WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,489: 55,932 28,364 53,601 135,730 156,459 245,263 238,424: 29,226 36,064
Old : 178,182: 42,149 34,346 18,480 100,528 106,908 161,157 159,735: 17,025 18,447
Other: 96,307: 24,363 4,597 24,542 35,202 49,551 84,106 78,689: 12,201 17,618
: : :
: : Changes in Commitments from: March 1, 2005 :
: 145: 7,783 -6,313 2,654 -1,274 13,475 9,163 9,816: -9,019 -9,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.3 19.5 49.4 57.0 89.4 86.9: 10.6 13.1
Old : 100.0: 23.7 19.3 10.4 56.4 60.0 90.4 89.6: 9.6 10.4
Other: 100.0: 25.3 4.8 25.5 36.6 51.5 87.3 81.7: 12.7 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 80 74 76 47 57 183 161:
Old : 201: 62 78 42 30 49 120 141:
Other: 150: 66 30 51 34 44 121 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 36.1 40.3 44.1 28.0 34.5 38.1 40.4
Old : 38.4 41.0 51.1 49.0 37.2 40.7 49.9 48.2
Other: 29.9 32.8 39.9 42.7 26.6 29.8 33.3 35.8
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,344: 48,149 34,676 50,947 137,004 142,984 236,100 228,608: 38,244 45,736
Old : 187,084: 36,962 35,894 20,238 103,467 101,472 160,666 157,604: 26,418 29,480
Other: 87,260: 19,220 6,815 22,676 33,537 41,512 75,434 71,004: 11,826 16,256
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,924: 6,176 -20,575 9,672 -2,217 18,004 13,631 7,101: -707 5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 12.6 18.6 49.9 52.1 86.1 83.3: 13.9 16.7
Old : 100.0: 19.8 19.2 10.8 55.3 54.2 85.9 84.2: 14.1 15.8
Other: 100.0: 22.0 7.8 26.0 38.4 47.6 86.4 81.4: 13.6 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 69 82 74 49 60 174 169:
Old : 200: 57 79 51 29 54 123 148:
Other: 142: 57 32 51 33 43 110 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 34.1 40.3 40.9 28.1 32.0 39.3 37.5
Old : 37.8 36.1 49.5 43.3 36.7 35.8 48.3 42.4
Other: 33.0 31.7 44.2 41.8 29.6 26.2 35.1 31.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 770,697: 113,308 82,460 105,265 414,058 362,670 632,631 550,394: 138,066 220,303
Old : 611,044: 100,972 87,916 75,343 322,791 295,612 499,106 458,870: 111,938 152,174
Other: 159,653: 21,242 3,449 21,017 91,266 67,058 133,525 91,524: 26,128 68,129
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,392: 7,554 -14,893 44 920 13,764 8,518 -1,085: -5,126 4,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.7 13.7 53.7 47.1 82.1 71.4: 17.9 28.6
Old : 100.0: 16.5 14.4 12.3 52.8 48.4 81.7 75.1: 18.3 24.9
Other: 100.0: 13.3 2.2 13.2 57.2 42.0 83.6 57.3: 16.4 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 126 102 124 203 197 400 368:
Old : 473: 110 115 106 186 186 368 348:
Other: 294: 71 32 47 103 150 185 219:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 16.0 24.9 21.1 15.1 11.6 24.1 15.4
Old : 17.8 17.8 28.9 22.7 17.8 13.4 27.2 17.3
Other: 28.5 12.1 38.1 18.2 25.2 7.0 32.2 11.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 767,305: 105,754 97,353 105,221 413,138 348,906 624,113 551,479: 143,193 215,826
Old : 619,198: 92,894 100,335 78,095 328,795 286,305 499,784 464,735: 119,414 154,463
Other: 148,107: 20,474 4,631 19,512 84,343 62,601 124,328 86,744: 23,779 61,363
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,820: 16,192 -44,569 15,465 -713 36,532 30,944 7,429: -18,124 5,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.7 13.7 53.8 45.5 81.3 71.9: 18.7 28.1
Old : 100.0: 15.0 16.2 12.6 53.1 46.2 80.7 75.1: 19.3 24.9
Other: 100.0: 13.8 3.1 13.2 56.9 42.3 83.9 58.6: 16.1 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 122 114 135 201 190 404 376:
Old : 473: 111 119 117 189 181 374 360:
Other: 292: 68 41 46 100 144 184 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 15.8 25.0 20.7 15.1 11.8 24.1 15.7
Old : 17.3 17.4 28.2 22.0 17.3 12.7 26.6 17.0
Other: 28.5 13.0 37.7 19.5 27.4 10.3 34.0 15.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,899: 2,113 723 446 1,101 4,885 3,660 6,054: 4,239 1,845
Old : 6,285: 2,082 657 168 991 4,212 3,241 5,037: 3,043 1,248
Other: 1,615: 117 152 192 110 674 419 1,017: 1,196 597
: : :
: : Changes in Commitments from: March 1, 2005 :
: -235: 169 179 110 -464 -169 -185 120: -50 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 9.2 5.6 13.9 61.8 46.3 76.6: 53.7 23.4
Old : 100.0: 33.1 10.5 2.7 15.8 67.0 51.6 80.1: 48.4 19.9
Other: 100.0: 7.2 9.4 11.9 6.8 41.7 25.9 63.0: 74.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 6 8 13 26 22:
Old : 37: 17 4 3 8 12 26 18:
Other: 19: 3 6 5 5 6 13 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 40.1 29.2 53.9 19.4 39.7 25.6 53.0
Old : 27.1 47.1 35.3 63.2 24.0 47.1 31.6 62.7
Other: 13.2 34.5 22.5 53.3 10.0 34.5 13.9 50.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,135: 1,944 544 336 1,565 5,054 3,845 5,935: 4,289 2,200
Old : 6,781: 1,830 544 159 1,494 4,459 3,484 5,162: 3,297 1,619
Other: 1,354: 115 2 176 71 595 362 773: 992 581
: : :
: : Changes in Commitments from: February 22, 2005 :
: -609: -262 -8 61 -686 -1,000 -887 -947: 277 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.7 4.1 19.2 62.1 47.3 73.0: 52.7 27.0
Old : 100.0: 27.0 8.0 2.3 22.0 65.8 51.4 76.1: 48.6 23.9
Other: 100.0: 8.5 0.1 13.0 5.2 44.0 26.7 57.1: 73.3 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 3 5 9 15 24 23:
Old : 34: 15 3 4 9 14 24 21:
Other: 16: 5 2 4 4 6 11 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 38.2 33.3 53.3 18.6 37.4 27.0 49.4
Old : 27.0 43.6 38.8 60.2 22.6 42.4 31.5 55.1
Other: 15.2 36.9 25.0 54.3 11.1 36.8 13.6 44.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 406,317: 65,128 32,977 93,675 176,579 158,996 335,382 285,648: 70,934 120,669
Old : 346,999: 62,696 41,016 73,402 153,784 142,084 289,882 256,502: 57,118 90,498
Other: 59,318: 13,154 2,682 9,552 22,795 16,912 45,501 29,146: 13,817 30,171
: : :
: : Changes in Commitments from: March 1, 2005 :
: 22,981: 11,800 -5,233 3,755 5,664 11,410 21,219 9,932: 1,762 13,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 8.1 23.1 43.5 39.1 82.5 70.3: 17.5 29.7
Old : 100.0: 18.1 11.8 21.2 44.3 40.9 83.5 73.9: 16.5 26.1
Other: 100.0: 22.2 4.5 16.1 38.4 28.5 76.7 49.1: 23.3 50.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 110 125 134 93 112 291 290:
Old : 363: 101 133 115 87 107 268 279:
Other: 168: 58 35 39 34 63 108 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 16.3 33.7 22.7 15.4 7.2 22.2 10.9
Old : 25.0 18.1 35.5 25.4 15.1 8.6 23.1 12.7
Other: 27.6 12.7 40.9 18.9 25.3 9.8 34.9 13.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 383,336: 53,329 38,210 89,919 170,915 147,586 314,163 275,715: 69,173 107,620
Old : 333,590: 52,059 46,484 72,381 152,608 132,374 277,048 251,238: 56,542 82,352
Other: 49,746: 11,867 2,324 6,941 18,307 15,213 37,115 24,478: 12,631 25,268
: : :
: : Changes in Commitments from: February 22, 2005 :
: 29,199: 13,555 -11,117 14,436 240 11,924 28,231 15,243: 967 13,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 10.0 23.5 44.6 38.5 82.0 71.9: 18.0 28.1
Old : 100.0: 15.6 13.9 21.7 45.7 39.7 83.1 75.3: 16.9 24.7
Other: 100.0: 23.9 4.7 14.0 36.8 30.6 74.6 49.2: 25.4 50.8
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 101 121 128 86 103 274 275:
Old : 344: 95 127 115 84 100 262 265:
Other: 152: 42 37 36 29 57 89 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 17.3 34.1 23.8 14.9 7.9 22.1 11.3
Old : 24.1 18.3 35.7 25.3 15.0 9.0 23.2 13.0
Other: 27.8 15.9 41.5 22.3 25.1 12.4 36.3 16.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,527: 10,970 3,743 158 350 587 11,478 4,488: 3,049 10,039
Old : 9,145: 6,334 3,477 109 350 586 6,793 4,172: 2,352 4,973
Other: 5,382: 4,671 301 14 0 1 4,685 316: 697 5,066
: : :
: : Changes in Commitments from: March 1, 2005 :
: 782: 654 -311 81 0 32 735 -198: 47 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 25.8 1.1 2.4 4.0 79.0 30.9: 21.0 69.1
Old : 100.0: 69.3 38.0 1.2 3.8 6.4 74.3 45.6: 25.7 54.4
Other: 100.0: 86.8 5.6 0.3 0.0 0.0 87.0 5.9: 13.0 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 7 6 1 2 15 12:
Old : 20: 11 7 3 1 2 13 11:
Other: 10: 7 2 2 0 1 7 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 20.3 70.9 29.3 58.4 20.3 70.8 28.3
Old : 48.7 29.0 65.2 43.2 48.6 29.0 64.6 42.0
Other: 83.8 5.9 87.0 5.9 83.5 5.6 86.8 5.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,745: 10,316 4,054 77 350 555 10,743 4,686: 3,002 9,059
Old : 9,873: 7,145 3,838 51 350 555 7,546 4,444: 2,327 5,429
Other: 3,872: 3,181 226 16 0 0 3,197 242: 675 3,630
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,348: 5,646 925 -1,173 150 86 4,623 -162: -275 4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 29.5 0.6 2.5 4.0 78.2 34.1: 21.8 65.9
Old : 100.0: 72.4 38.9 0.5 3.5 5.6 76.4 45.0: 23.6 55.0
Other: 100.0: 82.2 5.8 0.4 0.0 0.0 82.6 6.3: 17.4 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 8 6 1 2 17 14:
Old : 24: 14 8 5 1 2 16 14:
Other: 6: 5 1 2 0 0 5 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 21.2 64.0 30.6 51.6 21.2 63.6 30.4
Old : 43.3 27.3 60.0 40.3 43.0 27.3 59.6 40.2
Other: 82.3 6.3 82.6 6.3 81.9 5.8 82.2 5.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 179,718: 34,913 14,212 35,096 80,171 116,444 150,180 165,753: 29,538 13,965
Old : 155,420: 32,895 16,933 25,857 71,881 99,834 130,633 142,624: 24,787 12,796
Other: 24,298: 7,251 2,512 4,007 8,289 16,610 19,547 23,129: 4,751 1,170
: : :
: : Changes in Commitments from: March 1, 2005 :
: 10,978: 6,899 -2,294 573 180 13,716 7,652 11,994: 3,326 -1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.9 19.5 44.6 64.8 83.6 92.2: 16.4 7.8
Old : 100.0: 21.2 10.9 16.6 46.2 64.2 84.1 91.8: 15.9 8.2
Other: 100.0: 29.8 10.3 16.5 34.1 68.4 80.4 95.2: 19.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 33 44 43 46 121 105:
Old : 150: 47 40 41 43 46 117 105:
Other: 51: 18 9 17 17 15 42 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 38.5 26.0 49.2 14.9 30.7 23.8 40.3
Old : 17.6 35.7 28.6 47.3 16.8 32.0 25.5 41.4
Other: 35.3 57.8 51.6 73.6 31.3 46.7 41.0 55.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 168,740: 28,015 16,507 34,523 79,990 102,729 142,528 153,759: 26,212 14,982
Old : 146,835: 28,656 19,757 24,917 70,974 88,208 124,547 132,882: 22,289 13,953
Other: 21,905: 5,240 2,630 3,726 9,016 14,521 17,981 20,877: 3,924 1,028
: : :
: : Changes in Commitments from: February 22, 2005 :
: -10,333: 8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951: -3,691 -8,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 20.5 47.4 60.9 84.5 91.1: 15.5 8.9
Old : 100.0: 19.5 13.5 17.0 48.3 60.1 84.8 90.5: 15.2 9.5
Other: 100.0: 23.9 12.0 17.0 41.2 66.3 82.1 95.3: 17.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 45 31 40 44 46 116 100:
Old : 144: 45 37 39 44 46 115 100:
Other: 50: 16 10 15 17 15 38 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 35.1 26.8 45.8 15.3 26.8 24.4 35.1
