WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 215,153
COMMITMENTS
59,420 44,777 15,417 110,609 119,287 185,446 179,481 29,707 35,672
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,358)
5,242 6,849 -3,758 -2,018 -3,679 -534 -588 3,892 3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 20.8 7.2 51.4 55.4 86.2 83.4 13.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
75 71 47 36 51 151 139
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,070
COMMITMENTS
129,039 79,696 37,071 396,410 362,527 562,520 479,294 121,550 204,776
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 44,275)
15,506 -7,358 -4,744 24,364 44,806 35,126 32,704 9,149 11,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 11.7 5.4 57.9 53.0 82.2 70.1 17.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
132 78 80 170 189 345 316
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,489
COMMITMENTS
2,340 744 5 911 5,349 3,256 6,098 4,233 1,391
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 410)
111 -10 -82 -13 784 16 692 394 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 9.9 0.1 12.2 71.4 43.5 81.4 56.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 2 10 15 25 21
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 308,206
COMMITMENTS
67,062 57,683 17,498 171,316 135,854 255,876 211,035 52,330 97,171
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,796)
3,304 282 -5,327 19,198 20,755 17,175 15,710 2,621 4,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 18.7 5.7 55.6 44.1 83.0 68.5 17.0 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
98 112 71 83 102 235 243
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,108
COMMITMENTS
13,097 4,153 197 488 848 13,782 5,198 3,326 11,910
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,581)
2,127 410 39 138 261 2,304 710 277 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 24.3 1.2 2.9 5.0 80.6 30.4 19.4 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 8 9 3 3 20 16
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,688
COMMITMENTS
38,489 13,495 24,178 75,640 117,743 138,307 155,416 31,381 14,272
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,041)
2,825 -2,326 -639 3,310 10,561 5,496 7,596 3,545 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 8.0 14.2 44.6 69.4 81.5 91.6 18.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
49 26 35 42 42 113 92
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,492
COMMITMENTS
127,631 151,635 37,314 468,552 396,088 633,497 585,037 121,995 170,455
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -42,699)
-2,979 8,738 -15,095 -12,011 -28,987 -30,085 -35,344 -12,614 -7,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 20.1 4.9 62.0 52.4 83.9 77.4 16.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
39 37 24 62 69 111 121
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 151,613
COMMITMENTS
37,066 18,821 15,709 67,077 96,407 119,852 130,937 31,761 20,676
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,768)
2,678 -1,171 -6,901 668 6,331 -3,555 -1,741 1,787 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 12.4 10.4 44.2 63.6 79.1 86.4 20.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
47 25 30 49 51 117 97
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,652
COMMITMENTS
2,944 1,822 166 816 2,335 3,926 4,323 1,726 1,329
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 257)
69 -427 -50 -72 842 -53 365 310 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 32.2 2.9 14.4 41.3 69.5 76.5 30.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 3 6 9 20 21
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 321,552
COMMITMENTS
104,568 71,833 2,291 160,808 137,654 267,667 211,778 53,885 109,774
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -6,950)
-7,552 2,527 -605 4,085 -11,877 -4,072 -9,955 -2,878 3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 22.3 0.7 50.0 42.8 83.2 65.9 16.8 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 25 3 40 42 56 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,056,927
COMMITMENTS
414,331 561,385 63,036 1383310 874,417 1860677 1498838 196,250 558,089
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 119,611)
20,985 57,896 -5,630 72,746 14,040 88,101 66,306 31,510 53,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 27.3 3.1 67.3 42.5 90.5 72.9 9.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
48 74 33 84 133 149 223
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,388,906
COMMITMENTS
214,869 366,761 34,037 1003253 649,372 1252159 1050170 136,747 338,736
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 56,976)
-4,058 50,916 -29,159 95,862 60,892 62,645 82,649 -5,669 -25,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 26.4 2.5 72.2 46.8 90.2 75.6 9.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
31 60 30 60 89 110 160
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 489,661
COMMITMENTS
225,997 46,146 49,881 175,784 358,038 451,662 454,065 37,999 35,596
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 52,714)
33,872 4,312 -5,734 21,199 51,976 49,337 50,554 3,377 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 9.4 10.2 35.9 73.1 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 15 25 42 44 79 77
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,337
COMMITMENTS
14,602 3,648 2,487 36,785 43,488 53,874 49,623 9,463 13,714
