WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,507
COMMITMENTS
36,528 47,692 9,339 135,252 111,850 181,119 168,881 21,388 33,626
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,863)
661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753 -2,851 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 23.6 4.6 66.8 55.2 89.4 83.4 10.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 80 38 44 49 128 146
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,370
COMMITMENTS
35,867 51,583 15,477 140,787 116,574 192,131 183,634 24,239 32,736
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,650)
-1,244 7,440 -2,316 14,569 7,145 11,009 12,269 1,641 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 23.8 7.2 65.1 53.9 88.8 84.9 11.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
56 85 48 42 49 137 153
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 663,789
COMMITMENTS
93,609 101,678 39,245 407,039 328,326 539,893 469,249 123,896 194,540
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -23,893)
-12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438 2,215 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 15.3 5.9 61.3 49.5 81.3 70.7 18.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
105 98 82 179 186 334 331
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 687,682
COMMITMENTS
106,014 116,181 43,538 416,449 331,968 566,001 491,687 121,681 195,995
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 21,854)
-1,584 4,026 8,015 13,450 19,715 19,881 31,756 1,973 -9,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 16.9 6.3 60.6 48.3 82.3 71.5 17.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470)
123 100 93 176 189 345 351
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,189
COMMITMENTS
2,807 318 122 1,019 6,594 3,948 7,034 4,241 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -256)
-226 153 100 -319 -399 -445 -146 189 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 3.9 1.5 12.4 80.5 48.2 85.9 51.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 5 8 16 23 22
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,445
COMMITMENTS
3,033 165 22 1,338 6,993 4,393 7,180 4,052 1,265
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5)
132 19 -72 244 -35 304 -88 -299 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 2.0 0.3 15.8 82.8 52.0 85.0 48.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 2 3 8 16 23 19
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,408
COMMITMENTS
52,928 32,277 22,141 129,970 116,762 205,039 171,180 50,369 84,228
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -13,789)
-2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017 -852 -3,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 12.6 8.7 50.9 45.7 80.3 67.0 19.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
95 69 74 80 95 230 200
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,197
COMMITMENTS
55,300 43,196 23,251 139,425 114,750 217,976 181,197 51,221 88,000
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,462)
7,191 -3,921 580 -12,526 1,917 -4,755 -1,424 -707 -4,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 16.0 8.6 51.8 42.6 81.0 67.3 19.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
105 97 95 81 98 255 233
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,553
COMMITMENTS
10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840)
-1,707 -15 -139 191 93 -1,655 -61 815 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 11 3 6 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,359
COMMITMENTS
29,293 11,825 17,150 71,606 101,523 118,049 130,498 25,310 12,861
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4)
-1,570 -883 2,204 1,167 870 1,801 2,191 -1,797 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 8.2 12.0 49.9 70.8 82.3 91.0 17.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
43 22 33 41 44 103 94
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 143,355
COMMITMENTS
30,863 12,708 14,946 70,439 100,653 116,248 128,307 27,107 15,048
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -132)
3,438 -1,606 -1,180 342 1,979 2,600 -807 -2,732 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 8.9 10.4 49.1 70.2 81.1 89.5 18.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
44 21 31 37 37 97 84
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 707,582
COMMITMENTS
105,202 110,224 13,261 455,497 420,492 573,960 543,977 133,622 163,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,374)
9,548 -34,905 1,078 -9,962 22,938 664 -10,889 -3,038 8,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.6 1.9 64.4 59.4 81.1 76.9 18.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 28 23 63 76 111 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 709,956
COMMITMENTS
95,654 145,129 12,183 465,459 397,554 573,296 554,866 136,660 155,090
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,135)
1,234 3,358 -9,957 5,338 2,966 -3,385 -3,633 -3,750 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.4 1.7 65.6 56.0 80.8 78.2 19.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 34 23 63 76 110 122
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 143,327
COMMITMENTS
33,761 14,059 16,513 61,083 91,150 111,357 121,722 31,970 21,605
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,197)
4,661 -3,374 -92 1,325 11,130 5,894 7,664 1,303 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 9.8 11.5 42.6 63.6 77.7 84.9 22.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
44 25 36 52 58 125 106
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,130
COMMITMENTS
29,100 17,433 16,605 59,758 80,020 105,463 114,058 30,667 22,072
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,921)
6,912 -458 614 -1,158 5,996 6,368 6,152 553 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.8 12.2 43.9 58.8 77.5 83.8 22.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 27 39 50 55 123 104
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,082
COMMITMENTS
3,433 1,489 452 1,181 4,098 5,066 6,039 2,016 1,043
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -114)
14 67 -369 218 132 -137 -170 23 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 21.0 6.4 16.7 57.9 71.5 85.3 28.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 11 8 10 13 32 26
