WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 213,233
COMMITMENTS
34,138 56,515 15,417 140,690 104,351 190,245 176,283 22,988 36,950
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 601)
3,052 -10,853 -110 -3,630 7,911 -688 -3,052 1,289 3,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 26.5 7.2 66.0 48.9 89.2 82.7 10.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
51 87 38 40 52 116 159
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 212,632
COMMITMENTS
31,086 67,368 15,527 144,320 96,440 190,933 179,335 21,699 33,297
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 7,934)
-1,554 12,583 3,036 4,536 -9,358 6,018 6,261 1,916 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 31.7 7.3 67.9 45.4 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
51 98 37 42 48 115 166
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 668,196
COMMITMENTS
95,158 104,649 55,682 396,706 318,029 547,546 478,360 120,650 189,836
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -8,857)
-6,129 -52,078 14,052 -17,539 17,376 -9,616 -20,650 759 11,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.7 8.3 59.4 47.6 81.9 71.6 18.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
114 98 87 151 170 316 328
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,053
COMMITMENTS
101,287 156,727 41,630 414,245 300,653 557,162 499,010 119,891 178,043
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -6,337)
-4,447 7,730 -392 -2,305 -7,631 -7,144 -293 807 -6,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 23.1 6.1 61.2 44.4 82.3 73.7 17.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
122 112 76 154 158 318 318
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,761
COMMITMENTS
1,855 1,914 21 1,815 3,895 3,691 5,830 4,070 1,931
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 40)
-196 267 -27 -45 -213 -268 27 308 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 24.7 0.3 23.4 50.2 47.6 75.1 52.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 3 8 13 21 27
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,721
COMMITMENTS
2,051 1,647 48 1,860 4,108 3,959 5,803 3,762 1,918
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -189)
-17 84 13 6 -344 2 -247 -191 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 21.3 0.6 24.1 53.2 51.3 75.2 48.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 12 4 10 13 23 26
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,822
COMMITMENTS
50,721 24,261 29,856 128,763 131,497 209,340 185,614 52,482 76,208
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 24,099)
13,745 -7,837 2,560 1,690 26,156 17,995 20,879 6,104 3,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 9.3 11.4 49.2 50.2 80.0 70.9 20.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
118 57 78 72 90 231 196
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 237,723
COMMITMENTS
36,976 32,098 27,296 127,073 105,341 191,345 164,735 46,378 72,988
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -9,627)
-11,864 5,285 2,591 2,769 -14,024 -6,504 -6,148 -3,123 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.5 11.5 53.5 44.3 80.5 69.3 19.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
99 75 74 76 88 219 206
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 127,526
COMMITMENTS
20,752 17,980 12,483 72,081 83,282 105,316 113,745 22,210 13,781
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,308)
-57 -1,301 -678 472 6,201 -263 4,222 2,571 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 14.1 9.8 56.5 65.3 82.6 89.2 17.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
37 27 28 47 43 96 92
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,218
COMMITMENTS
20,809 19,281 13,161 71,609 77,081 105,579 109,523 19,639 15,695
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -20,122)
-14,185 7,699 -1,194 1,515 -28,254 -13,864 -21,749 -6,258 1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.4 10.5 57.2 61.6 84.3 87.5 15.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
38 26 24 49 40 97 85
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 752,961
COMMITMENTS
147,706 128,607 26,838 423,430 427,570 597,974 583,015 154,987 169,946
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -7,065)
25,022 -5,591 8,721 -32,899 -16,722 844 -13,592 -7,909 6,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.1 3.6 56.2 56.8 79.4 77.4 20.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
38 40 31 62 79 120 133
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 760,026
COMMITMENTS
122,684 134,198 18,117 456,329 444,292 597,130 596,607 162,896 163,419
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 55,710)
24,945 24,019 4,376 13,876 19,956 43,197 48,351 12,513 7,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.7 2.4 60.0 58.5 78.6 78.5 21.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 38 27 65 79 119 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,146
COMMITMENTS
25,218 13,355 14,855 56,883 80,593 96,956 108,803 31,190 19,343
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 6,424)
3,887 -121 37 -389 6,341 3,535 6,257 2,889 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 10.4 11.6 44.4 62.9 75.7 84.9 24.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
35 26 30 50 56 109 103
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 121,722
COMMITMENTS
21,331 13,476 14,818 57,272 74,252 93,421 102,546 28,301 19,176
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,161)
-7,033 490 -12 468 -6,936 -6,577 -6,458 -584 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 11.1 12.2 47.1 61.0 76.7 84.2 23.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
35 30 31 49 54 108 103
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,912
COMMITMENTS
3,445 672 717 1,009 4,354 5,171 5,743 1,741 1,169
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -233)
-152 -86 -14 39 -163 -127 -263 -106 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 9.7 10.4 14.6 63.0 74.8 83.1 25.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 10 8 8 15 28 28
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,145
COMMITMENTS
3,597 758 731 970 4,517 5,298 6,006 1,847 1,139
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 394)
379 111 68 -26 62 421 241 -27 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 10.6 10.2 13.6 63.2 74.1 84.1 25.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 8 7 15 29 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,547
COMMITMENTS
103,271 72,285 4,016 196,253 171,664 303,540 247,965 64,007 119,582
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 26,816)
-10,591 -2,957 2,677 32,879 22,840 24,965 22,560 1,851 4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 19.7 1.1 53.4 46.7 82.6 67.5 17.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 23 3 43 44 62 68
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 340,731
COMMITMENTS
113,862 75,242 1,339 163,374 148,824 278,575 225,405 62,156 115,326
