WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,257
COMMITMENTS
61,877 46,094 18,417 120,350 126,097 200,644 190,608 26,613 36,649
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,104)
2,457 1,317 3,000 9,741 6,810 15,198 11,127 -3,094 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 20.3 8.1 53.0 55.5 88.3 83.9 11.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
75 77 51 37 54 154 149
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,579
COMMITMENTS
119,921 70,903 35,734 405,743 364,059 561,398 470,696 115,181 205,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,491)
-9,118 -8,793 -1,337 9,333 1,532 -1,122 -8,598 -6,369 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 10.5 5.3 60.0 53.8 83.0 69.6 17.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
124 79 76 175 198 343 322
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,163
COMMITMENTS
2,245 782 4 939 4,989 3,188 5,775 3,975 1,388
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -326)
-95 38 -1 28 -360 -68 -323 -258 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 10.9 0.1 13.1 69.6 44.5 80.6 55.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 2 9 14 23 20
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 304,258
COMMITMENTS
65,696 48,054 21,667 168,604 139,161 255,967 208,882 48,291 95,376
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,948)
-1,366 -9,629 4,169 -2,712 3,307 91 -2,153 -4,039 -1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 15.8 7.1 55.4 45.7 84.1 68.7 15.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
105 106 88 86 106 258 251
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,264
COMMITMENTS
14,005 4,266 313 312 863 14,630 5,442 2,634 11,822
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 156)
908 113 116 -176 15 848 244 -692 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 24.7 1.8 1.8 5.0 84.7 31.5 15.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 8 10 2 3 23 16
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,125
COMMITMENTS
34,676 13,884 21,488 78,944 113,935 135,108 149,307 28,017 13,818
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,563)
-3,813 389 -2,690 3,304 -3,808 -3,199 -6,109 -3,364 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 8.5 13.2 48.4 69.8 82.8 91.5 17.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
46 27 35 42 42 108 94
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,488
COMMITMENTS
115,751 152,006 31,001 478,248 391,909 625,000 574,916 116,488 166,572
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -14,004)
-11,880 371 -6,313 9,696 -4,179 -8,497 -10,121 -5,507 -3,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.5 4.2 64.5 52.9 84.3 77.5 15.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 37 29 64 75 116 131
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,686
COMMITMENTS
35,185 20,143 16,605 60,817 84,636 112,607 121,384 29,079 20,302
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -9,927)
-1,881 1,322 896 -6,260 -11,771 -7,245 -9,553 -2,682 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.2 11.7 42.9 59.7 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
48 29 36 49 48 123 102
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,816
COMMITMENTS
3,020 1,873 147 872 2,634 4,039 4,654 1,777 1,162
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 164)
76 51 -19 56 299 113 331 51 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 32.2 2.5 15.0 45.3 69.4 80.0 30.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 12 5 7 11 23 24
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,524
COMMITMENTS
115,303 75,539 869 156,503 147,364 272,675 223,772 57,849 106,752
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 8,972)
10,735 3,706 -1,422 -4,305 9,710 5,008 11,994 3,964 -3,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 22.9 0.3 47.3 44.6 82.5 67.7 17.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 29 3 38 45 56 76
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,182
COMMITMENTS
428,369 647,754 60,901 1440222 864,011 1929492 1572666 189,690 546,516
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 62,255)
14,038 86,369 -2,135 56,912 -10,406 68,815 73,828 -6,560 -11,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 30.6 2.9 68.0 40.8 91.0 74.2 9.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
39 89 37 81 132 139 239
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,322,955
COMMITMENTS
212,996 327,769 29,908 932,369 604,488 1175273 962,165 147,682 360,790
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -65,951)
-1,873 -38,992 -4,129 -70,884 -44,884 -76,886 -88,005 10,935 22,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.8 2.3 70.5 45.7 88.8 72.7 11.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 62 27 55 78 103 149
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 524,578
COMMITMENTS
230,539 49,119 45,919 201,909 389,688 478,367 484,726 46,211 39,852
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 34,917)
4,542 2,973 -3,962 26,125 31,650 26,705 30,661 8,212 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.4 8.8 38.5 74.3 91.2 92.4 8.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 12 27 47 45 90 79
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,488
COMMITMENTS
10,008 5,153 0 21,239 26,291 31,247 31,444 7,241 7,044
