WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 218,420
COMMITMENTS
34,354 56,999 14,442 141,703 107,972 190,499 179,413 27,921 39,007
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,187)
216 484 -975 1,013 3,621 254 3,130 4,933 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 26.1 6.6 64.9 49.4 87.2 82.1 12.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
50 91 35 44 53 120 157
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 685,379
COMMITMENTS
97,553 97,219 58,262 405,082 337,944 560,897 493,425 124,482 191,954
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 17,183)
2,395 -7,430 2,580 8,376 19,915 13,351 15,065 3,832 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 14.2 8.5 59.1 49.3 81.8 72.0 18.2 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
137 100 95 165 186 348 347
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,319
COMMITMENTS
1,928 1,906 236 1,972 4,096 4,136 6,238 4,183 2,081
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 558)
73 -8 215 157 201 445 408 113 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 22.9 2.8 23.7 49.2 49.7 75.0 50.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 4 8 13 22 27
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,238
COMMITMENTS
66,077 25,449 35,498 131,391 148,410 232,966 209,357 59,272 82,881
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 30,416)
15,356 1,188 5,642 2,628 16,913 23,626 23,743 6,790 6,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 8.7 12.1 45.0 50.8 79.7 71.6 20.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
116 70 81 81 104 250 223
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,402
COMMITMENTS
11,897 2,100 459 0 725 12,356 3,284 3,046 12,118
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 13.6 3.0 0.0 4.7 80.2 21.3 19.8 78.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 7 0 3 16 12
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 135,285
COMMITMENTS
24,999 13,907 13,528 72,744 96,168 111,271 123,603 24,014 11,682
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 7,759)
4,247 -4,073 1,045 663 12,886 5,955 9,858 1,804 -2,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 10.3 10.0 53.8 71.1 82.2 91.4 17.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
45 27 32 44 44 106 93
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,209
COMMITMENTS
146,613 116,812 26,115 421,339 414,994 594,067 557,921 161,142 197,288
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,248)
-1,093 -11,795 -723 -2,091 -12,576 -3,907 -25,094 6,155 27,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 15.5 3.5 55.8 55.0 78.7 73.9 21.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
38 38 21 59 77 108 126
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,753
COMMITMENTS
37,307 13,543 15,656 53,982 90,902 106,945 120,101 34,808 21,652
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 13,607)
12,089 188 801 -2,901 10,309 9,989 11,298 3,618 2,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 9.6 11.0 38.1 64.1 75.4 84.7 24.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 29 34 48 50 120 96
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,812
COMMITMENTS
3,652 925 1,281 1,411 4,343 6,344 6,549 1,468 1,263
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 900)
207 253 564 402 -11 1,173 806 -273 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 11.8 16.4 18.1 55.6 81.2 83.8 18.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 10 9 10 14 31 28
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 376,562
COMMITMENTS
94,679 74,639 788 222,668 188,894 318,135 264,321 58,427 112,241
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,015)
-8,592 2,354 -3,228 26,415 17,230 14,595 16,356 -5,580 -7,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 19.8 0.2 59.1 50.2 84.5 70.2 15.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 22 4 45 42 59 66
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,963,251
COMMITMENTS
448,099 414,337 114,751 1120891 1004754 1683741 1533842 279,510 429,409
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -222,601)
-65,504 -24,722 -28,278 -88,234 -98,963 -182,016 -151,963 -40,585 -70,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 21.1 5.8 57.1 51.2 85.8 78.1 14.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
44 78 39 81 110 151 201
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,198,099
COMMITMENTS
163,011 235,492 35,212 816,905 661,512 1015128 932,216 182,971 265,883
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -72,575)
6,088 -15,230 -51,409 -23,224 -10,884 -68,545 -77,523 -4,030 4,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 19.7 2.9 68.2 55.2 84.7 77.8 15.3 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
25 54 18 67 82 105 141
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 457,890
COMMITMENTS
98,754 28,197 103,211 213,656 302,679 415,621 434,087 42,269 23,803
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 9,677)
