25 37 116 84
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 104,265
COMMITMENTS
22,935 8,381 20,337 41,519 42,689 84,791 71,407 19,474 32,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,049)
5,183 746 1,927 1,928 6,025 9,038 8,698 1,011 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 8.0 19.5 39.8 40.9 81.3 68.5 18.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
58 29 46 26 38 119 95
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,966
COMMITMENTS
316 1,437 145 1,697 373 2,158 1,955 808 1,011
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -40)
61 -39 64 43 -26 168 -1 -208 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 48.4 4.9 57.2 12.6 72.8 65.9 27.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 16 4 8 1 17 19
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,006
COMMITMENTS
255 1,476 81 1,654 399 1,990 1,956 1,016 1,050
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -511)
-3 209 -536 -71 -66 -610 -393 99 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 49.1 2.7 55.0 13.3 66.2 65.1 33.8 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 18 4 7 2 16 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,253
COMMITMENTS
44,760 16,969 10,364 66,159 70,356 121,283 97,689 14,970 38,564
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,499)
6,659 -2,363 -338 -1,177 4,219 5,144 1,518 2,355 5,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 12.5 7.6 48.6 51.6 89.0 71.7 11.0 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 34 35 52 99 127 155
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 128,754
COMMITMENTS
38,101 19,332 10,702 67,336 66,137 116,139 96,171 12,615 32,583
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,191)
181 1,798 -2,095 359 -129 -1,555 -426 -1,636 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.0 8.3 52.3 51.4 90.2 74.7 9.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 41 33 42 83 105 144
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,104
COMMITMENTS
2,034 404 148 876 3,241 3,058 3,793 2,046 1,311
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -95)
-92 109 -68 28 -193 -132 -152 37 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 7.9 2.9 17.2 63.5 59.9 74.3 40.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 10 5 12 17 35 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,199
COMMITMENTS
2,126 295 216 848 3,434 3,190 3,945 2,009 1,254
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -59)
98 -83 47 187 204 332 168 -391 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 5.7 4.2 16.3 66.1 61.4 75.9 38.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 7 7 12 16 39 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,016
COMMITMENTS
8,545 3,160 3,661 8,855 5,792 21,061 12,613 3,955 12,403
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,188)
1,484 -603 -157 -173 1,183 1,154 423 34 765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 12.6 14.6 35.4 23.2 84.2 50.4 15.8 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 19 21 32 43 78 76
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,828
COMMITMENTS
7,061 3,763 3,818 9,028 4,609 19,907 12,190 3,921 11,638
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -304)
300 21 -274 -279 223 -253 -30 -51 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 15.8 16.0 37.9 19.3 83.5 51.2 16.5 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 20 20 33 40 70 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,920
COMMITMENTS
17,563 14,234 619 60,248 76,330 78,430 91,183 27,490 14,737
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,276)
5,770 -4,388 -344 3,701 16,289 9,127 11,557 1,149 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.4 0.6 56.9 72.1 74.0 86.1 26.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 11 2 26 27 45 39
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,644
COMMITMENTS
11,793 18,622 963 56,547 60,041 69,303 79,626 26,341 16,018
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,369)
518 4,206 -189 6,143 791 6,472 4,808 897 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.5 1.0 59.1 62.8 72.5 83.3 27.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 4 24 20 41 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,512
COMMITMENTS
7,474 10,501 1,346 39,556 43,558 48,376 55,405 19,136 12,107
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,556)
161 1,285 1,346 2,833 3,780 4,340 6,411 1,216 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 15.6 2.0 58.6 64.5 71.7 82.1 28.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 2 17 16 26 24
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,956
COMMITMENTS
7,313 9,216 0 36,723 39,778 44,036 48,994 17,920 12,962
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,519)
2,523 976 -727 6,318 9,713 8,114 9,962 -595 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.9 0.0 59.3 64.2 71.1 79.1 28.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 0 13 11 20 16
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 125,412
COMMITMENTS
73,217 8,218 1,779 35,794 107,181 110,790 117,178 14,622 8,234