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,196
COMMITMENTS
3,419 1,422 821 963 3,966 5,203 6,209 1,993 987
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 656)
141 -56 164 182 549 487 657 169 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 19.8 11.4 13.4 55.1 72.3 86.3 27.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 10 9 8 11 30 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,342
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,085 99,464
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 12,056)
9,550 12,697 217 3,844 -3,178 13,611 9,736 -1,555 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 23.3 0.1 46.2 45.1 79.7 68.5 20.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,286
COMMITMENTS
95,873 60,814 6 141,767 145,322 237,646 206,142 65,640 97,144
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,642)
6,287 3,456 0 -3,690 9,046 2,597 12,502 4,045 -5,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 20.1 0.0 46.7 47.9 78.4 68.0 21.6 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 23 1 36 39 56 62
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,233
COMMITMENTS
342,333 471,599 102,356 1351564 1032064 1796253 1606019 246,980 437,214
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 83,092)
44,270 -23,139 17,942 -5,356 64,077 56,856 58,880 26,236 24,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 23.1 5.0 66.1 50.5 87.9 78.6 12.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
41 84 48 80 131 151 233
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,960,141
COMMITMENTS
298,063 494,738 84,414 1356920 967,987 1739397 1547139 220,744 413,002
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -41,809)
-46,892 -39,471 6,459 -35,151 -11,463 -75,584 -44,475 33,775 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 25.2 4.3 69.2 49.4 88.7 78.9 11.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
36 89 40 80 129 142 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,370,732
COMMITMENTS
138,907 284,865 41,527 1035508 755,231 1215942 1081623 154,790 289,109
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,600)
-1,887 -32,259 3,448 -40 25,737 1,521 -3,074 -16,121 -11,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 20.8 3.0 75.5 55.1 88.7 78.9 11.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 49 22 60 81 102 140
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,385,332
COMMITMENTS
140,794 317,124 38,079 1035548 729,494 1214421 1084697 170,911 300,635
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -31,299)
-27,474 -25,122 2,847 -30,581 18,102 -55,208 -4,173 23,909 -27,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 22.9 2.7 74.8 52.7 87.7 78.3 12.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
31 52 23 67 79 112 140
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,062
COMMITMENTS
201,625 24,136 76,885 186,288 369,956 464,798 470,977 37,264 31,085
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 20,998)
28,403 1,151 -82 -3,974 21,733 24,347 22,802 -3,349 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 4.8 15.3 37.1 73.7 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
42 15 30 42 50 91 88
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 481,064
COMMITMENTS
173,222 22,985 76,967 190,262 348,223 440,451 448,175 40,613 32,889
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,286)
-2,986 -3,095 -697 -4,285 91 -7,968 -3,701 9,254 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 4.8 16.0 39.6 72.4 91.6 93.2 8.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
42 12 29 46 51 92 88
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,273
COMMITMENTS
10,150 11,715 393 20,929 21,849 31,472 33,957 9,801 7,316
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 759)
1,356 -204 -118 -15 313 1,223 -9 -464 768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.4 1.0 50.7 52.9 76.3 82.3 23.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 14 2 19 10 42 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,514
COMMITMENTS
8,794 11,919 511 20,944 21,536 30,249 33,966 10,265 6,548
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,732)
-556 201 122 1,102 1,287 668 1,610 1,064 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 29.4 1.3 51.7 53.2 74.7 83.8 25.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 16 2 18 10 40 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,045
COMMITMENTS
9,571 23,990 433 35,422 19,860 45,426 44,283 14,619 15,762
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,723)
-2,524 4,552 104 9,339 -1,570 6,919 3,086 -3,196 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 40.0 0.7 59.0 33.1 75.7 73.7 24.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 25 3 15 13 39 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 56,322
COMMITMENTS
12,095 19,438 329 26,083 21,430 38,507 41,197 17,815 15,125
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 10,394)
-839 2,339 -205 6,543 4,845 5,499 6,979 4,895 3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 34.5 0.6 46.3 38.0 68.4 73.1 31.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 21 2 15 10 40 31
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159
COMMITMENTS
2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267)
-1,230 -586 0 1,903 1,251 673 665 594 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 21 4 20 21 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892
COMMITMENTS
0 1,244 0 11,644 10,304 11,644 11,548 248 344
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462)
0 -782 0 -1,709 -924 -1,709 -1,706 247 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 8 0 5 9 5 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,292
COMMITMENTS
3,020 2,206 1,234 14,280 14,195 18,534 17,635 5,758 6,657
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 877)
-75 15 188 903 452 1,016 655 -139 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.1 5.1 58.8 58.4 76.3 72.6 23.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 20 16 35 31
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,415
COMMITMENTS
3,095 2,191 1,046 13,377 13,743 17,518 16,980 5,897 6,435