-16,957 -2,196 12,538 10,831 3,155 6,412 13,497 3,265 -3,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.2 22.5 46.7 66.1 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 19 31 49 53 90 92
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,970
COMMITMENTS
12,665 4,551 439 15,835 28,333 28,939 33,323 11,031 6,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,463)
731 -360 50 -3,387 -737 -2,606 -1,047 1,143 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 11.4 1.1 39.6 70.9 72.4 83.4 27.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 11 2 19 11 43 23
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,148
COMMITMENTS
11,100 35,123 495 45,721 10,765 57,316 46,383 11,832 22,765
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 4,532)
1,096 -460 407 740 670 2,243 617 2,289 3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 50.8 0.7 66.1 15.6 82.9 67.1 17.1 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 35 3 18 13 36 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 44,733
COMMITMENTS
6,503 6,891 1,046 36,479 35,373 44,028 43,310 705 1,423
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,002)
-15 564 0 5,162 4,529 5,147 5,093 -145 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 15.4 2.3 81.5 79.1 98.4 96.8 1.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 23 4 19 20 29 44
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 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,571
COMMITMENTS
100 1,105 0 12,468 11,422 12,568 12,527 3 44
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,663)
100 157 0 -1,712 -1,778 -1,612 -1,621 -51 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 8.8 0.0 99.2 90.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 7 0 5 9 6 16
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,690
COMMITMENTS
3,287 2,067 1,129 15,032 13,358 19,448 16,554 4,242 7,136
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 589)
257 16 44 237 281 538 341 51 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 8.7 4.8 63.5 56.4 82.1 69.9 17.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 21 17 34 30
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 98,704
COMMITMENTS
10,992 17,790 26,237 46,842 28,855 84,071 72,882 14,633 25,822
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,697)
-927 1,543 1,579 2,121 339 2,773 3,461 -76 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 18.0 26.6 47.5 29.2 85.2 73.8 14.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
35 56 58 20 33 93 129
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,904
COMMITMENTS
534 1,688 265 1,456 744 2,255 2,697 1,649 1,207
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9)
-71 -20 -6 -52 -38 -129 -64 120 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 43.2 6.8 37.3 19.1 57.8 69.1 42.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 14 5 7 4 21 21
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 147,167
COMMITMENTS
40,486 16,161 16,313 70,439 77,014 127,238 109,488 19,929 37,679
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,021)
-356 56 1,596 810 1,994 2,050 3,646 971 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 11.0 11.1 47.9 52.3 86.5 74.4 13.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
59 39 51 68 98 159 170
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,509
COMMITMENTS
1,259 391 133 1,004 1,961 2,396 2,485 1,113 1,024
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 101)
81 -73 3 62 154 146 84 -45 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 11.1 3.8 28.6 55.9 68.3 70.8 31.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 5 15 15 30 25
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,827
COMMITMENTS
10,334 4,140 823 6,116 3,418 17,273 8,381 4,554 13,446
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,681)
-521 -44 -742 -1,241 -974 -2,504 -1,760 -177 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 19.0 3.8 28.0 15.7 79.1 38.4 20.9 61.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 27 15 24 36 73 68
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,700
COMMITMENTS
10,524 41,764 647 60,610 30,914 71,781 73,325 22,919 21,375
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,133)
718 -926 60 -2,788 -29 -2,010 -895 -123 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 44.1 0.7 64.0 32.6 75.8 77.4 24.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 24 5 29 23 43 49
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,037
COMMITMENTS
850 40,249 53 58,759 6,938 59,662 47,240 9,375 21,797
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -836)
-912 816 -4 -857 -341 -1,773 471 937 -1,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 58.3 0.1 85.1 10.0 86.4 68.4 13.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 24 2 20 7 23 32
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,821
COMMITMENTS
83,830 3,400 639 16,483 101,612 100,952 105,651 8,869 4,170
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,117)
6,786 -199 299 457 8,364 7,542 8,464 575 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 3.1 0.6 15.0 92.5 91.9 96.2 8.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