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,060)
-2,062 1,180 1,716 13,479 884 13,133 3,780 -5,073 4,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 5.8 3.9 58.1 68.7 85.1 78.3 14.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 16 11 24 20 55 40
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,189
COMMITMENTS
11,623 27,538 3,818 34,063 27,250 49,504 58,606 20,685 11,583
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -4,423)
1,351 -1,893 2,849 -20,459 6,943 -16,259 7,899 11,836 -12,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 39.2 5.4 48.5 38.8 70.5 83.5 29.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 21 23 21 19 55 52
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,501
COMMITMENTS
4,073 6,876 1,111 31,221 27,304 36,405 35,291 96 1,210
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,198)
-2,251 -103 0 839 -1,495 -1,412 -1,598 -786 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 18.8 3.0 85.5 74.8 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 22 4 18 20 25 43
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,038
COMMITMENTS
0 3,010 0 14,037 10,916 14,037 13,926 1 112
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,142)
-5,726 14 0 2,677 -3,080 -3,049 -3,066 -93 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.4 0.0 100.0 77.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 10 0 5 10 5 20
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,143
COMMITMENTS
2,376 2,452 1,067 14,609 14,234 18,052 17,753 5,091 5,390
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -135)
56 109 -265 259 217 50 61 -185 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.6 4.6 63.1 61.5 78.0 76.7 22.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 6 11 20 18 33 33
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 89,791
COMMITMENTS
18,711 8,282 11,444 42,911 39,931 73,066 59,657 16,725 30,134
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -14,441)
-7,821 -152 -4,945 455 -5,723 -12,311 -10,820 -2,130 -3,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 9.2 12.7 47.8 44.5 81.4 66.4 18.6 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
51 28 38 23 38 99 88
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,001
COMMITMENTS
339 1,366 155 1,757 418 2,251 1,939 750 1,062
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35)
23 -71 10 60 45 93 -16 -58 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 45.5 5.2 58.5 13.9 75.0 64.6 25.0 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 16 4 8 2 19 18
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,496
COMMITMENTS
53,212 17,524 10,346 67,333 78,889 130,891 106,759 18,605 42,737
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,243)
8,452 555 -18 1,174 8,533 9,608 9,070 3,635 4,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 11.7 6.9 45.0 52.8 87.6 71.4 12.4 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
64 34 36 59 113 148 167
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,824
COMMITMENTS
1,985 438 107 754 3,044 2,846 3,589 1,978 1,235
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -280)
-49 34 -41 -122 -197 -212 -204 -68 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 9.1 2.2 15.6 63.1 59.0 74.4 41.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 8 6 12 16 36 27
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,118
COMMITMENTS
10,350 2,749 4,665 7,040 6,059 22,055 13,473 4,063 12,645
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,102)
1,805 -411 1,004 -1,815 267 994 860 108 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 10.5 17.9 27.0 23.2 84.4 51.6 15.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 17 19 25 42 77 70
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 125,191
COMMITMENTS
36,259 10,109 904 52,191 77,424 89,354 88,437 35,837 36,754
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 19,271)
18,696 -4,125 285 -8,057 1,094 10,924 -2,746 8,347 22,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 8.1 0.7 41.7 61.8 71.4 70.6 28.6 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 11 4 24 28 50 42
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 41,804
COMMITMENTS
10,655 10,495 1 14,830 22,524 25,486 33,020 16,318 8,784
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -25,708)
3,181 -6 -1,345 -24,726 -21,034 -22,890 -22,385 -2,818 -3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 25.1 0.0 35.5 53.9 61.0 79.0 39.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 1 8 9 18 13
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 71,963
COMMITMENTS
49,610 5,015 251 14,035 63,546 63,896 68,812 8,067 3,151
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -53,449)
-23,607 -3,203 -1,528 -21,759 -43,635 -46,894 -48,366 -6,555 -5,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 7.0 0.3 19.5 88.3 88.8 95.6 11.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 11 2 13 16 67 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,439
COMMITMENTS
42,006 4,182 32 9,867 65,961 51,905 70,175 27,534 9,264
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -20,144)
-4,445 -1,142 -1,537 -11,254 -14,641 -17,236 -17,320 -2,908 -2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 5.3 0.0 12.4 83.0 65.3 88.3 34.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
27 7 2 7 16 36 23
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 107,434
COMMITMENTS