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,182)
140 -71 88 611 567 839 584 343 598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 9.4 4.5 57.1 58.7 74.8 72.5 25.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 6 9 21 16 35 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,292
COMMITMENTS
16,801 10,903 21,063 42,030 36,206 79,894 68,172 15,398 27,120
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,750)
1,308 3,623 2,553 -41 -1,025 3,820 5,151 -70 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.4 22.1 44.1 38.0 83.8 71.5 16.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
42 40 53 21 31 98 107
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,542
COMMITMENTS
15,493 7,280 18,510 42,071 37,231 76,074 63,021 15,468 28,521
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,019)
-411 -661 1,506 -1,210 -1,140 -115 -295 -904 -724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 8.0 20.2 46.0 40.7 83.1 68.8 16.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 33 50 21 27 92 93
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,705
COMMITMENTS
426 1,504 312 1,639 765 2,377 2,581 1,328 1,124
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 717)
256 536 29 49 -37 334 528 383 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 40.6 8.4 44.2 20.6 64.2 69.7 35.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 13 5 8 3 20 19
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,988
COMMITMENTS
170 968 283 1,590 802 2,043 2,053 945 935
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 613)
-13 430 193 23 48 203 671 410 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 32.4 9.5 53.2 26.8 68.4 68.7 31.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 9 5 10 4 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,633
COMMITMENTS
45,428 18,159 12,367 67,684 72,913 125,479 103,439 17,154 39,194
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,022)
4,774 1,587 1,235 -3,029 -1,519 2,980 1,303 1,042 2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 12.7 8.7 47.5 51.1 88.0 72.5 12.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
55 33 33 49 93 126 145
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 138,611
COMMITMENTS
40,654 16,572 11,132 70,713 74,432 122,499 102,136 16,112 36,475
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,355)
-1,993 2,019 473 1,784 -3,100 264 -608 -1,619 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 12.0 8.0 51.0 53.7 88.4 73.7 11.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 36 37 64 97 137 152
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,444
COMMITMENTS
1,236 531 113 1,206 2,551 2,555 3,195 1,889 1,249
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -37)
-137 93 -46 -59 -236 -242 -189 205 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 11.9 2.5 27.1 57.4 57.5 71.9 42.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 7 6 18 12 35 23
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,481
COMMITMENTS
1,373 438 159 1,265 2,787 2,797 3,384 1,684 1,097
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -303)
-117 -77 69 27 -50 -21 -58 -282 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 9.8 3.5 28.2 62.2 62.4 75.5 37.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 8 15 15 36 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,405
COMMITMENTS
10,368 3,805 3,379 8,760 6,481 22,507 13,665 4,898 13,740
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 507)
-212 798 -9 107 -376 -114 413 621 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 13.9 12.3 32.0 23.6 82.1 49.9 17.9 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
49 25 23 32 48 94 88
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,898
COMMITMENTS
10,580 3,007 3,388 8,653 6,857 22,621 13,252 4,277 13,646
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,027)
197 238 -2,064 934 133 -933 -1,693 -94 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 11.2 12.6 32.2 25.5 84.1 49.3 15.9 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
48 20 17 33 52 90 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,837
COMMITMENTS
13,776 38,495 586 46,257 28,509 60,619 67,590 25,218 18,247
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,066)
-129 8,232 0 9,543 -1,368 9,414 6,864 -348 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 44.8 0.7 53.9 33.2 70.6 78.7 29.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 16 2 26 19 43 36
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 76,771
COMMITMENTS
13,905 30,263 586 36,714 29,877 51,205 60,726 25,566 16,045
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,479)
-2,046 6,878 -31 12,480 -400 10,403 6,447 -2,924 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 39.4 0.8 47.8 38.9 66.7 79.1 33.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 15 2 23 20 41 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 34,396
COMMITMENTS
3,504 12,129 1 21,121 7,719 24,626 19,849 9,770 14,547
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,426)
-81 -3,177 0 -1,584 1,107 -1,665 -2,070 239 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 35.3 0.0 61.4 22.4 71.6 57.7 28.4 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 1 10 8 16 15
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,822
COMMITMENTS
3,585 15,306 1 22,705 6,612 26,291 21,919 9,531 13,903
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,870)
1,908 -9,135 0 -11,902 1,007 -9,994 -8,128 124 -1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 42.7 0.0 63.4 18.5 73.4 61.2 26.6 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 12 1 10 7 16 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,729
COMMITMENTS
71,259 4,917 0 19,169 91,147 90,428 96,064 8,301 2,665
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,270)
6,436 1,028 0 -504 4,860 5,932 5,888 338 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 5.0 0.0 19.4 92.3 91.6 97.3 8.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
53 15 0 16 17 69 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,459
COMMITMENTS
64,823 3,889 0 19,673 86,287 84,496 90,176 7,963 2,283
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 14,589)
