WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 309,942: 63,046 25,349 70,475 145,203 171,197 278,724 267,021: 31,218 42,921
Old : 184,162: 44,885 29,895 26,491 95,356 109,048 166,732 165,434: 17,430 18,728
Other: 125,780: 29,074 6,367 33,070 49,847 62,149 111,991 101,587: 13,788 24,193
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,053: 1,873 -4,465 6,592 5,449 7,775 13,914 9,903: -2,860 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.2 22.7 46.8 55.2 89.9 86.2: 10.1 13.8
Old : 100.0: 24.4 16.2 14.4 51.8 59.2 90.5 89.8: 9.5 10.2
Other: 100.0: 23.1 5.1 26.3 39.6 49.4 89.0 80.8: 11.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 87 76 79 48 62 192 169:
Old : 209: 70 76 45 31 50 131 141:
Other: 165: 72 29 46 40 51 129 113:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 35.2 36.7 43.3 24.8 33.6 34.9 38.4
Old : 32.7 40.4 46.1 48.2 31.2 40.3 44.6 46.7
Other: 27.5 30.5 37.9 40.1 25.1 25.7 30.5 29.5
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 298,888: 61,173 29,813 63,883 139,754 163,422 264,810 257,118: 34,079 41,771
Old : 190,578: 45,747 33,873 24,904 100,541 111,559 171,192 170,336: 19,385 20,242
Other: 108,311: 24,820 5,334 29,584 39,213 51,863 93,617 86,782: 14,693 21,529
: : :
: : Changes in Commitments from: March 8, 2005 :
: 24,400: 5,241 1,450 10,281 4,024 6,963 19,547 18,693: 4,853 5,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.0 21.4 46.8 54.7 88.6 86.0: 11.4 14.0
Old : 100.0: 24.0 17.8 13.1 52.8 58.5 89.8 89.4: 10.2 10.6
Other: 100.0: 22.9 4.9 27.3 36.2 47.9 86.4 80.1: 13.6 19.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 92 67 79 47 59 191 163:
Old : 210: 76 71 49 34 50 138 142:
Other: 154: 59 35 50 35 49 118 114:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 35.6 36.8 43.8 24.3 34.4 35.2 38.9
Old : 33.8 40.5 46.6 48.2 31.7 40.3 44.6 46.7
Other: 26.5 30.8 36.8 40.5 24.1 25.7 29.7 30.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 827,996: 117,810 66,418 111,364 457,582 415,039 686,756 592,821: 141,240 235,175
Old : 622,556: 100,037 71,108 76,207 334,793 328,266 511,037 475,581: 111,519 146,975
Other: 205,440: 26,579 4,116 26,351 122,789 86,773 175,719 117,240: 29,721 88,200
: : :
: : Changes in Commitments from: March 15, 2005 :
: -11,041: -10,498 -9,572 -1,774 13,612 -1,324 1,340 -12,670: -12,381 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.0 13.4 55.3 50.1 82.9 71.6: 17.1 28.4
Old : 100.0: 16.1 11.4 12.2 53.8 52.7 82.1 76.4: 17.9 23.6
Other: 100.0: 12.9 2.0 12.8 59.8 42.2 85.5 57.1: 14.5 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 127 95 117 220 219 415 374:
Old : 477: 119 105 101 198 205 379 351:
Other: 324: 74 37 52 115 171 209 241:
:----------------------------------------------------------------------------------------------------
: 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 18.2 25.4 23.0 14.1 10.8 22.6 14.3
Old : 17.5 21.3 28.7 25.8 17.5 16.4 26.6 20.1
Other: 37.0 10.2 44.8 16.2 31.1 6.5 37.3 11.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 839,037: 128,308 75,990 113,138 443,970 416,363 685,417 605,491: 153,621 233,546
Old : 644,349: 108,866 79,596 78,956 332,597 331,942 520,420 490,495: 123,929 153,854
Other: 194,688: 29,245 6,197 24,379 111,373 84,421 164,997 114,997: 29,691 79,691
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,340: 15,000 -6,470 7,873 29,912 53,693 52,786 55,097: 15,554 13,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.1 13.5 52.9 49.6 81.7 72.2: 18.3 27.8
Old : 100.0: 16.9 12.4 12.3 51.6 51.5 80.8 76.1: 19.2 23.9
Other: 100.0: 15.0 3.2 12.5 57.2 43.4 84.7 59.1: 15.3 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 497: 134 96 116 216 212 412 372:
Old : 483: 120 112 98 194 200 375 351:
Other: 323: 79 35 48 109 167 198 240:
:----------------------------------------------------------------------------------------------------
: 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 17.2 23.7 22.0 14.1 12.6 22.4 16.2
Old : 17.0 19.4 27.4 24.0 17.0 15.4 25.9 19.0
Other: 31.9 11.1 40.4 17.2 25.7 6.4 32.3 11.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 8,138: 2,161 741 400 1,028 5,319 3,588 6,460: 4,550 1,678
Old : 6,034: 2,032 655 160 886 4,186 3,077 5,001: 2,957 1,033
Other: 2,104: 130 87 239 142 1,134 511 1,459: 1,593 645
: : :
: : Changes in Commitments from: March 15, 2005 :
: -319: -80 30 6 -56 -449 -130 -414: -189 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.1 4.9 12.6 65.4 44.1 79.4: 55.9 20.6
Old : 100.0: 33.7 10.9 2.7 14.7 69.4 51.0 82.9: 49.0 17.1
Other: 100.0: 6.2 4.1 11.4 6.7 53.9 24.3 69.4: 75.7 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 7 4 10 14 24 22:
Old : 33: 12 5 3 7 12 20 19:
Other: 22: 5 4 4 6 11 14 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 : 21.1 39.6 28.7 54.9 21.1 37.5 27.1 52.7
Old : 27.9 46.1 37.4 63.7 27.9 43.7 35.1 60.8
Other: 13.0 42.8 20.7 58.5 7.7 42.5 11.4 55.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 8,457: 2,240 712 394 1,084 5,768 3,718 6,874: 4,739 1,583
Old : 6,546: 2,136 641 172 969 4,747 3,277 5,561: 3,269 985
Other: 1,911: 126 92 201 115 1,021 441 1,313: 1,470 598
: : :
: : Changes in Commitments from: March 8, 2005 :
: 558: 128 -11 -52 -17 883 58 820: 500 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 8.4 4.7 12.8 68.2 44.0 81.3: 56.0 18.7
Old : 100.0: 32.6 9.8 2.6 14.8 72.5 50.1 85.0: 49.9 15.0
Other: 100.0: 6.6 4.8 10.5 6.0 53.4 23.1 68.7: 76.9 31.3
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 7 4 12 15 27 23:
Old : 37: 14 4 3 10 13 24 20:
Other: 22: 5 4 4 6 9 14 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 : 19.8 41.1 27.3 56.3 19.8 40.6 25.7 55.4
Old : 25.5 48.0 33.8 65.6 25.2 47.9 32.0 65.0
Other: 12.7 41.4 20.1 56.2 8.5 40.1 12.1 52.7
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 435,882: 66,718 25,462 97,069 200,528 187,162 364,315 309,693: 71,567 126,190
Old : 364,296: 62,387 31,259 78,045 168,917 164,919 309,349 274,223: 54,948 90,074
Other: 71,586: 12,636 2,507 10,720 31,611 22,243 54,966 35,470: 16,619 36,116
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,736: -651 -10,663 457 -544 1,844 -739 -8,362: -7,997 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.8 22.3 46.0 42.9 83.6 71.0: 16.4 29.0
Old : 100.0: 17.1 8.6 21.4 46.4 45.3 84.9 75.3: 15.1 24.7
Other: 100.0: 17.7 3.5 15.0 44.2 31.1 76.8 49.5: 23.2 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 132 119 149 110 116 326 306:
Old : 386: 116 135 129 98 113 295 296:
Other: 192: 73 28 42 55 71 140 130:
:----------------------------------------------------------------------------------------------------
: 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 15.5 31.8 24.2 12.7 6.2 19.1 10.2
Old : 22.4 17.5 34.1 27.2 15.0 6.9 20.5 11.5
Other: 23.6 10.7 35.1 18.1 22.3 7.3 31.4 12.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 444,618: 67,369 36,125 96,612 201,072 185,318 365,054 318,055: 79,564 126,563
Old : 374,793: 62,443 39,813 79,048 171,102 164,455 312,593 283,316: 62,200 91,478
Other: 69,825: 11,865 3,250 10,625 29,970 20,863 52,460 34,739: 17,364 35,086
: : :
: : Changes in Commitments from: March 8, 2005 :
: 38,301: 2,241 3,148 2,937 24,493 26,322 29,671 32,407: 8,630 5,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.1 21.7 45.2 41.7 82.1 71.5: 17.9 28.5
Old : 100.0: 16.7 10.6 21.1 45.7 43.9 83.4 75.6: 16.6 24.4
Other: 100.0: 17.0 4.7 15.2 42.9 29.9 75.1 49.8: 24.9 50.2
: : :
:# Traders : Number of Traders in Each Category :
All : 382: 121 125 136 109 113 312 297:
Old : 374: 109 133 116 99 109 282 286:
Other: 178: 57 33 43 48 71 119 135:
:----------------------------------------------------------------------------------------------------
: 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 15.9 32.7 24.1 13.2 6.5 19.5 10.5
Old : 23.0 17.8 34.7 26.9 14.0 7.3 20.6 11.8
Other: 23.8 10.8 35.4 17.8 22.4 8.0 31.7 12.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,108: 13,097 4,153 197 488 848 13,782 5,198: 3,326 11,910
Old : 9,397: 6,320 3,643 144 477 566 6,941 4,353: 2,456 5,044
Other: 7,711: 6,815 548 15 11 282 6,841 845: 870 6,866
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,581: 2,127 410 39 138 261 2,304 710: 277 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 24.3 1.2 2.9 5.0 80.6 30.4: 19.4 69.6
Old : 100.0: 67.3 38.8 1.5 5.1 6.0 73.9 46.3: 26.1 53.7
Other: 100.0: 88.4 7.1 0.2 0.1 3.7 88.7 11.0: 11.3 89.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 13 8 9 3 3 20 16:
Old : 25: 12 9 5 3 2 17 14:
Other: 14: 9 3 2 1 2 10 7:
:----------------------------------------------------------------------------------------------------
: 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 : 55.9 19.4 69.6 26.6 55.8 19.2 69.5 26.2
Old : 46.4 31.5 61.8 43.7 46.4 31.5 61.7 42.1
Other: 77.0 10.8 88.4 11.0 76.8 10.6 88.3 10.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 182,751: 34,514 11,561 32,039 86,737 124,127 153,290 167,727: 29,460 15,023
Old : 153,853: 33,256 13,658 23,699 72,564 103,297 129,519 140,653: 24,334 13,200
Other: 28,898: 4,841 1,486 4,757 14,173 20,831 23,771 27,074: 5,126 1,823
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,236: -4,642 283 -4,105 3,092 -4,907 -5,655 -8,729: -3,580 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.3 17.5 47.5 67.9 83.9 91.8: 16.1 8.2
Old : 100.0: 21.6 8.9 15.4 47.2 67.1 84.2 91.4: 15.8 8.6
Other: 100.0: 16.8 5.1 16.5 49.0 72.1 82.3 93.7: 17.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 48 28 39 44 47 113 102:
Old : 143: 48 33 35 43 47 108 102:
Other: 50: 11 11 16 19 18 40 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 : 17.3 38.5 28.1 49.7 16.9 34.0 25.4 43.1
Old : 17.8 36.4 28.9 48.6 17.1 35.1 26.1 43.8
Other: 45.2 57.8 57.6 71.4 42.1 50.7 50.6 60.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 191,986: 39,156 11,277 36,144 83,645 129,035 158,946 176,457: 33,041 15,530
Old : 165,027: 38,547 12,872 28,277 70,640 110,119 137,463 151,268: 27,564 13,759
Other: 26,959: 3,915 1,711 4,562 13,006 18,916 21,482 25,188: 5,477 1,771
: : :
: : Changes in Commitments from: March 8, 2005 :
: 12,268: 4,243 -2,935 1,048 3,475 12,591 8,765 10,703: 3,503 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 5.9 18.8 43.6 67.2 82.8 91.9: 17.2 8.1
Old : 100.0: 23.4 7.8 17.1 42.8 66.7 83.3 91.7: 16.7 8.3
Other: 100.0: 14.5 6.3 16.9 48.2 70.2 79.7 93.4: 20.3 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 50 29 41 44 47 120 101:
Old : 148: 54 32 38 43 47 116 101:
Other: 53: 15 10 17 19 17 43 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 : 15.7 38.3 25.3 49.6 15.7 34.0 24.2 42.5
Old : 16.0 36.2 26.4 48.5 15.9 33.9 25.1 42.9
Other: 38.3 58.4 52.2 71.3 36.4 48.6 45.0 58.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Old : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,354: 1,429 11,441 -16,032 13,510 191 -1,093 -4,400: -6,262 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
Old : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
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: 38 49 59 84 86 154 162:
Old : 190: 38 49 59 84 86 154 162:
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 : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
Old : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
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 15, 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 : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Old : 1,017,626: 122,548 148,017 179,721 568,172 484,318 870,441 812,056: 147,185 205,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 26,501: 1,923 15,361 12,563 20,197 -2,757 34,684 25,167: -8,182 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 20.2
Old : 100.0: 12.0 14.5 17.7 55.8 47.6 85.5 79.8: 14.5 20.2
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 : 187: 39 45 57 81 83 149 156:
Old : 187: 39 45 57 81 83 149 156:
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 : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
Old : 22.5 13.8 30.1 23.9 16.2 11.7 21.1 19.2
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 22, 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 : 162,689: 35,223 12,137 29,395 65,555 98,379 130,174 139,910: 32,516 22,779
Old : 133,561: 34,122 12,418 22,912 48,728 79,073 105,761 114,403: 27,799 19,158
Other: 29,128: 2,682 1,298 4,903 16,827 19,306 24,412 25,507: 4,716 3,621
: : :