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 23,026)
2,218 -468 1,532 15,470 17,885 19,220 18,949 3,806 4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 6.6 1.4 28.5 85.5 88.3 93.4 11.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
62 10 4 19 26 84 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,386
COMMITMENTS
70,999 8,686 247 20,324 89,296 91,570 98,229 10,816 4,157
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,741)
-257 448 -216 6,458 6,200 5,985 6,432 -1,244 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 8.5 0.2 19.9 87.2 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
55 9 2 15 22 71 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 99,583
COMMITMENTS
46,451 5,324 1,569 21,121 80,602 69,141 87,495 30,442 12,088
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 19,673)
8,269 661 1,535 5,315 17,742 15,119 19,938 4,554 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 5.3 1.6 21.2 80.9 69.4 87.9 30.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 9 4 13 19 41 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,910
COMMITMENTS
38,182 4,663 34 15,806 62,860 54,022 67,557 25,888 12,353
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 732)
8,813 450 10 -10,472 -165 -1,649 295 2,381 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 5.8 0.0 19.8 78.7 67.6 84.5 32.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 8 2 9 15 36 23
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 171,109
COMMITMENTS
13,350 23,136 3,861 120,197 121,990 137,408 148,987 33,701 22,122
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 17,478)
-72 2,591 3,672 12,217 9,082 15,817 15,345 1,661 2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.5 2.3 70.2 71.3 80.3 87.1 19.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 17 6 26 24 45 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 153,631
COMMITMENTS
13,422 20,545 189 107,980 112,908 121,591 133,642 32,040 19,989
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -453)
-656 -19,468 -595 1,575 22,968 324 2,905 -777 -3,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 13.4 0.1 70.3 73.5 79.1 87.0 20.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 18 3 23 23 39 42
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,161
COMMITMENTS
37,116 14,526 550 70,109 108,157 107,775 123,233 61,386 45,928
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -781)
-9,764 1,064 -629 9,890 -282 -503 153 -278 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 8.6 0.3 41.4 63.9 63.7 72.8 36.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 18 7 33 32 67 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,942
COMMITMENTS
46,880 13,462 1,179 60,219 108,439 108,278 123,080 61,664 46,862
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,981)
17,876 -11,518 -437 -10,135 29,118 7,304 17,163 -2,323 -12,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.9 0.7 35.4 63.8 63.7 72.4 36.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 18 7 31 28 67 49
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,871
COMMITMENTS
5,933 0 0 3,852 10,846 9,785 10,846 2,086 1,025
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 0.0 0.0 32.4 91.4 82.4 91.4 17.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 0 0 7 11 15 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,857
COMMITMENTS
14,573 1,906 62 40,533 50,920 55,168 52,888 5,689 7,969
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 27,082)
4,207 266 -188 22,103 24,766 26,122 24,844 960 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 3.1 0.1 66.6 83.7 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 11 16 16 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,471,241
COMMITMENTS
745,359 1353497 1010304 5821783 4572252 7577446 6936053 893,795 1535188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 157,134)
8,106 -30,765 100,246 84,378 85,720 192,730 155,201 -35,596 1,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 16.0 11.9 68.7 54.0 89.4 81.9 10.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
46 73 85 121 137 219 252
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,314,107
COMMITMENTS
737,253 1384262 910,058 5737405 4486532 7384716 6780852 929,391 1533255
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 319,479)
35,128 116,965 35,187 218,787 189,228 289,102 341,380 30,377 -21,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.6 10.9 69.0 54.0 88.8 81.6 11.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
40 69 78 120 137 207 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 724,325
COMMITMENTS
68,410 86,617 11,352 500,062 523,282 579,824 621,251 144,501 103,074
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 15,089)
2,628 3,573 2,782 12,359 15,361 17,769 21,716 -2,680 -6,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.0 1.6 69.0 72.2 80.1 85.8 19.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
38 32 20 91 72 143 110
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 709,236
COMMITMENTS
65,782 83,044 8,570 487,703 507,921 562,055 599,535 147,181 109,701
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 13,151)