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 10,294)
-1,272 -3,621 -379 11,345 5,220 9,694 1,220 600 9,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 22.1 0.4 47.9 43.7 81.8 66.2 18.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 26 2 41 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,185,852
COMMITMENTS
513,603 439,059 143,029 1209125 1103717 1865757 1685805 320,095 500,047
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -74,085)
52,319 -149,099 -35,871 -155,531 40,962 -139,083 -144,008 64,998 69,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 20.1 6.5 55.3 50.5 85.4 77.1 14.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
46 81 49 85 118 157 222
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,259,937
COMMITMENTS
461,284 588,158 178,900 1364656 1062755 2004840 1829813 255,097 430,124
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 157,848)
90,177 89,853 16,204 36,767 25,142 143,148 131,199 14,700 26,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 26.0 7.9 60.4 47.0 88.7 81.0 11.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
45 93 53 88 141 169 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,270,674
COMMITMENTS
156,923 250,722 86,621 840,129 672,396 1083673 1009739 187,001 260,935
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -53,712)
-854 -41,055 5,233 -77,965 -25,169 -73,586 -60,991 19,874 7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.7 6.8 66.1 52.9 85.3 79.5 14.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 48 26 66 80 114 139
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,324,386
COMMITMENTS
157,777 291,777 81,388 918,094 697,565 1157259 1070730 167,127 253,656
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -44,153)
7,972 -8,126 14,993 -81,303 -26,127 -58,338 -19,260 14,185 -24,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 22.0 6.1 69.3 52.7 87.4 80.8 12.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
34 55 33 70 89 122 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 448,213
COMMITMENTS
115,711 30,393 90,673 202,825 299,524 409,209 420,590 39,004 27,623
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 15,122)
-8,998 1,806 9,224 11,153 8,452 11,379 19,482 3,743 -4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 6.8 20.2 45.3 66.8 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
31 18 31 44 52 87 90
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 433,091
COMMITMENTS
124,709 28,587 81,449 191,672 291,072 397,830 401,108 35,261 31,983
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,905)
16,588 541 -7,138 2,011 16,543 11,461 9,946 -2,556 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 6.6 18.8 44.3 67.2 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 18 32 40 50 84 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,433
COMMITMENTS
11,934 4,911 389 19,222 29,070 31,545 34,370 9,888 7,063
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 296)
1,144 -226 -4 -1,248 1,319 -108 1,089 404 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 11.9 0.9 46.4 70.2 76.1 83.0 23.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 12 1 19 12 44 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,137
COMMITMENTS
10,790 5,137 393 20,470 27,751 31,653 33,281 9,484 7,856
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -419)
213 32 -4 -97 -639 112 -611 -531 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 12.5 1.0 49.8 67.5 76.9 80.9 23.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 3 19 11 43 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,616
COMMITMENTS
10,004 35,583 88 44,981 10,095 55,073 45,766 9,543 18,850
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -1,310)
-2,334 4,126 -337 4,641 -5,453 1,970 -1,664 -3,280 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 55.1 0.1 69.6 15.6 85.2 70.8 14.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 34 1 16 11 32 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,926
COMMITMENTS
12,338 31,457 425 40,340 15,548 53,103 47,430 12,823 18,496
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,192)
8 2,800 -74 1,422 -2,142 1,356 584 -2,548 -1,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 47.7 0.6 61.2 23.6 80.5 71.9 19.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 28 3 17 13 38 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,731
COMMITMENTS
6,518 6,327 1,046 31,317 30,844 38,881 38,217 850 1,514
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,135)
-70 -1,052 0 1,503 2,152 1,433 1,100 -298 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.9 2.6 78.8 77.6 97.9 96.2 2.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 21 4 17 19 27 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,596
COMMITMENTS
6,588 7,379 1,046 29,814 28,692 37,448 37,117 1,148 1,479
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 840)
541 1,341 0 138 -635 679 706 161 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 19.1 2.7 77.2 74.3 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 23 4 16 18 26 42
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,234
COMMITMENTS
0 948 0 14,180 13,200 14,180 14,148 54 86
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -68)
0 -89 0 -68 16 -68 -73 0 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.0 99.6 92.7 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 5 11 5 18
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,302
COMMITMENTS
0 1,037 0 14,248 13,184 14,248 14,221 54 81
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 51)
0 -8 0 60 58 60 50 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.0 99.6 92.2 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,101
COMMITMENTS
3,030 2,051 1,085 14,795 13,077 18,910 16,213 4,191 6,888
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 287)
-633 102 51 768 79 186 232 101 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 8.9 4.7 64.0 56.6 81.9 70.2 18.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 6 10 21 18 34 31
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,814
COMMITMENTS
3,663 1,949 1,034 14,027 12,998 18,724 15,981 4,090 6,833
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 769)
1,097 94 -295 459 462 1,261 261 -492 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 8.5 4.5 61.5 57.0 82.1 70.0 17.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 13 20 18 36 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,007
COMMITMENTS
11,919 16,247 24,658 44,721 28,516 81,298 69,421 14,709 26,586
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -506)
-213 4,955 4,437 543 -4,625 4,767 4,767 -5,273 -5,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 16.9 25.7 46.6 29.7 84.7 72.3 15.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
39 53 54 20 33 92 122
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,513
COMMITMENTS
12,132 11,292 20,221 44,178 33,141 76,531 64,654 19,982 31,859
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 336)