: : Changes in Commitments from: March 15, 2005 :
: -10,287: -2,018 225 1,842 -7,193 -12,185 -7,368 -10,118: -2,919 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.5 18.1 40.3 60.5 80.0 86.0: 20.0 14.0
Old : 100.0: 25.5 9.3 17.2 36.5 59.2 79.2 85.7: 20.8 14.3
Other: 100.0: 9.2 4.5 16.8 57.8 66.3 83.8 87.6: 16.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 50 33 43 54 55 134 114:
Old : 164: 54 33 41 52 53 130 112:
Other: 68: 18 11 19 28 26 54 48:
:----------------------------------------------------------------------------------------------------
: 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 28.2 24.0 40.8 10.7 22.3 16.5 30.5
Old : 12.4 30.9 21.5 40.4 11.2 26.3 18.1 34.7
Other: 43.5 48.4 55.0 61.6 39.3 47.8 47.6 56.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 172,976: 37,241 11,912 27,552 72,749 110,564 137,542 150,028: 35,434 22,948
Old : 144,654: 37,656 12,512 20,544 55,959 92,346 114,159 125,402: 30,495 19,251
Other: 28,323: 2,278 2,092 4,316 16,789 18,218 23,383 24,626: 4,940 3,697
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,672: 2,585 -1,809 -5,560 2,117 8,908 -858 1,539: 2,530 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 6.9 15.9 42.1 63.9 79.5 86.7: 20.5 13.3
Old : 100.0: 26.0 8.6 14.2 38.7 63.8 78.9 86.7: 21.1 13.3
Other: 100.0: 8.0 7.4 15.2 59.3 64.3 82.6 86.9: 17.4 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 52 24 39 53 61 126 115:
Old : 159: 55 25 37 51 59 123 112:
Other: 68: 16 11 17 27 28 50 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 29.2 23.6 40.6 10.6 22.4 17.4 30.7
Old : 12.5 32.0 21.0 42.3 11.9 28.2 20.3 38.2
Other: 43.9 46.5 55.3 58.1 39.6 43.0 47.7 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 6,444: 3,024 1,722 503 944 2,965 4,471 5,190: 1,973 1,254
Old : 6,174: 3,025 1,712 396 922 2,874 4,343 4,981: 1,831 1,193
Other: 270: 5 16 101 22 92 128 208: 142 62
: : :
: : Changes in Commitments from: March 15, 2005 :
: 138: 64 58 -34 20 288 49 312: 88 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.7 7.8 14.7 46.0 69.4 80.5: 30.6 19.5
Old : 100.0: 49.0 27.7 6.4 14.9 46.5 70.3 80.7: 29.7 19.3
Other: 100.0: 1.9 6.1 37.2 8.1 33.9 47.2 77.2: 52.8 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 11 6 9 13 25 27:
Old : 39: 14 10 6 9 13 25 27:
Other: 10: 2 2 4 2 5 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 32.8 49.9 52.4 37.6 29.0 47.3 45.1
Old : 39.2 33.5 51.3 53.7 39.2 29.6 49.4 46.2
Other: 45.0 62.5 47.2 75.3 9.3 34.3 9.3 39.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 6,306: 2,960 1,664 537 924 2,677 4,421 4,877: 1,885 1,429
Old : 6,073: 2,932 1,664 455 922 2,592 4,309 4,711: 1,764 1,363
Other: 233: 42 13 69 2 85 112 166: 121 67
: : :
: : Changes in Commitments from: March 8, 2005 :
: 390: 53 -517 59 -53 930 59 472: 332 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.4 8.5 14.7 42.4 70.1 77.3: 29.9 22.7
Old : 100.0: 48.3 27.4 7.5 15.2 42.7 71.0 77.6: 29.0 22.4
Other: 100.0: 17.9 5.5 29.4 0.9 36.5 48.2 71.4: 51.8 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 10 5 8 11 23 24:
Old : 36: 12 11 5 8 11 23 24:
Other: 9: 2 2 4 1 5 5 9:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 30.3 49.3 50.9 36.1 27.1 45.6 42.4
Old : 37.5 30.9 50.9 52.0 37.5 27.5 47.4 43.3
Other: 47.3 58.4 48.2 70.8 17.9 36.4 17.9 41.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Old : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,957: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,949 -3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
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 : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 76:
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 : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 15, 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 : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Old : 321,579: 104,568 71,833 2,291 160,808 137,654 267,667 211,778: 53,912 109,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -6,991: -7,552 2,527 -605 4,085 -11,877 -4,072 -9,955: -2,919 2,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 34.1
Old : 100.0: 32.5 22.3 0.7 50.0 42.8 83.2 65.9: 16.8 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 : 98: 16 25 3 40 42 56 70:
Old : 98: 16 25 3 40 42 56 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 : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
Old : 29.4 17.0 41.0 25.7 29.0 15.7 38.8 24.1
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 22, 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 : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Old : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 98,529: 5,820 90,422 6,800 86,613 10,138 99,233 107,360: -703 -8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 20.9
Old : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 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 : 291: 39 94 82 117 145 210 267:
Old : 291: 39 94 82 117 145 210 267:
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 10.8 49.0 18.2 29.3 9.7 41.5 14.4
Old : 32.4 10.8 49.0 18.2 29.3 9.7 41.5 14.4
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 15, 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 : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Old : 2,906,287: 394,750 549,012 484,711 1,779,980 1,234,650 2,659,441 2,268,374: 246,846 637,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 301,688: 19,405 67,549 86,744 157,724 83,480 263,874 237,773: 37,814 63,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 21.9
Old : 100.0: 13.6 18.9 16.7 61.2 42.5 91.5 78.1: 8.5 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 : 292: 43 88 84 119 146 218 262:
Old : 292: 43 88 84 119 146 218 262:
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 : 30.3 10.6 47.3 17.9 27.2 9.3 38.7 13.5
Old : 30.3 10.6 47.3 17.9 27.2 9.3 38.7 13.5
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 22, 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 : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Old : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -22,430: -3,059 -39,409 20,318 -55,818 -33,056 -38,559 -52,147: 16,129 29,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 21.9
Old : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 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 : 198: 45 52 54 71 88 139 171:
Old : 198: 45 52 54 71 88 139 171:
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 : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
Old : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
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 15, 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 : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Old : 1,829,972: 235,390 372,358 304,292 1,138,454 786,669 1,678,136 1,463,319: 151,836 366,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 161,232: -627 52,798 36,266 127,968 93,511 163,607 182,575: -2,375 -21,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
Old : 100.0: 12.9 20.3 16.6 62.2 43.0 91.7 80.0: 8.3 20.0
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 : 203: 33 62 58 78 98 145 184:
Old : 203: 33 62 58 78 98 145 184:
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 : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
Old : 26.4 14.0 38.6 23.2 20.5 9.8 30.1 15.8
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 22, 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 : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Old : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 43,516: 970 880 4,798 29,251 34,231 35,018 39,910: 8,498 3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 6.1
Old : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 6.1
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 : 119: 38 18 39 55 56 106 101:
Old : 119: 38 18 39 55 56 106 101:
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 37.3 53.9 49.3 28.0 32.4 36.5 40.7
Old : 36.4 37.3 53.9 49.3 28.0 32.4 36.5 40.7
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 15, 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 : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Old : 650,103: 229,134 51,733 170,126 210,115 389,365 609,375 611,223: 40,728 38,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 78,406: 35,205 5,490 11,654 28,206 58,381 75,064 75,524: 3,342 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 6.0
Old : 100.0: 35.2 8.0 26.2 32.3 59.9 93.7 94.0: 6.3 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 : 111: 32 19 32 52 55 96 94:
Old : 111: 32 19 32 52 55 96 94:
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 : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
Old : 40.9 36.4 57.9 48.3 31.7 30.6 39.6 38.1
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 22, 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 : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Old : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,515: -4,625 1,642 -2,660 -15,849 -17,350 -23,135 -18,369: -2,381 -7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
Old : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
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 : 58: 22 9 6 19 11 44 23:
Old : 58: 22 9 6 19 11 44 23:
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 : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
Old : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
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 15, 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 : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Old : 65,566: 14,686 3,672 3,233 37,283 43,889 55,202 50,795: 10,365 14,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 7,645: -2,255 1,019 1,555 13,189 875 12,490 3,449: -4,844 4,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
Old : 100.0: 22.4 5.6 4.9 56.9 66.9 84.2 77.5: 15.8 22.5
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 : 72: 25 15 15 26 21 60 42:
Old : 72: 25 15 15 26 21 60 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 : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
Old : 31.3 49.5 46.7 61.2 30.6 49.1 41.3 56.2
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 22, 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 : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Old : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46,112: -2,932 -15,170 -8,403 -26,545 -17,135 -37,881 -40,708: -8,230 -5,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 19.1
Old : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 19.1
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 : 68: 28 18 19 11 18 45 49:
Old : 68: 28 18 19 11 18 45 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 : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
Old : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
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 15, 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 : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Old : 82,588: 11,985 23,147 11,598 37,357 35,461 60,940 70,206: 21,648 12,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,728: 1,826 -2,649 3,798 -20,199 9,286 -14,575 10,435: 11,847 -13,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
Old : 100.0: 14.5 28.0 14.0 45.2 42.9 73.8 85.0: 26.2 15.0
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 : 80: 32 21 38 21 22 69 65:
Old : 80: 32 21 38 21 22 69 65:
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 : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
Old : 33.9 49.8 46.3 60.2 16.2 37.4 24.0 43.3
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 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 44:
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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 15, 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 : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Old : 36,501: 4,073 6,876 1,111 31,221 27,304 36,405 35,291: 96 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,198: -2,251 -103 0 839 -1,495 -1,412 -1,598: -786 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
Old : 100.0: 11.2 18.8 3.0 85.5 74.8 99.7 96.7: 0.3 3.3
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 : 59: 4 22 4 18 20 25 43:
Old : 59: 4 22 4 18 20 25 43:
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 : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