Old : 17.9 32.5 29.9 43.8 17.5 28.2 26.3 36.1
Other: 35.2 54.4 51.2 69.2 29.5 41.7 38.2 51.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Old : 991,125: 120,625 132,657 167,158 547,975 487,074 835,758 786,889: 155,367 204,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -6,999: 7,432 -2,221 8,105 -179 -9,562 15,358 -3,679: -22,357 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
Old : 100.0: 12.2 13.4 16.9 55.3 49.1 84.3 79.4: 15.7 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 41 37 53 80 84 147 149:
Old : 181: 41 37 53 80 84 147 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
Old : 21.7 13.3 29.4 24.0 15.1 11.4 20.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Old : 998,124: 113,193 134,878 159,053 548,154 496,637 820,400 790,567: 177,724 207,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 53,502: -21,793 6,658 30,702 38,318 14,633 47,227 51,993: 6,275 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
Old : 100.0: 11.3 13.5 15.9 54.9 49.8 82.2 79.2: 17.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 39 37 52 79 87 142 153:
Old : 177: 39 37 52 79 87 142 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
Old : 21.9 13.7 29.6 24.0 15.4 11.1 21.4 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 171,304: 34,656 13,721 33,112 70,632 101,656 138,400 148,489: 32,904 22,815
Old : 143,512: 36,873 12,510 23,684 54,582 87,333 115,139 123,527: 28,372 19,985
Other: 27,792: 1,685 5,113 5,527 16,050 14,323 23,261 24,962: 4,531 2,830
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,473: 8,105 -1,691 -2,312 -3,915 7,437 1,878 3,434: -405 -1,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.0 19.3 41.2 59.3 80.8 86.7: 19.2 13.3
Old : 100.0: 25.7 8.7 16.5 38.0 60.9 80.2 86.1: 19.8 13.9
Other: 100.0: 6.1 18.4 19.9 57.7 51.5 83.7 89.8: 16.3 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 44 35 46 52 63 131 128:
Old : 171: 55 33 44 49 62 127 125:
Other: 72: 14 18 21 28 22 54 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 27.0 23.1 37.2 10.3 19.2 16.6 27.4
Old : 12.3 28.4 20.5 38.9 11.3 24.4 19.2 34.6
Other: 42.7 44.5 53.3 58.4 35.1 35.6 43.2 46.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 169,831: 26,551 15,412 35,424 74,547 94,219 136,522 145,055: 33,309 24,776
Old : 143,942: 30,235 15,569 23,747 60,958 82,618 114,941 121,934: 29,001 22,008
Other: 25,889: 1,896 5,423 6,097 13,588 11,601 21,582 23,122: 4,308 2,768
: : :
: : Changes in Commitments from: February 22, 2005 :
: -8,533: 782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545: -744 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.1 20.9 43.9 55.5 80.4 85.4: 19.6 14.6
Old : 100.0: 21.0 10.8 16.5 42.3 57.4 79.9 84.7: 20.1 15.3
Other: 100.0: 7.3 20.9 23.6 52.5 44.8 83.4 89.3: 16.6 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 37 39 44 52 59 124 125:
Old : 164: 45 40 43 51 59 123 124:
Other: 68: 14 15 18 25 22 48 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 24.0 25.2 35.1 10.6 14.8 16.3 22.8
Old : 13.1 25.4 21.7 35.4 11.0 18.4 17.7 28.0
Other: 41.5 44.8 55.0 61.8 33.0 36.2 41.4 45.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,916: 2,908 2,180 477 978 1,747 4,363 4,405: 1,553 1,511
Old : 5,796: 2,901 2,175 423 978 1,714 4,301 4,311: 1,495 1,484
Other: 120: 9 7 53 0 34 62 94: 59 27
: : :
: : Changes in Commitments from: March 1, 2005 :
: 613: 745 23 62 -324 500 483 585: 130 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 36.9 8.1 16.5 29.5 73.7 74.5: 26.3 25.5
Old : 100.0: 50.1 37.5 7.3 16.9 29.6 74.2 74.4: 25.8 25.6
Other: 100.0: 7.5 6.0 43.8 0.0 27.9 51.3 77.7: 48.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 11 7 10 10 26 27:
Old : 38: 16 10 7 10 10 26 27:
Other: 6: 2 2 4 0 2 4 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.1 48.3 48.8 34.8 27.6 45.1 40.5
Old : 35.6 30.7 49.3 49.6 35.5 28.1 46.0 41.2
Other: 51.3 69.2 51.3 77.7 7.5 34.0 7.5 34.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 5,303: 2,163 2,157 415 1,301 1,248 3,879 3,820: 1,424 1,483
Old : 5,230: 2,180 2,153 370 1,301 1,240 3,851 3,763: 1,379 1,467
Other: 73: 0 21 28 0 8 28 57: 45 16
: : :
: : Changes in Commitments from: February 22, 2005 :
: -681: 303 -167 -47 -583 -263 -327 -478: -354 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 40.7 7.8 24.5 23.5 73.2 72.0: 26.8 28.0
Old : 100.0: 41.7 41.2 7.1 24.9 23.7 73.6 71.9: 26.4 28.1
Other: 100.0: 0.0 29.0 38.9 0.0 10.6 38.9 78.5: 61.1 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 12 4 10 9 24 23:
Old : 37: 13 11 4 10 9 24 23:
Other: 4: 0 3 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 31.5 47.7 49.6 30.4 29.4 40.5 41.8
Old : 34.8 31.9 48.3 50.0 30.8 29.8 41.1 42.2
Other: 38.9 78.5 38.9 78.5 0.0 39.6 0.0 39.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Old : 328,570: 112,120 69,306 2,896 156,723 149,531 271,739 221,733: 56,831 106,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -36,026: -6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172: -3,726 -23,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Old : 100.0: 34.1 21.1 0.9 47.7 45.5 82.7 67.5: 17.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 16 26 3 37 46 53 75:
Old : 101: 16 26 3 37 46 53 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
Old : 30.9 18.4 42.9 26.4 30.1 16.7 39.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Old : 364,596: 118,996 69,452 6,251 178,792 158,202 304,039 233,905: 60,557 130,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,382: 17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268: -2,572 12,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Old : 100.0: 32.6 19.0 1.7 49.0 43.4 83.4 64.2: 16.6 35.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 15 26 5 39 47 55 77:
Old : 101: 15 26 5 39 47 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Old : 32.6 17.4 45.4 24.8 32.3 16.7 42.1 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Old : 2,604,599: 375,345 481,463 397,967 1,622,255 1,151,170 2,395,567 2,030,601: 209,032 573,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 70,648: -12,216 77,215 66,805 110,383 -33,695 164,972 110,326: -94,325 -39,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
Old : 100.0: 14.4 18.5 15.3 62.3 44.2 92.0 78.0: 8.0 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 41 87 78 116 140 209 254:
Old : 285: 41 87 78 116 140 209 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
Old : 30.0 11.3 47.0 18.4 26.0 10.8 38.1 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Old : 2,533,951: 387,560 404,248 331,162 1,511,872 1,184,865 2,230,595 1,920,275: 303,357 613,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 54,827: -61,008 50,174 -41,036 194,979 35,421 92,934 44,559: -38,107 10,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 24.2
Old : 100.0: 15.3 16.0 13.1 59.7 46.8 88.0 75.8: 12.0 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 45 68 69 111 139 195 237:
Old : 266: 45 68 69 111 139 195 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
Old : 29.3 11.0 44.8 18.2 25.4 10.2 35.4 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Old : 1,668,740: 236,016 319,560 268,026 1,010,487 693,158 1,514,529 1,280,744: 154,211 387,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 83,754: 15,816 66,966 50,991 15,124 -31,144 81,930 86,812: 1,824 -3,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
Old : 100.0: 14.1 19.1 16.1 60.6 41.5 90.8 76.7: 9.2 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 39 55 55 73 91 138 175:
Old : 195: 39 55 55 73 91 138 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 14.7
Old : 26.3 12.1 39.7 21.0 21.6 9.7 32.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Old : 1,584,986: 220,201 252,595 217,035 995,363 724,302 1,432,598 1,193,932: 152,387 391,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 94,678: 5,880 70,715 48,646 44,446 -53,857 98,972 65,504: -4,295 29,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
Old : 100.0: 13.9 15.9 13.7 62.8 45.7 90.4 75.3: 9.6 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 37 50 51 67 91 130 166:
Old : 190: 37 50 51 67 91 130 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
Old : 23.0 10.9 35.3 19.4 20.7 9.5 31.8 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Old : 571,697: 193,929 46,243 158,472 181,910 330,984 534,311 535,698: 37,386 35,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -39,778: -5,890 6,194 4,424 -11,601 -18,939 -13,067 -8,321: -26,711 -31,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
Old : 100.0: 33.9 8.1 27.7 31.8 57.9 93.5 93.7: 6.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 31 20 33 51 53 96 92:
Old : 109: 31 20 33 51 53 96 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
Old : 41.8 39.9 59.2 52.2 31.4 33.0 38.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Old : 611,475: 199,819 40,049 154,048 193,511 349,923 547,378 544,020: 64,096 67,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 31,647: 55,633 515 20,693 -13,921 -19,211 62,406 1,997: -30,759 29,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 11.0
Old : 100.0: 32.7 6.5 25.2 31.6 57.2 89.5 89.0: 10.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 35 14 28 50 50 95 82:
Old : 104: 35 14 28 50 50 95 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
Old : 36.4 40.7 53.8 53.9 27.1 34.3 34.6 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Old : 57,921: 16,940 2,654 1,678 24,094 43,014 42,712 47,345: 15,209 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,013: 341 -223 870 1,209 1,839 2,420 2,486: 593 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 18.3
Old : 100.0: 29.2 4.6 2.9 41.6 74.3 73.7 81.7: 26.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 9 9 22 18 51 31:
Old : 64: 24 9 9 22 18 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
Old : 25.1 57.4 37.4 66.8 24.8 56.3 35.2 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Old : 54,909: 16,600 2,877 808 22,885 41,175 40,292 44,860: 14,616 10,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,117: 2,534 -282 131 1,247 2,465 3,912 2,314: 205 1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
Old : 100.0: 30.2 5.2 1.5 41.7 75.0 73.4 81.7: 26.6 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 27 9 6 22 15 52 27:
Old : 67: 27 9 6 22 15 52 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
Old : 26.0 60.3 36.9 69.7 26.0 59.1 36.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Old : 85,315: 10,158 25,796 7,801 57,555 26,175 75,515 59,771: 9,801 25,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,620: -794 1,189 2,379 4,361 519 5,945 4,087: 675 2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
