WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 281,010: 36,964 38,629 56,330 159,814 148,744 253,107 243,703: 27,903 37,308
Old : 54,827: 10,151 7,539 15,187 19,515 26,427 44,853 49,154: 9,974 5,673
Other: 226,183: 32,434 36,711 35,522 140,299 122,317 208,254 194,549: 17,929 31,634
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,056: -994 9,382 -3,104 14,753 5,859 10,655 12,138: 1,402 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.7 20.0 56.9 52.9 90.1 86.7: 9.9 13.3
Old : 100.0: 18.5 13.8 27.7 35.6 48.2 81.8 89.7: 18.2 10.3
Other: 100.0: 14.3 16.2 15.7 62.0 54.1 92.1 86.0: 7.9 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 75 81 75 50 57 168 178:
Old : 141: 52 35 45 30 43 101 104:
Other: 208: 61 81 56 43 53 139 158:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 32.0 45.3 39.8 28.2 27.5 39.9 32.5
Old : 30.4 28.1 40.2 41.2 6.9 13.8 11.6 20.9
Other: 34.4 36.3 50.1 43.5 34.1 33.5 48.5 39.7
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 268,954: 37,958 29,246 59,434 145,061 142,885 242,452 231,565: 26,502 37,389
Old : 83,501: 19,763 18,558 16,728 33,872 35,532 70,363 70,818: 13,138 12,683
Other: 185,454: 27,899 20,392 33,002 111,189 107,354 172,090 160,747: 13,364 24,706
: : :
: : Changes in Commitments from: April 5, 2005 :
: -12,914: -5,525 5,632 -3,914 5,337 -8,145 -4,102 -6,428: -8,813 -6,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.9 22.1 53.9 53.1 90.1 86.1: 9.9 13.9
Old : 100.0: 23.7 22.2 20.0 40.6 42.6 84.3 84.8: 15.7 15.2
Other: 100.0: 15.0 11.0 17.8 60.0 57.9 92.8 86.7: 7.2 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 70 74 75 50 56 162 171:
Old : 165: 53 52 44 35 44 110 118:
Other: 183: 60 58 51 44 51 132 135:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 32.4 42.7 39.9 28.5 29.8 40.4 34.2
Old : 24.5 18.9 35.7 31.4 20.7 17.3 30.1 26.6
Other: 34.5 39.8 47.6 46.7 34.1 36.2 46.6 41.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 840,766: 88,020 115,928 128,927 475,877 370,725 692,824 615,581: 147,942 225,185
Old : 601,340: 68,362 119,153 80,181 344,244 268,800 492,787 468,134: 108,553 133,206
Other: 239,426: 37,732 14,849 30,673 131,633 101,925 200,038 147,447: 39,388 91,979
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,447: -2,035 5,489 7,128 15,318 20,895 20,410 33,511: 3,037 -10,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.8 15.3 56.6 44.1 82.4 73.2: 17.6 26.8
Old : 100.0: 11.4 19.8 13.3 57.2 44.7 81.9 77.8: 18.1 22.2
Other: 100.0: 15.8 6.2 12.8 55.0 42.6 83.5 61.6: 16.5 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 504: 113 134 137 211 208 409 407:
Old : 483: 101 142 105 191 192 361 375:
Other: 346: 79 61 55 125 168 227 261:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 14.5 27.8 19.7 17.0 8.0 24.8 12.0
Old : 22.4 17.3 31.8 22.1 22.4 14.0 30.9 18.1
Other: 29.4 10.7 36.7 16.5 22.7 6.1 28.8 10.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 817,318: 90,056 110,439 121,799 460,559 349,831 672,414 582,069: 144,904 235,249
Old : 588,083: 70,798 116,551 77,475 332,217 250,799 480,490 444,825: 107,593 143,258
Other: 229,235: 33,681 8,312 29,901 128,342 99,031 191,924 137,244: 37,312 91,991
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,860: -5,814 19,468 -2,656 -2,282 -19,097 -10,752 -2,286: 2,892 -5,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 13.5 14.9 56.4 42.8 82.3 71.2: 17.7 28.8
Old : 100.0: 12.0 19.8 13.2 56.5 42.6 81.7 75.6: 18.3 24.4
Other: 100.0: 14.7 3.6 13.0 56.0 43.2 83.7 59.9: 16.3 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 489: 109 126 127 216 202 399 391:
Old : 473: 99 134 109 197 186 364 365:
Other: 325: 71 51 53 120 166 214 247:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 13.2 25.6 18.5 14.5 6.6 22.5 10.5
Old : 18.7 15.5 28.2 20.5 18.7 11.5 27.9 16.0
Other: 30.9 10.5 38.6 16.5 24.5 6.3 30.8 10.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 9,690: 2,941 4 626 1,518 7,549 5,085 8,179: 4,606 1,512
Old : 4,140: 1,591 14 167 373 3,500 2,131 3,681: 2,009 459
Other: 5,551: 1,366 5 444 1,144 4,049 2,954 4,498: 2,597 1,053
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1: 84 -4 -3 305 -85 386 -92: -386 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 0.0 6.5 15.7 77.9 52.5 84.4: 47.5 15.6
Old : 100.0: 38.4 0.3 4.0 9.0 84.5 51.5 88.9: 48.5 11.1
Other: 100.0: 24.6 0.1 8.0 20.6 72.9 53.2 81.0: 46.8 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 3 4 10 16 26 20:
Old : 27: 9 2 3 5 14 16 17:
Other: 31: 11 2 4 9 15 22 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 : 21.8 44.6 32.0 59.6 20.6 42.0 30.2 56.0
Old : 37.9 53.6 45.3 76.1 37.9 53.0 45.0 73.9
Other: 25.9 41.4 39.0 61.0 25.5 38.5 34.1 57.7
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 9,690: 2,857 8 629 1,212 7,633 4,698 8,270: 4,991 1,419
Old : 4,931: 1,934 69 191 336 4,158 2,462 4,419: 2,469 512
Other: 4,759: 1,008 24 352 876 3,475 2,237 3,852: 2,523 907
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: 230 -15 90 284 793 605 869: 223 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 0.1 6.5 12.5 78.8 48.5 85.4: 51.5 14.6
Old : 100.0: 39.2 1.4 3.9 6.8 84.3 49.9 89.6: 50.1 10.4
Other: 100.0: 21.2 0.5 7.4 18.4 73.0 47.0 80.9: 53.0 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 2 5 10 16 26 21:
Old : 31: 13 1 3 5 15 18 19:
Other: 28: 7 3 5 9 14 19 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 : 21.4 44.3 31.4 60.8 20.9 42.8 28.8 56.3
Old : 33.4 53.0 41.1 74.4 33.4 52.7 41.0 73.3
Other: 27.9 42.5 36.8 62.4 27.0 40.9 31.7 60.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 382,778: 56,591 26,061 85,005 168,291 159,109 309,887 270,175: 72,891 112,604
Old : 293,592: 44,609 30,352 61,011 137,339 128,307 242,959 219,671: 50,633 73,922
Other: 89,186: 20,427 4,154 15,549 30,952 30,801 66,928 50,504: 22,258 38,682
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,199: 5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844: 374 -6,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 6.8 22.2 44.0 41.6 81.0 70.6: 19.0 29.4
Old : 100.0: 15.2 10.3 20.8 46.8 43.7 82.8 74.8: 17.2 25.2
Other: 100.0: 22.9 4.7 17.4 34.7 34.5 75.0 56.6: 25.0 43.4
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 124 115 143 101 107 306 290:
Old : 352: 107 124 121 89 105 267 280:
Other: 197: 70 43 46 55 66 150 131:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.2 30.0 23.8 14.6 7.6 19.6 11.7
Old : 23.4 19.5 34.0 26.4 18.9 9.4 25.0 13.9
Other: 19.9 14.9 29.3 22.3 12.7 8.7 19.3 13.4
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 389,977: 50,795 28,344 86,183 180,482 156,491 317,460 271,018: 72,517 118,959
Old : 305,161: 40,125 33,184 63,475 149,538 127,875 253,138 224,534: 52,023 80,626
Other: 84,816: 19,028 3,519 14,349 30,944 28,616 64,322 46,484: 20,494 38,332
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,496: -3,300 3,292 -2,108 -5,413 -8,855 -10,821 -7,671: 4,325 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.3 22.1 46.3 40.1 81.4 69.5: 18.6 30.5
Old : 100.0: 13.1 10.9 20.8 49.0 41.9 83.0 73.6: 17.0 26.4
Other: 100.0: 22.4 4.1 16.9 36.5 33.7 75.8 54.8: 24.2 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 122 101 139 105 109 298 286:
Old : 343: 101 114 115 92 107 256 275:
Other: 198: 72 38 44 59 67 150 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.6 31.0 23.0 13.9 6.7 19.4 10.2
Old : 24.1 18.9 34.9 25.8 17.7 8.1 24.0 12.1
Other: 20.0 14.0 30.1 21.1 13.7 8.3 20.8 13.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,393: 12,380 2,910 1,131 234 1,087 13,745 5,128: 2,648 11,265
Old : 8,313: 5,203 2,434 945 209 649 6,357 4,028: 1,956 4,285
Other: 8,080: 7,334 633 29 25 438 7,388 1,100: 692 6,980
: : :
: : Changes in Commitments from: April 5, 2005 :
: -94: 70 -405 462 22 217 554 274: -648 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 17.8 6.9 1.4 6.6 83.8 31.3: 16.2 68.7
Old : 100.0: 62.6 29.3 11.4 2.5 7.8 76.5 48.5: 23.5 51.5
Other: 100.0: 90.8 7.8 0.4 0.3 5.4 91.4 13.6: 8.6 86.4
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 9 9 2 4 20 16:
Old : 25: 12 9 7 2 3 18 15:
Other: 15: 8 4 4 1 3 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 17.5 73.2 24.9 57.3 12.7 70.5 19.6
Old : 51.4 29.3 66.4 41.7 46.7 24.4 59.7 33.1
Other: 81.3 12.9 91.1 13.6 81.1 12.5 90.8 12.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 163,756: 29,500 11,584 25,919 79,601 110,154 135,020 147,657: 28,736 16,099
Old : 133,134: 27,615 12,546 18,097 64,774 88,582 110,486 119,225: 22,648 13,909
Other: 30,622: 4,044 1,196 5,663 14,827 21,572 24,534 28,432: 6,088 2,190
: : :
: : Changes in Commitments from: April 12, 2005 :
: -470: 3,650 -1,259 -1,474 18 1,597 2,194 -1,136: -2,664 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.1 15.8 48.6 67.3 82.5 90.2: 17.5 9.8
Old : 100.0: 20.7 9.4 13.6 48.7 66.5 83.0 89.6: 17.0 10.4
Other: 100.0: 13.2 3.9 18.5 48.4 70.4 80.1 92.8: 19.9 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 45 24 37 40 41 106 91:
Old : 131: 44 28 35 38 41 101 91:
Other: 52: 13 9 16 23 19 44 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 37.7 31.3 50.0 19.4 30.8 27.0 39.2
Old : 21.6 36.8 32.4 49.8 19.4 30.7 27.7 39.1
Other: 38.4 51.0 50.8 63.6 34.5 44.9 41.2 54.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 164,226: 25,850 12,843 27,393 79,583 108,557 132,826 148,793: 31,400 15,433
Old : 134,351: 24,802 13,938 19,643 64,968 87,416 109,413 120,997: 24,938 13,354
Other: 29,875: 3,178 1,034 5,620 14,616 21,142 23,413 27,796: 6,462 2,079
: : :
: : Changes in Commitments from: April 5, 2005 :
: -8,915: -4,456 727 -1,894 -3,113 -9,206 -9,463 -10,372: 547 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 7.8 16.7 48.5 66.1 80.9 90.6: 19.1 9.4
Old : 100.0: 18.5 10.4 14.6 48.4 65.1 81.4 90.1: 18.6 9.9
Other: 100.0: 10.6 3.5 18.8 48.9 70.8 78.4 93.0: 21.6 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 35 31 34 43 43 104 90:
Old : 127: 36 33 32 41 43 100 89:
Other: 52: 13 7 16 23 20 43 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 35.9 31.4 47.2 18.7 29.7 27.2 38.7
Old : 20.5 33.0 32.7 45.4 19.5 29.2 28.1 38.0
Other: 39.8 54.6 51.5 67.5 35.7 48.5 41.9 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Old : 935,143: 88,357 143,056 145,698 548,496 464,827 782,551 753,582: 152,592 181,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 22,164: 1,615 8,347 8,154 21,546 11,531 31,316 28,033: -9,152 -5,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
Old : 100.0: 9.4 15.3 15.6 58.7 49.7 83.7 80.6: 16.3 19.4
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 : 183: 33 45 50 79 88 141 154:
Old : 183: 33 45 50 79 88 141 154:
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 : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
Old : 24.2 13.9 32.4 24.4 16.2 11.3 21.5 17.5
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, April 12, 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 : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Old : 912,980: 86,742 134,710 137,544 526,950 453,296 751,236 725,549: 161,744 187,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -13,432: 2,920 965 -1,232 -24,157 6,607 -22,470 6,340: 9,038 -19,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
Old : 100.0: 9.5 14.8 15.1 57.7 49.7 82.3 79.5: 17.7 20.5
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 : 181: 34 46 53 74 87 140 154:
Old : 181: 34 46 53 74 87 140 154:
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 : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
Old : 24.8 13.9 33.5 24.7 17.0 11.3 23.5 18.1
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, April 19, 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 : 157,698: 28,977 11,453 28,137 66,484 93,784 123,598 133,374: 34,100 24,324
Old : 123,031: 26,999 11,929 20,296 47,118 70,667 94,412 102,892: 28,619 20,139
Other: 34,667: 3,857 1,402 5,963 19,366 23,117 29,186 30,482: 5,481 4,185
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,515: 6,999 -167 -196 -369 7,164 6,434 6,801: 1,081 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 7.3 17.8 42.2 59.5 78.4 84.6: 21.6 15.4
Old : 100.0: 21.9 9.7 16.5 38.3 57.4 76.7 83.6: 23.3 16.4
Other: 100.0: 11.1 4.0 17.2 55.9 66.7 84.2 87.9: 15.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 43 30 43 57 59 131 114:
Old : 154: 51 28 39 54 58 126 110:
Other: 80: 14 18 19 36 29 63 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.4 22.2 38.6 10.1 17.0 16.7 26.8
Old : 10.8 26.9 19.5 36.5 9.7 21.4 15.9 28.6
Other: 31.8 43.7 44.8 58.0 27.0 42.9 36.9 51.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 150,183: 21,978 11,620 28,333 66,853 86,620 117,164 126,573: 33,019 23,610