Old : 47.1 47.9 74.2 65.2 47.1 47.4 74.1 64.7
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 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 5 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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
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 15, 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 : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Old : 14,038: 0 3,010 0 14,037 10,916 14,037 13,926: 1 112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -3,142: -5,726 14 0 2,677 -3,080 -3,049 -3,066: -93 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 21.4 0.0 100.0 77.8 100.0 99.2: 0.0 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 : 25: 0 10 0 5 10 5 20:
Old : 25: 0 10 0 5 10 5 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 : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
Old : 97.9 73.2 100.0 84.4 97.9 73.2 100.0 84.4
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 22, 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 : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Old : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,250: -201 182 629 1,386 958 1,814 1,769: 436 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
Old : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
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 : 47: 10 8 15 23 20 39 37:
Old : 47: 10 8 15 23 20 39 37:
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 : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
Old : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
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 15, 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 : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Old : 29,060: 1,542 2,330 4,804 16,551 15,476 22,897 22,610: 6,164 6,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -89: -123 149 -272 339 260 -56 136: -34 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
Old : 100.0: 5.3 8.0 16.5 57.0 53.3 78.8 77.8: 21.2 22.2
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 : 48: 12 6 16 24 21 41 38:
Old : 48: 12 6 16 24 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 31.2 58.8 49.8 42.0 30.4 48.2 43.0
Old : 45.6 31.2 58.8 49.8 42.0 30.4 48.2 43.0
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 22, 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 : 96,157: 18,270 4,781 16,541 44,672 42,432 79,483 63,754: 16,673 32,403
Old : 92,737: 18,482 4,879 16,019 42,688 41,133 77,189 62,031: 15,548 30,706
Other: 3,420: 291 405 19 1,984 1,299 2,294 1,723: 1,126 1,697
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,379: -378 -1,239 1,565 1,317 1,031 2,503 1,357: -1,124 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.0 17.2 46.5 44.1 82.7 66.3: 17.3 33.7
Old : 100.0: 19.9 5.3 17.3 46.0 44.4 83.2 66.9: 16.8 33.1
Other: 100.0: 8.5 11.8 0.6 58.0 38.0 67.1 50.4: 32.9 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 56 22 51 30 37 113 97:
Old : 138: 55 23 49 29 37 111 96:
Other: 30: 9 6 3 4 13 15 20:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 19.9 38.9 30.6 28.1 19.2 38.7 27.8
Old : 29.1 19.9 39.8 31.1 29.1 19.3 39.4 29.5
Other: 60.9 32.1 64.8 45.0 58.7 32.1 62.5 44.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 94,777: 18,648 6,020 14,977 43,355 41,400 76,980 62,397: 17,797 32,380
Old : 91,566: 18,744 5,928 14,682 41,541 40,190 74,967 60,800: 16,599 30,766
Other: 3,211: 199 387 0 1,814 1,210 2,013 1,597: 1,198 1,614
: : :
: : Changes in Commitments from: March 8, 2005 :
: -14,460: -7,874 22 -4,964 459 -5,882 -12,379 -10,824: -2,082 -3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 6.4 15.8 45.7 43.7 81.2 65.8: 18.8 34.2
Old : 100.0: 20.5 6.5 16.0 45.4 43.9 81.9 66.4: 18.1 33.6
Other: 100.0: 6.2 12.1 0.0 56.5 37.7 62.7 49.7: 37.3 50.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 29 41 30 40 109 90:
Old : 136: 50 28 40 29 40 108 89:
Other: 26: 6 5 0 4 13 10 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 : 28.5 19.9 39.4 31.2 28.5 19.6 39.3 28.4
Old : 29.5 20.0 40.0 31.7 29.5 19.7 40.0 29.8
Other: 58.3 29.8 61.9 42.6 56.0 29.8 59.2 42.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 2,739: 133 865 127 1,744 483 2,004 1,476: 735 1,263
Old : 2,737: 133 865 126 1,744 483 2,003 1,475: 734 1,262
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -290: -214 -507 -37 -13 65 -264 -480: -26 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.6 4.7 63.7 17.6 73.2 53.9: 26.8 46.1
Old : 100.0: 4.9 31.6 4.6 63.7 17.6 73.2 53.9: 26.8 46.1
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 14 3 8 2 15 16:
Old : 27: 4 14 3 8 2 15 16:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 54.0 26.9 64.5 39.9 50.6 26.9 60.7 38.8
Old : 54.0 26.9 64.6 39.9 50.6 26.9 60.7 38.8
Other: 50.0 50.0 50.0 50.0 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 15, 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 : 3,029: 346 1,373 165 1,757 418 2,268 1,956: 761 1,073
Old : 3,027: 346 1,373 164 1,757 418 2,267 1,955: 760 1,072
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 8, 2005 :
: 40: 27 -68 10 60 45 97 -13: -57 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 45.3 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Old : 100.0: 11.4 45.4 5.4 58.0 13.8 74.9 64.6: 25.1 35.4
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 17 5 8 2 20 19:
Old : 33: 7 17 5 8 2 20 19:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 50.8 31.9 61.7 47.1 50.4 31.4 60.6 44.0
Old : 50.8 31.9 61.7 47.1 50.5 31.5 60.7 44.0
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Old : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,048: -6,477 -1,507 2,185 5,430 2,369 1,138 3,046: 910 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 28.0
Old : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 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 : 241: 64 31 51 91 124 186 185:
Old : 241: 64 31 51 91 124 186 185:
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 12.8 32.8 20.9 19.4 11.8 30.8 18.6
Old : 19.8 12.8 32.8 20.9 19.4 11.8 30.8 18.6
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 15, 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 : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Old : 166,459: 53,768 8,293 22,040 70,400 87,894 146,208 118,228: 20,251 48,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,601: 8,391 129 684 1,660 9,299 10,735 10,112: 3,866 4,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
Old : 100.0: 32.3 5.0 13.2 42.3 52.8 87.8 71.0: 12.2 29.0
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 : 240: 71 33 46 80 118 178 178:
Old : 240: 71 33 46 80 118 178 178:
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 : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
Old : 20.1 12.8 34.4 21.3 19.7 12.0 32.4 19.3
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 22, 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 : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Old : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 191: -108 85 -12 293 212 173 285: 18 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 25.4
Old : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 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 : 53: 21 8 8 15 19 40 31:
Old : 53: 21 8 8 15 19 40 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 : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
Old : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
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 15, 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 : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Old : 5,379: 2,019 237 425 779 3,206 3,224 3,868: 2,155 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -218: -56 -37 12 -115 -110 -158 -135: -60 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
Old : 100.0: 37.5 4.4 7.9 14.5 59.6 59.9 71.9: 40.1 28.1
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 : 53: 24 6 8 13 19 39 32:
Old : 53: 24 6 8 13 19 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 : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
Old : 19.5 43.5 28.4 53.2 18.6 43.4 27.3 52.0
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 22, 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 : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Old : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 752: 382 295 484 -89 308 777 1,087: -25 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
Old : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
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 : 137: 54 17 27 36 51 103 83:
Old : 137: 54 17 27 36 51 103 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 : 23.6 16.7 36.3 23.7 14.1 5.8 23.0 10.2
Old : 23.6 16.7 36.3 23.7 14.1 5.8 23.0 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 15, 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 : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Old : 30,599: 10,465 681 7,757 7,564 7,442 25,786 15,880: 4,813 14,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,363: 1,746 -497 1,224 -1,725 185 1,245 912: 118 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
Old : 100.0: 34.2 2.2 25.4 24.7 24.3 84.3 51.9: 15.7 48.1
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 : 130: 50 15 26 38 48 99 79:
Old : 130: 50 15 26 38 48 99 79:
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 : 23.3 15.8 36.2 23.9 14.3 6.7 23.5 11.0
Old : 23.3 15.8 36.2 23.9 14.3 6.7 23.5 11.0
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 22, 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 : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Old : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -34,914: 6,959 1,524 -335 -37,441 -14,602 -30,817 -13,412: -4,097 -21,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 18.9
Old : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 18.9
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 : 70: 23 14 6 17 23 45 38:
Old : 70: 23 14 6 17 23 45 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 : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
Old : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
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 15, 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 : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Old : 130,585: 36,405 10,175 1,810 53,681 79,030 91,897 91,016: 38,688 39,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 20,056: 18,596 -4,150 820 -7,767 1,536 11,649 -1,794: 8,407 21,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
Old : 100.0: 27.9 7.8 1.4 41.1 60.5 70.4 69.7: 29.6 30.3
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 : 74: 23 13 7 25 29 53 44:
Old : 74: 23 13 7 25 29 53 44:
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 : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
Old : 26.9 31.7 39.1 44.3 21.4 31.6 32.1 42.7
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 22, 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 : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Old : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,292: -5,413 6,103 0 5,213 -10,728 -200 -4,625: -3,092 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 27.3
Old : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 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 : 26: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 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 : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
Old : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
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 15, 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 : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Old : 42,326: 10,655 10,495 1 14,898 22,524 25,554 33,020: 16,772 9,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -25,926: 3,181 -6 -1,345 -24,722 -21,034 -22,886 -22,385: -3,040 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 22.0
Old : 100.0: 25.2 24.8 0.0 35.2 53.2 60.4 78.0: 39.6 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 : 27: 9 4 1 8 9 18 13:
Old : 27: 9 4 1 8 9 18 13:
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 : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