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -24,849)
-4,594 1,505 -2,487 -15,546 -17,197 -22,627 -18,179 -2,222 -6,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 13.4 0.0 55.2 68.3 81.2 81.7 18.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 9 0 17 10 37 19
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 30,878
COMMITMENTS
10,296 7,461 544 8,238 16,955 19,078 24,960 11,800 5,918
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -39,311)
-1,327 -20,077 -3,274 -25,825 -10,295 -30,426 -33,646 -8,885 -5,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 24.2 1.8 26.7 54.9 61.8 80.8 38.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 13 2 10 15 34 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,615
COMMITMENTS
4,182 6,574 1,046 29,229 25,573 34,457 33,193 158 1,422
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,886)
109 -302 -65 -1,992 -1,731 -1,948 -2,098 62 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.0 3.0 84.4 73.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 23 4 18 20 26 44
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,185
COMMITMENTS
0 2,681 0 13,125 10,666 13,125 13,347 1,060 838
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 147)
0 -329 0 -912 -250 -912 -579 1,059 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.9 0.0 92.5 75.2 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,864
COMMITMENTS
2,356 2,590 1,291 15,772 15,177 19,419 19,058 5,445 5,806
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,721)
-20 138 224 1,163 943 1,367 1,305 354 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 10.4 5.2 63.4 61.0 78.1 76.6 21.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 6 13 19 19 35 34
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,044
COMMITMENTS
18,294 6,994 13,019 44,230 40,933 75,543 60,946 15,501 30,098
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,253)
-417 -1,288 1,575 1,319 1,002 2,477 1,289 -1,224 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.7 14.3 48.6 45.0 83.0 66.9 17.0 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
54 23 48 23 35 103 95
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,717
COMMITMENTS
126 861 122 1,744 483 1,992 1,466 725 1,251
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -284)
-213 -505 -33 -13 65 -259 -473 -25 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 31.7 4.5 64.2 17.8 73.3 54.0 26.7 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 14 2 8 2 13 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,539
COMMITMENTS
46,706 15,780 13,159 73,036 81,485 132,901 110,424 19,638 42,115
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,043)
-6,506 -1,744 2,813 5,703 2,596 2,010 3,665 1,033 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 10.3 8.6 47.9 53.4 87.1 72.4 12.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
54 36 40 69 117 152 175
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,022
COMMITMENTS
1,891 519 95 1,050 3,235 3,036 3,849 1,986 1,173
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 198)
-94 81 -12 296 191 190 260 8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.3 1.9 20.9 64.4 60.5 76.6 39.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 9 6 14 16 38 26
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,889
COMMITMENTS
10,667 2,785 5,270 6,924 6,440 22,861 14,495 4,028 12,394
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 771)
317 36 605 -116 381 806 1,022 -35 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 10.4 19.6 25.8 24.0 85.0 53.9 15.0 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 18 18 25 45 80 74
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 89,844
COMMITMENTS
43,143 11,596 625 14,685 62,757 58,453 74,978 31,391 14,866
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -35,347)
6,884 1,487 -279 -37,506 -14,667 -30,901 -13,459 -4,446 -21,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 12.9 0.7 16.3 69.9 65.1 83.5 34.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 12 3 16 22 42 36
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 38,278
COMMITMENTS
5,242 16,598 1 19,966 11,796 25,209 28,395 13,069 9,883
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,526)
-5,413 6,103 0 5,136 -10,728 -277 -4,625 -3,249 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.4 0.0 52.2 30.8 65.9 74.2 34.1 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 11 4 18 11
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 65,784
COMMITMENTS
37,662 4,651 260 16,793 56,453 54,715 61,364 11,069 4,420
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,179)
-11,948 -364 9 2,758 -7,093 -9,181 -7,448 3,002 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 7.1 0.4 25.5 85.8 83.2 93.3 16.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
42 15 2 14 17 57 33
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,769
COMMITMENTS
31,332 4,677 87 16,237 56,958 47,656 61,722 24,113 10,047
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,670)
-10,674 495 55 6,370 -9,003 -4,249 -8,453 -3,421 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 6.5 0.1 22.6 79.4 66.4 86.0 33.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 8 3 12 15 37 25
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 108,865
COMMITMENTS
15,675 27,578 73 65,906 59,607 81,654 87,258 27,211 21,607