-2,397 -576 1,560 -145 -2,261 -982 -1,277 1,318 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 11.7 21.0 45.8 34.3 79.3 67.0 20.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
39 42 43 22 33 88 102
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,913
COMMITMENTS
605 1,708 271 1,508 782 2,384 2,761 1,529 1,152
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 308)
189 272 -115 -7 11 67 168 241 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 43.6 6.9 38.5 20.0 60.9 70.6 39.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 16 4 8 4 22 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,605
COMMITMENTS
416 1,436 386 1,515 771 2,317 2,593 1,288 1,012
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -126)
19 -48 10 -22 -35 7 -73 -133 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 39.8 10.7 42.0 21.4 64.3 71.9 35.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 10 5 8 4 20 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,146
COMMITMENTS
40,842 16,105 14,717 69,629 75,020 125,188 105,842 18,958 38,304
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -9,819)
-9,365 -1,875 -2,143 2,682 -3,977 -8,826 -7,995 -993 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 11.2 10.2 48.3 52.0 86.8 73.4 13.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
56 30 43 66 103 147 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,965
COMMITMENTS
50,207 17,980 16,860 66,947 78,997 134,014 113,837 19,951 40,128
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,666)
4,758 168 2,881 3,605 6,932 11,244 9,981 1,422 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.7 11.0 43.5 51.3 87.0 73.9 13.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
70 34 46 63 101 160 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,408
COMMITMENTS
1,178 464 130 942 1,807 2,250 2,401 1,158 1,007
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 143)
18 79 65 183 59 266 203 -123 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 13.6 3.8 27.6 53.0 66.0 70.5 34.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 4 16 15 28 27
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,265
COMMITMENTS
1,160 385 65 759 1,748 1,984 2,198 1,281 1,067
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -134)
85 63 9 -117 -218 -23 -146 -111 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 11.8 2.0 23.2 53.5 60.8 67.3 39.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 7 7 15 12 32 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,508
COMMITMENTS
10,855 4,184 1,565 7,357 4,392 19,777 10,141 4,731 14,367
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -231)
-611 36 264 13 -724 -334 -424 103 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 17.1 6.4 30.0 17.9 80.7 41.4 19.3 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
36 30 18 30 45 80 81
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,739
COMMITMENTS
11,466 4,148 1,301 7,344 5,116 20,111 10,565 4,628 14,174
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -108)
1,454 687 -964 -389 -3 101 -280 -209 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 16.8 5.3 29.7 20.7 81.3 42.7 18.7 57.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 29 17 32 44 85 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,833
COMMITMENTS
9,806 42,690 587 63,398 30,943 73,791 74,220 23,042 22,613
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -2,256)
-1,856 -2,464 -684 565 2,823 -1,975 -325 -281 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 44.1 0.6 65.5 32.0 76.2 76.6 23.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 23 3 30 22 42 46
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,089
COMMITMENTS
11,662 45,154 1,271 62,833 28,120 75,766 74,545 23,323 24,544
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,223)
11 5,708 654 12,727 3,432 13,392 9,794 -1,169 2,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 45.6 1.3 63.4 28.4 76.5 75.2 23.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 22 5 31 18 48 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,873
COMMITMENTS
1,762 39,433 57 59,616 7,279 61,435 46,769 8,438 23,104
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 8,915)
-180 9,113 45 10,825 -423 10,690 8,735 -1,775 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 56.4 0.1 85.3 10.4 87.9 66.9 12.1 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 24 2 18 7 22 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,958
COMMITMENTS
1,942 30,320 12 48,791 7,702 50,745 38,034 10,213 22,924
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,981)
-272 10,682 -17 16,053 61 15,764 10,726 1,217 6,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 49.7 0.0 80.0 12.6 83.2 62.4 16.8 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 19 2 16 9 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,704
COMMITMENTS
77,044 3,599 340 16,026 93,248 93,410 97,187 8,294 4,517
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,325)
-1,373 743 114 -2,407 -4,599 -3,666 -3,742 341 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 3.5 0.3 15.8 91.7 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
59 14 3 15 18 76 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 105,029
COMMITMENTS
78,417 2,856 226 18,433 97,847 97,076 100,929 7,953 4,100
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,047)
-1,162 -1,287 -5 -689 -529 -1,856 -1,821 -191 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 2.7 0.2 17.6 93.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
63 11 2 15 20 79 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,387
COMMITMENTS
14,760 22,170 805 52,624 45,652 68,189 68,627 18,198 17,760
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,897)
-2,855 4,989 125 9,286 -2,028 6,556 3,086 -1,659 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 25.7 0.9 60.9 52.8 78.9 79.4 21.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 20 2 23 15 39 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,490
COMMITMENTS
17,615 17,181 680 43,338 47,680 61,633 65,541 19,857 15,949
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,748)
-8,292 11,372 665 2,741 -23,216 -4,886 -11,179 -2,862 3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.1 0.8 53.2 58.5 75.6 80.4 24.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 16 2 20 15 37 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 184,022
COMMITMENTS
10,629 49,460 824 150,228 110,349 161,681 160,633 22,341 23,389
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,010)
-1,034 -10,086 823 -3,395 356 -3,606 -8,907 -1,404 3,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 26.9 0.4 81.6 60.0 87.9 87.3 12.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 23 3 32 28 52 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,032
COMMITMENTS
11,663 59,546 1 153,623 109,993 165,287 169,540 23,745 19,492
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 28,196)