13,162 140 0 2,557 15,612 15,719 15,752 -1,130 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 4.2 0.0 21.3 93.3 91.4 97.5 8.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
53 9 0 16 17 69 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,465
COMMITMENTS
29,282 5,571 1 33,392 70,335 62,675 75,907 22,790 9,558
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,084)
-4,535 -1,448 -28 -287 1,575 -4,850 99 3,766 -1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 6.5 0.0 39.1 82.3 73.3 88.8 26.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 10 1 16 15 38 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,549
COMMITMENTS
33,817 7,019 29 33,679 68,760 67,525 75,808 19,024 10,741
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,025)
6,993 566 28 -4,105 4,074 2,916 4,668 1,109 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 8.1 0.0 38.9 79.4 78.0 87.6 22.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 11 2 17 15 39 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 138,788
COMMITMENTS
11,215 43,717 753 102,423 71,356 114,391 115,826 24,397 22,962
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -4,390)
4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279 137 -3,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 31.5 0.5 73.8 51.4 82.4 83.5 17.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 25 2 29 23 44 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 143,178
COMMITMENTS
6,927 61,624 767 111,224 54,714 118,918 117,105 24,260 26,073
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,950)
-5,027 5,474 120 15,722 8,505 10,815 14,099 -865 -4,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 43.0 0.5 77.7 38.2 83.1 81.8 16.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 33 2 28 21 41 54
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 133,030
COMMITMENTS
23,524 19,305 1,194 63,574 69,751 88,292 90,250 44,738 42,780
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,449)
-89 713 837 8,764 4,209 9,512 5,759 4,937 8,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 14.5 0.9 47.8 52.4 66.4 67.8 33.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 22 6 26 24 60 48
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 118,581
COMMITMENTS
23,613 18,592 357 54,810 65,542 78,780 84,491 39,801 34,090
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -12,444)
-6,479 -5,740 -165 -3,613 -3,435 -10,257 -9,340 -2,187 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.7 0.3 46.2 55.3 66.4 71.3 33.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 20 5 26 24 57 46
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436
COMMITMENTS
31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888)
327 6,000 110 7,860 1,330 8,297 7,440 -409 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 14 18 18 22
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,548
COMMITMENTS
31,057 0 58 33,394 60,770 64,509 60,828 3,039 6,720
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -27,220)
-4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262 -1,658 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 0.0 0.1 49.4 90.0 95.5 90.1 4.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 13 18 16 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,302,013
COMMITMENTS
687,554 920,284 862,060 5689166 4875542 7238780 6657886 1063233 1644127
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 219,368)
20,965 49,058 -11,451 140,847 81,343 150,361 118,950 69,007 100,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 11.1 10.4 68.5 58.7 87.2 80.2 12.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
50 62 87 122 134 223 242
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,082,645
COMMITMENTS
666,589 871,226 873,511 5548319 4794199 7088419 6538936 994,226 1543709
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -140,869)
-48,375 -367,044 6,468 -187,868 238,474 -229,775 -122,102 88,906 -18,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.8 10.8 68.6 59.3 87.7 80.9 12.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
47 70 88 116 129 219 238
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 690,337
COMMITMENTS
61,084 72,398 9,565 483,691 499,919 554,340 581,882 135,997 108,455
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 17,114)
-2,478 -4,843 1,205 4,794 10,044 3,521 6,406 13,593 10,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 10.5 1.4 70.1 72.4 80.3 84.3 19.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 35 17 95 62 143 102
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 673,223
COMMITMENTS
63,562 77,241 8,360 478,897 489,875 550,819 575,476 122,404 97,747
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 867)
2,694 780 154 4,652 6,989 7,500 7,923 -6,633 -7,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 11.5 1.2 71.1 72.8 81.8 85.5 18.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
37 37 16 92 63 144 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 960,079
COMMITMENTS
209,318 211,009 13,825 441,747 631,567 664,890 856,401 295,189 103,678
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -14,800)
3,738 -9,036 -871 -340 -7,932 2,527 -17,839 -17,327 3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 22.0 1.4 46.0 65.8 69.3 89.2 30.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 53 16 52 62 104 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 974,879
COMMITMENTS
205,580 220,045 14,696 442,087 639,499 662,363 874,240 312,516 100,639
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 92,694)
34,782 28,721 4,041 71,591 41,591 110,414 74,353 -17,720 18,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 22.6 1.5 45.3 65.6 67.9 89.7 32.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 52 17 48 59 100 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,848
COMMITMENTS
725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34)
0 -33 0 -353 -29 -353 -62 387 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 10 13 11 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,814
COMMITMENTS
725 1,271 0 5,797 9,292 6,522 10,563 5,292 1,251
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 25)
0 -2 0 -243 271 -243 269 268 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 10.8 0.0 49.1 78.7 55.2 89.4 44.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,269