Old : 100.0: 11.9 30.2 9.1 67.5 30.7 88.5 70.1: 11.5 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 29 20 21 14 54 53:
Old : 79: 23 29 20 21 14 54 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
Old : 42.9 41.8 63.1 51.4 38.0 35.1 53.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Old : 78,695: 10,953 24,606 5,422 53,195 25,656 69,569 55,684: 9,126 23,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,681: 2,376 -711 1,994 -1,899 656 2,471 1,938: -789 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
Old : 100.0: 13.9 31.3 6.9 67.6 32.6 88.4 70.8: 11.6 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 25 18 20 14 50 50:
Old : 74: 23 25 18 20 14 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
Old : 41.7 42.3 60.9 51.5 37.2 39.0 54.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Old : 38,699: 6,324 6,979 1,111 30,382 28,799 37,817 36,889: 882 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -1,730: 360 723 -328 -1,560 -1,802 -1,528 -1,407: -202 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Old : 100.0: 16.3 18.0 2.9 78.5 74.4 97.7 95.3: 2.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 25 4 18 21 25 47:
Old : 62: 4 25 4 18 21 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Old : 54.6 45.7 76.3 62.9 52.1 45.2 73.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Old : 40,429: 5,964 6,256 1,439 31,942 30,601 39,345 38,296: 1,084 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 3,220: -569 -19 -78 3,413 3,432 2,766 3,335: 454 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Old : 100.0: 14.8 15.5 3.6 79.0 75.7 97.3 94.7: 2.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 24 4 19 22 25 47:
Old : 60: 3 24 4 19 22 25 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Old : 56.5 45.2 76.6 64.5 51.2 44.7 71.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Old : 17,180: 5,726 2,996 0 11,360 13,996 17,086 16,992: 94 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 2,567: 70 624 0 2,896 2,328 2,966 2,952: -399 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Old : 100.0: 33.3 17.4 0.0 66.1 81.5 99.5 98.9: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 10 0 6 11 8 21:
Old : 27: 2 10 0 6 11 8 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Old : 94.4 74.6 99.5 84.7 78.4 61.5 82.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Old : 14,613: 5,656 2,372 0 8,464 11,668 14,120 14,040: 493 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -74: 0 -373 0 -4 284 -4 -89: -70 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Old : 100.0: 38.7 16.2 0.0 57.9 79.8 96.6 96.1: 3.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 8 0 6 12 7 20:
Old : 26: 1 8 0 6 12 7 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Old : 84.8 68.9 96.6 79.6 83.8 68.8 93.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Old : 29,150: 1,665 2,181 5,076 16,211 15,217 22,952 22,474: 6,197 6,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -5,329: -952 -350 -1,248 -3,464 -3,214 -5,664 -4,812: 335 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
Old : 100.0: 5.7 7.5 17.4 55.6 52.2 78.7 77.1: 21.3 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 7 17 22 21 41 38:
Old : 48: 12 7 17 22 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Old : 45.6 31.0 58.5 49.4 41.5 29.8 47.6 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Old : 34,479: 2,617 2,532 6,324 19,675 18,431 28,616 27,287: 5,862 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 815 -70 851 367 1,025 2,034 1,806: -351 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
Old : 100.0: 7.6 7.3 18.3 57.1 53.5 83.0 79.1: 17.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 15 7 18 25 23 46 42:
Old : 54: 15 7 18 25 23 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
Old : 43.3 30.2 55.9 48.8 39.3 28.9 45.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 109,237: 26,522 5,998 19,940 42,896 47,283 89,358 73,221: 19,879 36,017
Old : 106,369: 26,577 5,989 19,648 41,370 46,228 87,595 71,865: 18,774 34,505
Other: 2,868: 237 301 0 1,526 1,055 1,763 1,356: 1,105 1,512
: : :
: : Changes in Commitments from: March 1, 2005 :
: 339: 3,674 -46 -3,784 924 3,011 813 -819: -474 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.5 18.3 39.3 43.3 81.8 67.0: 18.2 33.0
Old : 100.0: 25.0 5.6 18.5 38.9 43.5 82.4 67.6: 17.6 32.4
Other: 100.0: 8.3 10.5 0.0 53.2 36.8 61.5 47.3: 38.5 52.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 59 26 44 31 39 125 87:
Old : 147: 58 27 44 30 39 124 87:
Other: 23: 7 2 0 4 12 11 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 20.9 33.7 31.5 24.3 19.4 33.4 29.0
Old : 25.0 21.0 34.6 32.0 25.0 20.5 34.1 30.3
Other: 55.2 29.3 60.2 41.9 52.9 29.3 57.5 41.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 108,898: 22,848 6,044 23,725 41,972 44,272 88,545 74,040: 20,353 34,858
Old : 106,571: 22,849 6,009 23,534 40,820 43,476 87,203 73,018: 19,368 33,553
Other: 2,327: 190 226 0 1,152 796 1,342 1,022: 985 1,305
: : :
: : Changes in Commitments from: February 22, 2005 :
: 10,778: 5,093 84 2,554 1,966 6,421 9,613 9,060: 1,165 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.5 21.8 38.5 40.7 81.3 68.0: 18.7 32.0
Old : 100.0: 21.4 5.6 22.1 38.3 40.8 81.8 68.5: 18.2 31.5
Other: 100.0: 8.2 9.7 0.0 49.5 34.2 57.7 43.9: 42.3 56.1
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 30 50 31 39 128 96:
Old : 154: 57 30 50 30 39 127 96:
Other: 21: 6 2 0 4 11 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 19.0 34.4 30.4 24.2 17.7 33.2 27.4
Old : 24.8 19.1 35.0 30.8 24.8 18.5 33.8 28.4
Other: 50.8 30.0 57.0 40.7 49.5 30.0 55.3 40.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Old : 2,989: 320 1,441 155 1,697 373 2,171 1,969: 817 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -65: 61 -35 51 43 -26 155 -10: -221 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
Old : 100.0: 10.7 48.2 5.2 56.8 12.5 72.7 65.9: 27.3 34.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 17 5 8 1 18 20:
Old : 33: 7 17 5 8 1 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
Old : 50.1 32.9 61.6 47.5 50.0 32.9 59.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Old : 3,054: 258 1,476 104 1,654 399 2,016 1,979: 1,038 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -523: -15 204 -527 -71 -66 -614 -390: 90 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
Old : 100.0: 8.5 48.3 3.4 54.2 13.1 66.0 64.8: 34.0 35.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 18 5 7 2 17 21:
Old : 32: 6 18 5 7 2 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
Old : 49.9 31.2 59.6 45.0 49.9 30.6 59.6 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Old : 151,858: 45,377 8,164 21,357 68,740 78,595 135,474 108,115: 16,385 43,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 8,915: 6,257 -3,735 932 -577 5,046 6,612 2,243: 2,304 6,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
Old : 100.0: 29.9 5.4 14.1 45.3 51.8 89.2 71.2: 10.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 67 28 45 72 104 157 164:
Old : 214: 67 28 45 72 104 157 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 13.1 37.6 22.5 21.4 13.0 35.7 21.2
Old : 22.1 13.1 37.6 22.5 21.4 13.0 35.7 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Old : 142,943: 39,120 11,899 20,424 69,318 73,549 128,862 105,872: 14,081 37,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -2,452: 117 861 -1,253 243 607 -892 216: -1,559 -2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
Old : 100.0: 27.4 8.3 14.3 48.5 51.5 90.1 74.1: 9.9 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 55 36 46 61 91 136 157:
Old : 197: 55 36 46 61 91 136 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
Old : 24.4 12.5 41.3 21.7 23.2 12.3 38.8 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Old : 5,597: 2,075 274 413 894 3,316 3,382 4,003: 2,215 1,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -76: -94 90 -51 26 -180 -119 -141: 43 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 28.5
Old : 100.0: 37.1 4.9 7.4 16.0 59.2 60.4 71.5: 39.6 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 23 8 8 13 19 39 33:
Old : 53: 23 8 8 13 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
Old : 21.4 43.3 31.5 53.4 20.2 43.0 28.9 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Old : 5,673: 2,169 184 464 868 3,496 3,501 4,144: 2,172 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -160: 107 -13 -48 192 114 252 54: -411 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
Old : 100.0: 38.2 3.2 8.2 15.3 61.6 61.7 73.0: 38.3 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 5 9 13 17 42 29:
Old : 53: 27 5 9 13 17 42 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
Old : 19.8 45.7 29.4 55.8 19.2 45.7 27.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Old : 29,236: 8,719 1,178 6,533 9,290 7,257 24,541 14,968: 4,695 14,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,795: 1,506 -805 175 -130 1,439 1,551 809: 243 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Old : 100.0: 29.8 4.0 22.3 31.8 24.8 83.9 51.2: 16.1 48.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 43 16 28 42 48 98 83:
Old : 128: 43 16 28 42 48 98 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
Old : 23.2 13.8 36.3 20.8 16.0 6.1 26.5 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Old : 27,442: 7,212 1,983 6,358 9,419 5,819 22,990 14,159: 4,452 13,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -210: 384 39 -291 -352 362 -259 110: 49 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
Old : 100.0: 26.3 7.2 23.2 34.3 21.2 83.8 51.6: 16.2 48.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 36 16 28 42 45 90 82:
Old : 119: 36 16 28 42 45 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 13.5 39.9 19.9 17.7 6.3 29.1 10.5
Old : 25.7 13.5 39.9 19.9 17.7 6.3 29.1 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Old : 110,529: 17,809 14,325 990 61,449 77,494 80,248 92,810: 30,282 17,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,334: 5,693 -5,311 -1,428 1,254 14,033 5,518 7,293: -184 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
Old : 100.0: 16.1 13.0 0.9 55.6 70.1 72.6 84.0: 27.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 12 4 26 27 46 40:
Old : 65: 17 12 4 26 27 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Old : 33.4 46.3 44.2 58.6 27.9 46.2 38.1 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Old : 105,196: 12,116 19,636 2,419 60,194 63,462 74,730 85,517: 30,466 19,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,923: 997 5,166 -444 6,137 1,031 6,690 5,753: 1,233 2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
Old : 100.0: 11.5 18.7 2.3 57.2 60.3 71.0 81.3: 29.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 15 6 25 22 43 40:
Old : 63: 15 15 6 25 22 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
Old : 34.5 42.5 45.8 54.6 31.6 42.4 42.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Old : 68,252: 7,474 10,501 1,346 39,620 43,558 48,440 55,405: 19,812 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,024: 176 1,285 942 2,819 3,780 3,937 6,007: 1,087 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
Old : 100.0: 11.0 15.4 2.0 58.0 63.8 71.0 81.2: 29.0 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 2 17 16 26 24:
Old : 38: 8 6 2 17 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
Old : 36.5 52.0 51.3 64.8 34.1 51.8 46.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Old : 63,228: 7,298 9,216 404 36,802 39,778 44,503 49,398: 18,725 13,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 7,795: 2,459 976 -419 6,329 9,713 8,368 10,270: -574 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 21.9
Old : 100.0: 11.5 14.6 0.6 58.2 62.9 70.4 78.1: 29.6 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 5 2 13 11 20 18:
Old : 32: 7 5 2 13 11 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
Old : 41.3 57.5 55.1 69.4 40.9 57.2 54.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Old : 125,660: 73,217 8,443 1,785 36,018 107,187 111,020 117,415: 14,640 8,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 23,003: 2,218 -442 1,529 15,480 17,882 19,227 18,968: 3,776 4,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
Old : 100.0: 58.3 6.7 1.4 28.7 85.3 88.3 93.4: 11.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 62 11 5 21 27 87 40:
Old : 109: 62 11 5 21 27 87 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Old : 29.1 49.7 45.3 67.9 21.8 45.8 36.2 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Old : 102,657: 70,999 8,886 256 20,538 89,305 91,793 98,447: 10,864 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,688: -257 389 -215 6,412 6,201 5,940 6,375: -1,252 -1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
Old : 100.0: 69.2 8.7 0.2 20.0 87.0 89.4 95.9: 10.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 55 11 3 17 23 74 36:
Old : 99: 55 11 3 17 23 74 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
Old : 28.7 52.5 46.6 71.9 28.7 52.5 46.3 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Old : 101,072: 46,452 5,279 1,951 21,361 80,646 69,764 87,876: 31,308 13,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,186: 8,471 728 1,348 5,183 17,666 15,002 19,743: 3,184 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
Old : 100.0: 46.0 5.2 1.9 21.1 79.8 69.0 86.9: 31.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 28 8 6 13 19 43 31:
Old : 59: 28 8 6 13 19 43 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
Old : 16.0 57.4 29.4 70.8 14.7 57.4 27.5 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Old : 82,886: 37,981 4,551 602 16,178 62,980 54,762 68,133: 28,124 14,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 827: 8,612 235 263 -10,401 -170 -1,526 328: 2,352 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
Old : 100.0: 45.8 5.5 0.7 19.5 76.0 66.1 82.2: 33.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 24 9 3 9 15 36 24:
Old : 51: 24 9 3 9 15 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
Old : 19.8 57.4 32.9 70.3 17.6 57.4 30.4 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Old : 194,559: 13,986 23,045 5,110 139,876 142,037 158,972 170,191: 35,587 24,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,772: 659 3,018 2,234 9,927 7,220 12,819 12,471: 953 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
Old : 100.0: 7.2 11.8 2.6 71.9 73.0 81.7 87.5: 18.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 18 16 9 27 26 48 48:
Old : 68: 18 16 9 27 26 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Old : 47.0 43.6 60.7 58.7 32.8 33.5 39.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Old : 180,787: 13,327 20,027 2,876 129,949 134,817 146,153 157,720: 34,635 23,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -778: -300 -19,227 -1,012 975 22,706 -337 2,467: -442 -3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
Old : 100.0: 7.4 11.1 1.6 71.9 74.6 80.8 87.2: 19.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 14 20 7 24 26 42 49:
Old : 68: 14 20 7 24 26 42 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
Old : 54.2 49.7 64.5 62.7 36.7 35.9 43.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Old : 190,458: 35,645 14,279 9,922 77,590 113,023 123,158 137,225: 67,300 53,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -21,073: -7,055 3,610 -11,252 646 -8,076 -17,661 -15,718: -3,412 -5,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Old : 100.0: 18.7 7.5 5.2 40.7 59.3 64.7 72.0: 35.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 31 25 21 33 34 74 70:
Old : 97: 31 25 21 33 34 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Old : 20.2 31.2 30.8 43.3 15.2 29.8 24.6 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Old : 211,531: 42,700 10,669 21,175 76,944 121,099 140,818 152,943: 70,713 58,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,436: 16,565 -13,856 52 -12,145 28,597 4,472 14,794: -2,036 -12,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
Old : 100.0: 20.2 5.0 10.0 36.4 57.2 66.6 72.3: 33.4 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 35 23 25 35 32 79 71:
Old : 100: 35 23 25 35 32 79 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 27.5 27.6 39.9 15.5 25.7 22.6 35.5
Old : 18.2 27.5 27.6 39.9 15.5 25.7 22.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Old : 11,871: 5,933 0 0 3,852 10,846 9,785 10,846: 2,086 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Old : 100.0: 50.0 0.0 0.0 32.4 91.4 82.4 91.4: 17.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 0 0 7 11 15 11:
Old : 22: 8 0 0 7 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Old : 63.2 75.5 74.7 89.1 62.9 71.6 72.2 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Old : 60,857: 14,573 1,906 62 40,533 50,920 55,168 52,888: 5,689 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 27,082: 4,207 266 -188 22,103 24,766 26,122 24,844: 960 2,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Old : 100.0: 23.9 3.1 0.1 66.6 83.7 90.7 86.9: 9.3 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 11 16 16 18:
Old : 24: 3 2 2 11 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Old : 67.1 56.4 83.9 69.7 59.7 45.1 69.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Old : 33,775: 10,366 1,640 250 18,430 26,154 29,046 28,044: 4,729 5,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,830: 0 0 0 1,042 -38 1,042 -38: 788 1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Old : 100.0: 30.7 4.9 0.7 54.6 77.4 86.0 83.0: 14.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 7 17 9 19:
Old : 21: 2 1 1 7 17 9 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Old : 68.4 41.3 85.9 58.9 59.5 31.4 68.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Old :13,559,938: 698,975 1,182,284 4,117,520 7,736,064 6,587,980 12,552,560 11,887,784: 1,007,378 1,672,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 213,472: -4,671 33,527 136,794 114,074 56,327 246,197 226,648: -32,725 -13,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
Old : 100.0: 5.2 8.7 30.4 57.1 48.6 92.6 87.7: 7.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 57 77 104 131 145 247 271:
Old : 284: 57 77 104 131 145 247 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
Old : 19.6 14.3 33.1 23.6 15.9 7.7 23.0 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Old :13,346,466: 703,646 1,148,757 3,980,726 7,621,990 6,531,653 12,306,363 11,661,136: 1,040,103 1,685,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 913,886: 5,490 105,089 419,509 454,806 390,058 879,805 914,656: 34,081 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 12.6
Old : 100.0: 5.3 8.6 29.8 57.1 48.9 92.2 87.4: 7.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 51 72 95 131 145 237 261:
Old : 273: 51 72 95 131 145 237 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
Old : 19.3 13.6 32.7 23.0 15.6 7.3 22.8 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Old : 789,857: 69,197 85,219 43,204 518,307 540,846 630,708 669,270: 159,149 120,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 24,507: 2,326 2,439 9,165 15,120 18,076 26,612 29,680: -2,105 -5,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Old : 100.0: 8.8 10.8 5.5 65.6 68.5 79.9 84.7: 20.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 38 52 99 74 179 136:
Old : 207: 52 38 52 99 74 179 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
Old : 17.7 30.2 26.1 42.1 17.1 28.2 24.3 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Old : 765,350: 66,871 82,780 34,039 503,186 522,770 604,096 639,590: 161,254 125,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,198: 4,421 1,522 4,233 14,040 3,664 22,694 9,420: -496 12,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
Old : 100.0: 8.7 10.8 4.4 65.7 68.3 78.9 83.6: 21.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 52 33 48 99 68 175 125:
Old : 200: 52 33 48 99 68 175 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 30.1 26.5 42.6 17.6 29.3 25.5 41.6
Old : 18.3 30.1 26.5 42.6 17.6 29.3 25.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Old : 1,091,958: 228,533 267,079 33,517 498,541 695,563 760,591 996,159: 331,367 95,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 64,713: 20,066 3,301 10,996 49,849 56,436 80,910 70,733: -16,197 -6,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
Old : 100.0: 20.9 24.5 3.1 45.7 63.7 69.7 91.2: 30.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 40 64 29 57 56 116 130:
Old : 186: 40 64 29 57 56 116 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
Old : 17.3 28.7 27.0 42.0 15.4 23.4 24.0 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Old : 1,027,245: 208,468 263,778 22,522 448,692 639,127 679,682 925,427: 347,563 101,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 105,552: 415 21,990 7,262 58,034 84,517 65,711 113,768: 39,841 -8,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
Old : 100.0: 20.3 25.7 2.2 43.7 62.2 66.2 90.1: 33.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 39 60 27 57 58 117 125:
Old : 180: 39 60 27 57 58 117 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
Old : 17.6 28.3 27.4 40.7 16.1 25.3 25.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Old : 15,358: 1,795 478 617 7,128 12,397 9,540 13,492: 5,818 1,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,445: 228 -45 561 292 685 1,081 1,201: 364 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Old : 100.0: 11.7 3.1 4.0 46.4 80.7 62.1 87.8: 37.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 17 12 22 16:
Old : 32: 4 2 2 17 12 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Old : 22.9 44.9 37.2 70.9 21.5 40.1 34.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Old : 13,913: 1,567 523 56 6,836 11,712 8,459 12,291: 5,454 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 592: -43 283 56 838 187 851 526: -259 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Old : 100.0: 11.3 3.8 0.4 49.1 84.2 60.8 88.3: 39.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 17 11 20 14:
Old : 31: 3 2 1 17 11 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Old : 24.3 46.5 38.3 73.4 23.9 44.3 37.9 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Old : 33,166: 3,912 6,008 1,497 22,094 17,981 27,503 25,486: 5,663 7,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 721: -646 -163 1,224 534 -669 1,112 392: -391 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Old : 100.0: 11.8 18.1 4.5 66.6 54.2 82.9 76.8: 17.1 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 5 6 16 20 25 28:
Old : 39: 6 5 6 16 20 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Old : 40.4 34.9 59.7 51.8 39.4 28.6 55.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Old : 32,445: 4,558 6,171 273 21,560 18,650 26,391 25,094: 6,054 7,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,324: 2,071 299 4 -2,221 686 -146 989: 1,470 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Old : 100.0: 14.0 19.0 0.8 66.5 57.5 81.3 77.3: 18.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 5 2 18 19 23 25:
Old : 38: 4 5 2 18 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Old : 39.2 33.7 59.1 54.0 39.2 29.1 56.9 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Old : 85,956: 4,969 13,266 1,021 45,162 60,588 51,152 74,875: 34,804 11,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -4,172: 450 -6,746 836 4,517 2,885 5,803 -3,025: -9,975 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
Old : 100.0: 5.8 15.4 1.2 52.5 70.5 59.5 87.1: 40.5 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 14 24 7 38 34 59 60:
Old : 92: 14 24 7 38 34 59 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
Old : 23.7 43.0 35.0 56.8 23.3 38.6 30.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Old : 90,128: 4,519 20,012 185 40,645 57,703 45,349 77,900: 44,779 12,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 2,622: -125 670 -208 3,704 4,085 3,370 4,546: -749 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 13.6
Old : 100.0: 5.0 22.2 0.2 45.1 64.0 50.3 86.4: 49.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 14 23 3 39 33 56 56:
Old : 89: 14 23 3 39 33 56 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 43.3 28.4 58.7 19.0 41.8 26.5 54.4
Old : 19.4 43.3 28.4 58.7 19.0 41.8 26.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Old : 392,342: 82,046 101,231 2,651 279,258 156,341 363,956 260,223: 28,386 132,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -66,131: -32,893 1,878 -394 -26,871 -13,054 -60,158 -11,570: -5,973 -54,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Old : 100.0: 20.9 25.8 0.7 71.2 39.8 92.8 66.3: 7.2 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 51 56 12 43 33 98 97:
Old : 169: 51 56 12 43 33 98 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
Old : 50.7 27.0 64.8 37.3 45.3 23.8 57.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Old : 458,473: 114,939 99,353 3,045 306,129 169,395 424,114 271,793: 34,360 186,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -16,630: 84 -7,196 -813 -5,670 5,402 -6,399 -2,608: -10,231 -14,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
Old : 100.0: 25.1 21.7 0.7 66.8 36.9 92.5 59.3: 7.5 40.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 46 58 14 47 34 101 98:
Old : 168: 46 58 14 47 34 101 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
Old : 47.6 23.5 66.3 33.1 42.8 20.4 60.3 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Old : 136,644: 54,063 3,496 4,900 40,497 115,441 99,460 123,837: 37,184 12,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 29,968: -1,547 2,625 2,558 23,399 19,935 24,411 25,119: 5,558 4,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
Old : 100.0: 39.6 2.6 3.6 29.6 84.5 72.8 90.6: 27.2 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 21 4 4 16 26 39 32:
Old : 54: 21 4 4 16 26 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
Old : 31.6 45.9 44.9 62.3 24.4 36.5 34.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Old : 106,675: 55,610 871 2,341 17,098 95,505 75,049 98,718: 31,626 7,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,271: 5,989 -3,128 731 2,293 12,939 9,013 10,542: 258 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
Old : 100.0: 52.1 0.8 2.2 16.0 89.5 70.4 92.5: 29.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 3 3 12 25 34 30:
Old : 52: 21 3 3 12 25 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
Old : 34.8 49.1 46.4 69.6 34.3 49.1 46.0 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Old : 40,029: 1,652 15,694 224 31,597 19,293 33,473 35,211: 6,555 4,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 4,242: 149 1,144 -86 3,939 2,859 4,002 3,917: 240 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 12.0
Old : 100.0: 4.1 39.2 0.6 78.9 48.2 83.6 88.0: 16.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 11 2 28 23 34 35:
Old : 55: 5 11 2 28 23 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Old : 47.7 55.3 60.5 65.3 31.5 41.1 42.4 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Old : 35,787: 1,503 14,550 310 27,658 16,433 29,471 31,294: 6,316 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 4,121: 128 1,055 50 4,061 2,954 4,239 4,059: -117 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 12.6
Old : 100.0: 4.2 40.7 0.9 77.3 45.9 82.4 87.4: 17.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 12 3 28 21 35 34:
Old : 57: 5 12 3 28 21 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
Old : 45.6 53.9 58.5 62.8 32.0 41.1 43.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Old : 213,999: 66,357 37,077 4,755 131,684 160,398 202,796 202,230: 11,203 11,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,568: 5,019 1,742 3,223 -4,566 -447 3,676 4,518: -2,108 -2,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
Old : 100.0: 31.0 17.3 2.2 61.5 75.0 94.8 94.5: 5.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 16 33 10 29 43 51 80:
Old : 106: 16 33 10 29 43 51 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
Old : 64.9 37.4 76.6 53.3 60.6 37.3 72.1 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Old : 212,431: 61,338 35,335 1,532 136,250 160,845 199,120 197,712: 13,311 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 12,409: 11,531 3,133 102 79 8,033 11,712 11,268: 697 1,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
Old : 100.0: 28.9 16.6 0.7 64.1 75.7 93.7 93.1: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 18 30 7 30 42 53 74:
Old : 105: 18 30 7 30 42 53 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
Old : 62.5 37.7 74.0 53.8 58.7 37.5 69.9 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Old : 54,318: 12,407 8,247 7,259 16,293 25,709 35,959 41,215: 18,359 13,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,297: 1,459 -251 6,205 -401 1,801 7,263 7,755: 6,034 5,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Old : 100.0: 22.8 15.2 13.4 30.0 47.3 66.2 75.9: 33.8 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 20 12 18 26 52 49:
Old : 80: 24 20 12 18 26 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
Old : 19.0 24.6 31.4 39.4 16.5 23.5 24.1 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Old : 41,021: 10,948 8,498 1,054 16,694 23,908 28,696 33,460: 12,325 7,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,790: 634 1,124 26 2,268 513 2,928 1,663: -1,138 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
Old : 100.0: 26.7 20.7 2.6 40.7 58.3 70.0 81.6: 30.0 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 20 17 5 19 22 43 42:
Old : 75: 20 17 5 19 22 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
Old : 23.0 32.2 36.1 46.5 21.9 30.5 32.3 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Old : 37,666: 7,588 485 4,458 7,979 4,852 20,025 9,795: 17,641 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Old : 100.0: 20.1 1.3 11.8 21.2 12.9 53.2 26.0: 46.8 74.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 3 5 9 7 21 14:
Old : 23: 11 3 5 9 7 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Old : 30.5 17.0 43.4 22.3 26.0 4.0 29.7 4.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Old : 115,377: 200 9,599 2,219 56,520 72,005 58,939 83,823: 56,438 31,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -3,198: 100 -912 -399 -1,669 -3,317 -1,968 -4,628: -1,230 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Old : 100.0: 0.2 8.3 1.9 49.0 62.4 51.1 72.7: 48.9 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 16 3 22 29 26 47:
Old : 51: 2 16 3 22 29 26 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Old : 40.0 49.0 45.2 56.9 7.6 18.0 9.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Old : 118,575: 100 10,511 2,618 58,189 75,322 60,907 88,451: 57,668 30,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -942: -190 3,601 87 1,847 -2,193 1,744 1,495: -2,686 -2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Old : 100.0: 0.1 8.9 2.2 49.1 63.5 51.4 74.6: 48.6 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 18 5 22 28 28 47:
Old : 51: 1 18 5 22 28 28 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Old : 40.6 50.1 45.5 57.9 7.5 19.1 9.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 128,000: 51,638 4,354 23,205 16,626 87,570 91,469 115,129: 36,532 12,872
Old : 128,000: 51,638 4,354 23,205 16,626 87,570 91,469 115,129: 36,532 12,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,261: 2,422 287 1,832 -433 3,704 3,821 5,823: 2,440 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 3.4 18.1 13.0 68.4 71.5 89.9: 28.5 10.1
Old : 100.0: 40.3 3.4 18.1 13.0 68.4 71.5 89.9: 28.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 88 32 47 23 36 138 93:
Old : 167: 88 32 47 23 36 138 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 30.2 21.2 45.5 13.6 28.3 20.1 42.8
Old : 13.6 30.2 21.2 45.5 13.6 28.3 20.1 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,740: 49,215 4,067 21,373 17,060 83,866 87,648 109,305: 34,092 12,434
Old : 121,740: 49,215 4,067 21,373 17,060 83,866 87,648 109,305: 34,092 12,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -15,526: -399 -929 -7,149 -4,585 -2,715 -12,133 -10,794: -3,393 -4,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 3.3 17.6 14.0 68.9 72.0 89.8: 28.0 10.2