-9,108 29,212 -676 44,250 -565 34,466 27,971 -6,270 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 31.5 0.0 81.3 58.2 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 23 1 30 26 47 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,145
COMMITMENTS
24,631 39,952 1,274 92,321 68,523 118,226 109,749 43,919 52,396
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,285)
2,399 4,232 216 4,270 -1,429 6,885 3,019 -1,600 2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 24.6 0.8 56.9 42.3 72.9 67.7 27.1 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 31 8 28 29 62 65
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,860
COMMITMENTS
22,232 35,720 1,058 88,051 69,952 111,341 106,730 45,519 50,130
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 8,129)
-5,103 6,841 308 14,866 -895 10,071 6,254 -1,942 1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 22.8 0.7 56.1 44.6 71.0 68.0 29.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 29 5 30 28 62 59
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,696,401
COMMITMENTS
793,964 765,172 1063152 5840381 5298247 7697497 7126571 998,904 1569830
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 62,086)
8,345 18,755 7,069 58,623 20,447 74,037 46,271 -11,951 15,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.8 12.2 67.2 60.9 88.5 81.9 11.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
57 61 94 127 137 237 248
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,634,315
COMMITMENTS
785,619 746,417 1056083 5781758 5277800 7623460 7080300 1010855 1554015
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 151,321)
63,023 -188,633 25,938 -11,597 277,334 77,364 114,639 73,957 36,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 8.6 12.2 67.0 61.1 88.3 82.0 11.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
53 64 100 128 136 241 249
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 703,597
COMMITMENTS
59,773 69,269 15,869 490,425 494,838 566,067 579,976 137,530 123,621
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 931)
2,264 -9,091 125 2,826 1,374 5,215 -7,592 -4,284 8,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.8 2.3 69.7 70.3 80.5 82.4 19.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 31 18 95 63 143 98
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 702,666
COMMITMENTS
57,509 78,360 15,744 487,599 493,464 560,852 587,568 141,814 115,098
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,198)
-2,518 5,599 1,208 2,820 -1,318 1,510 5,489 4,688 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 11.2 2.2 69.4 70.2 79.8 83.6 20.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
34 39 17 97 63 144 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,049,050
COMMITMENTS
180,992 241,162 12,739 497,017 695,964 690,748 949,865 358,302 99,185
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 48,482)
6,162 31,810 -6,223 27,532 23,110 27,471 48,697 21,011 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 23.0 1.2 47.4 66.3 65.8 90.5 34.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
44 55 19 53 59 110 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,568
COMMITMENTS
174,830 209,352 18,962 469,485 672,854 663,277 901,168 337,291 99,400
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -19,415)
-21,727 -42,249 2,051 -13,875 37,836 -33,551 -2,362 14,136 -17,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 20.9 1.9 46.9 67.2 66.3 90.1 33.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 61 19 54 57 109 125
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,515
COMMITMENTS
725 1,306 0 5,426 9,871 6,151 11,177 5,364 338
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -168)
0 -203 0 81 595 81 392 -249 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 11.3 0.0 47.1 85.7 53.4 97.1 46.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 14 12 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,683
COMMITMENTS
725 1,509 0 5,345 9,276 6,070 10,785 5,613 898
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -154)
0 80 0 -43 13 -43 93 -111 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 12.9 0.0 45.8 79.4 52.0 92.3 48.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,492
COMMITMENTS
10,998 6,172 0 14,395 17,843 25,393 24,015 4,099 5,477
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 800)
-67 1,638 0 360 1,512 293 3,150 507 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 20.9 0.0 48.8 60.5 86.1 81.4 13.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 0 16 17 24 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,692
COMMITMENTS
11,065 4,534 0 14,035 16,331 25,100 20,865 3,592 7,827
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 773)
1,652 925 -27 -1,277 -14 348 884 425 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 15.8 0.0 48.9 56.9 87.5 72.7 12.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 6 0 17 18 23 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,457
COMMITMENTS
7,570 17,683 7 37,032 25,515 44,609 43,205 9,848 11,252
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,875)
2,881 -2,689 1 -1,799 -1,771 1,083 -4,459 -4,958 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 32.5 0.0 68.0 46.9 81.9 79.3 18.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 18 1 33 28 49 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,332
COMMITMENTS
4,689 20,372 6 38,831 27,286 43,526 47,664 14,806 10,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 503)
187 2,144 0 3,441 -1,384 3,628 760 -3,125 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 34.9 0.0 66.6 46.8 74.6 81.7 25.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 23 2 34 31 47 55
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,054
COMMITMENTS
89,725 115,503 6,169 190,434 159,804 286,328 281,476 28,726 33,578
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -16,727)
12,408 -29,529 3,807 -35,097 19,255 -18,882 -6,467 2,155 -10,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 36.7 2.0 60.4 50.7 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 81 10 40 37 100 122
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,781
COMMITMENTS
77,317 145,032 2,362 225,531 140,549 305,210 287,943 26,571 43,838
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -29,071)
354 -18,344 708 -23,067 9,754 -22,005 -7,882 -7,066 -21,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 43.7 0.7 68.0 42.4 92.0 86.8 8.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
42 81 10 42 39 88 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 85,299
COMMITMENTS
21,939 8,632 6 44,079 61,188 66,024 69,826 19,275 15,473
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 857)
-2,282 -354 -457 2,075 -548 -664 -1,359 1,521 2,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 10.1 0.0 51.7 71.7 77.4 81.9 22.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 9 1 20 15 30 24
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 84,442
COMMITMENTS