13,944 19,290 73 64,255 70,141 78,272 89,504 29,162 17,930
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -63,675)
594 -3,846 -3,788 -55,942 -51,849 -59,136 -59,483 -4,539 -4,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.0 0.1 59.8 65.3 72.9 83.3 27.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 2 18 15 35 29
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 122,371
COMMITMENTS
42,647 12,735 227 26,959 68,607 69,833 81,569 52,538 40,802
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -46,790)
5,531 -1,791 -323 -43,150 -39,550 -37,942 -41,664 -8,848 -5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 10.4 0.2 22.0 56.1 57.1 66.7 42.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 15 4 25 23 60 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
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 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,246
COMMITMENTS
20,278 3,161 0 38,199 54,637 58,477 57,798 4,769 5,448
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,389)
5,705 1,255 -62 -2,334 3,717 3,309 4,910 -920 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 5.0 0.0 60.4 86.4 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 14 19 16
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,682,587
COMMITMENTS
722,335 1444050 676,671 5337030 4010356 6736036 6131077 946,551 1551510
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -788,654)
-23,024 90,553 -333,633 -484,753 -561,896 -841,410 -804,976 52,756 16,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.8 8.8 69.5 52.2 87.7 79.8 12.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
41 74 77 107 122 199 228
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 795,257
COMMITMENTS
66,879 103,839 12,755 541,098 566,759 620,732 683,353 174,525 111,904
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 70,932)
-1,531 17,222 1,403 41,036 43,477 40,908 62,102 30,024 8,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.1 1.6 68.0 71.3 78.1 85.9 21.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
41 35 32 103 71 162 120
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,226,408
COMMITMENTS
276,083 227,548 57,921 585,779 746,829 919,783 1032298 306,625 194,110
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 166,423)
49,513 -36,267 32,715 104,210 64,971 186,438 61,419 -20,015 105,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 18.6 4.7 47.8 60.9 75.0 84.2 25.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
44 55 45 67 61 138 134
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 19,787
COMMITMENTS
2,710 608 1,287 8,878 14,671 12,875 16,566 6,912 3,221
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,429)
915 130 670 1,750 2,274 3,335 3,074 1,094 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 3.1 6.5 44.9 74.1 65.1 83.7 34.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 20 16 26 21
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,874
COMMITMENTS
3,886 6,008 5,246 28,901 21,824 38,033 33,078 9,841 14,796
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,708)
-26 0 3,749 6,807 3,843 10,530 7,592 4,178 7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 12.5 11.0 60.4 45.6 79.4 69.1 20.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 7 21 23 29 30
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,755
COMMITMENTS
4,225 17,342 3,847 54,475 70,392 62,547 91,581 41,208 12,174
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 18,145)
-744 3,998 3,027 9,413 9,888 11,696 16,913 6,449 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.7 3.7 52.5 67.8 60.3 88.3 39.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 25 11 44 43 63 75
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 489,245
COMMITMENTS
88,081 107,512 10,257 353,310 205,313 451,648 323,082 37,597 166,163
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 98,060)
5,856 6,281 8,007 74,630 49,418 88,493 63,706 9,567 34,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 22.0 2.1 72.2 42.0 92.3 66.0 7.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
41 68 25 51 51 105 133
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 102,848
COMMITMENTS
57,410 3,269 0 17,468 93,058 74,878 96,327 27,970 6,521
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -27,383)
1,594 -594 -511 -20,679 -21,015 -19,596 -22,120 -7,787 -5,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 3.2 0.0 17.0 90.5 72.8 93.7 27.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 3 0 11 16 33 19
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 49,123
COMMITMENTS
1,694 18,788 1,607 35,556 23,526 38,857 43,921 10,266 5,202
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,165)
42 3,094 1,383 3,983 4,247 5,408 8,724 3,757 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 38.2 3.3 72.4 47.9 79.1 89.4 20.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 12 6 34 30 43 45
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,573
COMMITMENTS
74,260 38,254 14,158 151,854 160,875 240,272 213,287 9,301 36,286
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 36,847)
7,710 1,742 9,872 21,042 580 38,624 12,194 -1,777 24,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 15.3 5.7 60.8 64.5 96.3 85.5 3.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
18 35 16 33 46 60 88
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,177
COMMITMENTS
11,784 10,666 36 8,883 12,932 20,703 23,634 10,474 7,543