Old : 100.0: 40.4 3.3 17.6 14.0 68.9 72.0 89.8: 28.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 90 23 47 22 35 133 89:
Old : 157: 90 23 47 22 35 133 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 30.3 24.0 45.0 14.7 27.9 22.1 41.8
Old : 14.8 30.3 24.0 45.0 14.7 27.9 22.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 121,218: 52,410 15,179 17,921 33,924 77,082 104,256 110,182: 16,963 11,037
Old : 121,218: 52,410 15,179 17,921 33,924 77,082 104,256 110,182: 16,963 11,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,223: 3,124 36 1,513 -335 2,449 4,302 3,997: 921 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 12.5 14.8 28.0 63.6 86.0 90.9: 14.0 9.1
Old : 100.0: 43.2 12.5 14.8 28.0 63.6 86.0 90.9: 14.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 73 51 39 41 47 141 115:
Old : 181: 73 51 39 41 47 141 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.1 32.5 54.0 18.7 32.2 28.5 48.3
Old : 20.6 37.1 32.5 54.0 18.7 32.2 28.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 115,995: 49,286 15,143 16,409 34,259 74,632 99,954 106,184: 16,041 9,811
Old : 115,995: 49,286 15,143 16,409 34,259 74,632 99,954 106,184: 16,041 9,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 867: 4,813 1,773 -1,792 -2,169 689 851 670: 16 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.1 14.1 29.5 64.3 86.2 91.5: 13.8 8.5
Old : 100.0: 42.5 13.1 14.1 29.5 64.3 86.2 91.5: 13.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 66 48 34 39 44 129 103:
Old : 166: 66 48 34 39 44 129 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 38.1 32.3 54.7 18.5 32.6 29.4 48.7
Old : 20.9 38.1 32.3 54.7 18.5 32.6 29.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 402,030: 145,880 45,861 85,489 105,072 248,090 336,441 379,440: 65,588 22,590
Old : 402,030: 145,880 45,861 85,489 105,072 248,090 336,441 379,440: 65,588 22,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 16,876: 8,205 -5,868 4,244 222 18,963 12,672 17,339: 4,204 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 11.4 21.3 26.1 61.7 83.7 94.4: 16.3 5.6
Old : 100.0: 36.3 11.4 21.3 26.1 61.7 83.7 94.4: 16.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 148 34 65 41 49 212 131:
Old : 244: 148 34 65 41 49 212 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 28.8 33.9 45.5 17.1 23.3 21.3 35.2
Old : 24.3 28.8 33.9 45.5 17.1 23.3 21.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 385,154: 137,675 51,729 81,245 104,850 229,127 323,769 362,101: 61,385 23,054
Old : 385,154: 137,675 51,729 81,245 104,850 229,127 323,769 362,101: 61,385 23,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,809: 14,103 -1,471 -2,091 -2,217 13,330 9,795 9,768: 13 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 13.4 21.1 27.2 59.5 84.1 94.0: 15.9 6.0
Old : 100.0: 35.7 13.4 21.1 27.2 59.5 84.1 94.0: 15.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 132 40 61 40 50 196 135:
Old : 237: 132 40 61 40 50 196 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 28.0 33.9 44.9 17.3 23.4 21.7 35.8
Old : 24.1 28.0 33.9 44.9 17.3 23.4 21.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Old : 10,391: 6,805 1,118 369 509 7,788 7,683 9,275: 2,708 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,084: 613 243 22 109 804 744 1,069: 340 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Old : 100.0: 65.5 10.8 3.6 4.9 74.9 73.9 89.3: 26.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 21 4 3 3 4 27 9:
Old : 32: 21 4 3 3 4 27 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Old : 40.6 83.3 55.1 89.0 40.6 80.9 54.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Old : 9,307: 6,192 875 347 400 6,984 6,939 8,206: 2,368 1,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 920: 584 472 34 140 547 758 1,053: 162 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Old : 100.0: 66.5 9.4 3.7 4.3 75.0 74.6 88.2: 25.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 20 3 4 3 3 26 8:
Old : 29: 20 3 4 3 3 26 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Old : 44.5 84.0 57.0 88.2 44.5 82.5 56.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 73,616: 16,300 6,087 6,537 36,660 41,538 59,498 54,162: 14,118 19,454
Old : 39,838: 11,356 3,569 2,338 19,298 24,604 32,992 30,511: 6,846 9,327
Other: 33,778: 5,492 3,066 3,651 17,363 16,934 26,505 23,652: 7,273 10,127
: : :
: : Changes in Commitments from: March 1, 2005 :
: 504: 1,719 -968 651 -954 2,276 1,416 1,960: -912 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.3 8.9 49.8 56.4 80.8 73.6: 19.2 26.4
Old : 100.0: 28.5 9.0 5.9 48.4 61.8 82.8 76.6: 17.2 23.4
Other: 100.0: 16.3 9.1 10.8 51.4 50.1 78.5 70.0: 21.5 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 33 22 17 41 43 83 73:
Old : 90: 28 10 9 27 37 57 54:
Other: 78: 16 16 13 30 36 53 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.7 33.2 40.1 19.0 24.1 28.9 29.2
Old : 31.1 29.9 44.4 41.3 31.1 27.8 44.4 37.0
Other: 27.9 35.2 41.8 45.8 20.0 30.2 32.4 35.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 73,112: 14,581 7,054 5,886 37,615 39,262 58,082 52,203: 15,030 20,909
Old : 40,827: 11,048 3,674 1,756 19,645 23,678 32,450 29,108: 8,377 11,719
Other: 32,285: 3,891 3,739 3,771 17,969 15,584 25,632 23,095: 6,653 9,190
: : :
: : Changes in Commitments from: February 22, 2005 :
: -7,941: 5,275 -13,551 -1,626 -6,721 9,087 -3,072 -6,090: -4,868 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.6 8.1 51.4 53.7 79.4 71.4: 20.6 28.6
Old : 100.0: 27.1 9.0 4.3 48.1 58.0 79.5 71.3: 20.5 28.7
Other: 100.0: 12.1 11.6 11.7 55.7 48.3 79.4 71.5: 20.6 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 27 22 18 43 40 80 73:
Old : 91: 25 14 9 32 37 60 57:
Other: 74: 14 16 14 30 31 49 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 27.2 32.7 37.3 18.6 21.7 27.8 27.1
Old : 29.5 25.3 42.2 36.7 29.5 24.2 42.2 32.8
Other: 29.1 34.0 43.6 45.2 20.1 28.3 33.8 33.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,132: 1,111 2,902 1,052 21,248 18,635 23,411 22,590: 11,721 12,542
Old : 27,532: 1,877 2,838 170 16,136 13,933 18,183 16,942: 9,349 10,590
Other: 7,600: 49 879 67 5,112 4,702 5,228 5,648: 2,372 1,952
: : :
: : Changes in Commitments from: March 1, 2005 :
: -990: 48 -725 -371 -493 -374 -816 -1,470: -174 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 8.3 3.0 60.5 53.0 66.6 64.3: 33.4 35.7
Old : 100.0: 6.8 10.3 0.6 58.6 50.6 66.0 61.5: 34.0 38.5
Other: 100.0: 0.6 11.6 0.9 67.3 61.9 68.8 74.3: 31.2 25.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 7 3 21 20 28 28:
Old : 38: 6 6 2 17 20 24 27:
Other: 24: 1 2 2 13 15 15 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 33.0 50.1 44.9 21.2 17.6 31.7 24.7
Old : 40.4 32.1 51.5 44.8 22.3 21.1 31.9 29.1
Other: 44.8 44.2 62.5 65.1 39.1 41.4 53.2 57.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,122: 1,063 3,627 1,423 21,741 19,010 24,228 24,060: 11,895 12,062
Old : 28,782: 1,749 3,674 447 17,038 14,299 19,234 18,420: 9,548 10,363
Other: 7,340: 185 824 106 4,703 4,711 4,994 5,641: 2,346 1,700
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,922: 174 -4,419 -982 -2,234 1,140 -3,042 -4,261: -881 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.0 3.9 60.2 52.6 67.1 66.6: 32.9 33.4
Old : 100.0: 6.1 12.8 1.6 59.2 49.7 66.8 64.0: 33.2 36.0
Other: 100.0: 2.5 11.2 1.4 64.1 64.2 68.0 76.8: 32.0 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 10 6 19 21 29 33:
Old : 43: 6 10 5 18 21 28 32:
Other: 26: 4 2 4 10 16 15 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 31.1 50.9 43.8 21.4 16.8 33.3 24.6
Old : 40.4 31.3 52.9 43.5 24.3 20.5 33.6 28.1
Other: 44.3 44.8 61.4 66.3 39.7 41.9 52.4 59.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 164,441: 45,647 7,234 38,524 57,796 108,131 141,967 153,889: 22,473 10,552
Old : 140,857: 44,937 7,846 31,457 45,010 93,233 121,405 132,537: 19,452 8,320
Other: 23,584: 1,797 474 5,980 12,786 14,898 20,563 21,352: 3,021 2,232
: : :
: : Changes in Commitments from: March 1, 2005 :
: 11,140: 4,602 -504 4,282 740 8,092 9,624 11,870: 1,517 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.4 23.4 35.1 65.8 86.3 93.6: 13.7 6.4
Old : 100.0: 31.9 5.6 22.3 32.0 66.2 86.2 94.1: 13.8 5.9
Other: 100.0: 7.6 2.0 25.4 54.2 63.2 87.2 90.5: 12.8 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 100 42 63 66 64 200 143:
Old : 223: 102 44 57 57 62 187 138:
Other: 100: 26 18 35 43 39 84 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 37.7 22.6 48.8 14.0 33.6 21.8 42.6
Old : 16.4 41.3 25.8 51.2 16.4 39.6 25.4 47.8
Other: 23.4 25.4 34.7 40.4 15.6 19.1 22.1 29.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 153,301: 41,046 7,738 34,242 57,057 100,039 132,344 142,018: 20,957 11,282
Old : 131,595: 40,525 8,132 28,119 44,930 86,139 113,574 122,391: 18,021 9,204
Other: 21,706: 1,379 464 5,264 12,127 13,900 18,770 19,628: 2,936 2,078
: : :
: : Changes in Commitments from: February 22, 2005 :
: 23,583: 12,761 -4,074 8,184 859 19,228 21,804 23,338: 1,779 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.0 22.3 37.2 65.3 86.3 92.6: 13.7 7.4
Old : 100.0: 30.8 6.2 21.4 34.1 65.5 86.3 93.0: 13.7 7.0
Other: 100.0: 6.4 2.1 24.3 55.9 64.0 86.5 90.4: 13.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 92 46 56 65 63 188 138:
Old : 213: 98 43 50 54 58 174 130:
Other: 97: 21 19 32 45 41 82 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 37.4 23.4 48.6 14.6 33.0 22.9 42.0
Old : 17.0 41.1 26.7 51.1 17.0 38.5 26.7 46.8
Other: 22.3 24.1 34.8 39.6 14.5 16.8 20.5 27.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 41,313: 13,200 3,678 9,106 12,279 26,742 34,585 39,525: 6,728 1,788
Old : 41,158: 13,202 3,704 9,013 12,235 26,676 34,450 39,392: 6,708 1,766
Other: 155: 67 42 25 43 66 135 133: 20 22
: : :
: : Changes in Commitments from: March 1, 2005 :
: 755: 2,138 956 -768 -1,111 288 259 476: 496 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.9 22.0 29.7 64.7 83.7 95.7: 16.3 4.3
Old : 100.0: 32.1 9.0 21.9 29.7 64.8 83.7 95.7: 16.3 4.3
Other: 100.0: 43.1 27.3 15.9 28.0 42.4 87.0 85.6: 13.0 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 72 20 33 24 21 114 59:
Old : 127: 73 20 33 24 21 114 59:
Other: 19: 4 10 6 2 4 10 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 39.6 28.7 60.1 14.5 32.7 22.1 50.7
Old : 18.9 39.7 28.7 60.3 14.5 32.8 22.2 50.9
Other: 71.7 47.0 85.5 66.8 67.5 44.2 68.5 60.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 40,558: 11,062 2,721 9,874 13,389 26,454 34,325 39,049: 6,233 1,509
Old : 40,419: 11,093 2,747 9,788 13,347 26,399 34,229 38,935: 6,189 1,484
Other: 139: 37 42 17 42 55 96 114: 43 25