Old : 37.4 56.0 49.1 71.7 37.4 55.9 49.1 70.4
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 22, 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 : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Old : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,181: -11,948 -389 9 2,762 -7,093 -9,177 -7,473: 2,996 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 6.8
Old : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 6.8
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 : 87: 42 16 3 16 18 60 35:
Old : 87: 42 16 3 16 18 60 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 : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
Old : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
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 15, 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 : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Old : 72,172: 49,610 5,187 260 14,212 63,555 64,082 69,003: 8,090 3,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -53,488: -23,607 -3,256 -1,525 -21,806 -43,632 -46,938 -48,412: -6,550 -5,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
Old : 100.0: 68.7 7.2 0.4 19.7 88.1 88.8 95.6: 11.2 4.4
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 : 93: 53 12 3 15 17 70 30:
Old : 93: 53 12 3 15 17 70 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 : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
Old : 25.6 57.0 41.0 77.6 25.6 57.0 41.0 77.4
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 22, 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 : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Old : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,404: -10,734 388 358 6,383 -8,924 -3,993 -8,177: -3,411 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 15.1
Old : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 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 : 55: 26 8 7 13 15 40 29:
Old : 55: 26 8 7 13 15 40 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 : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
Old : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
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 15, 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 : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Old : 81,295: 42,062 4,329 489 9,954 66,110 52,505 70,927: 28,790 10,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -19,777: -4,390 -950 -1,462 -11,407 -14,537 -17,259 -16,949: -2,518 -2,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 12.8
Old : 100.0: 51.7 5.3 0.6 12.2 81.3 64.6 87.2: 35.4 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 : 54: 28 8 6 8 16 39 27:
Old : 54: 28 8 6 8 16 39 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 : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
Old : 20.8 62.2 34.2 74.7 20.1 61.4 33.4 73.9
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 22, 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 : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Old : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,081: 1,543 8,277 677 1,895 -10,435 4,114 -1,481: -2,034 3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 17.7
Old : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 17.7
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 : 67: 19 17 8 20 23 40 47:
Old : 67: 19 17 8 20 23 40 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 : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
Old : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
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 15, 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 : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Old : 131,363: 14,571 19,308 1,614 84,059 90,332 100,244 111,254: 31,119 20,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -63,196: 585 -3,737 -3,496 -55,817 -51,704 -58,728 -58,937: -4,468 -4,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 15.3
Old : 100.0: 11.1 14.7 1.2 64.0 68.8 76.3 84.7: 23.7 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 : 60: 17 15 6 20 20 39 39:
Old : 60: 17 15 6 20 20 39 39:
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 : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
Old : 51.6 42.9 60.7 58.8 40.8 35.9 48.4 47.8
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 22, 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 : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Old : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,875: -4,193 -657 -1,030 -1,094 -4,282 -6,317 -5,969: 442 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
Old : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
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 : 83: 33 15 22 29 24 68 55:
Old : 83: 33 15 22 29 24 68 55:
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 : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
Old : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
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 15, 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 : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Old : 146,320: 39,682 11,216 12,006 34,771 74,163 86,459 97,385: 59,860 48,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -44,138: 4,037 -3,063 2,084 -42,819 -38,860 -36,698 -39,840: -7,440 -4,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
Old : 100.0: 27.1 7.7 8.2 23.8 50.7 59.1 66.6: 40.9 33.4
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 : 90: 40 16 24 29 24 73 60:
Old : 90: 40 16 24 29 24 73 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 : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
Old : 14.5 27.1 23.0 41.5 13.3 26.1 20.2 39.0
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 22, 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
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 15, 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 : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Old : 63,246: 20,278 3,161 0 38,199 54,637 58,477 57,798: 4,769 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,389: 5,705 1,255 -62 -2,334 3,717 3,309 4,910: -920 -2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 8.6
Old : 100.0: 32.1 5.0 0.0 60.4 86.4 92.5 91.4: 7.5 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 : 28: 4 2 0 15 14 19 16:
Old : 28: 4 2 0 15 14 19 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 : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
Old : 59.7 56.4 79.3 75.7 58.2 50.7 73.2 68.9
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 22, 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 :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Old :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 914,845: 50,091 60,756 432,723 367,610 355,543 850,424 849,022: 64,421 65,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 13.3
Old : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 13.3
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: 59 73 101 118 130 230 254:
Old : 267: 59 73 101 118 130 230 254:
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 : 19.7 15.2 33.7 24.6 16.5 8.7 22.5 12.4
Old : 19.7 15.2 33.7 24.6 16.5 8.7 22.5 12.4
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 15, 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 :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Old :12,393,117: 666,881 1,155,345 3,592,002 7,052,515 5,936,564 11,311,398 10,683,911: 1,081,719 1,709,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
:-1,166,821: -32,095 -26,939 -525,518 -683,549 -651,416 -1,241,162 -1,203,872: 74,340 37,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
Old : 100.0: 5.4 9.3 29.0 56.9 47.9 91.3 86.2: 8.7 13.8
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 : 263: 56 73 99 116 128 225 251:
Old : 263: 56 73 99 116 128 225 251:
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 15.2 34.2 25.1 17.1 8.6 23.6 12.5
Old : 20.6 15.2 34.2 25.1 17.1 8.6 23.6 12.5
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 22, 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 : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Old : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -124,549: -8,997 -15,563 -10,610 -66,945 -85,969 -86,552 -112,142: -37,997 -12,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 15.5
Old : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 15.5
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 : 202: 47 38 49 98 67 169 130:
Old : 202: 47 38 49 98 67 169 130:
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 : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
Old : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
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 15, 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 : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Old : 858,705: 67,309 103,119 45,547 556,938 583,498 669,794 732,164: 188,911 126,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 68,848: -1,887 17,899 2,343 38,631 42,651 39,086 62,893: 29,762 5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 14.7
Old : 100.0: 7.8 12.0 5.3 64.9 68.0 78.0 85.3: 22.0 14.7
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 : 214: 57 36 60 112 77 197 145:
Old : 214: 57 36 60 112 77 197 145:
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 : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
Old : 17.2 29.8 25.6 40.9 16.2 25.9 22.9 36.8
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 22, 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 : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Old : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -390,910: -124,323 -62,310 -51,159 -235,761 -181,885 -411,243 -295,353: 20,333 -95,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 11.9
Old : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 11.9
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 : 161: 42 46 16 47 48 98 101:
Old : 161: 42 46 16 47 48 98 101:
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 36.3 28.5 47.8 17.0 30.8 24.4 41.6
Old : 19.3 36.3 28.5 47.8 17.0 30.8 24.4 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 15, 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 : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Old : 1,256,154: 276,845 229,162 66,946 600,960 761,554 944,752 1,057,662: 311,402 198,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 164,196: 48,312 -37,918 33,429 102,419 65,991 184,160 61,502: -19,964 102,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
Old : 100.0: 22.0 18.2 5.3 47.8 60.6 75.2 84.2: 24.8 15.8
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 : 187: 47 56 50 68 62 145 138:
Old : 187: 47 56 50 68 62 145 138:
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 27.4 30.7 39.5 15.0 16.9 22.5 25.5
Old : 19.1 27.4 30.7 39.5 15.0 16.9 22.5 25.5
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 22, 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
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 : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 16 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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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 15, 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 : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Old : 19,787: 2,710 608 1,287 8,878 14,671 12,875 16,566: 6,912 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,429: 915 130 670 1,750 2,274 3,335 3,074: 1,094 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
Old : 100.0: 13.7 3.1 6.5 44.9 74.1 65.1 83.7: 34.9 16.3
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 : 35: 5 2 3 20 16 26 21:
Old : 35: 5 2 3 20 16 26 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 : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
Old : 22.6 38.0 36.3 59.4 17.1 31.3 27.5 50.2
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 22, 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 18 22:
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 : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
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 15, 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 : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Old : 47,874: 3,886 6,008 5,246 28,901 21,824 38,033 33,078: 9,841 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 14,708: -26 0 3,749 6,807 3,843 10,530 7,592: 4,178 7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