3,662 2,709 349 10,227 1,370 14,238 4,428 -1,087 8,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 11.7 1.2 68.8 71.6 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
40 29 18 91 66 142 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,059,985
COMMITMENTS
226,570 263,815 25,206 481,569 681,858 733,345 970,879 326,640 89,106
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 58,571)
19,513 2,245 8,646 47,095 54,383 75,254 65,274 -16,683 -6,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 24.9 2.4 45.4 64.3 69.2 91.6 30.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 62 20 56 54 107 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,001,414
COMMITMENTS
207,057 261,570 16,560 434,474 627,475 658,091 905,605 343,323 95,809
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 96,319)
-154 21,344 5,317 52,500 81,412 57,663 108,073 38,656 -11,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 26.1 1.7 43.4 62.7 65.7 90.4 34.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 60 19 56 56 108 121
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,358
COMMITMENTS
1,795 478 617 7,128 12,397 9,540 13,492 5,818 1,866
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,445)
228 -45 561 292 685 1,081 1,201 364 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 3.1 4.0 46.4 80.7 62.1 87.8 37.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 17 12 22 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,166
COMMITMENTS
3,912 6,008 1,497 22,094 17,981 27,503 25,486 5,663 7,680
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 721)
-646 -163 1,224 534 -669 1,112 392 -391 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 18.1 4.5 66.6 54.2 82.9 76.8 17.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 16 20 25 28
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,610
COMMITMENTS
4,969 13,344 820 45,062 60,504 50,851 74,668 34,759 10,942
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -4,199)
450 -6,730 820 4,506 2,890 5,776 -3,020 -9,975 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 15.6 1.0 52.6 70.7 59.4 87.2 40.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
14 23 5 37 33 56 58
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,809
COMMITMENTS
4,519 20,074 0 40,556 57,614 45,075 77,688 44,734 12,121
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,671)
-125 643 -188 3,743 4,053 3,430 4,508 -759 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 22.4 0.0 45.2 64.2 50.2 86.5 49.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 22 0 38 32 52 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,185
COMMITMENTS
82,225 101,231 2,250 278,680 155,895 363,155 259,376 28,030 131,809
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -66,310)
-32,906 1,878 -468 -27,004 -13,138 -60,378 -11,728 -5,932 -54,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.9 0.6 71.2 39.9 92.8 66.3 7.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
50 56 9 42 30 96 91
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 457,495
COMMITMENTS
115,131 99,353 2,718 305,684 169,033 423,533 271,104 33,962 186,391
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,733)
121 -7,196 -854 -5,770 5,421 -6,503 -2,629 -10,230 -14,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 21.7 0.6 66.8 36.9 92.6 59.3 7.4 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 11 46 31 100 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 130,231
COMMITMENTS
55,816 3,863 511 38,147 114,073 94,474 118,447 35,757 11,784
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 26,132)
-434 2,992 -825 22,065 19,235 20,806 21,402 5,326 4,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 3.0 0.4 29.3 87.6 72.5 91.0 27.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 5 1 15 26 36 31
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 104,099
COMMITMENTS
56,250 871 1,336 16,082 94,838 73,668 97,045 30,431 7,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 8,920)
6,332 -3,077 242 1,827 12,566 8,401 9,731 519 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 0.8 1.3 15.4 91.1 70.8 93.2 29.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 2 12 25 34 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,958
COMMITMENTS
1,652 15,694 224 31,573 19,279 33,449 35,197 6,509 4,761
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 4,239)
149 1,144 -86 3,938 2,861 4,001 3,919 238 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 39.3 0.6 79.0 48.2 83.7 88.1 16.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 10 2 28 22 34 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,719
COMMITMENTS
1,503 14,550 310 27,635 16,418 29,448 31,278 6,271 4,441
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,123)
128 1,055 50 4,052 2,955 4,230 4,060 -107 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 40.7 0.9 77.4 46.0 82.4 87.6 17.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 11 3 28 20 35 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,726
COMMITMENTS
66,550 36,512 4,286 130,812 160,295 201,648 201,093 11,078 11,633