62 12 4 15 18 80 32
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 95,073
COMMITMENTS
14,346 25,417 793 61,489 48,354 76,628 74,564 18,445 20,509
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,686)
-414 3,247 -12 8,865 2,702 8,439 5,937 247 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 26.7 0.8 64.7 50.9 80.6 78.4 19.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 19 2 23 14 40 34
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,593
COMMITMENTS
6,467 54,902 824 150,941 100,736 158,232 156,462 25,361 27,131
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -429)
-4,162 5,442 0 713 -9,613 -3,449 -4,171 3,020 3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 29.9 0.4 82.2 54.9 86.2 85.2 13.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 28 3 30 25 44 54
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,494
COMMITMENTS
24,211 42,521 1,043 103,595 83,901 128,849 127,465 61,645 63,029
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 28,349)
-420 2,569 -231 11,274 15,378 10,623 17,716 17,726 10,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 22.3 0.5 54.4 44.0 67.6 66.9 32.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 32 7 31 30 64 66
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 55,632
COMMITMENTS
9,572 3,191 589 40,073 44,970 50,234 48,750 5,398 6,882
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 5.7 1.1 72.0 80.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 2 14 13 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,795,768
COMMITMENTS
878,819 765,661 1069873 5855986 5406257 7804678 7241791 991,090 1553977
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 99,367)
84,855 489 6,721 15,605 108,010 107,181 115,220 -7,814 -15,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 8.7 12.2 66.6 61.5 88.7 82.3 11.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 61 91 130 136 239 243
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 699,838
COMMITMENTS
57,075 68,455 14,294 481,001 495,001 552,370 577,750 147,468 122,088
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,759)
-2,698 -814 -1,575 -9,424 163 -13,697 -2,226 9,938 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.8 2.0 68.7 70.7 78.9 82.6 21.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 29 17 91 61 139 95
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,064,782
COMMITMENTS
188,598 223,213 16,533 520,372 733,095 725,503 972,841 339,279 91,941
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 15,732)
7,606 -17,949 3,794 23,355 37,131 34,755 22,976 -19,023 -7,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 21.0 1.6 48.9 68.8 68.1 91.4 31.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
44 53 14 57 61 112 117
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,144
COMMITMENTS
725 1,281 19 5,920 9,592 6,664 10,892 5,480 1,252
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 629)
0 -25 19 494 -279 513 -285 116 914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 10.5 0.2 48.7 79.0 54.9 89.7 45.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 12 13 14 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 29,538
COMMITMENTS
9,798 5,314 144 16,035 19,377 25,977 24,835 3,561 4,703
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 46)
-1,200 -858 144 1,640 1,534 584 820 -538 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 18.0 0.5 54.3 65.6 87.9 84.1 12.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 5 2 15 17 21 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,678
COMMITMENTS
9,403 12,967 2 36,521 25,724 45,926 38,693 9,752 16,985
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,221)
1,833 -4,716 -5 -511 209 1,317 -4,512 -96 5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 23.3 0.0 65.6 46.2 82.5 69.5 17.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 17 1 31 28 50 46
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,287
COMMITMENTS
71,691 112,049 6,930 166,978 162,135 245,599 281,114 61,688 26,173
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -7,767)
-18,034 -3,454 761 -23,456 2,331 -40,729 -362 32,962 -7,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 36.5 2.3 54.3 52.8 79.9 91.5 20.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 69 10 44 32 104 105
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,172
COMMITMENTS
15,019 9,095 64 49,234 58,473 64,317 67,632 18,855 15,540
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -2,127)
-6,920 463 58 5,155 -2,715 -1,707 -2,194 -420 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 10.9 0.1 59.2 70.3 77.3 81.3 22.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 2 20 13 28 23
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,826
COMMITMENTS
1,009 13,657 107 31,707 18,605 32,823 32,369 5,003 5,457
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,174)
232 640 -4 1,737 86 1,965 722 -791 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 36.1 0.3 83.8 49.2 86.8 85.6 13.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 12 2 28 26 33 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 247,747