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,431)
1,731 8,288 0 1,651 -10,534 3,382 -2,246 -1,951 3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.3 0.1 60.5 54.8 75.0 80.2 25.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 16 2 17 18 34 35
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 115,071
COMMITMENTS
36,967 9,768 183 27,075 63,385 64,225 73,336 50,846 41,735
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,300)
-5,680 -2,967 -44 116 -5,222 -5,608 -8,233 -1,692 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.5 0.2 23.5 55.1 55.8 63.7 44.2 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 12 3 24 23 53 38
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,746
COMMITMENTS
30,399 3,261 0 38,676 64,260 69,075 67,521 5,671 7,225
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,500)
10,121 100 0 477 9,623 10,598 9,723 902 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 4.4 0.0 51.7 86.0 92.4 90.3 7.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 15 17 19 19
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,073,726
COMMITMENTS
776,997 1515350 766,226 5545559 4193566 7088782 6475142 984,944 1598584
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 391,139)
54,662 71,300 89,555 208,529 183,210 352,746 344,065 38,393 47,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 18.8 9.5 68.7 51.9 87.8 80.2 12.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
47 74 76 109 123 204 230
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,423
COMMITMENTS
55,754 84,441 5,864 475,630 480,723 537,248 571,028 135,175 101,395
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -122,834)
-11,125 -19,398 -6,891 -65,468 -86,036 -83,484 -112,325 -39,350 -10,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 12.6 0.9 70.7 71.5 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 37 13 88 61 129 100
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 843,641
COMMITMENTS
151,451 165,491 11,432 355,462 568,512 518,345 745,435 325,296 98,206
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -382,767)
-124,632 -62,057 -46,489 -230,317 -178,317 -401,438 -286,863 18,671 -95,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 19.6 1.4 42.1 67.4 61.4 88.4 38.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
41 46 9 43 48 90 97
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,705
COMMITMENTS
1,464 2,113 0 6,069 8,536 7,533 10,649 4,172 1,056
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,082)
-1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917 -2,740 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.1 0.0 51.8 72.9 64.4 91.0 35.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 0 13 11 16 15
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,563
COMMITMENTS
7,689 1,614 2 9,616 15,165 17,307 16,781 5,256 5,782
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,311)
3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297 -4,585 -9,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.2 0.0 42.6 67.2 76.7 74.4 23.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 1 12 17 18 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,688
COMMITMENTS
5,141 17,734 0 34,243 27,103 39,384 44,837 14,304 8,851
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -50,067)
916 392 -3,847 -20,232 -43,289 -23,163 -46,744 -26,904 -3,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 33.0 0.0 63.8 50.5 73.4 83.5 26.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 22 0 34 28 47 50
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,573
COMMITMENTS
77,577 120,051 2,874 152,169 99,969 232,620 222,894 35,953 45,679
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -220,672)
-10,504 12,539 -7,383 -201,141 -105,344 -219,028 -100,188 -1,644 -120,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 44.7 1.1 56.7 37.2 86.6 83.0 13.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 68 7 31 36 82 105
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 105,846
COMMITMENTS
58,973 3,982 17 18,980 94,366 77,970 98,365 27,876 7,481
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,998)
1,563 713 17 1,512 1,308 3,092 2,038 -94 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 3.8 0.0 17.9 89.2 73.7 92.9 26.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 4 1 12 16 37 21
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,824
COMMITMENTS
1,190 10,221 0 22,748 12,139 23,938 22,360 4,886 6,464
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -20,299)
-504 -8,567 -1,607 -12,808 -11,387 -14,919 -21,561 -5,380 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 35.5 0.0 78.9 42.1 83.0 77.6 17.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 0 26 23 29 34
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 154,652
COMMITMENTS
37,464 31,118 1,063 97,869 109,985 136,396 142,166 18,256 12,486
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -94,921)
-36,796 -7,136 -13,095 -53,985 -50,890 -103,876 -71,121 8,955 -23,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 20.1 0.7 63.3 71.1 88.2 91.9 11.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 32 4 28 40 50 75
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,790
COMMITMENTS
12,752 11,210 72 9,246 14,540 22,070 25,822 10,720 6,968
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,613)