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,500)
5,055 1,706 3,191 -4,634 -468 3,612 4,429 -2,112 -2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 17.2 2.0 61.5 75.4 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 33 8 29 42 50 78
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 211,226
COMMITMENTS
61,495 34,806 1,095 135,446 160,763 198,036 196,664 13,190 14,562
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,039)
11,702 3,271 -291 -37 7,994 11,374 10,974 665 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 16.5 0.5 64.1 76.1 93.8 93.1 6.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 5 30 41 52 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,368
COMMITMENTS
12,532 8,247 7,134 15,343 25,209 35,009 40,590 18,359 12,778
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,304)
684 -251 6,980 -401 1,301 7,263 8,030 6,041 5,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 15.5 13.4 28.7 47.2 65.6 76.1 34.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 11 18 26 52 48
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,064
COMMITMENTS
11,848 8,498 154 15,744 23,908 27,746 32,560 12,318 7,504
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,788)
634 1,124 26 2,268 513 2,928 1,663 -1,140 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 21.2 0.4 39.3 59.7 69.3 81.3 30.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 17 3 19 22 43 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,666
COMMITMENTS
7,588 485 4,458 7,979 4,852 20,025 9,795 17,641 27,871
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 1.3 11.8 21.2 12.9 53.2 26.0 46.8 74.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 9 7 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,370
COMMITMENTS
200 9,599 2,219 56,513 72,005 58,932 83,823 56,438 31,547
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,196)
100 -912 -399 -1,667 -3,317 -1,966 -4,628 -1,230 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 8.3 1.9 49.0 62.4 51.1 72.7 48.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 16 3 21 29 25 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,566
COMMITMENTS
100 10,511 2,618 58,180 75,322 60,898 88,451 57,668 30,115
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -941)
-190 3,601 87 1,848 -2,193 1,745 1,495 -2,686 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 21 28 27 47
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 101,960
COMMITMENTS
49,415 4,676 7,618 13,903 80,350 70,936 92,644 31,024 9,316
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,619)
2,044 -211 -217 -1,083 3,090 744 2,662 1,875 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 4.6 7.5 13.6 78.8 69.6 90.9 30.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
84 22 32 21 36 120 80
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 99,341
COMMITMENTS
47,371 4,887 7,835 14,986 77,260 70,192 89,982 29,149 9,359
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,762)
-100 -270 -710 -1,039 955 -1,849 -25 -913 -2,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 4.9 7.9 15.1 77.8 70.7 90.6 29.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
81 20 32 19 35 115 77
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,035
COMMITMENTS
52,332 16,243 15,599 33,924 76,113 101,855 107,955 16,180 10,080
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,062)
3,077 214 1,423 -335 2,333 4,165 3,970 897 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 13.8 13.2 28.7 64.5 86.3 91.5 13.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
68 53 31 41 47 136 109
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,973
COMMITMENTS
49,255 16,029 14,176 34,259 73,780 97,690 103,985 15,283 8,988
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,169)
5,095 -413 953 -2,149 3,215 3,899 3,755 270 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 14.2 12.5 30.3 65.3 86.5 92.0 13.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
63 49 27 39 44 126 97
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 296,335
COMMITMENTS
143,930 73,453 20,514 75,163 184,237 239,607 278,204 56,728 18,131
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,574)
8,189 -5,607 541 -3,226 14,592 5,504 9,526 3,070 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 24.8 6.9 25.4 62.2 80.9 93.9 19.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
119 41 35 35 47 178 105
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 287,761
COMMITMENTS
135,741 79,060 19,973 78,389 169,645 234,103 268,678 53,658 19,083
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 19,901)
16,423 -1,353 2,032 865 18,522 19,320 19,201 581 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 27.5 6.9 27.2 59.0 81.4 93.4 18.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
108 44 34 35 49 167 112
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,391
COMMITMENTS
6,805 1,118 369 509 7,788 7,683 9,275 2,708 1,116
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,084)
613 243 22 109 804 744 1,069 340 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 10.8 3.6 4.9 74.9 73.9 89.3 26.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