COMMITMENTS
52,587 35,520 2,821 181,657 192,208 237,065 230,549 10,682 17,198
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 5,635)
916 -509 1,067 3,217 3,162 5,200 3,720 435 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.3 1.1 73.3 77.6 95.7 93.1 4.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 39 7 34 47 54 88
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,914
COMMITMENTS
13,567 5,556 143 13,479 23,463 27,189 29,162 13,725 11,752
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,425)
27 -998 67 -824 639 -730 -292 -695 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 13.6 0.3 32.9 57.3 66.5 71.3 33.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 3 18 28 49 42
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,334
COMMITMENTS
7,117 560 103 16,663 2,399 23,883 3,062 4,451 25,272
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -996)
-43 210 61 699 2 717 273 -1,713 -1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.0 0.4 58.8 8.5 84.3 10.8 15.7 89.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 3 11 4 21 9
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 74,526
COMMITMENTS
4,449 5,762 599 52,583 28,063 57,631 34,424 16,895 40,102
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -1,323)
-17 44 154 950 -406 1,087 -208 -2,410 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 7.7 0.8 70.6 37.7 77.3 46.2 22.7 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 3 19 29 26 45
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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 113,358
COMMITMENTS
52,757 9,956 8,511 22,521 85,737 83,789 104,204 29,569 9,154
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 8,139)
14,231 -3,616 -148 -6,135 12,877 7,948 9,113 191 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 8.8 7.5 19.9 75.6 73.9 91.9 26.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
93 26 27 17 41 116 90
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 92,253
COMMITMENTS
23,327 13,835 14,381 43,076 52,349 80,784 80,565 11,469 11,688
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 312)
3,233 -2,706 -585 -1,071 5,014 1,577 1,723 -1,265 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.0 15.6 46.7 56.7 87.6 87.3 12.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 49 32 45 45 110 109
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 255,995
COMMITMENTS
113,002 80,037 18,579 80,741 133,737 212,322 232,353 43,673 23,642
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -16,753)
-1,963 4,581 -1,067 -11,174 -18,641 -14,204 -15,127 -2,549 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 31.3 7.3 31.5 52.2 82.9 90.8 17.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
98 70 31 41 39 154 129
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,969
COMMITMENTS
6,659 1,554 218 1,915 8,858 8,792 10,630 2,177 339
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -124)
443 462 -25 -15 37 403 474 -527 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 14.2 2.0 17.5 80.8 80.2 96.9 19.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 2 4 7 5 34 9
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,768
COMMITMENTS
17,140 9,564 1,243 39,202 44,557 57,585 55,364 16,183 18,404
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -633)
441 -1,945 -480 84 2,658 45 233 -678 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 13.0 1.7 53.1 60.4 78.1 75.1 21.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 20 13 47 42 82 73
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,980
COMMITMENTS
2,526 2,981 1,320 19,583 16,845 23,429 21,146 7,551 9,834
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 752)
-124 -569 -228 738 732 386 -65 366 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.6 4.3 63.2 54.4 75.6 68.3 24.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 10 7 21 14 33 27
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 97,413
COMMITMENTS
23,090 16,505 5,103 57,357 66,181 85,550 87,789 11,863 9,624
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,537)
-509 1,877 591 2,408 -3,114 2,490 -646 -953 2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 16.9 5.2 58.9 67.9 87.8 90.1 12.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 49 39 57 47 136 120
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,362
COMMITMENTS
9,154 3,218 1,700 11,874 19,729 22,728 24,647 3,634 1,715
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 658)
490 -216 629 -446 -60 673 353 -15 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 12.2 6.4 45.0 74.8 86.2 93.5 13.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
48 20 17 21 14 80 41
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,464
COMMITMENTS
24,028 23,842 3,461 96,399 99,883 123,888 127,186 7,576 4,278
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,419)
842 1,648 550 2,122 1,633 3,514 3,831 -95 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 18.1 2.6 73.3 76.0 94.2 96.7 5.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