24,221 8,986 463 42,004 61,736 66,688 71,185 17,754 13,257
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -4,840)
-11,957 3,634 463 11,024 -11,782 -470 -7,685 -4,370 2,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 10.6 0.5 49.7 73.1 79.0 84.3 21.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 2 18 14 32 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,652
COMMITMENTS
777 13,017 111 29,970 18,519 30,858 31,647 5,794 5,005
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -308)
-344 15 106 -251 -121 -489 0 181 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 35.5 0.3 81.8 50.5 84.2 86.3 15.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 12 3 27 26 32 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,960
COMMITMENTS
1,121 13,002 5 30,221 18,640 31,347 31,647 5,613 5,313
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,582)
0 -159 0 1,528 1,915 1,528 1,756 54 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 35.2 0.0 81.8 50.4 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 12 1 27 27 30 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 242,112
COMMITMENTS
51,671 36,029 1,754 178,440 189,046 231,865 226,829 10,247 15,283
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,457)
-1,013 -3,957 -14 -5,205 -922 -6,232 -4,893 775 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 14.9 0.7 73.7 78.1 95.8 93.7 4.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
15 37 6 34 47 53 86
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,569
COMMITMENTS
52,684 39,986 1,768 183,645 189,968 238,097 231,722 9,472 15,847
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 12,635)
-2,029 6,304 356 11,734 6,802 10,061 13,462 2,574 -827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 16.2 0.7 74.2 76.7 96.2 93.6 3.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
17 38 7 32 46 53 87
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,339
COMMITMENTS
13,540 6,554 76 14,303 22,824 27,919 29,454 14,420 12,885
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,633)
3,350 665 10 -3,213 -1,874 147 -1,199 1,486 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 15.5 0.2 33.8 53.9 65.9 69.6 34.1 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 14 2 18 27 49 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,706
COMMITMENTS
10,190 5,889 66 17,516 24,698 27,772 30,653 12,934 10,053
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,315)
19 481 -383 1,591 897 1,227 995 88 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 14.5 0.2 43.0 60.7 68.2 75.3 31.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 15 2 20 30 47 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 29,330
COMMITMENTS
7,160 350 42 15,964 2,397 23,166 2,789 6,164 26,541
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,972)
409 -573 25 114 -256 548 -804 1,424 2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 1.2 0.1 54.4 8.2 79.0 9.5 21.0 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 1 2 11 4 22 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,358
COMMITMENTS
6,751 923 17 15,850 2,653 22,618 3,593 4,740 23,765
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -2,746)
-232 -7 2 66 405 -164 400 -2,582 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 3.4 0.1 57.9 9.7 82.7 13.1 17.3 86.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 2 10 5 19 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 75,849
COMMITMENTS
4,466 5,718 445 51,633 28,469 56,544 34,632 19,305 41,217
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,489)
1,320 1,335 -146 95 39 1,269 1,228 220 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 7.5 0.6 68.1 37.5 74.5 45.7 25.5 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 14 2 19 29 24 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,360
COMMITMENTS
3,146 4,383 591 51,538 28,430 55,275 33,404 19,085 40,956
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,941)
-30 148 68 -97 604 -59 820 2,000 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 5.9 0.8 69.3 38.2 74.3 44.9 25.7 55.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 14 3 19 28 24 43
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 105,219
COMMITMENTS
38,526 13,572 8,659 28,656 72,860 75,841 95,091 29,378 10,128
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,350)
-251 -515 116 1,904 2,340 1,769 1,941 581 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 12.9 8.2 27.2 69.2 72.1 90.4 27.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
86 22 29 21 34 115 81
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 102,869
COMMITMENTS
38,777 14,087 8,543 26,752 70,520 74,072 93,150 28,797 9,719
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,245)
1,145 -1,034 -142 -542 41 461 -1,135 -1,706 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 13.7 8.3 26.0 68.6 72.0 90.6 28.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
93 24 29 21 34 121 82
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 91,941
COMMITMENTS
20,094 16,541 14,966 44,147 47,335 79,207 78,842 12,734 13,099
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -2,231)
-431 -663 -771 -899 -1,400 -2,101 -2,834 -130 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 18.0 16.3 48.0 51.5 86.1 85.8 13.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
35 49 31 39 38 93 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 94,172
COMMITMENTS
20,525 17,204 15,737 45,046 48,735 81,308 81,676 12,864 12,496
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -10,149)
-11,128 2,435 -4,076 4,284 -8,815 -10,920 -10,456 771 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 18.3 16.7 47.8 51.8 86.3 86.7 13.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 55 32 43 36 102 109
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 272,748
COMMITMENTS
114,965 75,456 19,646 91,915 152,378 226,526 247,480 46,222 25,268
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -1,634)
-9,604 6,831 -1,081 10,552 -8,846 -133 -3,096 -1,501 1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 27.7 7.2 33.7 55.9 83.1 90.7 16.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
106 66 36 42 40 167 127
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 274,382
COMMITMENTS
124,569 68,625 20,727 81,363 161,224 226,659 250,576 47,723 23,806
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -8,096)
-10,150 14,284 1,000 1,991 -26,697 -7,159 -11,413 -937 3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 25.0 7.6 29.7 58.8 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
112 64 34 43 39 172 123
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,093
COMMITMENTS
6,216 1,092 243 1,930 8,821 8,389 10,156 2,704 937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,637)
-952 490 -305 796 -1,332 -461 -1,147 -3,176 -2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 9.8 2.2 17.4 79.5 75.6 91.6 24.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 2 4 8 6 33 10
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,730