21 4 3 3 4 27 9
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,307
COMMITMENTS
6,192 875 347 400 6,984 6,939 8,206 2,368 1,101
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920)
584 472 34 140 547 758 1,053 162 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
20 3 4 3 3 26 8
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,247
COMMITMENTS
15,741 7,391 2,386 34,928 38,196 53,055 47,973 13,192 18,274
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5)
1,962 -533 -78 -1,017 2,168 867 1,557 -862 -1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 11.2 3.6 52.7 57.7 80.1 72.4 19.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 22 15 38 41 79 68
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 66,242
COMMITMENTS
13,779 7,924 2,464 35,945 36,028 52,188 46,416 14,054 19,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,346)
4,256 -12,581 -2,674 -6,920 7,157 -5,338 -8,098 -5,008 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 12.0 3.7 54.3 54.4 78.8 70.1 21.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 24 15 39 38 75 68
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,965
COMMITMENTS
1,284 2,902 859 20,078 17,804 22,221 21,565 10,744 11,400
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -948)
54 -851 -247 -457 -354 -650 -1,452 -298 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 8.8 2.6 60.9 54.0 67.4 65.4 32.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 2 21 19 28 26
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,913
COMMITMENTS
1,230 3,753 1,106 20,535 18,158 22,871 23,017 11,042 10,896
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,044)
195 -4,335 -1,014 -2,246 967 -3,065 -4,382 -979 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 11.1 3.3 60.6 53.5 67.4 67.9 32.6 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 5 19 20 29 31
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 116,075
COMMITMENTS
45,192 22,852 4,865 47,630 80,628 97,687 108,345 18,388 7,730
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,030)
4,998 1,331 1,099 537 6,747 6,634 9,177 1,396 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 19.7 4.2 41.0 69.5 84.2 93.3 15.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
82 51 42 53 54 171 120
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 108,045
COMMITMENTS
40,194 21,521 3,766 47,093 73,881 91,053 99,168 16,992 8,877
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,854)
12,848 3,163 -1,769 156 11,749 11,235 13,143 1,619 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 19.9 3.5 43.6 68.4 84.3 91.8 15.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
77 52 38 52 51 161 113
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,092
COMMITMENTS
12,504 3,082 1,564 8,731 22,342 22,799 26,988 5,293 1,104
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,120)
2,089 -806 453 -1,670 1,476 872 1,123 248 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 11.0 5.6 31.1 79.5 81.2 96.1 18.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
63 16 19 20 16 96 43
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,972
COMMITMENTS
10,415 3,888 1,111 10,401 20,866 21,927 25,865 5,045 1,107
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,260)
2,477 -505 -492 -4,884 -1,910 -2,899 -2,907 -361 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 14.4 4.1 38.6 77.4 81.3 95.9 18.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
56 21 16 21 16 90 41
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,879
COMMITMENTS
49,843 6,644 4,641 77,611 126,021 132,095 137,306 11,784 6,573
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,851)
8,524 968 1,460 249 5,204 10,233 7,632 618 3,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 4.6 3.2 53.9 87.6 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
60 30 25 46 39 127 83
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,028
COMMITMENTS
41,319 5,676 3,181 77,362 120,817 121,862 129,674 11,166 3,354
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 17,304)
16,203 -1,699 2,010 -2,450 15,676 15,763 15,987 1,541 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 4.3 2.4 58.2 90.8 91.6 97.5 8.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
60 25 21 43 35 116 73
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 349,343
COMMITMENTS
90,029 37,249 23,173 168,939 249,944 282,141 310,366 67,202 38,977
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -10,799)
-13,052 4,080 -1,506 7,878 -15,913 -6,680 -13,339 -4,119 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 10.7 6.6 48.4 71.5 80.8 88.8 19.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
46 29 29 50 43 110 88
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 360,142
COMMITMENTS
103,081 33,169 24,679 161,061 265,857 288,821 323,705 71,321 36,437
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -21,306)
-8,736 3,062 4,249 -8,490 -24,969 -12,977 -17,658 -8,329 -3,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 9.2 6.9 44.7 73.8 80.2 89.9 19.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
51 31 29 47 43 117 85