COMMITMENTS
7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143)
1,682 270 -17 -901 -146 764 107 -907 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 2 19 18 26 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,412
COMMITMENTS
5,633 495 99 17,480 18,074 23,212 18,668 4,200 8,744
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 3,168)
-166 -684 -19 4,181 1,802 3,996 1,099 -828 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 1.8 0.4 63.8 65.9 84.7 68.1 15.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 1 18 18 27 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,963
COMMITMENTS
6,844 20,407 1 35,894 27,784 42,739 48,192 18,224 12,771
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,236)
1,512 2,029 -44 -59 1,765 1,409 3,750 1,827 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 33.5 0.0 58.9 45.6 70.1 79.1 29.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 23 1 33 31 50 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,727
COMMITMENTS
5,332 18,378 45 35,953 26,019 41,330 44,442 16,397 13,285
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,329)
1,117 1,533 41 -231 -544 927 1,030 4,402 4,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 31.8 0.1 62.3 45.1 71.6 77.0 28.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 24 2 34 28 49 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,508
COMMITMENTS
79,223 146,939 1,362 220,926 126,807 301,511 275,108 39,997 66,400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,432)
-716 -1,606 113 24,244 -1,554 23,641 -3,047 -9,209 17,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 43.0 0.4 64.7 37.1 88.3 80.6 11.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 84 6 45 36 87 122
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,076
COMMITMENTS
79,939 148,545 1,249 196,682 128,361 277,870 278,155 49,206 48,921
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 46,579)
678 30,146 131 30,386 3,720 31,195 33,997 15,384 12,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 45.4 0.4 60.1 39.2 85.0 85.0 15.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 75 6 50 36 99 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,273
COMMITMENTS
33,986 6,692 0 32,727 73,094 66,713 79,786 22,560 9,487
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,696)
8,741 -230 0 -5,450 8,698 3,291 8,468 405 -4,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 7.5 0.0 36.7 81.9 74.7 89.4 25.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 7 0 16 18 33 25
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 85,577
COMMITMENTS
25,245 6,922 0 38,177 64,396 63,422 71,318 22,155 14,259
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 414)
-6,464 636 0 3,456 -5,205 -3,008 -4,569 3,422 4,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 8.1 0.0 44.6 75.2 74.1 83.3 25.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 8 0 16 16 28 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,496
COMMITMENTS
1,121 13,276 5 28,030 16,619 29,156 29,900 5,340 4,596
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501)
0 812 0 715 1,211 715 2,023 786 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 38.5 0.0 81.3 48.2 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 28 29 42
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,995
COMMITMENTS
1,121 12,464 5 27,315 15,408 28,441 27,877 4,554 5,118
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,877)
-71 1,614 5 1,829 429 1,763 2,048 114 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 37.8 0.0 82.8 46.7 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 13 1 26 27 29 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,677
COMMITMENTS
56,240 28,765 1,464 147,635 169,136 205,339 199,365 12,338 18,312
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,824)
5,605 110 49 11,195 14,683 16,849 14,842 4,975 6,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 13.2 0.7 67.8 77.7 94.3 91.6 5.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 38 8 30 42 53 84
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 195,853
COMMITMENTS
50,635 28,655 1,415 136,440 154,453 188,490 184,523 7,363 11,330
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,382)
7,433 -1,126 225 15,321 21,784 22,979 20,883 -2,597 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 14.6 0.7 69.7 78.9 96.2 94.2 3.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 32 6 30 39 52 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,069
COMMITMENTS
10,470 6,697 35 14,332 21,017 24,837 27,749 12,232 9,320
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316)
201 -1,592 0 -938 120 -737 -1,472 421 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.1 0.1 38.7 56.7 67.0 74.9 33.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 1 17 25 42 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,385
COMMITMENTS
10,269 8,289 35 15,270 20,897 25,574 29,221 11,811 8,164
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,933)
-1,359 -1,998 -42 1,611 2,724 210 684 1,723 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 22.2 0.1 40.8 55.9 68.4 78.2 31.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 13 1 18 24 42 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672
COMMITMENTS
8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40)
-537 -238 0 1,036 93 499 -145 -459 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 1 9 4 18 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,632
COMMITMENTS
8,989 904 15 12,743 1,626 21,747 2,545 5,885 25,087
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 3.3 0.1 46.1 5.9 78.7 9.2 21.3 90.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 1 9 3 17 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239
COMMITMENTS
3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394)
-2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 19 27 23 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,633
COMMITMENTS
5,667 4,144 579 51,903 22,773 58,149 27,496 11,484 42,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7)
2,172 -1,218 -365 -1,445 -61 362 -1,644 -355 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.0 0.8 74.5 32.7 83.5 39.5 16.5 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 12 2 19 25 23 39