Old : 100.0: 8.1 12.5 11.0 60.4 45.6 79.4 69.1: 20.6 30.9
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 : 36: 3 5 7 21 23 29 30:
Old : 36: 3 5 7 21 23 29 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 : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
Old : 39.6 32.8 58.1 46.6 31.3 18.7 42.6 28.1
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 22, 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 : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Old : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,219: 916 393 -3,966 -20,253 -43,362 -23,303 -46,935: -26,916 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
Old : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
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 : 88: 13 23 2 36 30 51 53:
Old : 88: 13 23 2 36 30 51 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 : 31.6 28.6 44.1 43.1 28.9 24.2 38.4 37.2
Old : 31.6 28.6 44.1 43.1 28.9 24.2 38.4 37.2
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 15, 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 : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Old : 104,152: 4,225 17,235 4,084 54,586 70,509 62,895 91,829: 41,256 12,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 18,195: -744 3,969 3,063 9,424 9,922 11,743 16,954: 6,452 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 11.8
Old : 100.0: 4.1 16.5 3.9 52.4 67.7 60.4 88.2: 39.6 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 : 97: 13 26 13 45 43 66 76:
Old : 97: 13 26 13 45 43 66 76:
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 34.7 32.0 48.9 17.9 28.1 24.1 38.3
Old : 21.7 34.7 32.0 48.9 17.9 28.1 24.1 38.3
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 22, 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 : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Old : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -221,458: -10,728 12,557 -7,612 -201,372 -105,890 -219,712 -100,945: -1,745 -120,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
Old : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
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 : 170: 45 68 9 33 36 85 106:
Old : 170: 45 68 9 33 36 85 106:
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 : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
Old : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
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 15, 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 : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Old : 490,651: 88,305 107,445 10,554 353,708 206,219 452,568 324,218: 38,083 166,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 98,309: 6,259 6,214 7,903 74,450 49,878 88,612 63,995: 9,697 34,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
Old : 100.0: 18.0 21.9 2.2 72.1 42.0 92.2 66.1: 7.8 33.9
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 : 182: 43 67 27 52 52 107 135:
Old : 182: 43 67 27 52 52 107 135:
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 : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
Old : 48.0 23.9 60.6 33.2 42.1 21.2 52.9 26.0
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 22, 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 : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Old : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,301: 1,372 455 676 1,546 1,357 3,595 2,488: -294 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 7.5
Old : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 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 : 53: 27 2 5 14 18 41 25:
Old : 53: 27 2 5 14 18 41 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 : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
Old : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
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 15, 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 : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Old : 108,793: 56,134 2,946 3,858 19,498 94,448 79,490 101,252: 29,303 7,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -27,851: 2,071 -550 -1,042 -20,999 -20,993 -19,970 -22,585: -7,881 -5,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 6.9
Old : 100.0: 51.6 2.7 3.5 17.9 86.8 73.1 93.1: 26.9 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 : 47: 24 1 3 12 18 36 22:
Old : 47: 24 1 3 12 18 36 22:
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 : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
Old : 32.7 59.0 47.5 76.0 32.5 58.6 44.8 75.0
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 22, 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 : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Old : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,348: -504 -8,567 -1,607 -12,828 -11,389 -14,939 -21,563: -5,409 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 22.5
Old : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 22.5
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 : 56: 3 11 0 26 24 29 35:
Old : 56: 3 11 0 26 24 29 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 : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
Old : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
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 15, 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 : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Old : 49,198: 1,694 18,788 1,607 35,577 23,538 38,878 43,933: 10,320 5,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 9,169: 42 3,094 1,383 3,980 4,245 5,405 8,722: 3,764 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 10.7
Old : 100.0: 3.4 38.2 3.3 72.3 47.8 79.0 89.3: 21.0 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 : 66: 5 13 6 34 30 43 46:
Old : 66: 5 13 6 34 30 43 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 : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
Old : 42.5 48.7 53.7 58.6 28.5 38.7 37.7 45.3
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 22, 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 : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Old : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,955: -36,695 -7,142 -13,254 -54,073 -50,802 -104,023 -71,197: 9,068 -23,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
Old : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
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 : 106: 21 32 8 28 41 52 78:
Old : 106: 21 32 8 28 41 52 78:
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 : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
Old : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
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 15, 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 : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Old : 250,942: 74,184 38,810 14,607 152,675 161,063 241,465 214,480: 9,478 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 36,944: 7,826 1,734 9,852 20,991 665 38,669 12,250: -1,725 24,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
Old : 100.0: 29.6 15.5 5.8 60.8 64.2 96.2 85.5: 3.8 14.5
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 : 111: 17 36 18 33 46 61 89:
Old : 111: 17 36 18 33 46 61 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 : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
Old : 60.2 33.1 73.4 46.5 54.9 32.6 65.3 44.9
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 22, 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 : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Old : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 21.4
Old : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 21.4
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 : 66: 21 14 3 14 19 37 35:
Old : 66: 21 14 3 14 19 37 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 : 25.7 37.9 36.9 50.2 25.6 37.9 36.8 50.2
Old : 25.7 37.9 36.9 50.2 25.6 37.9 36.8 50.2
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 15, 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 : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Old : 32,127: 11,584 10,666 236 9,833 13,432 21,653 24,334: 10,474 7,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -22,191: -823 2,419 -7,023 -6,460 -12,277 -14,306 -16,881: -7,885 -5,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
Old : 100.0: 36.1 33.2 0.7 30.6 41.8 67.4 75.7: 32.6 24.3
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 : 61: 21 13 2 13 16 35 31:
Old : 61: 21 13 2 13 16 35 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 : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
Old : 26.1 40.4 38.3 52.1 25.9 40.4 37.3 52.1
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 22, 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
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 15, 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 : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Old : 67,478: 3,476 7,628 0 47,979 26,271 51,455 33,899: 16,023 33,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -47,899: 3,276 -1,971 -2,219 -8,541 -45,734 -7,484 -49,924: -40,415 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
Old : 100.0: 5.2 11.3 0.0 71.1 38.9 76.3 50.2: 23.7 49.8
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 : 48: 3 13 0 19 28 22 41:
Old : 48: 3 13 0 19 28 22 41:
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 : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
Old : 62.9 17.4 69.9 29.7 56.9 15.4 61.3 24.1
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 22, 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 : 127,066: 46,630 5,647 22,943 21,147 86,533 90,720 115,122: 36,346 11,944
Old : 127,066: 46,630 5,647 22,943 21,147 86,533 90,720 115,122: 36,346 11,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -186: -2,883 2,561 -349 2,957 -1,393 -276 818: 90 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.4 18.1 16.6 68.1 71.4 90.6: 28.6 9.4
Old : 100.0: 36.7 4.4 18.1 16.6 68.1 71.4 90.6: 28.6 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 : 174: 98 30 58 28 34 153 101:
Old : 174: 98 30 58 28 34 153 101:
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 : 15.2 27.2 21.3 43.2 12.8 25.5 18.6 38.8
Old : 15.2 27.2 21.3 43.2 12.8 25.5 18.6 38.8
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 15, 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 : 127,252: 49,513 3,086 23,292 18,190 87,926 90,996 114,304: 36,256 12,948
Old : 127,252: 49,513 3,086 23,292 18,190 87,926 90,996 114,304: 36,256 12,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -748: -2,125 -1,268 88 1,564 356 -473 -824: -275 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 2.4 18.3 14.3 69.1 71.5 89.8: 28.5 10.2
Old : 100.0: 38.9 2.4 18.3 14.3 69.1 71.5 89.8: 28.5 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 : 171: 94 27 52 24 39 144 98:
Old : 171: 94 27 52 24 39 144 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 : 14.2 29.0 21.5 44.0 13.8 27.0 19.8 41.1
Old : 14.2 29.0 21.5 44.0 13.8 27.0 19.8 41.1
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 22, 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 : 124,316: 47,341 15,948 25,512 34,252 69,642 107,106 111,103: 17,210 13,213
Old : 124,316: 47,341 15,948 25,512 34,252 69,642 107,106 111,103: 17,210 13,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 5,938: 326 923 4,716 64 -1,205 5,106 4,434: 832 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 12.8 20.5 27.6 56.0 86.2 89.4: 13.8 10.6
Old : 100.0: 38.1 12.8 20.5 27.6 56.0 86.2 89.4: 13.8 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 : 190: 71 59 47 41 44 146 124:
Old : 190: 71 59 47 41 44 146 124:
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 : 20.7 31.2 32.3 48.0 18.3 25.3 27.6 41.4
Old : 20.7 31.2 32.3 48.0 18.3 25.3 27.6 41.4
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 15, 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 : 118,378: 47,015 15,026 20,796 34,188 70,847 102,000 106,669: 16,378 11,709
Old : 118,378: 47,015 15,026 20,796 34,188 70,847 102,000 106,669: 16,378 11,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -2,840: -5,395 -153 2,875 264 -6,234 -2,256 -3,512: -585 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 12.7 17.6 28.9 59.8 86.2 90.1: 13.8 9.9