52 40 18 50 38 113 93
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 363,027
COMMITMENTS
65,730 91,021 13,679 227,152 211,985 306,561 316,685 56,466 46,342
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 3,301)
2,245 -6,029 -2,188 370 11,730 427 3,513 2,874 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 25.1 3.8 62.6 58.4 84.4 87.2 15.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
36 47 24 54 43 106 99
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,661
COMMITMENTS
32,801 10,649 9,825 43,979 69,329 86,605 89,803 8,056 4,858
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -379)
-703 43 38 529 -876 -136 -795 -243 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.2 10.4 46.5 73.2 91.5 94.9 8.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
126 46 64 82 95 242 182
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,298
COMMITMENTS
17,717 2,356 2,826 4,933 22,426 25,476 27,608 3,822 1,690
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,246)
922 -189 481 89 1,195 1,492 1,487 -246 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 8.0 9.6 16.8 76.5 87.0 94.2 13.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
35 12 10 10 5 51 23
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,903
COMMITMENTS
24,012 26,368 19,097 98,537 102,232 141,646 147,697 33,257 27,206
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -5,087)
4,574 3,613 -3,127 -10,126 -7,213 -8,679 -6,727 3,592 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.1 10.9 56.3 58.5 81.0 84.4 19.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
24 21 23 59 60 96 92
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 476,836
COMMITMENTS
38,489 83,823 147,603 219,614 209,830 405,706 441,256 71,130 35,580
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -9,363)
3,635 3,946 -2,143 -5,605 -11,144 -4,113 -9,341 -5,250 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 17.6 31.0 46.1 44.0 85.1 92.5 14.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 63 61 87 75 165 172
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,985
COMMITMENTS
8,013 3,118 1,400 22,203 21,508 31,616 26,026 4,369 9,959
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,717)
1,988 0 -391 -62 1,618 1,535 1,227 182 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 8.7 3.9 61.7 59.8 87.9 72.3 12.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 15 14 18 16
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 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,050
COMMITMENTS
8,254 11,746 14,372 89,610 87,285 112,236 113,403 10,814 9,647
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 10,812)
-302 -2,942 13,104 -3,444 -930 9,358 9,232 1,454 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 9.5 11.7 72.8 70.9 91.2 92.2 8.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 18 23 21 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,432
COMMITMENTS
10,442 8,942 848 40,783 35,894 52,073 45,684 4,359 10,748
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 1,034)
726 -368 0 122 124 848 -244 186 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.8 1.5 72.3 63.6 92.3 81.0 7.7 19.0
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 05/24/05 |
--------------------------------------------------------------| 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,283
COMMITMENTS
2,710 6,313 3,211 47,387 46,491 53,308 56,015 3,975 1,268
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,203)
560 800 -186 3,473 3,049 3,847 3,663 -1,644 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.0 5.6 82.7 81.2 93.1 97.8 6.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 15 19 18
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,754
COMMITMENTS
7,928 17,299 2,989 47,541 37,876 58,458 58,164 4,296 4,590
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 848)
1,710 16 -970 -558 1,904 182 950 666 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 27.6 4.8 75.8 60.4 93.2 92.7 6.8 7.3
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 05/24/05 |
--------------------------------------------------------------| 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,184
COMMITMENTS
1,648 240 558 34,938 34,622 37,144 35,420 1,040 2,764
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -395)
-1,280 240 62 823 -577 -395 -275 0 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.6 1.5 91.5 90.7 97.3 92.8 2.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 18 18 19 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 5,896 3,004 50,663 46,736 53,667 55,636 10,938 8,969
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 2,001)
0 611 94 3,811 1,264 3,905 1,969 -1,904 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.1 4.6 78.4 72.3 83.1 86.1 16.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 19 19 21 21
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,442
COMMITMENTS
35,176 24,114 732 34,892 47,750 70,800 72,596 5,642 3,846
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 686)