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,134: 1,493 294 -1,482 -3,933 -2,617 -3,921 -3,804: -213 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.7 24.3 33.0 65.2 84.6 96.3: 15.4 3.7
Old : 100.0: 27.4 6.8 24.2 33.0 65.3 84.7 96.3: 15.3 3.7
Other: 100.0: 26.7 30.5 12.2 30.2 39.2 69.0 81.9: 31.0 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 72 17 31 25 21 110 57:
Old : 123: 71 18 31 25 21 110 57:
Other: 16: 3 8 5 2 4 8 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 42.1 34.8 62.4 14.1 32.4 20.2 46.2
Old : 23.6 42.3 34.9 62.6 14.2 32.5 20.3 46.3
Other: 61.0 44.7 69.0 65.4 54.0 41.4 54.0 60.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 155,066: 48,557 6,447 12,443 81,344 128,822 142,344 147,711: 12,723 7,355
Old : 101,321: 45,235 6,648 10,578 33,658 77,245 89,471 94,471: 11,850 6,851
Other: 53,745: 4,147 624 1,040 47,686 51,577 52,873 53,240: 872 505
: : :
: : Changes in Commitments from: March 1, 2005 :
: 7,347: 9,097 474 1,136 -3,227 3,808 7,007 5,419: 340 1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 4.2 8.0 52.5 83.1 91.8 95.3: 8.2 4.7
Old : 100.0: 44.6 6.6 10.4 33.2 76.2 88.3 93.2: 11.7 6.8
Other: 100.0: 7.7 1.2 1.9 88.7 96.0 98.4 99.1: 1.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 67 33 42 46 39 140 96:
Old : 158: 64 39 41 41 38 134 94:
Other: 62: 20 5 10 28 27 51 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 38.0 38.3 58.9 18.1 26.9 25.1 36.7
Old : 20.9 32.5 31.4 49.6 17.7 26.2 26.8 40.1
Other: 54.9 65.3 69.1 84.3 38.2 51.8 50.4 62.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 147,719: 39,460 5,972 11,306 84,570 125,013 135,337 142,291: 12,383 5,428
Old : 96,540: 38,018 5,934 9,776 37,238 75,722 85,031 91,432: 11,509 5,109
Other: 51,179: 2,172 767 801 47,333 49,291 50,305 50,859: 874 320
: : :
: : Changes in Commitments from: February 22, 2005 :
: 22,622: 16,097 -1,457 4,143 499 17,141 20,739 19,826: 1,883 2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.0 7.7 57.3 84.6 91.6 96.3: 8.4 3.7
Old : 100.0: 39.4 6.1 10.1 38.6 78.4 88.1 94.7: 11.9 5.3
Other: 100.0: 4.2 1.5 1.6 92.5 96.3 98.3 99.4: 1.7 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 62 34 36 44 36 130 87:
Old : 147: 63 33 35 43 36 127 86:
Other: 51: 12 6 10 25 25 41 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 39.2 40.6 61.9 16.5 27.1 23.6 37.0
Old : 21.9 34.0 32.7 52.7 15.0 26.2 24.5 40.0
Other: 58.8 68.5 72.1 86.0 41.2 53.8 50.6 62.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Old : 474,694: 98,099 23,951 85,262 210,152 320,611 393,512 429,824: 81,182 44,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -11,934: -14,711 7,065 -2,005 9,494 -18,882 -7,222 -13,822: -4,712 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
Old : 100.0: 20.7 5.0 18.0 44.3 67.5 82.9 90.5: 17.1 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 46 31 40 57 47 125 97:
Old : 140: 46 31 40 57 47 125 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
Old : 14.3 33.9 24.5 50.2 11.9 27.7 20.4 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Old : 486,629: 112,810 16,886 87,267 200,657 339,493 400,734 443,645: 85,895 42,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -21,055: -9,961 4,872 6,342 -8,720 -28,524 -12,338 -17,310: -8,716 -3,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
Old : 100.0: 23.2 3.5 17.9 41.2 69.8 82.3 91.2: 17.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 54 30 39 53 46 131 92:
Old : 145: 54 30 39 53 46 131 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
Old : 14.7 34.5 24.7 51.5 12.1 29.1 20.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 169,687: 55,766 11,263 48,283 50,058 100,326 154,108 159,873: 15,579 9,815
Old : 158,609: 55,820 13,146 42,083 45,914 94,407 143,817 149,636: 14,793 8,974
Other: 11,078: 2,833 1,003 3,314 4,144 5,920 10,292 10,237: 787 841
: : :
: : Changes in Commitments from: March 1, 2005 :
: 18,279: 2,267 528 10,858 4,063 5,019 17,188 16,406: 1,091 1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 6.6 28.5 29.5 59.1 90.8 94.2: 9.2 5.8
Old : 100.0: 35.2 8.3 26.5 28.9 59.5 90.7 94.3: 9.3 5.7
Other: 100.0: 25.6 9.1 29.9 37.4 53.4 92.9 92.4: 7.1 7.6
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 179 64 119 103 122 320 274:
Old : 385: 174 72 118 97 122 313 272:
Other: 124: 25 20 31 44 61 82 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 19.6 21.8 30.5 11.2 16.0 19.2 25.4
Old : 13.0 19.9 22.6 30.6 12.0 16.8 20.5 26.3
Other: 28.9 23.6 47.7 37.1 18.8 17.9 28.4 25.8
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 151,408: 53,500 10,735 37,425 45,995 95,307 136,920 143,467: 14,488 7,941
Old : 142,015: 53,278 11,717 32,382 42,453 90,617 128,113 134,717: 13,902 7,299
Other: 9,393: 2,078 874 3,186 3,542 4,690 8,807 8,750: 586 643
: : :
: : Changes in Commitments from: February 22, 2005 :
: 9,550: 547 423 6,549 1,649 2,100 8,745 9,072: 805 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.1 24.7 30.4 62.9 90.4 94.8: 9.6 5.2
Old : 100.0: 37.5 8.3 22.8 29.9 63.8 90.2 94.9: 9.8 5.1
Other: 100.0: 22.1 9.3 33.9 37.7 49.9 93.8 93.2: 6.2 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 175 59 113 97 118 312 259:
Old : 373: 174 65 111 95 118 309 257:
Other: 114: 24 17 28 38 57 73 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 20.9 22.2 31.7 12.3 17.1 20.2 26.5
Old : 13.8 21.2 23.1 32.1 13.1 18.1 21.5 27.7
Other: 30.5 24.2 48.0 37.8 16.5 15.3 24.6 24.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Old : 32,090: 8,040 16,490 3,559 17,481 7,827 29,081 27,876: 3,009 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 6,726: 858 2,009 18 5,373 3,768 6,249 5,795: 476 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
Old : 100.0: 25.1 51.4 11.1 54.5 24.4 90.6 86.9: 9.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 28 11 3 12 19 45:
Old : 50: 9 28 11 3 12 19 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Old : 71.8 41.7 86.9 60.4 57.8 33.7 61.7 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Old : 25,364: 7,182 14,481 3,541 12,108 4,060 22,831 22,081: 2,533 3,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 1,683: 403 1,668 -117 1,453 -280 1,739 1,271: -56 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 12.9
Old : 100.0: 28.3 57.1 14.0 47.7 16.0 90.0 87.1: 10.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 30 11 4 11 20 45:
Old : 51: 8 30 11 4 11 20 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
Old : 71.8 39.5 85.2 59.0 63.7 35.0 66.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Old : 196,456: 34,898 29,527 34,697 92,602 103,586 162,197 167,810: 34,258 28,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,870: 7,350 1,158 3,747 -7,853 1,183 3,245 6,088: 2,625 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
Old : 100.0: 17.8 15.0 17.7 47.1 52.7 82.6 85.4: 17.4 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 33 25 31 55 61 109 99:
Old : 126: 33 25 31 55 61 109 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
Old : 19.2 23.1 31.1 33.2 14.4 15.5 21.9 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 190,586: 27,548 28,369 30,950 100,455 102,402 158,952 161,721: 31,634 28,865
Old : 190,586: 27,548 28,369 30,950 100,455 102,402 158,952 161,721: 31,634 28,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,118: 6,730 5,108 -5,688 -7,384 -5,244 -6,342 -5,825: 224 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.9 16.2 52.7 53.7 83.4 84.9: 16.6 15.1
Old : 100.0: 14.5 14.9 16.2 52.7 53.7 83.4 84.9: 16.6 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 30 26 31 60 65 111 103:
Old : 128: 30 26 31 60 65 111 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 22.6 33.1 32.2 15.4 13.1 22.0 18.2
Old : 21.0 22.6 33.1 32.2 15.4 13.1 22.0 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Old : 690,603: 42,026 58,160 278,237 287,569 319,001 607,832 655,398: 82,771 35,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 45,474: 6,350 4,046 22,802 12,795 16,569 41,946 43,417: 3,527 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 5.1
Old : 100.0: 6.1 8.4 40.3 41.6 46.2 88.0 94.9: 12.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 61 51 80 84 77 184 173:
Old : 203: 61 51 80 84 77 184 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
Old : 18.9 22.5 29.3 34.9 4.9 7.6 7.2 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 645,130: 35,677 54,114 255,435 274,774 302,432 565,886 611,981: 79,244 33,148
Old : 645,130: 35,677 54,114 255,435 274,774 302,432 565,886 611,981: 79,244 33,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,368: 9,330 -10,691 -29,144 -39,806 -8,933 -59,620 -48,769: 6,252 -4,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.4 39.6 42.6 46.9 87.7 94.9: 12.3 5.1
Old : 100.0: 5.5 8.4 39.6 42.6 46.9 87.7 94.9: 12.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 54 48 76 80 73 171 166:
Old : 190: 54 48 76 80 73 171 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 22.5 30.0 35.1 5.0 7.7 7.6 12.3
Old : 19.1 22.5 30.0 35.1 5.0 7.7 7.6 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Old : 70,026: 7,696 4,708 0 55,019 60,694 62,715 65,402: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 3,534: 3,348 0 0 186 3,534 3,534 3,534: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Old : 100.0: 11.0 6.7 0.0 78.6 86.7 89.6 93.4: 10.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 19 20 20 21:
Old : 28: 1 1 0 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Old : 51.5 42.1 68.8 63.3 51.4 38.4 63.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Old : 66,492: 4,348 4,708 0 54,833 57,160 59,181 61,868: 7,311 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -3,196: 353 124 -1,333 -1,523 -2,461 -2,503 -3,670: -693 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
Old : 100.0: 6.5 7.1 0.0 82.5 86.0 89.0 93.0: 11.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 19 19 20 20:
Old : 27: 1 1 0 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Old : 49.4 46.9 68.7 67.1 49.4 43.4 63.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Old : 39,625: 3,251 0 4,322 28,212 31,122 35,785 35,444: 3,840 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 856: -961 -143 25 2,160 612 1,224 494: -368 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Old : 100.0: 8.2 0.0 10.9 71.2 78.5 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 17 14 20 17:
Old : 21: 3 0 3 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Old : 56.7 44.9 74.0 67.5 51.1 42.3 60.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Old : 38,769: 4,212 143 4,297 26,052 30,510 34,561 34,950: 4,208 3,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -4,318: 2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387: -684 1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