COMMITMENTS
7,168 602 548 1,134 10,153 8,850 11,303 5,880 3,427
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,078)
-593 -293 8 573 550 -12 265 2,090 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 4.1 3.7 7.7 68.9 60.1 76.7 39.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
21 5 11 5 5 36 18
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 74,401
COMMITMENTS
16,699 11,509 1,723 39,118 41,899 57,540 55,131 16,861 19,270
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 6,772)
3,915 -1,627 243 1,872 7,028 6,030 5,644 742 1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 15.5 2.3 52.6 56.3 77.3 74.1 22.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 25 15 46 41 81 77
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 67,629
COMMITMENTS
12,784 13,136 1,480 37,246 34,871 51,510 49,487 16,119 18,142
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,409)
415 2,553 -313 3,182 1,154 3,284 3,394 1,125 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 19.4 2.2 55.1 51.6 76.2 73.2 23.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 25 11 42 36 72 68
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,228
COMMITMENTS
2,650 3,550 1,548 18,845 16,113 23,043 21,211 7,185 9,017
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,895)
580 -2,442 127 608 2,153 1,315 -162 580 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 11.7 5.1 62.3 53.3 76.2 70.2 23.8 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 11 9 23 14 38 30
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,333
COMMITMENTS
2,070 5,992 1,421 18,237 13,960 21,728 21,373 6,605 6,960
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 930)
-77 2,228 274 1,452 172 1,649 2,674 -719 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 21.1 5.0 64.4 49.3 76.7 75.4 23.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 11 8 21 12 32 29
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 95,876
COMMITMENTS
23,599 14,628 4,512 54,949 69,295 83,060 88,435 12,816 7,441
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -4,175)
-5,245 1,082 938 325 -6,296 -3,982 -4,276 -193 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 15.3 4.7 57.3 72.3 86.6 92.2 13.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
67 42 36 55 48 138 113
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 100,051
COMMITMENTS
28,844 13,546 3,574 54,624 75,591 87,042 92,711 13,009 7,340
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -7,321)
-5,300 2,040 -545 -777 -10,126 -6,622 -8,631 -699 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 13.5 3.6 54.6 75.6 87.0 92.7 13.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
74 37 29 53 50 143 101
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,704
COMMITMENTS
8,664 3,434 1,071 12,320 19,789 22,055 24,294 3,649 1,410
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 181)
249 -91 5 99 421 353 335 -172 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 13.4 4.2 47.9 77.0 85.8 94.5 14.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
44 22 16 21 14 76 43
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,523
COMMITMENTS
8,415 3,525 1,066 12,221 19,368 21,702 23,959 3,821 1,564
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,228)
-1,436 -97 221 243 -1,193 -972 -1,069 -256 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.8 4.2 47.9 75.9 85.0 93.9 15.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
47 24 16 21 14 78 44
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,045
COMMITMENTS
23,186 22,194 2,911 94,277 98,250 120,374 123,355 7,671 4,690
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,527)
806 949 -387 1,773 1,496 2,192 2,058 -665 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.3 2.3 73.6 76.7 94.0 96.3 6.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
53 38 15 51 39 113 86
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,518
COMMITMENTS
22,380 21,245 3,298 92,504 96,754 118,182 121,297 8,336 5,221
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,802)
-181 4,481 171 6,520 -373 6,510 4,279 -1,708 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 16.8 2.6 73.1 76.5 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
54 37 17 51 39 112 90
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 359,726
COMMITMENTS
63,485 97,050 15,867 226,782 200,255 306,134 313,172 53,592 46,554
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,554)
-5,999 -5,049 3,336 2,108 10,039 -555 8,326 2,109 -6,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 27.0 4.4 63.0 55.7 85.1 87.1 14.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
39 50 24 55 43 109 102
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 358,172
COMMITMENTS
69,484 102,099 12,531 224,674 190,216 306,689 304,846 51,483 53,326
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,330)
1,865 -1,382 -1,608 8,149 5,993 8,406 3,003 -4,076 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 28.5 3.5 62.7 53.1 85.6 85.1 14.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
40 49 20 54 38 106 95
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 95,040
COMMITMENTS
33,504 10,606 9,787 43,450 70,205 86,741 90,598 8,299 4,442
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -642)
804 -443 -94 154 1,269 864 732 -1,506 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 11.2 10.3 45.7 73.9 91.3 95.3 8.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
139 38 61 87 99 258 178
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 95,682
COMMITMENTS
32,700 11,049 9,881 43,296 68,936 85,877 89,866 9,805 5,816
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,527)
-2,851 -6 322 1,036 -2,291 -1,493 -1,975 -34 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 11.5 10.3 45.2 72.0 89.8 93.9 10.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
133 40 48 89 96 244 168
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,052
COMMITMENTS
16,795 2,545 2,345 4,844 21,231 23,984 26,121 4,068 1,931
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,874)
1,502 -1,046 122 359 2,931 1,983 2,007 -109 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 9.1 8.4 17.3 75.7 85.5 93.1 14.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
33 12 7 9 7 46 23
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,178
COMMITMENTS
15,293 3,591 2,223 4,485 18,300 22,001 24,114 4,177 2,064
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 5,271)
6,514 -1,774 143 -2,161 7,111 4,496 5,480 775 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 13.7 8.5 17.1 69.9 84.0 92.1 16.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 14 6 10 6 43 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,990
COMMITMENTS
19,438 22,755 22,224 108,663 109,445 150,325 154,424 29,665 25,566
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 5,161)
749 -2,736 1,045 3,137 3,554 4,931 1,863 230 3,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 12.6 12.3 60.4 60.8 83.5 85.8 16.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 24 28 63 63 102 99