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 111,987
COMMITMENTS
44,601 4,236 9,658 23,703 86,601 77,962 100,495 34,025 11,492
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,682)
3,692 963 2,049 -1,380 3,234 4,361 6,246 3,321 1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 3.8 8.6 21.2 77.3 69.6 89.7 30.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
79 19 32 18 32 111 75
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 104,305
COMMITMENTS
40,909 3,273 7,609 25,083 83,367 73,601 94,249 30,704 10,056
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2,137)
-43 -995 338 2,209 3,241 2,504 2,584 -367 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 3.1 7.3 24.0 79.9 70.6 90.4 29.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
82 18 28 20 33 116 71
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 116,212
COMMITMENTS
35,217 12,857 21,876 44,690 69,374 101,783 104,107 14,429 12,105
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -951)
2,704 -1,016 -207 -3,363 -180 -866 -1,403 -85 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 11.1 18.8 38.5 59.7 87.6 89.6 12.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
61 47 32 38 42 120 108
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 117,163
COMMITMENTS
32,513 13,873 22,083 48,053 69,554 102,649 105,510 14,514 11,653
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -14,941)
-13,621 -4,115 -3,402 6,089 -4,539 -10,934 -12,056 -4,007 -2,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 11.8 18.8 41.0 59.4 87.6 90.1 12.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
57 57 40 44 45 129 125
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 302,084
COMMITMENTS
173,826 36,049 19,296 57,612 226,901 250,734 282,246 51,350 19,838
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,652)
21,011 -2,374 -741 -3,760 21,942 16,510 18,827 5,142 2,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 11.9 6.4 19.1 75.1 83.0 93.4 17.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
121 44 30 32 47 175 103
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 280,432
COMMITMENTS
152,815 38,423 20,037 61,372 204,959 234,224 263,419 46,208 17,013
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 887)
2,204 1,156 1,830 -2,754 -1,196 1,280 1,790 -393 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 13.7 7.1 21.9 73.1 83.5 93.9 16.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
122 43 28 33 43 172 102
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,742
COMMITMENTS
7,248 1,326 499 432 9,032 8,179 10,857 3,563 885
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239)
-1,162 -277 63 195 -318 -904 -532 665 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 5 8 4 5 33 16
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,981
COMMITMENTS
8,410 1,603 436 237 9,350 9,083 11,389 2,898 592
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 522)
709 223 1 -38 614 672 838 -150 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 13.4 3.6 2.0 78.0 75.8 95.1 24.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
23 4 6 2 6 29 14
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 64,434
COMMITMENTS
11,059 10,584 2,705 36,513 31,778 50,277 45,067 14,157 19,367
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,060)
73 -6,971 -457 -10,934 -2,169 -11,318 -9,597 258 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.4 4.2 56.7 49.3 78.0 69.9 22.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
25 26 12 41 41 71 76
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,494
COMMITMENTS
10,986 17,555 3,162 47,447 33,947 61,595 54,664 13,899 20,830
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,100)
1,192 3,908 169 2,731 793 4,092 4,870 1,008 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.3 4.2 62.8 45.0 81.6 72.4 18.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 29 14 41 43 70 76
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,737
COMMITMENTS
2,026 3,739 1,805 17,047 13,669 20,878 19,213 7,859 9,524
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,730)
-289 -6,468 95 -5,933 -507 -6,127 -6,880 -1,603 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 13.0 6.3 59.3 47.6 72.7 66.9 27.3 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 11 9 22 17 35 33
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,467
COMMITMENTS
2,315 10,207 1,710 22,980 14,176 27,005 26,093 9,462 10,374
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,371)
792 5,859 624 3,514 -663 4,930 5,820 1,441 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 28.0 4.7 63.0 38.9 74.1 71.6 25.9 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 14 9 26 14 40 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 119,196
COMMITMENTS
46,222 11,053 3,457 51,799 98,725 101,478 113,235 17,718 5,961
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -5,633)
3,300 2,899 -785 -8,842 -5,987 -6,327 -3,873 694 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 9.3 2.9 43.5 82.8 85.1 95.0 14.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
86 41 33 48 55 158 110
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 124,829
COMMITMENTS
42,922 8,154 4,242 60,641 104,712 107,805 117,108 17,024 7,721
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 539)
-1,809 -10,164 -1,531 4,898 12,632 1,558 937 -1,019 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 6.5 3.4 48.6 83.9 86.4 93.8 13.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
88 35 40 53 57 168 115
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,506
COMMITMENTS
11,391 3,768 1,310 13,805 25,107 26,506 30,185 5,000 1,321
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,090)
446 79 -414 -2,200 -1,502 -2,168 -1,837 78 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 12.0 4.2 43.8 79.7 84.1 95.8 15.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
54 21 16 20 15 85 43
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,596
COMMITMENTS
10,945 3,689 1,724 16,005 26,609 28,674 32,022 4,922 1,574
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 346)
-2,768 900 -528 3,655 249 359 621 -13 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.0 5.1 47.6 79.2 85.3 95.3 14.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