Old : 100.0: 10.9 0.4 11.1 67.2 78.7 89.1 90.1: 10.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 3 17 14 21 17:
Old : 22: 3 1 3 17 14 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Old : 56.1 45.1 71.7 66.5 50.0 42.7 57.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Old : 63,122: 4,266 1,607 1,182 51,254 51,264 56,702 54,053: 6,420 9,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 1,887: -1,474 0 276 3,393 1,486 2,195 1,762: -308 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Old : 100.0: 6.8 2.5 1.9 81.2 81.2 89.8 85.6: 10.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 20 19:
Old : 24: 1 1 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Old : 38.5 61.6 64.5 72.3 32.8 49.1 48.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Old : 61,235: 5,740 1,607 906 47,861 49,778 54,507 52,291: 6,728 8,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -6,610: -2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081: 1,352 -2,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Old : 100.0: 9.4 2.6 1.5 78.2 81.3 89.0 85.4: 11.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 16 20 18:
Old : 23: 1 1 1 19 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Old : 41.0 63.1 66.7 74.1 35.6 52.2 50.8 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Old : 944,623: 254,087 64,344 156,845 516,175 713,481 927,107 934,670: 17,516 9,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 13,986: 7,902 2,075 -963 6,374 13,405 13,313 14,517: 673 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Old : 100.0: 26.9 6.8 16.6 54.6 75.5 98.1 98.9: 1.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 18 8 24 75 72 103 98:
Old : 113: 18 8 24 75 72 103 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Old : 32.4 22.0 44.7 37.4 26.5 19.5 34.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Old : 930,637: 246,185 62,269 157,808 509,801 700,076 913,794 920,153: 16,843 10,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -53,276: 16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990: -14,313 -11,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.5 6.7 17.0 54.8 75.2 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 17 7 23 77 73 105 97:
Old : 112: 17 7 23 77 73 105 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Old : 31.9 22.5 44.3 37.2 25.6 19.1 33.0 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Old : 113,825: 23,413 41,845 28,138 59,341 42,380 110,892 112,363: 2,933 1,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 5,418: -1,329 -4,045 6,178 3,024 3,623 7,873 5,756: -2,455 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Old : 100.0: 20.6 36.8 24.7 52.1 37.2 97.4 98.7: 2.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 8 14 21 20 39 35:
Old : 43: 11 8 14 21 20 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Old : 39.8 53.8 63.9 69.5 29.8 38.6 38.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Old : 108,407: 24,742 45,890 21,960 56,317 38,757 103,019 106,607: 5,388 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -22,295: -4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006: 2,833 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Old : 100.0: 22.8 42.3 20.3 51.9 35.8 95.0 98.3: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 7 13 19 19 36 32:
Old : 39: 10 7 13 19 19 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Old : 39.9 57.7 62.3 72.5 33.2 45.3 42.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Old : 43,248: 2,657 2,754 11,919 28,265 28,219 42,842 42,892: 406 355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 119: 460 -644 940 -277 310 1,123 607: -1,004 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 0.8
Old : 100.0: 6.1 6.4 27.6 65.4 65.3 99.1 99.2: 0.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 7 26 27 33 36:
Old : 39: 5 4 7 26 27 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
Old : 45.5 57.4 72.7 75.6 34.5 43.0 46.0 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 43,129: 2,197 3,398 10,979 28,542 27,909 41,718 42,286: 1,410 843
Old : 43,129: 2,197 3,398 10,979 28,542 27,909 41,718 42,286: 1,410 843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 865: -728 -1,953 793 -302 1,421 -237 262: 1,102 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.9 25.5 66.2 64.7 96.7 98.0: 3.3 2.0
Old : 100.0: 5.1 7.9 25.5 66.2 64.7 96.7 98.0: 3.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 3 6 22 26 29 33:
Old : 35: 5 3 6 22 26 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 57.3 71.8 75.1 37.0 44.4 48.4 51.0
Old : 46.5 57.3 71.8 75.1 37.0 44.4 48.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Old : 17,864: 3,196 1,196 1,114 13,316 15,316 17,626 17,626: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -909: 794 -144 -765 -1,176 -198 -1,147 -1,107: 238 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Old : 100.0: 17.9 6.7 6.2 74.5 85.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 16 16 21 20:
Old : 26: 4 1 4 16 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Old : 68.3 55.1 84.0 75.7 64.0 50.3 70.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Old : 18,773: 2,402 1,340 1,879 14,492 15,514 18,773 18,733: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 172: 258 -44 0 -86 176 172 132: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Old : 100.0: 12.8 7.1 10.0 77.2 82.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 16 16 20 20:
Old : 26: 3 2 3 16 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Old : 68.8 53.9 86.2 74.8 62.8 50.2 69.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Old : 9,318: 218 5,614 1,228 7,872 2,476 9,318 9,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -42: 0 0 0 -42 -42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 60.2 13.2 84.5 26.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 3 14 11 17 15:
Old : 23: 1 3 3 14 11 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Old : 66.1 81.7 89.5 94.3 64.3 71.2 79.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Old : 1,268,379: 160,528 53,199 315,481 709,166 810,349 1,185,175 1,179,030: 83,204 89,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 90,072: 25,372 13,405 43,319 12,100 30,153 80,791 86,877: 9,281 3,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
Old : 100.0: 12.7 4.2 24.9 55.9 63.9 93.4 93.0: 6.6 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 82 90 114 85 98 237 241:
Old : 285: 82 90 114 85 98 237 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 14.1
Old : 19.2 21.6 29.5 32.5 8.2 10.5 13.1 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,178,307: 135,156 39,794 272,162 697,066 780,196 1,104,385 1,092,152: 73,922 86,155
Old : 1,178,307: 135,156 39,794 272,162 697,066 780,196 1,104,385 1,092,152: 73,922 86,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: 37,881: 10,563 3,792 8,563 6,585 17,326 25,710 29,681: 12,171 8,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 3.4 23.1 59.2 66.2 93.7 92.7: 6.3 7.3
Old : 100.0: 11.5 3.4 23.1 59.2 66.2 93.7 92.7: 6.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 87 75 101 82 92 217 227:
Old : 267: 87 75 101 82 92 217 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 22.7 31.0 34.3 8.9 10.6 13.5 14.4
Old : 20.0 22.7 31.0 34.3 8.9 10.6 13.5 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Old : 13,148: 8,144 1,661 142 1,691 10,534 9,977 12,337: 3,171 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: -142: 163 -888 49 -706 996 -494 157: 352 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Old : 100.0: 61.9 12.6 1.1 12.9 80.1 75.9 93.8: 24.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 67 12 6 13 23 85 38:
Old : 114: 67 12 6 13 23 85 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Old : 23.2 42.1 34.4 60.1 23.2 42.1 34.4 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Old : 13,290: 7,981 2,549 93 2,397 9,538 10,471 12,180: 2,819 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -1,112: -111 -23 -692 32 -251 -771 -966: -341 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Old : 100.0: 60.1 19.2 0.7 18.0 71.8 78.8 91.6: 21.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 63 22 4 17 23 83 46:
Old : 118: 63 22 4 17 23 83 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Old : 22.3 38.5 33.8 57.2 22.3 35.9 33.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Old : 7,857: 3,917 474 61 1,619 6,128 5,597 6,663: 2,260 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 504: 565 94 -99 -153 276 313 271: 191 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
Old : 100.0: 49.9 6.0 0.8 20.6 78.0 71.2 84.8: 28.8 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 20 3 1 6 12 27 16:
Old : 42: 20 3 1 6 12 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
Old : 34.2 60.4 48.0 76.5 34.2 60.4 48.0 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,353: 3,352 380 160 1,772 5,852 5,284 6,392: 2,069 961
Old : 7,353: 3,352 380 160 1,772 5,852 5,284 6,392: 2,069 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -163: -421 25 160 -89 -335 -350 -150: 187 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 5.2 2.2 24.1 79.6 71.9 86.9: 28.1 13.1
Old : 100.0: 45.6 5.2 2.2 24.1 79.6 71.9 86.9: 28.1 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 4 3 7 12 28 18:
Old : 43: 20 4 3 7 12 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 58.5 46.6 74.9 33.7 58.5 46.0 74.9
Old : 33.7 58.5 46.6 74.9 33.7 58.5 46.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Old : 206,871: 43,061 4,691 38,923 98,549 143,032 180,534 186,647: 26,337 20,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2005 :
: 19,967: 13,646 -785 5,698 -4,471 11,266 14,873 16,179: 5,094 3,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
Old : 100.0: 20.8 2.3 18.8 47.6 69.1 87.3 90.2: 12.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 57 25 46 64 80 141 134:
Old : 173: 57 25 46 64 80 141 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Old : 21.9 16.5 32.6 27.3 16.9 11.2 26.3 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 186,904: 29,415 5,477 33,225 103,020 131,766 165,661 170,468: 21,243 16,436
Old : 186,904: 29,415 5,477 33,225 103,020 131,766 165,661 170,468: 21,243 16,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2005 :
: -8,716: 2,894 2,205 -3,794 -9,872 -5,648 -10,773 -7,237: 2,057 -1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.9 17.8 55.1 70.5 88.6 91.2: 11.4 8.8
Old : 100.0: 15.7 2.9 17.8 55.1 70.5 88.6 91.2: 11.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 46 24 47 72 81 140 137:
Old : 167: 46 24 47 72 81 140 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 17.1 36.5 27.1 21.3 11.9 30.3 19.5
Old : 25.3 17.1 36.5 27.1 21.3 11.9 30.3 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2005