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,553
COMMITMENTS
54,337 12,128 9,798 39,428 86,957 103,563 108,883 11,990 6,670
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,133)
1,109 845 2,532 2,435 1,989 6,076 5,366 57 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 10.5 8.5 34.1 75.3 89.6 94.2 10.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
146 52 57 88 111 261 202
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 109,420
COMMITMENTS
53,228 11,283 7,266 36,993 84,968 97,487 103,517 11,933 5,903
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,420)
2 565 2,594 590 272 3,186 3,431 234 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 10.3 6.6 33.8 77.7 89.1 94.6 10.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
143 49 50 86 110 254 196
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,213
COMMITMENTS
7,896 16,553 3,063 17,412 7,750 28,371 27,366 2,842 3,847
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,776)
454 2,113 846 5,856 3,819 7,156 6,778 620 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 53.0 9.8 55.8 24.8 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 26 8 3 11 16 43
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,437
COMMITMENTS
7,442 14,440 2,217 11,556 3,931 21,215 20,588 2,222 2,849
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,898)
415 1,616 84 1,449 -277 1,948 1,423 -50 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 61.6 9.5 49.3 16.8 90.5 87.8 9.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 27 7 4 8 18 39
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,983
COMMITMENTS
34,705 30,285 16,412 79,970 90,099 131,087 136,796 31,896 26,187
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 249)
7,040 -237 1,591 -10,760 -424 -2,129 930 2,378 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 18.6 10.1 49.1 55.3 80.4 83.9 19.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 26 29 52 61 105 97
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,734
COMMITMENTS
27,665 30,522 14,821 90,730 90,523 133,216 135,866 29,518 26,868
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,406)
6,848 6,481 -534 -2,909 -1,549 3,405 4,398 1,001 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 18.8 9.1 55.8 55.6 81.9 83.5 18.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 30 29 58 64 108 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 447,366
COMMITMENTS
40,165 54,168 149,614 181,694 213,595 371,473 417,377 75,893 29,989
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 29,128)
2,144 42 18,319 5,756 8,721 26,219 27,082 2,909 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 12.1 33.4 40.6 47.7 83.0 93.3 17.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
59 45 69 78 72 171 157
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 418,238
COMMITMENTS
38,021 54,126 131,295 175,938 204,874 345,254 390,295 72,984 27,943
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -5,426)
9,495 -14,624 1,936 -21,134 12,460 -9,703 -228 4,277 -5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 12.9 31.4 42.1 49.0 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
55 41 64 75 67 159 150
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,026
COMMITMENTS
7,696 4,708 0 55,019 60,694 62,715 65,402 7,311 4,624
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,534)
3,348 0 0 186 3,534 3,534 3,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 6.7 0.0 78.6 86.7 89.6 93.4 10.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 20 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,492
COMMITMENTS
4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196)
353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,625
COMMITMENTS
3,251 0 4,322 28,212 31,122 35,785 35,444 3,840 4,181
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 856)
-961 -143 25 2,160 612 1,224 494 -368 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 0.0 10.9 71.2 78.5 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 17 14 20 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,769
COMMITMENTS
4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318)
2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 14 21 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,122
COMMITMENTS
4,266 1,607 1,182 51,254 51,264 56,702 54,053 6,420 9,069
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,887)
-1,474 0 276 3,393 1,486 2,195 1,762 -308 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.5 1.9 81.2 81.2 89.8 85.6 10.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,235
COMMITMENTS
5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610)
-2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 944,623
COMMITMENTS
254,087 64,344 156,845 516,175 713,481 927,107 934,670 17,516 9,953
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,986)
7,902 2,075 -963 6,374 13,405 13,313 14,517 673 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 6.8 16.6 54.6 75.5 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
18 8 24 75 72 103 98
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 930,637
COMMITMENTS