Old : 117,323: 21,418 12,449 20,535 47,623 64,520 89,577 97,505: 27,747 19,819
Other: 32,860: 2,179 790 6,179 19,229 22,100 27,587 29,069: 5,272 3,791
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,743: -2,383 1,410 2,411 1,118 -2,085 1,145 1,735: 598 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 7.7 18.9 44.5 57.7 78.0 84.3: 22.0 15.7
Old : 100.0: 18.3 10.6 17.5 40.6 55.0 76.4 83.1: 23.6 16.9
Other: 100.0: 6.6 2.4 18.8 58.5 67.3 84.0 88.5: 16.0 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 31 45 57 57 125 117:
Old : 150: 39 35 40 53 55 119 112:
Other: 76: 19 12 22 34 28 62 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.5 24.4 37.1 11.3 17.6 17.4 26.7
Old : 12.8 24.5 22.1 34.0 11.6 20.6 17.6 26.7
Other: 34.1 48.7 44.0 59.9 29.6 47.6 38.1 55.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 8,066: 3,556 1,243 1,255 1,016 4,492 5,827 6,990: 2,239 1,076
Old : 7,361: 3,495 1,209 1,050 780 4,148 5,326 6,407: 2,035 954
Other: 706: 102 75 163 236 345 501 583: 204 123
: : :
: : Changes in Commitments from: April 12, 2005 :
: 629: 159 -25 121 153 520 433 616: 196 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 15.4 15.6 12.6 55.7 72.2 86.7: 27.8 13.3
Old : 100.0: 47.5 16.4 14.3 10.6 56.4 72.4 87.0: 27.6 13.0
Other: 100.0: 14.4 10.6 23.1 33.4 48.8 71.0 82.6: 29.0 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 6 10 10 13 32 28:
Old : 42: 21 6 10 8 13 30 28:
Other: 19: 7 2 7 4 8 13 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.5 50.4 57.8 32.4 35.3 41.5 52.8
Old : 36.5 38.6 52.8 59.5 35.0 36.0 44.8 54.9
Other: 41.1 53.2 60.9 73.2 35.2 40.4 41.9 53.6
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 7,437: 3,397 1,268 1,134 863 3,972 5,394 6,374: 2,043 1,063
Old : 6,827: 3,325 1,245 966 672 3,656 4,964 5,867: 1,863 960
Other: 610: 111 63 128 191 316 431 507: 179 103
: : :
: : Changes in Commitments from: April 5, 2005 :
: 10: 2 -461 -177 96 985 -79 347: 89 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 17.0 15.2 11.6 53.4 72.5 85.7: 27.5 14.3
Old : 100.0: 48.7 18.2 14.2 9.8 53.6 72.7 85.9: 27.3 14.1
Other: 100.0: 18.3 10.3 21.0 31.3 51.8 70.6 83.1: 29.4 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 7 10 9 13 32 28:
Old : 42: 21 7 10 7 13 30 28:
Other: 20: 7 3 6 4 8 13 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.2 49.2 56.5 33.2 34.1 42.2 52.0
Old : 35.5 37.0 50.9 57.8 35.5 34.4 45.3 53.8
Other: 44.7 57.0 65.6 76.4 37.8 48.4 47.7 59.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Old : 303,988: 95,873 60,816 11 141,767 145,322 237,651 206,150: 66,337 97,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,954: 6,287 3,458 5 -3,690 9,046 2,602 12,510: 4,352 -5,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
Old : 100.0: 31.5 20.0 0.0 46.6 47.8 78.2 67.8: 21.8 32.2
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 : 98: 19 23 2 36 39 57 62:
Old : 98: 19 23 2 36 39 57 62:
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 22.2 45.3 31.2 32.3 20.4 45.3 29.4
Old : 32.3 22.2 45.3 31.2 32.3 20.4 45.3 29.4
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, April 12, 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 : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Old : 297,034: 89,586 57,358 6 145,457 136,276 235,049 193,640: 61,985 103,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -16,703: -13,405 -7,120 0 -6,445 -5,702 -19,850 -12,822: 3,147 -3,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
Old : 100.0: 30.2 19.3 0.0 49.0 45.9 79.1 65.2: 20.9 34.8
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 : 96: 19 23 1 34 41 54 64:
Old : 96: 19 23 1 34 41 54 64:
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 : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
Old : 31.7 19.5 43.2 28.4 31.7 16.9 42.9 25.7
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, April 19, 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 : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Old : 2,837,443: 285,477 405,612 571,608 1,727,854 1,398,184 2,584,939 2,375,403: 252,504 462,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 65,537: -41,274 -95,308 80,987 -6,347 81,783 33,367 67,462: 32,170 -1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 16.3
Old : 100.0: 10.1 14.3 20.1 60.9 49.3 91.1 83.7: 8.9 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 : 294: 41 91 92 117 152 221 272:
Old : 294: 41 91 92 117 152 221 272:
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 : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Old : 34.1 11.8 46.4 21.9 28.7 9.4 35.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Old : 2,771,906: 326,751 500,920 490,620 1,734,201 1,316,401 2,551,572 2,307,941: 220,334 463,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 38,135: 3,806 -21,351 15,445 20,146 123,402 39,397 117,496: -1,262 -79,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
Old : 100.0: 11.8 18.1 17.7 62.6 47.5 92.1 83.3: 7.9 16.7
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 : 280: 41 85 85 110 143 208 256:
Old : 280: 41 85 85 110 143 208 256:
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 : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
Old : 35.7 11.6 50.0 19.7 30.7 9.0 39.4 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Old : 1,733,371: 130,434 305,443 251,376 1,157,972 845,415 1,539,782 1,402,234: 193,589 331,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 16,714: -23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395: 31,166 -18,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 19.1
Old : 100.0: 7.5 17.6 14.5 66.8 48.8 88.8 80.9: 11.2 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 : 197: 26 66 55 77 96 143 177:
Old : 197: 26 66 55 77 96 143 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
Old : 33.7 20.3 45.7 28.6 24.5 13.5 33.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Old : 1,716,657: 153,742 328,238 228,267 1,172,226 810,334 1,554,234 1,366,839: 162,422 349,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 25,358: -3,106 -2,703 -11,717 36,483 30,105 21,660 15,684: 3,698 9,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
Old : 100.0: 9.0 19.1 13.3 68.3 47.2 90.5 79.6: 9.5 20.4
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 : 198: 39 55 52 74 93 139 174:
Old : 198: 39 55 52 74 93 139 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 18.1 46.3 26.9 25.1 11.7 33.7 18.6
Old : 34.5 18.1 46.3 26.9 25.1 11.7 33.7 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Old : 651,139: 182,972 25,224 199,922 223,611 389,798 606,506 614,944: 44,634 36,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,271: 1,398 -9,564 17,729 -9,805 6,112 9,322 14,276: 10,949 5,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
Old : 100.0: 28.1 3.9 30.7 34.3 59.9 93.1 94.4: 6.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 45 17 48 56 61 112 115:
Old : 128: 45 17 48 56 61 112 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
Old : 32.8 35.6 48.3 47.8 17.1 21.5 22.6 27.7
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, April 12, 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 : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Old : 630,868: 181,573 34,788 182,194 233,417 383,686 597,184 600,668: 33,685 30,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 45,390: -1,446 1,060 21,871 27,927 25,824 48,353 48,755: -2,963 -3,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 4.8
Old : 100.0: 28.8 5.5 28.9 37.0 60.8 94.7 95.2: 5.3 4.8
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 : 124: 40 18 44 54 60 106 111:
Old : 124: 40 18 44 54 60 106 111:
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 : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
Old : 31.4 31.5 46.1 44.5 18.8 20.7 25.7 26.4
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, April 19, 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 : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Old : 42,359: 8,805 12,340 1,161 21,083 21,768 31,050 35,269: 11,310 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,833: -561 471 136 948 1,254 523 1,861: 1,310 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 16.7
Old : 100.0: 20.8 29.1 2.7 49.8 51.4 73.3 83.3: 26.7 16.7
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 : 64: 18 18 9 18 12 44 31:
Old : 64: 18 18 9 18 12 44 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 : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 65.1
Old : 32.3 55.5 46.2 65.1 32.3 55.5 46.2 65.1
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, April 12, 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 : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Old : 40,527: 9,366 11,869 1,026 20,135 20,513 30,527 33,408: 10,000 7,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 501: -43 912 351 -500 -565 -192 699: 692 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
Old : 100.0: 23.1 29.3 2.5 49.7 50.6 75.3 82.4: 24.7 17.6
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 : 61: 17 17 8 19 12 42 31:
Old : 61: 17 17 8 19 12 42 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 : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
Old : 34.7 56.3 48.4 65.3 34.7 56.2 48.4 65.1
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, April 19, 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 : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Old : 60,615: 11,772 19,901 2,015 28,012 22,946 41,799 44,861: 18,817 15,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,855: 633 2,087 -2,208 4,213 4,463 2,639 4,342: 5,216 3,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
Old : 100.0: 19.4 32.8 3.3 46.2 37.9 69.0 74.0: 31.0 26.0
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 : 68: 24 22 14 16 13 45 44:
Old : 68: 24 22 14 16 13 45 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 : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
Old : 34.8 46.3 43.9 53.7 33.0 45.9 41.4 53.1
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, April 12, 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 : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Old : 52,760: 11,138 17,814 4,223 23,799 18,482 39,160 40,519: 13,600 12,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,818: 542 325 -616 4,118 3,961 4,043 3,670: 775 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
Old : 100.0: 21.1 33.8 8.0 45.1 35.0 74.2 76.8: 25.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 19 24 15 11 53 46:
Old : 69: 30 19 24 15 11 53 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 : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
Old : 38.2 47.0 47.4 59.7 34.7 46.8 42.5 56.5
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, April 19, 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 : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 30 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 : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
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, April 12, 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 : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Old : 33,892: 4,167 6,240 1,046 28,482 25,222 33,695 32,508: 197 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 92: -52 163 0 56 62 4 225: 88 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Old : 100.0: 12.3 18.4 3.1 84.0 74.4 99.4 95.9: 0.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 23 4 21 19 30 43:
Old : 62: 6 23 4 21 19 30 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 : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
Old : 41.1 45.3 68.2 64.9 41.1 43.4 68.1 63.0
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, April 19, 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 : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 5 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 : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
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, April 12, 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 : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Old : 13,354: 0 2,026 0 13,353 11,228 13,353 13,254: 1 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 767: 0 34 0 767 1,046 767 1,080: 0 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 15.2 0.0 100.0 84.1 100.0 99.3: 0.0 0.7
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: 0 9 0 5 10 5 19:
Old : 24: 0 9 0 5 10 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 : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
Old : 99.3 72.3 100.0 83.6 99.3 72.3 100.0 83.6