-120 -1,340 -600 2,202 2,374 1,482 434 -796 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 31.5 1.0 45.6 62.5 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 19 19 21 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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,490
COMMITMENTS
4,080 2,310 0 36,762 39,214 40,842 41,524 1,648 966
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.4 0.0 86.5 92.3 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 0 11 17 14 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 28,456
COMMITMENTS
2,280 2,400 0 23,526 24,746 25,806 27,146 2,650 1,310
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.4 0.0 82.7 87.0 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 11 16 13 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 956,352
COMMITMENTS
221,158 61,795 156,852 559,111 724,694 937,121 943,341 19,231 13,011
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -50,858)
11,259 -8,321 -22,290 -41,150 -22,323 -52,181 -52,934 1,323 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 6.5 16.4 58.5 75.8 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
22 9 28 82 75 115 104
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,587
COMMITMENTS
22,866 46,110 33,389 79,269 55,492 135,524 134,991 1,063 1,596
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -17,815)
-3,470 -11,565 -2,896 -11,246 -4,046 -17,612 -18,507 -203 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 33.8 24.4 58.0 40.6 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 8 17 29 27 48 45
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,267
COMMITMENTS
16,356 3,043 11,366 29,133 42,496 56,855 56,905 412 362
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -3,022)
478 1,943 -2,855 -715 -2,052 -3,092 -2,964 70 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 5.3 19.8 50.9 74.2 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 5 6 33 30 40 37
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,822
COMMITMENTS
4,156 1,779 1,100 17,566 19,390 22,822 22,269 0 553
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 298)
390 898 -388 340 -212 342 298 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 7.8 4.8 77.0 85.0 100.0 97.6 0.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 18 23 21
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,155
COMMITMENTS
216 5,052 856 8,039 3,247 9,111 9,155 44 0
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 176)
44 -250 0 88 426 132 176 44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 55.2 9.4 87.8 35.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 2 13 11 16 14
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,170
COMMITMENTS
3,140 2,880 2,020 4,820 4,950 9,980 9,850 190 320
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 520)
-280 -20 200 600 340 520 520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 28.3 19.9 47.4 48.7 98.1 96.9 1.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 5 15 17 20 23
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,250
COMMITMENTS
1,670 300 1,750 6,270 7,060 9,690 9,110 560 1,140
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 60)
20 -140 -60 -20 -20 -60 -220 120 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 2.9 17.1 61.2 68.9 94.5 88.9 5.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 3 16 12 19 16
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 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,354
COMMITMENTS
83,989 101,390 133,243 512,236 473,136 729,468 707,769 53,886 75,585
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 20,391)
3,422 6,504 11,723 4,381 -5,890 19,526 12,337 865 8,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 12.9 17.0 65.4 60.4 93.1 90.4 6.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 96 94 81 92 198 224
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,212
COMMITMENTS
8,048 4,440 339 2,283 7,298 10,670 12,077 2,542 1,135
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -467)
-46 818 -250 91 -1,339 -205 -771 -262 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 33.6 2.6 17.3 55.2 80.8 91.4 19.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 7 18 24 79 50
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,946
COMMITMENTS
4,525 1,059 331 1,447 5,523 6,303 6,913 1,643 1,033
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: 228)
-68 -83 216 107 -51 255 82 -27 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 13.3 4.2 18.2 69.5 79.3 87.0 20.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 9 5 6 15 30 27
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 05/31/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 130,807
COMMITMENTS
25,125 9,332 8,196 86,321 102,722 119,642 120,250 11,165 10,557
CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST: -13,253)
175 -801 -3,312 -8,642 -7,746 -11,779 -11,859 -1,474 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 7.1 6.3 66.0 78.5 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
39 19 26 59 78 107 115
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
Updated June 10, 2005