246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276)
16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
17 7 23 77 73 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,825
COMMITMENTS
23,413 41,845 28,138 59,341 42,380 110,892 112,363 2,933 1,462
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,418)
-1,329 -4,045 6,178 3,024 3,623 7,873 5,756 -2,455 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 36.8 24.7 52.1 37.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 8 14 21 20 39 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,407
COMMITMENTS
24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295)
-4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 13 19 19 36 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,919
COMMITMENTS
3,602 3,100 9,800 27,111 27,699 40,513 40,599 406 320
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -61)
460 -610 790 -340 250 910 430 -971 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 7.6 23.9 66.3 67.7 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 6 26 26 33 34
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 40,980
COMMITMENTS
3,142 3,710 9,010 27,451 27,449 39,603 40,169 1,377 811
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 857)
-312 -1,820 480 -380 1,626 -212 286 1,069 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 9.1 22.0 67.0 67.0 96.6 98.0 3.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 22 26 29 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,864
COMMITMENTS
3,196 1,196 1,114 13,316 15,316 17,626 17,626 238 238
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -909)
794 -144 -765 -1,176 -198 -1,147 -1,107 238 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 6.7 6.2 74.5 85.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 16 16 21 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,773
COMMITMENTS
2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172)
258 -44 0 -86 176 172 132 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,318
COMMITMENTS
218 5,614 1,228 7,872 2,476 9,318 9,318 0 0
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 60.2 13.2 84.5 26.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 816,226
COMMITMENTS
158,645 81,982 109,622 476,025 546,468 744,292 738,072 71,934 78,154
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 40,352)
27,848 11,358 12,106 -6,640 13,210 33,314 36,674 7,038 3,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 10.0 13.4 58.3 67.0 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
71 82 89 84 92 216 212
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 775,874
COMMITMENTS
130,797 70,624 97,516 482,665 533,258 710,978 701,398 64,896 74,476
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 15,584)
9,833 3,836 -3,008 -1,721 9,022 5,104 9,850 10,480 5,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 9.1 12.6 62.2 68.7 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
67 74 79 80 85 198 195
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,148
COMMITMENTS
8,144 1,661 142 1,691 10,534 9,977 12,337 3,171 811
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -142)
163 -888 49 -706 996 -494 157 352 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 12.6 1.1 12.9 80.1 75.9 93.8 24.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 12 6 13 23 85 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290
COMMITMENTS
7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112)
-111 -23 -692 32 -251 -771 -966 -341 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 22 4 17 23 83 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,852
COMMITMENTS
3,917 474 61 1,619 6,128 5,597 6,663 2,255 1,189
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 505)
565 94 -99 -153 276 313 271 192 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 6.0 0.8 20.6 78.0 71.3 84.9 28.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 3 1 6 12 27 16
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,347
COMMITMENTS
3,352 380 160 1,772 5,852 5,284 6,392 2,063 955
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163)
-421 25 160 -89 -335 -350 -150 187 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 5.2 2.2 24.1 79.7 71.9 87.0 28.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 3 7 12 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,951
COMMITMENTS
44,588 4,424 13,621 87,479 133,304 145,688 151,349 21,263 15,602
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,717)
13,489 -1,093 736 -7,079 9,084 7,146 8,727 3,571 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 2.6 8.2 52.4 79.8 87.3 90.7 12.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
51 23 40 62 78 134 123
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,234
COMMITMENTS
31,099 5,517 12,885 94,558 124,220 138,542 142,622 17,692 13,612
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,993)
2,960 2,471 -1,905 -8,505 -4,321 -7,450 -3,755 2,457 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 3.5 8.2 60.5 79.5 88.7 91.3 11.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
40 24 42 71 79 135 128
Updated March 18, 2005