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -22,191)
-748 2,419 -7,098 -6,460 -12,277 -14,306 -16,956 -7,885 -5,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 34.2 0.1 28.5 41.5 66.4 75.8 33.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 13 1 13 16 35 30
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 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 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,478
COMMITMENTS
3,476 7,628 0 47,979 26,271 51,455 33,899 16,023 33,579
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -47,892)
3,276 -1,971 -2,219 -8,534 -45,734 -7,477 -49,924 -40,415 2,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.3 0.0 71.1 38.9 76.3 50.2 23.7 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 13 0 19 28 22 41
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 102,305
COMMITMENTS
47,955 3,510 8,068 15,054 80,962 71,077 92,540 31,228 9,765
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 345)
-1,460 -1,166 450 1,151 612 141 -104 204 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 3.4 7.9 14.7 79.1 69.5 90.5 30.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
87 15 35 19 38 119 81
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,956
COMMITMENTS
46,771 15,983 18,297 34,188 69,853 99,256 104,133 15,700 10,823
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,079)
-5,561 -260 2,698 264 -6,260 -2,599 -3,822 -480 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 13.9 15.9 29.7 60.8 86.3 90.6 13.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
66 60 34 41 44 137 114
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 335,503
COMMITMENTS
178,724 67,602 21,632 78,689 226,180 279,045 315,414 56,458 20,089
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 39,168)
34,794 -5,851 1,118 3,526 41,943 39,438 37,210 -270 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 20.1 6.4 23.5 67.4 83.2 94.0 16.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
124 50 36 34 45 181 115
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,014
COMMITMENTS
7,165 1,436 451 540 8,225 8,156 10,112 3,858 1,902
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,623)
360 318 82 31 437 473 837 1,150 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 12.0 3.8 4.5 68.5 67.9 84.2 32.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
23 4 5 3 4 29 11
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,274
COMMITMENTS
19,763 7,205 1,696 38,582 43,609 60,041 52,510 15,233 22,764
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,027)
4,022 -186 -690 3,654 5,413 6,986 4,537 2,041 4,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 9.6 2.3 51.3 57.9 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 19 12 37 46 75 70
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,268
COMMITMENTS
1,689 2,185 884 21,504 19,131 24,077 22,200 11,191 13,068
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,303)
405 -717 25 1,426 1,327 1,856 635 447 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.2 2.5 61.0 54.2 68.3 62.9 31.7 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 6 2 21 16 27 22
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 124,394
COMMITMENTS
51,117 23,512 5,588 48,566 87,212 105,271 116,312 19,123 8,082
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,319)
5,925 660 723 936 6,584 7,584 7,967 735 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 18.9 4.5 39.0 70.1 84.6 93.5 15.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
92 50 42 54 58 178 125
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,240
COMMITMENTS
14,651 3,253 1,792 8,416 23,873 24,859 28,918 5,381 1,322
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,148)
2,147 171 228 -315 1,531 2,060 1,930 88 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 10.8 5.9 27.8 78.9 82.2 95.6 17.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
70 22 23 18 16 105 47
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 151,273
COMMITMENTS
50,854 6,107 8,605 78,755 130,661 138,214 145,373 13,059 5,900
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 7,394)
1,011 -537 3,964 1,144 4,640 6,119 8,067 1,275 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 4.0 5.7 52.1 86.4 91.4 96.1 8.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
70 24 34 45 41 143 94
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 359,588
COMMITMENTS
95,023 26,308 26,063 166,408 267,025 287,494 319,396 72,094 40,192
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,245)
4,994 -10,941 2,890 -2,531 17,081 5,353 9,030 4,892 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 7.3 7.2 46.3 74.3 80.0 88.8 20.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
51 29 35 50 44 122 88
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,409
COMMITMENTS
54,550 13,822 10,850 43,752 89,513 109,152 114,185 12,257 7,224
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,856)
213 1,694 1,052 4,324 2,556 5,589 5,302 267 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 11.4 8.9 36.0 73.7 89.9 94.0 10.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
142 67 74 89 110 273 221
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,241
COMMITMENTS
6,913 19,148 2,156 14,139 1,055 23,208 22,359 2,033 2,882
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -5,972)