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,829
COMMITMENTS
18,689 25,491 21,179 105,526 105,891 145,394 152,561 29,435 22,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,616)
-8,600 2,538 -924 11,360 -1,161 1,836 453 -3,452 -2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.6 12.1 60.4 60.6 83.2 87.3 16.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 29 30 63 63 103 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 486,199
COMMITMENTS
34,854 79,877 149,746 225,219 220,974 409,819 450,597 76,380 35,602
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -3,589)
2,734 12,308 786 -6,899 -11,939 -3,379 1,155 -210 -4,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 16.4 30.8 46.3 45.4 84.3 92.7 15.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 63 60 86 76 160 170
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 489,788
COMMITMENTS
32,120 67,569 148,960 232,118 232,913 413,198 449,442 76,590 40,346
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 16,093)
-1,330 9,192 2,496 9,688 2,198 10,854 13,886 5,239 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.8 30.4 47.4 47.6 84.4 91.8 15.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
39 60 60 84 74 161 159
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,268
COMMITMENTS
6,025 3,118 1,791 22,265 19,890 30,081 24,799 4,187 9,469
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 9.1 5.2 65.0 58.0 87.8 72.4 12.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 15 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,238
COMMITMENTS
8,556 14,688 1,268 93,054 88,215 102,878 104,171 9,360 8,067
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 4,224)
0 5,308 364 4,226 1,408 4,590 7,080 -366 -2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 13.1 1.1 82.9 78.6 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 20 25 23 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,014
COMMITMENTS
8,556 9,380 904 88,828 86,807 98,288 97,091 9,726 10,923
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 4,552)
0 612 62 3,332 3,272 3,394 3,946 1,158 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 8.7 0.8 82.2 80.4 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 2 19 24 22 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,398
COMMITMENTS
9,716 9,310 848 40,661 35,770 51,225 45,928 4,173 9,470
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,464)
0 -244 244 0 -786 244 -786 1,220 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 16.8 1.5 73.4 64.6 92.5 82.9 7.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 12 11 15 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,934
COMMITMENTS
9,716 9,554 604 40,661 36,556 50,981 46,714 2,953 7,220
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 300)
856 120 0 -308 548 548 668 -248 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.7 1.1 75.4 67.8 94.5 86.6 5.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 12 12 14 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,080
COMMITMENTS
2,150 5,513 3,397 43,914 43,442 49,461 52,352 5,619 2,728
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,390)
-368 704 -246 1,672 872 1,058 1,330 332 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 10.0 6.2 79.7 78.9 89.8 95.0 10.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,690
COMMITMENTS
2,518 4,809 3,643 42,242 42,570 48,403 51,022 5,287 2,668
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,552)
1,035 -254 858 4,719 6,008 6,612 6,612 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 9.0 6.8 78.7 79.3 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 18 15 20 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,906
COMMITMENTS
6,218 17,283 3,959 48,099 35,972 58,276 57,214 3,630 4,692
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,300)
-190 3,299 1,212 1,402 -2,704 2,424 1,807 -124 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 27.9 6.4 77.7 58.1 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 4 23 21 27 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,606
COMMITMENTS
6,408 13,984 2,747 46,697 38,676 55,852 55,407 3,754 4,199
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 3,666)
-366 2,741 350 3,464 535 3,448 3,626 218 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 23.5 4.6 78.3 64.9 93.7 93.0 6.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 22 20 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,579
COMMITMENTS
2,928 0 496 34,115 35,199 37,539 35,695 1,040 2,884
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,538)
452 0 250 1,774 1,808 2,476 2,058 62 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 1.3 88.4 91.2 97.3 92.5 2.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 18 18 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,041
COMMITMENTS
2,476 0 246 32,341 33,391 35,063 33,637 978 2,404
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 0.0 0.7 89.7 92.6 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 17 17 18 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,604
COMMITMENTS
0 5,285 2,910 46,852 45,472 49,762 53,667 12,842 8,937
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 2,101)
0 3,543 -1,089 3,102 978 2,013 3,432 88 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 4.6 74.8 72.6 79.5 85.7 20.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 19 21 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,503
COMMITMENTS
0 1,742 3,999 43,750 44,494 47,749 50,235 12,754 10,268
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,374)
0 -1,290 -358 -2,504 -64 -2,862 -1,712 1,488 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 6.6 72.3 73.5 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,756
COMMITMENTS
35,296 25,454 1,332 32,690 45,376 69,318 72,162 6,438 3,594
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 1,024)
-852 784 852 56 -1,154 56 482 968 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 33.6 1.8 43.2 59.9 91.5 95.3 8.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 17 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,732
COMMITMENTS
36,148 24,670 480 32,634 46,530 69,262 71,680 5,470 3,052
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 722)
-60 120 60 420 482 420 662 302 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 33.0 0.6 43.7 62.3 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 18 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,007,210
COMMITMENTS
209,899 70,116 179,142 600,261 747,017 989,302 996,275 17,908 10,935
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 25,236)
-21,672 -2,361 16,327 31,909 11,071 26,564 25,037 -1,328 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 7.0 17.8 59.6 74.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 10 30 90 84 124 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,974
COMMITMENTS