Old : 100.0: 39.7 12.7 17.6 28.9 59.8 86.2 90.1: 13.8 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 : 185: 76 53 43 41 44 143 120:
Old : 185: 76 53 43 41 44 143 120:
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 33.8 33.1 51.5 18.7 28.5 28.3 45.2
Old : 20.9 33.8 33.1 51.5 18.7 28.5 28.3 45.2
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 22, 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 : 395,166: 150,243 30,687 82,126 100,242 257,263 332,611 370,076: 62,556 25,091
Old : 395,166: 150,243 30,687 82,126 100,242 257,263 332,611 370,076: 62,556 25,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -44,234: -31,064 -8,456 -4,624 -5,877 -31,255 -41,564 -44,335: -2,670 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.8 20.8 25.4 65.1 84.2 93.7: 15.8 6.3
Old : 100.0: 38.0 7.8 20.8 25.4 65.1 84.2 93.7: 15.8 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 : 251: 148 47 70 39 39 217 134:
Old : 251: 148 47 70 39 39 217 134:
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 : 23.5 30.0 33.9 47.4 17.9 24.9 23.7 37.9
Old : 23.5 30.0 33.9 47.4 17.9 24.9 23.7 37.9
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 15, 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 : 439,401: 181,307 39,143 86,750 106,118 288,518 374,175 414,410: 65,225 24,990
Old : 439,401: 181,307 39,143 86,750 106,118 288,518 374,175 414,410: 65,225 24,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 37,371: 35,427 -6,717 1,260 1,046 40,427 37,734 34,970: -363 2,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 8.9 19.7 24.2 65.7 85.2 94.3: 14.8 5.7
Old : 100.0: 41.3 8.9 19.7 24.2 65.7 85.2 94.3: 14.8 5.7
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 : 260: 153 45 72 41 46 223 141:
Old : 260: 153 45 72 41 46 223 141:
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 29.4 34.6 47.1 19.4 23.5 25.9 35.8
Old : 23.2 29.4 34.6 47.1 19.4 23.5 25.9 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 22, 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 : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Old : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,415: -472 -669 541 -76 -187 -7 -315: -1,408 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
Old : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
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 : 40: 22 6 11 4 5 35 17:
Old : 40: 22 6 11 4 5 35 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 : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Old : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
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 15, 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 : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Old : 12,014: 7,165 1,436 451 540 8,225 8,156 10,112: 3,858 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,623: 360 318 82 31 437 473 837: 1,150 786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
Old : 100.0: 59.6 12.0 3.8 4.5 68.5 67.9 84.2: 32.1 15.8
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 : 34: 23 4 5 3 4 29 11:
Old : 34: 23 4 5 3 4 29 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 : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
Old : 35.3 78.7 48.8 83.4 35.3 76.3 48.8 78.0
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 22, 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 : 83,079: 19,335 4,858 8,356 40,844 46,074 68,535 59,288: 14,545 23,791
Old : 39,749: 10,555 2,580 3,239 19,057 23,979 32,851 29,798: 6,898 9,951
Other: 43,330: 9,631 3,130 4,266 21,788 22,095 35,684 29,491: 7,646 13,840
: : :
: : Changes in Commitments from: March 15, 2005 :
: -922: -316 144 666 297 -1,299 647 -489: -1,568 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.8 10.1 49.2 55.5 82.5 71.4: 17.5 28.6
Old : 100.0: 26.6 6.5 8.1 47.9 60.3 82.6 75.0: 17.4 25.0
Other: 100.0: 22.2 7.2 9.8 50.3 51.0 82.4 68.1: 17.6 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 30 18 14 38 47 75 72:
Old : 83: 21 9 10 26 38 51 53:
Other: 84: 19 15 13 29 39 55 61:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 29.4 34.0 40.5 20.4 22.5 29.4 28.2
Old : 31.7 28.5 46.3 41.6 31.4 28.3 44.7 36.9
Other: 28.5 33.4 42.2 42.1 23.8 29.1 36.4 33.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 84,001: 19,651 4,715 7,690 40,548 47,373 67,888 59,778: 16,113 24,223
Old : 42,135: 12,411 2,765 2,861 19,026 26,164 34,299 31,790: 7,837 10,345
Other: 41,866: 7,839 2,549 4,229 21,522 21,209 33,589 27,987: 8,276 13,878
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,385: 3,351 -1,372 1,152 3,887 5,835 8,390 5,615: 1,995 4,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.6 9.2 48.3 56.4 80.8 71.2: 19.2 28.8
Old : 100.0: 29.5 6.6 6.8 45.2 62.1 81.4 75.4: 18.6 24.6
Other: 100.0: 18.7 6.1 10.1 51.4 50.7 80.2 66.9: 19.8 33.1
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 30 19 17 42 49 83 76:
Old : 95: 25 11 10 29 43 59 59:
Other: 84: 18 13 14 31 40 55 63:
:----------------------------------------------------------------------------------------------------
: 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 28.7 32.2 39.9 18.8 22.2 27.6 27.3
Old : 30.1 31.2 42.6 41.8 30.1 30.6 42.6 38.6
Other: 29.2 31.2 42.4 40.9 22.5 26.1 34.5 30.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 37,900: 1,835 1,954 2,057 22,995 20,054 26,887 24,066: 11,013 13,834
Old : 28,504: 2,686 1,898 894 16,157 14,976 19,737 17,768: 8,767 10,736
Other: 9,397: 200 1,107 112 6,838 5,079 7,150 6,298: 2,246 3,098
: : :
: : Changes in Commitments from: March 15, 2005 :
: 169: 298 -231 998 121 -146 1,417 621: -1,248 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.2 5.4 60.7 52.9 70.9 63.5: 29.1 36.5
Old : 100.0: 9.4 6.7 3.1 56.7 52.5 69.2 62.3: 30.8 37.7
Other: 100.0: 2.1 11.8 1.2 72.8 54.0 76.1 67.0: 23.9 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 10 9 24 18 37 30:
Old : 43: 8 8 7 20 18 32 29:
Other: 29: 3 5 4 12 15 18 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 : 33.1 33.0 49.4 43.9 22.9 19.1 35.2 26.2
Old : 38.4 32.9 51.6 45.6 23.8 25.2 36.5 34.7
Other: 42.4 36.0 66.4 53.1 37.8 33.6 57.4 45.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 37,731: 1,537 2,185 1,059 22,875 20,200 25,470 23,444: 12,261 14,287
Old : 29,003: 2,311 1,995 168 16,703 15,373 19,183 17,536: 9,821 11,467
Other: 8,728: 54 1,019 62 6,172 4,828 6,288 5,908: 2,440 2,820
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,599: 426 -717 7 1,627 1,565 2,059 855: 540 1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 5.8 2.8 60.6 53.5 67.5 62.1: 32.5 37.9
Old : 100.0: 8.0 6.9 0.6 57.6 53.0 66.1 60.5: 33.9 39.5
Other: 100.0: 0.6 11.7 0.7 70.7 55.3 72.0 67.7: 28.0 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 6 3 21 17 27 24:
Old : 36: 6 4 2 18 17 24 23:
Other: 23: 1 2 2 12 14 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 33.2 33.7 49.2 44.2 22.7 18.4 35.2 25.2
Old : 38.8 33.5 51.4 45.3 24.3 23.9 35.5 32.8
Other: 40.9 40.6 63.7 57.9 36.0 38.6 55.4 49.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 174,168: 45,562 5,425 44,527 63,061 113,629 153,149 163,580: 21,018 10,588
Old : 143,936: 44,412 7,724 32,950 49,005 95,294 126,367 135,967: 17,568 7,968
Other: 30,232: 3,903 454 8,824 14,056 18,335 26,782 27,613: 3,450 2,619
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,691: -5,500 -599 -1,441 1,587 -4,991 -5,354 -7,030: -2,337 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.1 25.6 36.2 65.2 87.9 93.9: 12.1 6.1
Old : 100.0: 30.9 5.4 22.9 34.0 66.2 87.8 94.5: 12.2 5.5
Other: 100.0: 12.9 1.5 29.2 46.5 60.6 88.6 91.3: 11.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 104 39 60 72 71 205 146:
Old : 227: 103 40 58 59 67 188 141:
Other: 112: 27 22 34 45 46 91 83:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 36.1 23.6 47.4 13.6 31.5 21.2 40.8
Old : 16.4 39.9 26.3 49.9 16.4 37.7 25.8 46.0
Other: 23.5 24.6 36.6 40.2 18.1 19.4 25.5 29.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 181,859: 51,062 6,023 45,968 61,474 118,619 158,504 170,610: 23,356 11,249
Old : 154,087: 49,772 8,497 35,813 48,629 101,100 134,214 145,410: 19,872 8,677
Other: 27,772: 4,015 252 7,428 12,846 17,520 24,289 25,200: 3,483 2,572
: : :
: : Changes in Commitments from: March 8, 2005 :
: 17,418: 5,414 -1,211 7,444 3,678 10,488 16,536 16,721: 882 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.3 25.3 33.8 65.2 87.2 93.8: 12.8 6.2
Old : 100.0: 32.3 5.5 23.2 31.6 65.6 87.1 94.4: 12.9 5.6
Other: 100.0: 14.5 0.9 26.7 46.3 63.1 87.5 90.7: 12.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 121 32 65 69 68 213 146:
Old : 234: 110 42 62 58 64 198 140:
Other: 111: 36 15 35 44 43 92 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 37.0 21.8 48.2 13.0 33.4 20.5 42.5
Old : 15.3 40.8 24.6 50.8 15.3 38.9 24.2 46.9
Other: 20.5 25.2 32.4 39.7 15.3 18.1 21.6 28.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 44,333: 17,339 3,968 8,176 12,558 29,684 38,073 41,828: 6,259 2,505
Old : 44,120: 17,332 4,004 8,066 12,512 29,581 37,911 41,651: 6,209 2,468
Other: 213: 78 34 39 46 103 163 177: 51 36
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,141: 1,794 -559 -844 832 2,019 1,782 616: -641 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.9 18.4 28.3 67.0 85.9 94.4: 14.1 5.6
Old : 100.0: 39.3 9.1 18.3 28.4 67.0 85.9 94.4: 14.1 5.6
Other: 100.0: 36.4 16.0 18.4 21.4 48.5 76.3 83.0: 23.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 85 20 36 27 20 133 62:
Old : 145: 84 22 36 27 20 133 62:
Other: 19: 6 7 8 2 5 10 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 : 17.5 43.3 28.3 62.7 15.4 37.1 24.9 55.9
Old : 17.6 43.4 28.4 62.8 15.5 37.2 25.0 56.1
Other: 55.6 46.1 74.3 64.6 48.5 46.1 56.0 59.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 43,192: 15,545 4,527 9,021 11,725 27,665 36,291 41,213: 6,901 1,979
Old : 43,006: 15,538 4,519 8,934 11,679 27,594 36,151 41,048: 6,855 1,958
Other: 186: 62 62 31 47 71 140 165: 46 21
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,879: 2,345 849 -85 -554 924 1,706 1,687: 172 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 10.5 20.9 27.1 64.1 84.0 95.4: 16.0 4.6
Old : 100.0: 36.1 10.5 20.8 27.2 64.2 84.1 95.4: 15.9 4.6
Other: 100.0: 33.4 33.5 16.7 25.1 38.3 75.3 88.5: 24.7 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 76 27 38 22 21 123 64:
Old : 136: 76 27 38 22 21 123 64:
Other: 21: 4 11 7 2 5 10 19:
:----------------------------------------------------------------------------------------------------
: 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 38.9 29.1 58.9 15.4 32.4 23.8 51.5
Old : 18.3 39.0 29.3 59.1 15.4 32.5 23.9 51.7
Other: 61.9 42.2 74.1 62.7 55.4 40.4 56.4 57.4
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 165,279: 49,528 5,722 19,531 81,480 132,290 150,538 157,543: 14,741 7,736
Old : 110,853: 46,294 5,643 17,498 33,372 80,579 97,164 103,720: 13,689 7,133
Other: 54,426: 4,193 1,039 1,073 48,108 51,712 53,374 53,823: 1,052 603
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,776: -172 -181 2,949 -1,586 -1,854 1,191 914: 585 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.5 11.8 49.3 80.0 91.1 95.3: 8.9 4.7
Old : 100.0: 41.8 5.1 15.8 30.1 72.7 87.7 93.6: 12.3 6.4
Other: 100.0: 7.7 1.9 2.0 88.4 95.0 98.1 98.9: 1.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 76 37 58 46 44 165 117:
Old : 187: 73 42 57 43 43 160 115:
Other: 71: 23 9 13 27 30 54 48:
:----------------------------------------------------------------------------------------------------
: 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 36.7 35.8 55.6 16.8 24.8 23.4 34.1
Old : 18.6 30.9 28.1 46.9 15.8 24.9 23.7 38.5
Other: 54.9 63.8 71.3 81.9 38.4 51.0 52.4 60.9
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 163,503: 49,699 5,903 16,582 83,066 134,145 149,347 156,630: 14,156 6,874
Old : 109,293: 46,323 6,200 14,636 35,085 82,036 96,045 102,872: 13,248 6,421
Other: 54,210: 4,285 612 1,037 47,981 52,109 53,303 53,757: 908 453
: : :
: : Changes in Commitments from: March 8, 2005 :
: 8,437: 1,142 -543 4,139 1,723 5,323 7,004 8,919: 1,434 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 3.6 10.1 50.8 82.0 91.3 95.8: 8.7 4.2
Old : 100.0: 42.4 5.7 13.4 32.1 75.1 87.9 94.1: 12.1 5.9