50 22 19 21 15 83 46
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,881
COMMITMENTS
25,317 14,158 2,640 81,703 97,426 109,660 114,224 9,221 4,657
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,574)
-788 6,988 -395 3,549 -5,967 2,366 626 -792 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 11.9 2.2 68.7 82.0 92.2 96.1 7.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
56 26 17 48 38 109 78
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,307
COMMITMENTS
26,105 7,170 3,035 78,154 103,393 107,294 113,598 10,013 3,709
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -11,144)
-4,368 2,699 817 -4,094 -11,506 -7,645 -7,990 -3,499 -3,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 6.1 2.6 66.6 88.1 91.5 96.8 8.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
53 22 19 47 39 111 76
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 350,292
COMMITMENTS
68,313 98,292 13,276 206,677 189,503 288,266 301,071 62,026 49,221
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,205)
8,003 3,754 1,126 -2,862 1,190 6,267 6,070 -5,062 -4,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 28.1 3.8 59.0 54.1 82.3 85.9 17.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
38 45 20 56 41 106 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 349,087
COMMITMENTS
60,310 94,538 12,150 209,539 188,313 281,999 295,001 67,088 54,086
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,752)
-7,001 11,044 -2,400 2,909 -8,550 -6,492 94 740 -5,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 27.1 3.5 60.0 53.9 80.8 84.5 19.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
30 45 23 58 42 103 96
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 98,929
COMMITMENTS
35,318 9,994 10,450 42,912 72,532 88,680 92,976 10,249 5,953
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -521)
2,998 1,301 1,192 -4,583 -3,098 -393 -605 -128 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.1 10.6 43.4 73.3 89.6 94.0 10.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
127 40 44 90 99 239 169
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 99,450
COMMITMENTS
32,320 8,693 9,258 47,495 75,630 89,073 93,581 10,377 5,869
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -8,217)
-5,821 538 -4,312 468 -5,181 -9,665 -8,955 1,448 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 8.7 9.3 47.8 76.0 89.6 94.1 10.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
127 31 50 91 95 239 164
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,382
COMMITMENTS
6,912 4,671 2,025 5,541 8,367 14,478 15,063 2,904 2,319
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 669)
-195 248 -106 716 200 415 342 254 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 26.9 11.6 31.9 48.1 83.3 86.7 16.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 14 3 6 5 20 21
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 16,713
COMMITMENTS
7,107 4,423 2,131 4,825 8,167 14,063 14,721 2,650 1,992
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,031)
-88 -726 -12 -622 -193 -722 -931 -309 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 26.5 12.8 28.9 48.9 84.1 88.1 15.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 12 4 7 4 24 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,115
COMMITMENTS
29,860 26,130 19,884 98,465 109,809 148,209 155,823 32,906 25,292
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 932)
472 -900 1,431 -3,730 -1,083 -1,827 -552 2,759 1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 14.4 11.0 54.4 60.6 81.8 86.0 18.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 24 29 58 56 105 93
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,183
COMMITMENTS
29,388 27,030 18,453 102,195 110,892 150,036 156,375 30,147 23,808
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,801)
220 -3,969 850 5,549 10,963 6,619 7,844 182 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.0 10.2 56.7 61.5 83.3 86.8 16.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
32 25 31 59 58 110 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 481,312
COMMITMENTS
36,711 45,073 161,731 210,513 242,063 408,955 448,867 72,357 32,445
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -5,155)
-1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001 -2,460 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 9.4 33.6 43.7 50.3 85.0 93.3 15.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
41 52 63 84 74 165 153
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 486,467
COMMITMENTS
37,861 51,627 160,219 213,570 243,022 411,650 454,868 74,817 31,599
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 11,488)
-8,012 622 2,276 4,636 4,342 -1,100 7,240 12,588 4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 10.6 32.9 43.9 50.0 84.6 93.5 15.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 51 69 82 73 170 159
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,482
COMMITMENTS
5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 12 12 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050)
998 -1,758 1,758 -498 674 2,258 674 792 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 20 26 22 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096)
0 952 0 1,423 231 1,423 1,183 -327 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 19 26 20 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,186
COMMITMENTS
7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473)
1,624 186 0 -333 4,073 1,291 4,259 182 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 13 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,713
COMMITMENTS
5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474)
3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,800
COMMITMENTS
0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140)
0 -721 1,079 999 1,720 2,078 2,078 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 15 14 18 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,660
COMMITMENTS
0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 14 13 17 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,172
COMMITMENTS
4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662)