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, April 19, 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 : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Old : 28,799: 1,731 2,092 4,587 15,522 14,673 21,839 21,352: 6,960 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,338: 268 -1 33 745 586 1,046 618: 293 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
Old : 100.0: 6.0 7.3 15.9 53.9 51.0 75.8 74.1: 24.2 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 4 12 24 19 39 33:
Old : 45: 13 4 12 24 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
Old : 40.0 28.2 54.6 48.3 36.7 25.3 43.6 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Old : 27,461: 1,463 2,093 4,554 14,776 14,087 20,793 20,734: 6,668 6,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 685: -271 -3 60 491 433 281 490: 404 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 24.5
Old : 100.0: 5.3 7.6 16.6 53.8 51.3 75.7 75.5: 24.3 24.5
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 : 42: 12 2 11 24 17 36 30:
Old : 42: 12 2 11 24 17 36 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 : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
Old : 40.3 29.8 55.0 50.4 36.8 28.3 43.7 42.0
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, April 19, 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 : 95,905: 15,478 5,254 21,647 42,441 38,449 79,567 65,351: 16,339 30,555
Old : 90,224: 15,411 5,232 20,258 39,858 36,572 75,527 62,061: 14,697 28,163
Other: 5,681: 1,361 1,317 96 2,583 1,877 4,040 3,290: 1,642 2,392
: : :
: : Changes in Commitments from: April 12, 2005 :
: -2,687: -221 -113 158 -1,283 -1,625 -1,346 -1,580: -1,342 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.5 22.6 44.3 40.1 83.0 68.1: 17.0 31.9
Old : 100.0: 17.1 5.8 22.5 44.2 40.5 83.7 68.8: 16.3 31.2
Other: 100.0: 24.0 23.2 1.7 45.5 33.0 71.1 57.9: 28.9 42.1
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 35 35 54 26 30 101 96:
Old : 130: 35 35 54 26 30 101 96:
Other: 29: 8 5 6 5 12 16 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 : 27.9 18.7 39.7 29.7 27.9 18.3 38.0 26.9
Old : 29.7 18.8 42.2 30.4 29.7 18.3 40.2 29.5
Other: 62.5 39.7 68.8 50.5 60.9 39.7 66.6 50.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 98,593: 15,699 5,367 21,490 43,724 40,074 80,912 66,931: 17,680 31,662
Old : 93,628: 15,921 5,443 20,175 41,161 38,370 77,257 63,988: 16,371 29,641
Other: 4,965: 977 1,123 116 2,563 1,704 3,656 2,943: 1,309 2,022
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,159: -988 425 1,915 -994 -1,920 -67 420: -1,092 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.4 21.8 44.3 40.6 82.1 67.9: 17.9 32.1
Old : 100.0: 17.0 5.8 21.5 44.0 41.0 82.5 68.3: 17.5 31.7
Other: 100.0: 19.7 22.6 2.3 51.6 34.3 73.6 59.3: 26.4 40.7
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 36 35 50 30 35 103 98:
Old : 132: 39 34 50 30 35 103 98:
Other: 30: 7 8 6 4 12 15 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 38.3 30.1 26.0 18.3 35.8 26.4
Old : 27.5 18.7 39.2 30.6 27.4 18.3 37.5 27.8
Other: 65.0 40.8 72.0 51.3 63.5 40.8 68.9 51.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 3,069: 184 970 322 1,590 802 2,097 2,094: 972 974
Old : 3,050: 184 970 320 1,574 797 2,079 2,087: 971 962
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 631: -9 440 202 23 48 216 690: 414 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 31.6 10.5 51.8 26.1 68.3 68.3: 31.7 31.7
Old : 100.0: 6.0 31.8 10.5 51.6 26.1 68.2 68.4: 31.8 31.6
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 6 10 4 20 18:
Old : 30: 7 11 6 10 4 20 18:
Other: 4: 1 1 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 42.2 54.5 56.0 34.8 38.0 41.7 45.6
Old : 41.2 42.5 54.3 56.4 34.6 38.2 41.5 45.9
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 2,438: 193 530 120 1,567 754 1,880 1,404: 558 1,034
Old : 2,420: 193 528 120 1,554 749 1,867 1,397: 553 1,023
Other: 18: 0 2 0 13 5 13 7: 5 11
: : :
: : Changes in Commitments from: April 5, 2005 :
: 72: 29 -66 25 4 89 58 48: 14 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.7 4.9 64.3 30.9 77.1 57.6: 22.9 42.4
Old : 100.0: 8.0 21.8 5.0 64.2 31.0 77.2 57.7: 22.8 42.3
Other: 100.0: 0.0 11.1 0.0 72.2 27.8 72.2 38.9: 27.8 61.1
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 8 4 10 4 19 13:
Old : 26: 5 8 4 9 4 18 13:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 37.9 63.7 50.5 44.5 32.7 53.7 40.0
Old : 53.4 38.1 63.7 50.7 44.4 32.9 53.6 40.0
Other: 72.2 38.9 72.2 38.9 66.7 33.3 66.7 33.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Old : 150,637: 41,120 10,440 19,206 72,721 80,513 133,046 110,159: 17,590 40,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2: -2,179 977 2,028 1,641 -2,375 1,490 630: -1,488 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 26.9
Old : 100.0: 27.3 6.9 12.7 48.3 53.4 88.3 73.1: 11.7 26.9
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 : 215: 55 31 45 79 109 161 166:
Old : 215: 55 31 45 79 109 161 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 15.7 36.1 24.9 21.3 15.5 33.7 23.9
Old : 21.3 15.7 36.1 24.9 21.3 15.5 33.7 23.9
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, April 12, 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 : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Old : 150,635: 43,299 9,463 17,177 71,080 82,888 131,556 109,529: 19,078 41,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,739: -2,697 969 -1,733 -2,168 -3,668 -6,599 -4,431: -1,140 -3,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 27.3
Old : 100.0: 28.7 6.3 11.4 47.2 55.0 87.3 72.7: 12.7 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 : 210: 57 28 43 79 105 164 157:
Old : 210: 57 28 43 79 105 164 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
Old : 20.9 16.2 35.4 25.5 20.9 15.7 33.6 24.1
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, April 19, 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 : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Old : 4,929: 1,393 295 437 1,288 2,939 3,117 3,670: 1,812 1,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -317: -72 -10 0 32 -54 -40 -65: -277 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 25.5
Old : 100.0: 28.3 6.0 8.9 26.1 59.6 63.2 74.5: 36.8 25.5
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 : 47: 17 9 10 15 17 37 31:
Old : 47: 17 9 10 15 17 37 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 : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
Old : 20.5 45.4 32.6 55.4 20.3 45.4 29.0 54.1
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, April 12, 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 : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Old : 5,246: 1,465 305 436 1,256 2,993 3,157 3,735: 2,089 1,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -533: -341 -29 -41 -6 -508 -388 -578: -145 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
Old : 100.0: 27.9 5.8 8.3 23.9 57.1 60.2 71.2: 39.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 6 9 15 17 35 30:
Old : 45: 18 6 9 15 17 35 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 : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
Old : 18.9 43.6 30.4 53.6 18.8 43.6 28.0 51.9
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, April 19, 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 : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Old : 31,001: 10,542 1,493 6,089 9,167 7,786 25,798 15,367: 5,203 15,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -900: 61 411 -1,939 999 99 -879 -1,429: -21 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
Old : 100.0: 34.0 4.8 19.6 29.6 25.1 83.2 49.6: 16.8 50.4
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 : 147: 52 18 23 48 54 112 86:
Old : 147: 52 18 23 48 54 112 86:
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 : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
Old : 18.1 13.7 30.9 19.6 15.5 5.8 24.3 10.1
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, April 12, 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 : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Old : 31,901: 10,480 1,082 8,028 8,169 7,687 26,677 16,796: 5,224 15,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -66: 41 178 -272 271 239 40 145: -106 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
Old : 100.0: 32.9 3.4 25.2 25.6 24.1 83.6 52.7: 16.4 47.3
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 : 142: 51 16 26 45 52 109 84:
Old : 142: 51 16 26 45 52 109 84:
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 16.5 34.5 23.4 14.4 5.5 22.5 9.5
Old : 21.4 16.5 34.5 23.4 14.4 5.5 22.5 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Old : 82,796: 13,571 29,926 2,197 38,494 31,993 54,262 64,116: 28,534 18,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,551: -2,348 6,600 297 12,560 -181 10,509 6,715: -2,958 836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
Old : 100.0: 16.4 36.1 2.7 46.5 38.6 65.5 77.4: 34.5 22.6
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 : 69: 18 15 6 24 21 45 39:
Old : 69: 18 15 6 24 21 45 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 : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
Old : 23.4 27.6 35.7 45.2 23.4 27.6 34.1 45.1
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, April 12, 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 : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Old : 75,245: 15,919 23,327 1,900 25,935 32,175 43,753 57,401: 31,491 17,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -10,851: -19,837 13,313 209 11,278 -24,932 -8,350 -11,410: -2,501 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 23.7
Old : 100.0: 21.2 31.0 2.5 34.5 42.8 58.1 76.3: 41.9 23.7
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: 17 16 7 21 21 42 40:
Old : 66: 17 16 7 21 21 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
Old : 20.0 27.2 29.7 44.0 20.0 27.2 29.7 43.6
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, April 19, 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 : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Old : 36,435: 3,585 15,306 1 22,706 6,612 26,292 21,919: 10,142 14,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,809: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 184 -1,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
Old : 100.0: 9.8 42.0 0.0 62.3 18.1 72.2 60.2: 27.8 39.8
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 : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 16 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 : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
Old : 42.2 28.6 60.3 43.4 42.2 28.6 56.7 42.0
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, April 12, 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 : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Old : 46,244: 1,677 24,441 1 34,608 5,605 36,286 30,047: 9,958 16,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,052: 0 3,985 0 -2,422 -6,871 -2,422 -2,886: 371 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
Old : 100.0: 3.6 52.9 0.0 74.8 12.1 78.5 65.0: 21.5 35.0
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 : 36: 3 15 1 14 6 18 21:
Old : 36: 3 15 1 14 6 18 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 : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
Old : 47.0 32.8 65.9 46.4 46.1 32.8 62.9 46.4
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, April 19, 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 : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Old : 92,869: 64,842 4,155 57 19,915 86,290 84,814 90,503: 8,056 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,596: 13,161 147 0 2,564 15,611 15,725 15,759: -1,129 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
Old : 100.0: 69.8 4.5 0.1 21.4 92.9 91.3 97.5: 8.7 2.5
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 : 94: 53 10 2 18 18 72 29:
Old : 94: 53 10 2 18 18 72 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 : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
Old : 31.4 58.5 47.9 81.5 31.4 58.3 47.9 81.3
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, April 12, 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 : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Old : 78,273: 51,681 4,008 57 17,351 70,679 69,089 74,744: 9,184 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17,602: 19,034 -6,961 50 -2,266 25,292 16,818 18,381: 785 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 4.5
Old : 100.0: 66.0 5.1 0.1 22.2 90.3 88.3 95.5: 11.7 4.5
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 : 92: 49 12 2 17 19 67 32:
Old : 92: 49 12 2 17 19 67 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 : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
Old : 29.8 54.8 48.0 79.3 29.8 54.6 48.0 79.1
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, April 19, 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 : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Old : 90,663: 32,334 6,440 2,902 34,729 68,907 69,964 78,249: 20,699 12,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,330: 6,591 185 1,370 -3,563 4,221 4,398 5,776: 932 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 13.7
Old : 100.0: 35.7 7.1 3.2 38.3 76.0 77.2 86.3: 22.8 13.7
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 : 59: 21 11 6 19 15 44 28:
Old : 59: 21 11 6 19 15 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
Old : 29.2 54.7 42.9 71.1 28.5 53.9 42.2 70.2
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, April 12, 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 : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Old : 85,333: 25,743 6,255 1,532 38,292 64,686 65,566 72,473: 19,767 12,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 13,730: 4,469 201 -151 9,492 13,010 13,810 13,060: -80 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 15.1
Old : 100.0: 30.2 7.3 1.8 44.9 75.8 76.8 84.9: 23.2 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 : 57: 19 10 4 19 16 40 28:
Old : 57: 19 10 4 19 16 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
Old : 31.4 53.8 45.6 69.0 30.7 52.8 44.8 67.7
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, April 19, 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 : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Old : 168,663: 6,875 61,295 2,925 131,762 75,701 141,561 139,920: 27,102 28,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 8,974: -3,507 6,163 -2,304 15,293 8,725 9,482 12,583: -508 -3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 17.0
Old : 100.0: 4.1 36.3 1.7 78.1 44.9 83.9 83.0: 16.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 14 32 8 30 27 47 64:
Old : 87: 14 32 8 30 27 47 64:
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 : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
Old : 51.1 34.9 66.6 46.2 44.8 27.1 54.3 36.8
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, April 12, 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 : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Old : 159,689: 10,382 55,132 5,229 116,469 66,976 132,080 127,337: 27,610 32,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,541: 276 8,346 1,338 3,616 -6,287 5,229 3,397: 311 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 20.3
Old : 100.0: 6.5 34.5 3.3 72.9 41.9 82.7 79.7: 17.3 20.3
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 : 88: 15 32 10 31 26 52 62:
Old : 88: 15 32 10 31 26 52 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
Old : 44.5 30.5 58.3 41.6 35.7 22.3 45.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Old : 151,931: 22,159 17,715 18,319 63,614 74,281 104,091 110,315: 47,840 41,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -4,746: -3,722 -5,917 4,468 -1,586 -342 -840 -1,791: -3,906 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
Old : 100.0: 14.6 11.7 12.1 41.9 48.9 68.5 72.6: 31.5 27.4
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: 26 30 26 32 27 75 66:
Old : 93: 26 30 26 32 27 75 66:
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 : 21.8 28.4 31.8 41.9 20.3 26.9 28.2 34.9
Old : 21.8 28.4 31.8 41.9 20.3 26.9 28.2 34.9
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, April 12, 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 : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Old : 156,677: 25,881 23,632 13,851 65,199 74,623 104,931 112,105: 51,746 44,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -4,412: -105 1,109 -2,593 3,578 4,977 880 3,493: -5,291 -7,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
Old : 100.0: 16.5 15.1 8.8 41.6 47.6 67.0 71.6: 33.0 28.4
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: 24 30 22 33 26 71 64:
Old : 93: 24 30 22 33 26 71 64:
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 : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 34.1
Old : 24.5 25.2 32.6 38.7 22.0 23.3 29.8 34.1
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, April 19, 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 : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 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 : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 16 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 : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Old : 94,768: 35,114 2,277 0 54,957 83,813 90,071 86,090: 4,697 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 11,508: 4,909 39 0 6,687 11,254 11,596 11,293: -88 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 9.2
Old : 100.0: 37.1 2.4 0.0 58.0 88.4 95.0 90.8: 5.0 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 : 28: 3 1 0 16 18 19 19:
Old : 28: 3 1 0 16 18 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 : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
Old : 64.4 53.8 86.7 72.3 62.3 51.4 81.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Old :12,915,508: 569,490 636,503 3,900,555 7,284,821 6,682,173 11,754,866 11,219,231: 1,160,642 1,696,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -542,306: -62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342: 107,276 -4,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
Old : 100.0: 4.4 4.9 30.2 56.4 51.7 91.0 86.9: 9.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 53 77 108 127 135 246 258:
Old : 274: 53 77 108 127 135 246 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
Old : 20.0 15.1 33.1 25.8 17.8 9.1 23.1 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Old :13,457,814: 631,987 1,040,289 4,075,086 7,697,375 6,641,197 12,404,448 11,756,573: 1,053,366 1,701,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -65,218: -67,334 -106,042 -118,968 81,695 139,396 -104,607 -85,614: 39,388 20,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
Old : 100.0: 4.7 7.7 30.3 57.2 49.3 92.2 87.4: 7.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 49 82 108 123 135 241 264:
Old : 276: 49 82 108 123 135 241 264:
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 : 20.4 15.1 35.0 24.7 17.3 8.1 22.9 11.8