Other: 100.0: 7.9 1.1 1.9 88.5 96.1 98.3 99.2: 1.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 77 28 49 46 42 157 106:
Old : 178: 71 38 48 41 41 150 104:
Other: 67: 25 4 11 27 29 53 43:
:----------------------------------------------------------------------------------------------------
: 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 38.0 36.7 58.1 17.0 26.3 23.8 35.6
Old : 19.7 33.1 29.5 49.2 16.2 25.7 24.2 39.8
Other: 54.5 64.5 70.8 83.5 37.9 51.5 51.8 61.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Old : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,436: -7,966 3,343 -480 7,071 -14,508 -1,375 -11,645: -5,061 5,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 10.7
Old : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 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 : 148: 56 27 41 60 52 134 102:
Old : 148: 56 27 41 60 52 134 102:
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 35.6 23.5 49.8 11.6 28.9 20.0 37.5
Old : 13.6 35.6 23.5 49.8 11.6 28.9 20.0 37.5
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 15, 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 : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Old : 485,694: 106,046 14,161 84,940 206,851 340,347 397,836 439,448: 87,857 46,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 10,999: 7,947 -9,790 -322 -3,301 19,736 4,324 9,624: 6,675 1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 9.5
Old : 100.0: 21.8 2.9 17.5 42.6 70.1 81.9 90.5: 18.1 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 : 144: 63 20 43 56 50 133 99:
Old : 144: 63 20 43 56 50 133 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 : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
Old : 14.0 35.6 23.4 50.6 11.2 29.3 19.6 38.1
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 22, 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 : 169,555: 53,316 10,849 48,040 53,708 101,629 155,064 160,518: 14,491 9,037
Old : 156,447: 53,363 13,391 41,301 47,886 93,575 142,551 148,267: 13,896 8,180
Other: 13,109: 3,322 826 3,370 5,822 8,055 12,513 12,251: 595 858
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,925: -2,238 -499 180 1,144 -649 -914 -968: -1,010 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.4 28.3 31.7 59.9 91.5 94.7: 8.5 5.3
Old : 100.0: 34.1 8.6 26.4 30.6 59.8 91.1 94.8: 8.9 5.2
Other: 100.0: 25.3 6.3 25.7 44.4 61.4 95.5 93.5: 4.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 183 65 141 100 117 342 283:
Old : 397: 176 79 139 97 116 338 279:
Other: 134: 33 19 30 48 62 93 100:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.4 21.3 30.3 11.5 15.9 19.7 25.9
Old : 12.5 19.4 22.1 30.1 12.5 16.4 21.3 26.8
Other: 34.7 27.3 51.7 39.7 23.8 18.5 32.2 26.1
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 171,480: 55,555 11,348 47,860 52,564 102,278 155,978 161,486: 15,502 9,994
Old : 158,820: 55,806 13,434 41,313 46,838 94,980 143,957 149,727: 14,863 9,094
Other: 12,659: 2,976 1,141 3,320 5,726 7,298 12,021 11,759: 638 901
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,792: -212 85 -423 2,505 1,951 1,870 1,613: -78 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 6.6 27.9 30.7 59.6 91.0 94.2: 9.0 5.8
Old : 100.0: 35.1 8.5 26.0 29.5 59.8 90.6 94.3: 9.4 5.7
Other: 100.0: 23.5 9.0 26.2 45.2 57.7 95.0 92.9: 5.0 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 175 71 128 102 117 327 274:
Old : 386: 169 78 126 98 116 323 269:
Other: 131: 31 18 30 46 61 88 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 : 12.1 19.1 21.5 30.1 11.3 15.5 19.2 25.6
Old : 12.4 19.2 22.1 30.0 12.2 16.2 20.7 26.6
Other: 31.1 26.6 49.0 39.3 22.1 18.8 31.5 25.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Old : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,261: -1,896 -6,942 -18 -4,322 1,576 -6,236 -5,384: 975 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 16.5
Old : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 16.5
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 : 49: 10 29 11 4 7 23 39:
Old : 49: 10 29 11 4 7 23 39:
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 : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
Old : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
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 15, 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 : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Old : 26,281: 7,043 19,080 2,714 14,208 1,136 23,965 22,930: 2,316 3,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -5,809: -997 2,590 -845 -3,274 -6,691 -5,116 -4,946: -693 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 12.7
Old : 100.0: 26.8 72.6 10.3 54.1 4.3 91.2 87.3: 8.8 12.7
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 : 54: 10 31 9 6 8 23 42:
Old : 54: 10 31 9 6 8 23 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 : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
Old : 61.8 44.9 85.3 64.8 60.9 44.8 77.6 59.0
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 22, 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 : 224,909: 37,370 28,728 42,764 113,037 125,546 193,171 197,037: 31,738 27,871
Old : 224,909: 37,370 28,728 42,764 113,037 125,546 193,171 197,037: 31,738 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 14,483: 1,477 -597 4,653 10,139 11,081 16,268 15,137: -1,785 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.8 19.0 50.3 55.8 85.9 87.6: 14.1 12.4
Old : 100.0: 16.6 12.8 19.0 50.3 55.8 85.9 87.6: 14.1 12.4
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 : 138: 37 29 32 64 67 119 111:
Old : 138: 37 29 32 64 67 119 111:
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 25.8 31.9 37.6 12.6 16.7 19.7 21.8
Old : 19.0 25.8 31.9 37.6 12.6 16.7 19.7 21.8
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 15, 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 : 210,426: 35,893 29,324 38,111 102,898 114,464 176,903 181,900: 33,523 28,526
Old : 210,426: 35,893 29,324 38,111 102,898 114,464 176,903 181,900: 33,523 28,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 13,970: 995 -203 3,414 10,296 10,879 14,705 14,090: -735 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.9 18.1 48.9 54.4 84.1 86.4: 15.9 13.6
Old : 100.0: 17.1 13.9 18.1 48.9 54.4 84.1 86.4: 15.9 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 : 131: 36 24 29 61 67 111 106:
Old : 131: 36 24 29 61 67 111 106:
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 24.7 32.1 36.2 14.1 16.0 21.3 21.8
Old : 19.8 24.7 32.1 36.2 14.1 16.0 21.3 21.8
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 22, 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 : 759,541: 54,718 58,504 302,768 317,844 359,450 675,330 720,722: 84,212 38,820
Old : 759,541: 54,718 58,504 302,768 317,844 359,450 675,330 720,722: 84,212 38,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 33,924: 7,219 480 13,152 11,124 17,421 31,495 31,053: 2,429 2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.7 39.9 41.8 47.3 88.9 94.9: 11.1 5.1
Old : 100.0: 7.2 7.7 39.9 41.8 47.3 88.9 94.9: 11.1 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 : 212: 62 56 80 89 81 195 176:
Old : 212: 62 56 80 89 81 195 176:
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 22.9 29.8 35.4 4.6 7.6 6.8 12.4
Old : 19.1 22.9 29.8 35.4 4.6 7.6 6.8 12.4
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 15, 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 : 725,617: 47,499 58,024 289,616 306,719 342,029 643,834 689,669: 81,783 35,948
Old : 725,617: 47,499 58,024 289,616 306,719 342,029 643,834 689,669: 81,783 35,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 35,014: 5,473 -136 11,379 19,150 23,028 36,002 34,271: -988 743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.0 39.9 42.3 47.1 88.7 95.0: 11.3 5.0
Old : 100.0: 6.5 8.0 39.9 42.3 47.1 88.7 95.0: 11.3 5.0
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 : 207: 63 53 79 84 77 189 171:
Old : 207: 63 53 79 84 77 189 171:
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 : 18.8 22.4 29.9 34.8 4.8 7.6 7.0 12.1
Old : 18.8 22.4 29.9 34.8 4.8 7.6 7.0 12.1
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 22, 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 : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Old : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,219: 2,114 0 0 11,271 17,469 13,385 17,469: 1,834 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
Old : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
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: 1 1 0 20 24 21 25:
Old : 31: 1 1 0 20 24 21 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 : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
Old : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
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 15, 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 : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Old : 74,089: 8,112 4,708 0 59,001 63,791 67,113 68,499: 6,976 5,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,063: 416 0 0 3,982 3,097 4,398 3,097: -335 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 7.5
Old : 100.0: 10.9 6.4 0.0 79.6 86.1 90.6 92.5: 9.4 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 : 29: 1 1 0 20 22 21 23:
Old : 29: 1 1 0 20 22 21 23:
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 : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Old : 52.5 40.2 70.6 60.8 52.4 36.8 62.5 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Old : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,460: 0 -604 604 856 818 1,460 818: 0 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
Old : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
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 : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 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 : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
Old : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Old : 50,582: 0 7,122 2,114 46,402 33,542 48,516 42,778: 2,066 7,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
Old : 100.0: 0.0 14.1 4.2 91.7 66.3 95.9 84.6: 4.1 15.4
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 : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 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 : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
Old : 52.5 52.9 83.5 75.1 48.6 50.4 77.8 69.5
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 22, 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 : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Old : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,718: 1,476 924 -319 2,681 3,014 3,838 3,619: -120 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
Old : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
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 : 24: 2 1 3 20 17 23 20:
Old : 24: 2 1 3 20 17 23 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 : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
Old : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
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 15, 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 : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Old : 43,078: 3,973 0 3,662 31,115 35,448 38,750 39,110: 4,328 3,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 3,453: 722 0 -660 2,903 4,326 2,965 3,666: 488 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
Old : 100.0: 9.2 0.0 8.5 72.2 82.3 90.0 90.8: 10.0 9.2
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 : 23: 3 0 3 19 16 22 19:
Old : 23: 3 0 3 19 16 22 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 : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
Old : 55.6 42.1 72.1 64.1 50.4 40.2 59.5 57.3
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 22, 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 : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Old : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -299: -2,022 182 1,077 513 -361 -432 898: 133 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 12.8
Old : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 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 : 26: 1 1 1 21 18 22 20:
Old : 26: 1 1 1 21 18 22 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 : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
Old : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