968 544 36 363 1,608 1,367 2,188 246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 34.2 0.2 28.2 44.3 67.3 78.7 32.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 14 2 14 18 37 33
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,720
COMMITMENTS
3,246 7,628 0 48,325 25,810 51,571 33,438 16,149 34,282
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 242)
-230 0 0 346 -461 116 -461 126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.3 0.0 71.4 38.1 76.2 49.4 23.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 13 0 19 29 22 42
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 103,328
COMMITMENTS
45,798 6,246 8,633 17,765 79,887 72,196 94,766 31,132 8,562
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,023)
-2,157 2,736 565 2,711 -1,075 1,119 2,226 -96 -1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 6.0 8.4 17.2 77.3 69.9 91.7 30.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
88 19 36 24 33 127 79
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 120,517
COMMITMENTS
47,101 16,870 22,842 34,197 68,579 104,140 108,291 16,377 12,226
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 5,561)
330 887 4,545 9 -1,274 4,884 4,158 677 1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 14.0 19.0 28.4 56.9 86.4 89.9 13.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 37 40 44 138 117
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 299,531
COMMITMENTS
148,089 56,328 21,920 74,842 200,820 244,851 279,068 54,680 20,463
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -35,972)
-30,635 -11,274 288 -3,847 -25,360 -34,194 -36,346 -1,778 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 18.8 7.3 25.0 67.0 81.7 93.2 18.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
118 48 40 35 38 179 108
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,599
COMMITMENTS
6,693 767 992 464 8,038 8,149 9,797 2,450 802
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,415)
-472 -669 541 -76 -187 -7 -315 -1,408 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 7.2 9.4 4.4 75.8 76.9 92.4 23.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 6 11 4 5 35 17
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,844
COMMITMENTS
19,295 8,213 1,622 39,243 41,849 60,160 51,684 13,684 22,160
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,430)
-468 1,008 -74 661 -1,760 119 -826 -1,549 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.1 2.2 53.1 56.7 81.5 70.0 18.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 19 8 33 44 67 65
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,423
COMMITMENTS
2,097 2,035 1,563 21,571 19,121 25,231 22,719 10,192 12,704
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 155)
408 -150 679 67 -10 1,154 519 -999 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 5.7 4.4 60.9 54.0 71.2 64.1 28.8 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 8 8 23 17 36 28
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 117,769
COMMITMENTS
45,584 21,155 5,638 49,651 83,432 100,873 110,225 16,896 7,544
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,625)
-5,533 -2,357 50 1,085 -3,780 -4,398 -6,087 -2,227 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 18.0 4.8 42.2 70.8 85.7 93.6 14.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
84 48 37 55 59 165 123
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,951
COMMITMENTS
15,830 2,768 2,065 9,064 25,231 26,959 30,064 4,992 1,887
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,711)
1,179 -485 273 648 1,358 2,100 1,146 -389 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 8.7 6.5 28.4 79.0 84.4 94.1 15.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
74 19 23 22 15 113 47
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 152,772
COMMITMENTS
50,229 5,916 11,385 77,355 128,560 138,969 145,861 13,803 6,911
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,499)
-625 -191 2,780 -1,400 -2,101 755 488 744 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 3.9 7.5 50.6 84.2 91.0 95.5 9.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
73 28 47 45 43 154 106
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 358,455
COMMITMENTS
90,117 28,734 26,155 173,477 257,235 289,749 312,124 68,706 46,331
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,133)
-4,906 2,426 92 7,069 -9,790 2,255 -7,272 -3,388 6,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 8.0 7.3 48.4 71.8 80.8 87.1 19.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
52 28 32 53 47 122 91
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,010
COMMITMENTS
54,140 14,652 11,954 45,308 89,629 111,402 116,235 11,608 6,775
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,601)
-410 830 1,104 1,556 116 2,250 2,050 -649 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 11.9 9.7 36.8 72.9 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
151 55 82 85 110 282 227
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,060
COMMITMENTS
5,161 12,148 2,147 9,815 2,600 17,123 16,895 2,937 3,165
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -5,181)
-1,752 -7,000 -9 -4,324 1,545 -6,085 -5,464 904 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 60.6 10.7 48.9 13.0 85.4 84.2 14.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 29 5 4 6 16 36