-743 2,128 933 4,637 603 4,827 3,664 -1,165 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,510
COMMITMENTS
5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211)
-1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 18 15 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,688
COMMITMENTS
0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831)
0 -2 -308 -920 -335 -1,228 -645 397 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,519
COMMITMENTS
0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221)
0 -182 182 705 1,066 887 1,066 334 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376)
17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 14 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,010
COMMITMENTS
18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 13 16 14
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,143
COMMITMENTS
2,356 496 0 27,668 31,306 30,024 31,802 2,119 341
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 6 12 9 13
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,483
COMMITMENTS
2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,001,483
COMMITMENTS
274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229)
-4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 9 29 85 82 116 113
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,254
COMMITMENTS
278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551)
488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 8 29 82 79 113 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,969
COMMITMENTS
29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115)
2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 15 25 25 43 42
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,854
COMMITMENTS
26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913)
-3,734 7,284 -51 10,514 -520 6,729 6,713 184 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 15 24 24 43 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 55,413
COMMITMENTS
14,518 1,260 12,263 28,388 41,830 55,169 55,353 244 60
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,480)
-524 -2,000 2,290 1,634 3,190 3,400 3,480 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 2.3 22.1 51.2 75.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 8 31 29 39 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 51,933
COMMITMENTS
15,042 3,260 9,973 26,754 38,640 51,769 51,873 164 60
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,000)
4,980 320 350 790 5,450 6,120 6,120 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 6.3 19.2 51.5 74.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 8 31 28 39 36
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839
COMMITMENTS
2,461 325 1,781 18,359 19,986 22,601 22,092 238 747
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011)
-244 0 -220 1,519 766 1,055 546 -44 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828
COMMITMENTS
2,705 325 2,001 16,840 19,220 21,546 21,546 282 282
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032)
-60 -44 484 564 548 988 988 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 17 18 21 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412
COMMITMENTS
256 6,319 856 8,300 2,237 9,412 9,412 0 0
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 8 14 11
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 810,502
COMMITMENTS
121,606 95,598 125,652 508,385 520,232 755,643 741,482 54,859 69,020
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,713)
-3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214 -5,420 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 11.8 15.5 62.7 64.2 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
68 88 94 85 89 217 216
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 822,215
COMMITMENTS
125,300 92,649 119,055 517,581 539,992 761,936 751,696 60,279 70,519
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -14,403)
-29,238 -2,239 -17,818 39,226 6,700 -7,830 -13,357 -6,573 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.3 14.5 62.9 65.7 92.7 91.4 7.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
68 82 84 84 89 207 207
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899
COMMITMENTS
367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 6 14 14 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381
COMMITMENTS
8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216)
-23 420 -47 262 -114 192 259 24 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 14 4 12 26 81 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165
COMMITMENTS
8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225)
-228 278 118 120 -306 10 90 215 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 11 6 11 24 80 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,180
COMMITMENTS
6,254 1,078 5 894 7,307 7,153 8,390 2,027 790
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 926)
868 71 -1 -7 782 860 852 66 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 11.7 0.1 9.7 79.6 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 7 1 8 19 34 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,254
COMMITMENTS
5,386 1,007 6 901 6,525 6,293 7,538 1,961 716
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 648)
752 307 -80 -25 428 647 655 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 12.2 0.1 10.9 79.1 76.2 91.3 23.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 1 8 16 33 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,754
COMMITMENTS
38,419 7,202 10,020 93,041 127,637 141,480 144,859 18,274 14,895
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,308)
1,655 1,586 -666 -1,407 -3,862 -418 -2,942 -1,890 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 4.5 6.3 58.2 79.9 88.6 90.7 11.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
48 21 35 70 77 132 121
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,062
COMMITMENTS
36,764 5,616 10,686 94,448 131,499 141,898 147,801 20,164 14,261
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,529)
-3,209 -629 -2,412 -3,101 -7,764 -8,722 -10,805 -807 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 3.5 6.6 58.3 81.1 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
55 14 32 70 81 134 119
Updated May 6, 2005