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 15, 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 : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Old : 65,368: 4,078 2,035 2,008 51,952 51,774 58,038 55,817: 7,330 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 2,246: -188 428 826 698 510 1,336 1,764: 910 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 14.6
Old : 100.0: 6.2 3.1 3.1 79.5 79.2 88.8 85.4: 11.2 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 : 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 : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
Old : 39.1 60.6 64.6 72.7 32.5 50.6 48.7 55.6
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 22, 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 : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Old : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 17,259: 5,422 5,656 1,497 10,695 10,344 17,614 17,497: -355 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
Old : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
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 : 121: 20 7 28 80 75 111 105:
Old : 121: 20 7 28 80 75 111 105:
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 : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
Old : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
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 15, 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 : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Old : 945,838: 256,378 60,320 155,772 517,087 719,707 929,237 935,799: 16,601 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,215: 2,291 -4,024 -1,073 912 6,226 2,130 1,129: -915 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.4 16.5 54.7 76.1 98.2 98.9: 1.8 1.1
Old : 100.0: 27.1 6.4 16.5 54.7 76.1 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 : 116: 21 7 28 75 72 106 102:
Old : 116: 21 7 28 75 72 106 102:
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 : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
Old : 32.3 22.1 44.3 37.8 26.6 20.0 34.0 30.7
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 22, 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 : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Old : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 13,393: 9,134 6,642 -4,458 6,687 12,143 11,363 14,327: 2,030 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
Old : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
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 : 43: 12 6 12 21 23 37 37:
Old : 43: 12 6 12 21 23 37 37:
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 : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
Old : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
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 15, 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 : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Old : 119,062: 23,707 39,201 29,289 61,382 47,781 114,378 116,271: 4,684 2,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 5,237: 294 -2,644 1,151 2,041 5,401 3,486 3,908: 1,751 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
Old : 100.0: 19.9 32.9 24.6 51.6 40.1 96.1 97.7: 3.9 2.3
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: 12 6 13 21 22 37 37:
Old : 43: 12 6 13 21 22 37 37:
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 51.4 61.6 68.2 29.2 35.1 37.3 41.8
Old : 39.2 51.4 61.6 68.2 29.2 35.1 37.3 41.8
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 22, 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 : 47,571: 5,487 3,479 12,126 29,673 31,687 47,285 47,291: 286 280
Old : 47,571: 5,487 3,479 12,126 29,673 31,687 47,285 47,291: 286 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,770: 1,564 404 338 1,119 2,255 3,021 2,997: -251 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.3 25.5 62.4 66.6 99.4 99.4: 0.6 0.6
Old : 100.0: 11.5 7.3 25.5 62.4 66.6 99.4 99.4: 0.6 0.6
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 : 41: 5 6 8 26 27 35 37:
Old : 41: 5 6 8 26 27 35 37:
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 : 46.3 53.1 70.0 71.7 35.3 42.9 46.5 49.7
Old : 46.3 53.1 70.0 71.7 35.3 42.9 46.5 49.7
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 15, 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 : 44,801: 3,923 3,075 11,788 28,553 29,432 44,265 44,295: 537 507
Old : 44,801: 3,923 3,075 11,788 28,553 29,432 44,265 44,295: 537 507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 1,554: 1,266 321 -131 288 1,212 1,423 1,402: 131 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.9 26.3 63.7 65.7 98.8 98.9: 1.2 1.1
Old : 100.0: 8.8 6.9 26.3 63.7 65.7 98.8 98.9: 1.2 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 : 42: 5 6 8 28 26 37 36:
Old : 42: 5 6 8 28 26 37 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 : 44.6 56.0 71.3 74.1 34.2 43.6 46.6 50.0
Old : 44.6 56.0 71.3 74.1 34.2 43.6 46.6 50.0
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 22, 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 : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Old : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 718: -172 -510 126 764 1,102 718 718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 7.3 74.7 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 16.8 3.4 7.3 74.7 88.1 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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 22 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 : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
Old : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
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 15, 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 : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Old : 18,078: 3,328 1,148 1,244 13,268 15,448 17,840 17,840: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 214: 132 -48 130 -48 132 214 214: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 6.9 73.4 85.5 98.7 98.7: 1.3 1.3
Old : 100.0: 18.4 6.4 6.9 73.4 85.5 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 17 16 22 20:
Old : 26: 4 1 4 17 16 22 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 : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
Old : 66.6 54.9 82.6 76.2 61.8 49.6 69.2 64.4
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 22, 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 : 1,290,006: 172,350 63,726 322,852 725,539 814,262 1,220,742 1,200,840: 69,264 89,166
Old : 1,290,006: 172,350 63,726 322,852 725,539 814,262 1,220,742 1,200,840: 69,264 89,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -27,322: -242 -1,161 -17,928 -4,323 -6,008 -22,493 -25,097: -4,829 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.9 25.0 56.2 63.1 94.6 93.1: 5.4 6.9
Old : 100.0: 13.4 4.9 25.0 56.2 63.1 94.6 93.1: 5.4 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 : 284: 90 92 118 80 87 233 244:
Old : 284: 90 92 118 80 87 233 244:
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 : 18.7 21.6 29.2 33.1 8.0 10.4 12.8 14.3
Old : 18.7 21.6 29.2 33.1 8.0 10.4 12.8 14.3
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 15, 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 : 1,317,329: 172,592 64,887 340,780 729,863 820,270 1,243,235 1,225,937: 74,093 91,391
Old : 1,317,329: 172,592 64,887 340,780 729,863 820,270 1,243,235 1,225,937: 74,093 91,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 48,949: 12,064 11,688 25,299 20,697 9,921 58,060 46,908: -9,110 2,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.9 25.9 55.4 62.3 94.4 93.1: 5.6 6.9
Old : 100.0: 13.1 4.9 25.9 55.4 62.3 94.4 93.1: 5.6 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 : 285: 82 96 122 85 90 243 243:
Old : 285: 82 96 122 85 90 243 243:
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 : 18.5 20.9 28.7 31.9 8.1 10.0 12.8 13.8
Old : 18.5 20.9 28.7 31.9 8.1 10.0 12.8 13.8
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 22, 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 : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Old : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46: 304 23 -99 -170 47 35 -29: -81 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
Old : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 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 : 122: 75 12 2 9 25 86 38:
Old : 122: 75 12 2 9 25 86 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 : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
Old : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
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 15, 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 : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Old : 12,942: 8,540 1,379 183 1,088 10,830 9,811 12,392: 3,131 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: -206: 396 -282 41 -603 296 -166 55: -40 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
Old : 100.0: 66.0 10.7 1.4 8.4 83.7 75.8 95.8: 24.2 4.2
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 : 119: 73 10 7 12 24 90 39:
Old : 119: 73 10 7 12 24 90 39:
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 : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
Old : 23.6 43.6 32.7 61.9 23.6 43.6 32.7 61.9
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 22, 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 : 8,715: 4,892 503 86 1,383 7,174 6,361 7,763: 2,354 952
Old : 8,715: 4,892 503 86 1,383 7,174 6,361 7,763: 2,354 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 674: 568 -50 80 -186 888 462 918: 212 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 5.8 1.0 15.9 82.3 73.0 89.1: 27.0 10.9
Old : 100.0: 56.1 5.8 1.0 15.9 82.3 73.0 89.1: 27.0 10.9
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 : 44: 22 3 2 5 17 28 21:
Old : 44: 22 3 2 5 17 28 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 : 31.0 56.7 46.9 73.4 30.4 56.7 44.5 73.4
Old : 31.0 56.7 46.9 73.4 30.4 56.7 44.5 73.4
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 15, 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 : 8,041: 4,324 553 6 1,569 6,286 5,899 6,845: 2,142 1,196
Old : 8,041: 4,324 553 6 1,569 6,286 5,899 6,845: 2,142 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 185: 407 79 -55 -50 158 302 182: -117 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.1: 26.6 14.9
Old : 100.0: 53.8 6.9 0.1 19.5 78.2 73.4 85.1: 26.6 14.9
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 : 43: 20 4 1 7 15 28 19:
Old : 43: 20 4 1 7 15 28 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 : 34.0 60.7 48.7 75.3 34.0 60.7 48.7 75.3
Old : 34.0 60.7 48.7 75.3 34.0 60.7 48.7 75.3
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 22, 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 : 227,128: 47,186 6,518 46,803 108,939 159,312 202,928 212,633: 24,201 14,495
Old : 227,128: 47,186 6,518 46,803 108,939 159,312 202,928 212,633: 24,201 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,378: 5,587 1,473 4,689 5,430 12,088 15,705 18,250: -327 -2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.9 20.6 48.0 70.1 89.3 93.6: 10.7 6.4
Old : 100.0: 20.8 2.9 20.6 48.0 70.1 89.3 93.6: 10.7 6.4
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 : 181: 59 27 46 75 81 151 141:
Old : 181: 59 27 46 75 81 151 141:
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 17.3 31.7 28.4 14.3 11.3 22.9 18.4
Old : 21.0 17.3 31.7 28.4 14.3 11.3 22.9 18.4
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 15, 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 : 211,750: 41,599 5,045 42,114 103,509 147,224 187,222 194,383: 24,528 17,367
Old : 211,750: 41,599 5,045 42,114 103,509 147,224 187,222 194,383: 24,528 17,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2005 :
: 4,879: -1,462 353 3,191 4,960 4,192 6,689 7,736: -1,809 -2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.4 19.9 48.9 69.5 88.4 91.8: 11.6 8.2
Old : 100.0: 19.6 2.4 19.9 48.9 69.5 88.4 91.8: 11.6 8.2
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 : 175: 56 23 45 74 82 149 134:
Old : 175: 56 23 45 74 82 149 134:
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 : 21.6 17.8 32.3 27.4 16.1 11.2 24.9 18.8
Old : 21.6 17.8 32.3 27.4 16.1 11.2 24.9 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2005