231,571 72,477 162,815 568,352 735,946 962,738 971,238 19,236 10,736
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 6,782)
-15,983 2,995 5,108 19,302 215 8,427 8,318 -1,645 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 7.4 16.6 57.9 74.9 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 9 31 84 79 120 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,402
COMMITMENTS
26,336 57,675 36,285 90,515 59,538 153,136 153,498 1,266 904
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 14,599)
5,298 5,884 6,183 3,334 3,254 14,815 15,321 -216 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 37.4 23.5 58.6 38.6 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 9 14 30 30 48 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 139,803
COMMITMENTS
21,038 51,791 30,102 87,181 56,284 138,321 138,177 1,482 1,626
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 2,820)
-290 466 1,700 3,170 850 4,580 3,016 -1,760 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 37.0 21.5 62.4 40.3 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 9 14 28 27 46 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,289
COMMITMENTS
15,878 1,100 14,221 29,848 44,548 59,947 59,869 342 420
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 439)
-1,040 -1,160 952 1,027 427 939 219 -500 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 1.8 23.6 49.5 73.9 99.4 99.3 0.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 6 7 33 31 41 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 59,850
COMMITMENTS
16,918 2,260 13,269 28,821 44,121 59,008 59,650 842 200
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 1,091)
1,300 -480 272 -721 1,199 851 991 240 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 3.8 22.2 48.2 73.7 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 7 32 28 39 35
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,524
COMMITMENTS
3,766 881 1,488 17,226 19,602 22,480 21,971 44 553
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 547)
582 72 50 -85 425 547 547 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.9 6.6 76.5 87.0 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 18 18 22 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,977
COMMITMENTS
3,184 809 1,438 17,311 19,177 21,933 21,424 44 553
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -348)
0 78 -44 36 -42 -8 -8 -340 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 3.7 6.5 78.8 87.3 99.8 97.5 0.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,979
COMMITMENTS
172 5,302 856 7,951 2,821 8,979 8,979 0 0
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 44)
0 -172 0 44 216 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 59.0 9.5 88.6 31.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 10 16 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,420 2,900 1,820 4,220 4,610 9,460 9,330 190 320
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 0)
-60 0 120 0 -60 60 60 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 30.1 18.9 43.7 47.8 98.0 96.7 2.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 15 20 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,650
COMMITMENTS
3,480 2,900 1,700 4,220 4,670 9,400 9,270 250 380
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: 220)
-200 100 0 440 140 240 240 -20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 30.1 17.6 43.7 48.4 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 15 15 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,190
COMMITMENTS
1,650 440 1,810 6,290 7,080 9,750 9,330 440 860
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 4.3 17.8 61.7 69.5 95.7 91.6 4.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 15 12 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 762,963
COMMITMENTS
80,567 94,886 121,520 507,855 479,026 709,942 695,432 53,021 67,531
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -28,073)
-7,325 4,686 -18,713 -2,804 -10,900 -28,842 -24,927 769 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 12.4 15.9 66.6 62.8 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
54 81 87 82 93 191 215
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 791,036
COMMITMENTS
87,892 90,200 140,233 510,659 489,926 738,784 720,359 52,252 70,677
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -40,630)
-15,137 -12,744 225 -9,503 -14,364 -24,415 -26,883 -16,215 -13,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 11.4 17.7 64.6 61.9 93.4 91.1 6.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
54 93 95 85 92 201 224
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,679
COMMITMENTS
8,094 3,622 589 2,192 8,637 10,875 12,848 2,804 831
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: 498)
77 432 256 74 -169 407 519 91 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 26.5 4.3 16.0 63.1 79.5 93.9 20.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
57 23 7 14 19 77 47
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,181
COMMITMENTS
8,017 3,190 333 2,118 8,806 10,468 12,329 2,713 852
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -139)
-82 119 77 -9 -383 -14 -187 -125 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 24.2 2.5 16.1 66.8 79.4 93.5 20.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 20 6 13 22 77 47
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,718
COMMITMENTS
4,593 1,142 115 1,340 5,574 6,048 6,831 1,670 887
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -422)
-282 -388 -31 -28 25 -341 -394 -81 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 14.8 1.5 17.4 72.2 78.4 88.5 21.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 9 2 6 16 28 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,140
COMMITMENTS
4,875 1,530 146 1,368 5,549 6,389 7,225 1,751 915
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -1,319)
-1,520 293 141 316 -1,618 -1,063 -1,184 -256 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 18.8 1.8 16.8 68.2 78.5 88.8 21.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 10 3 7 15 29 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/24/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 144,060
COMMITMENTS
24,950 10,133 11,508 94,963 110,468 131,421 132,109 12,639 11,951
CHANGES FROM 05/17/05 (CHANGE IN OPEN INTEREST: -5,001)
-190 -1,884 167 -4,797 -3,271 -4,820 -4,988 -181 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 7.0 8.0 65.9 76.7 91.2 91.7 8.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
39 25 35 64 76 119 122
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/17/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 149,061
COMMITMENTS
25,140 12,017 11,341 99,760 113,739 136,241 137,097 12,820 11,964
CHANGES FROM 05/10/05 (CHANGE IN OPEN INTEREST: -421)
-6,783 2,568 460 9,309 -2,344 2,986 684 -3,407 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 8.1 7.6 66.9 76.3 91.4 92.0 8.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
38 28 38 66 75 122 126
Updated June 3, 2005