-983 2,595 -907 -3,273 -6,695 -5,163 -5,007 -809 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 75.9 8.5 56.0 4.2 91.9 88.6 8.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 31 4 6 6 18 39
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,236
COMMITMENTS
35,360 29,822 17,171 89,637 100,009 142,168 147,002 31,068 26,234
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,253)
655 -463 759 9,667 9,910 11,081 10,206 -828 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 17.2 9.9 51.7 57.7 82.1 84.9 17.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
32 26 27 58 66 107 102
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 463,288
COMMITMENTS
43,386 50,430 153,787 191,790 228,430 388,963 432,647 74,325 30,641
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 15,922)
3,221 -3,738 4,173 10,096 14,835 17,490 15,270 -1,568 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.9 33.2 41.4 49.3 84.0 93.4 16.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
62 45 69 79 71 175 155
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,089
COMMITMENTS
8,112 4,708 0 59,001 63,791 67,113 68,499 6,976 5,590
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,063)
416 0 0 3,982 3,097 4,398 3,097 -335 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 6.4 0.0 79.6 86.1 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 22 21 23
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,582
COMMITMENTS
0 7,122 2,114 46,402 33,542 48,516 42,778 2,066 7,804
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.1 4.2 91.7 66.3 95.9 84.6 4.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,078
COMMITMENTS
3,973 0 3,662 31,115 35,448 38,750 39,110 4,328 3,968
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,453)
722 0 -660 2,903 4,326 2,965 3,666 488 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 8.5 72.2 82.3 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 19 16 22 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,368
COMMITMENTS
4,078 2,035 2,008 51,952 51,774 58,038 55,817 7,330 9,551
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,246)
-188 428 826 698 510 1,336 1,764 910 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 3.1 3.1 79.5 79.2 88.8 85.4 11.2 14.6
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 03/08/05 |
--------------------------------------------------------------| 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 945,838
COMMITMENTS
256,378 60,320 155,772 517,087 719,707 929,237 935,799 16,601 10,039
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,215)
2,291 -4,024 -1,073 912 6,226 2,130 1,129 -915 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 6.4 16.5 54.7 76.1 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 7 28 75 72 106 102
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,062
COMMITMENTS
23,707 39,201 29,289 61,382 47,781 114,378 116,271 4,684 2,791
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,237)
294 -2,644 1,151 2,041 5,401 3,486 3,908 1,751 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 32.9 24.6 51.6 40.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 13 21 22 37 37
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 42,483
COMMITMENTS
4,842 3,420 9,680 27,457 28,923 41,979 42,023 504 460
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,564)
1,240 320 -120 346 1,224 1,466 1,424 98 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 8.1 22.8 64.6 68.1 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 7 28 26 37 35
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,078
COMMITMENTS
3,328 1,148 1,244 13,268 15,448 17,840 17,840 238 238
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 214)
132 -48 130 -48 132 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.4 6.9 73.4 85.5 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 17 16 22 20
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 841,984
COMMITMENTS
168,856 101,171 119,040 490,810 544,400 778,706 764,611 63,278 77,373
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 25,758)
10,211 19,189 9,418 14,785 -2,068 34,414 26,539 -8,656 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 12.0 14.1 58.3 64.7 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
69 85 95 83 84 221 208
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,942
COMMITMENTS
8,540 1,379 183 1,088 10,830 9,811 12,392 3,131 550
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -206)
396 -282 41 -603 296 -166 55 -40 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 10.7 1.4 8.4 83.7 75.8 95.8 24.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
73 10 7 12 24 90 39
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,037
COMMITMENTS
4,324 553 6 1,569 6,286 5,899 6,845 2,138 1,192
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 185)
407 79 -55 -50 158 302 182 -117 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 6.9 0.1 19.5 78.2 73.4 85.2 26.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 1 7 15 28 19
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 167,857
COMMITMENTS
42,120 4,379 14,431 92,126 136,962 148,677 155,772 19,180 12,085
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 906)
-2,468 -45 810 4,647 3,658 2,989 4,423 -2,083 -3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.6 8.6 54.9 81.6 88.6 92.8 11.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
50 21 40 70 79 141 123
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
Updated March 25, 2005