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,576
COMMITMENTS
37,349 28,532 20,148 98,747 111,081 156,244 159,761 29,332 25,815
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 12,340)
1,989 -1,290 2,977 9,110 11,072 14,076 12,759 -1,736 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 15.4 10.9 53.2 59.9 84.2 86.1 15.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 30 30 63 66 117 107
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 477,608
COMMITMENTS
49,755 49,720 155,068 196,437 239,650 401,260 444,438 76,348 33,170
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 14,320)
6,369 -710 1,281 4,647 11,220 12,297 11,791 2,023 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 10.4 32.5 41.1 50.2 84.0 93.1 16.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
60 46 71 84 74 181 159
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,308
COMMITMENTS
10,226 4,708 0 70,272 81,260 80,498 85,968 8,810 3,340
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 15,219)
2,114 0 0 11,271 17,469 13,385 17,469 1,834 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.3 0.0 78.7 91.0 90.1 96.3 9.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 24 21 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,042
COMMITMENTS
0 6,518 2,718 47,258 34,360 49,976 43,596 2,066 8,446
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,460)
0 -604 604 856 818 1,460 818 0 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.5 5.2 90.8 66.0 96.0 83.8 4.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
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 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,796
COMMITMENTS
5,449 924 3,343 33,796 38,462 42,588 42,729 4,208 4,067
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,718)
1,476 924 -319 2,681 3,014 3,838 3,619 -120 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.0 7.1 72.2 82.2 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 17 23 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,069
COMMITMENTS
2,056 2,217 3,085 52,465 51,413 57,606 56,715 7,463 8,354
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -299)
-2,022 182 1,077 513 -361 -432 898 133 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.4 4.7 80.6 79.0 88.5 87.2 11.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 18 22 20
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 963,097
COMMITMENTS
261,800 65,976 157,269 527,782 730,051 946,851 953,296 16,246 9,801
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 17,259)
5,422 5,656 1,497 10,695 10,344 17,614 17,497 -355 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.9 16.3 54.8 75.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 7 28 80 75 111 105
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,455
COMMITMENTS
32,841 45,843 24,831 68,069 59,924 125,741 130,598 6,714 1,857
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 13,393)
9,134 6,642 -4,458 6,687 12,143 11,363 14,327 2,030 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 34.6 18.7 51.4 45.2 94.9 98.6 5.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 21 23 37 37
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 45,229
COMMITMENTS
6,422 3,820 9,980 28,541 31,149 44,943 44,949 286 280
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,746)
1,580 400 300 1,084 2,226 2,964 2,926 -218 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 8.4 22.1 63.1 68.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 7 26 26 35 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,796
COMMITMENTS
3,156 638 1,370 14,032 16,550 18,558 18,558 238 238
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 718)
-172 -510 126 764 1,102 718 718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.4 7.3 74.7 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845,847
COMMITMENTS
166,969 97,460 117,389 501,457 551,063 785,815 765,912 60,032 79,935
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,863)
-1,887 -3,711 -1,651 10,647 6,663 7,109 1,301 -3,246 2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 11.5 13.9 59.3 65.1 92.9 90.5 7.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
73 84 88 79 84 217 204
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,896
COMMITMENTS
8,844 1,402 84 918 10,877 9,846 12,363 3,050 533
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46)
304 23 -99 -170 47 35 -29 -81 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 10.9 0.7 7.1 84.3 76.3 95.9 23.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
75 12 2 9 25 86 38
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,711
COMMITMENTS
4,892 503 86 1,383 7,174 6,361 7,763 2,350 948
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 674)
568 -50 80 -186 888 462 918 212 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 5.8 1.0 15.9 82.4 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 3 2 5 17 28 21
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,568
COMMITMENTS
48,826 5,961 14,636 96,266 148,421 159,728 169,018 19,840 10,550
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,711)
6,706 1,582 205 4,140 11,459 11,051 13,246 660 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.3 8.2 53.6 82.7 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
54 23 38 73 78 144 126
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
Updated April 1, 2005