Old : 20.4 15.1 35.0 24.7 17.3 8.1 22.9 11.8
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, April 19, 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 : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Old : 746,173: 64,980 79,518 46,549 495,134 508,944 606,662 635,011: 139,510 111,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 17,521: 2,890 1,667 9,553 6,330 11,822 18,773 23,043: -1,252 -5,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 14.9
Old : 100.0: 8.7 10.7 6.2 66.4 68.2 81.3 85.1: 18.7 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 : 210: 50 40 54 100 69 180 133:
Old : 210: 50 40 54 100 69 180 133:
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 30.6 26.7 43.4 18.0 30.4 25.6 43.2
Old : 18.7 30.6 26.7 43.4 18.0 30.4 25.6 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Old : 728,652: 62,090 77,851 36,995 488,804 497,121 587,889 611,967: 140,763 116,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -3,101: 3,386 -2,943 -394 -2,574 -2,479 419 -5,816: -3,520 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 16.0
Old : 100.0: 8.5 10.7 5.1 67.1 68.2 80.7 84.0: 19.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 50 45 61 99 68 183 140:
Old : 213: 50 45 61 99 68 183 140:
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 30.7 27.1 44.0 18.5 30.4 26.0 43.7
Old : 19.2 30.7 27.1 44.0 18.5 30.4 26.0 43.7
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, April 19, 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 : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Old : 996,609: 206,498 221,386 21,048 451,330 649,548 678,876 891,982: 317,733 104,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,154: 35,901 29,818 3,349 68,726 40,393 107,976 73,559: -15,822 18,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
Old : 100.0: 20.7 22.2 2.1 45.3 65.2 68.1 89.5: 31.9 10.5
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 : 184: 44 53 26 51 61 107 128:
Old : 184: 44 53 26 51 61 107 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
Old : 21.9 28.9 31.3 39.7 17.2 24.3 24.8 34.1
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, April 12, 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 : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Old : 904,455: 170,598 191,568 17,699 382,604 609,155 570,900 818,422: 333,555 86,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 3,495: 35,538 3,289 -10,236 -21,938 29,401 3,363 22,454: 132 -18,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 9.5
Old : 100.0: 18.9 21.2 2.0 42.3 67.4 63.1 90.5: 36.9 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 : 180: 45 53 23 55 51 115 112:
Old : 180: 45 53 23 55 51 115 112:
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 35.5 27.7 47.3 15.9 31.0 23.0 41.1
Old : 18.8 35.5 27.7 47.3 15.9 31.0 23.0 41.1
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, April 19, 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 : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 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 : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 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 : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
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, April 12, 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 : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Old : 11,789: 725 1,273 0 6,040 9,021 6,765 10,294: 5,024 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 28: 0 -300 0 -378 187 -378 -113: 406 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 12.7
Old : 100.0: 6.1 10.8 0.0 51.2 76.5 57.4 87.3: 42.6 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 : 27: 1 3 0 12 12 13 15:
Old : 27: 1 3 0 12 12 13 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 : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
Old : 29.6 40.2 45.7 65.8 28.2 40.2 44.2 65.8
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, April 19, 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 : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
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 : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 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 : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
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, April 12, 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 : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Old : 24,244: 5,799 1,179 118 13,299 16,272 19,216 17,569: 5,028 6,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,130: -1,971 -365 32 2,858 679 919 346: 211 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
Old : 100.0: 23.9 4.9 0.5 54.9 67.1 79.3 72.5: 20.7 27.5
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 : 37: 7 3 2 15 17 23 21:
Old : 37: 7 3 2 15 17 23 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 : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
Old : 38.6 42.4 54.7 57.2 38.3 39.3 54.4 54.1
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, April 19, 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 : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Old : 58,155: 5,332 18,413 128 36,133 26,141 41,593 44,681: 16,562 13,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,518: 1,117 1,655 19 -134 -481 1,003 1,193: 4,515 4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 23.2
Old : 100.0: 9.2 31.7 0.2 62.1 44.9 71.5 76.8: 28.5 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 25 3 36 31 52 58:
Old : 92: 15 25 3 36 31 52 58:
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 : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
Old : 31.5 24.4 43.1 39.6 30.2 21.2 39.4 36.3
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, April 12, 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 : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Old : 52,638: 4,215 16,758 109 36,267 26,622 40,591 43,489: 12,047 9,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,215: -324 1,191 2 -112 -647 -434 546: -781 -1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
Old : 100.0: 8.0 31.8 0.2 68.9 50.6 77.1 82.6: 22.9 17.4
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 : 92: 12 24 3 39 32 54 56:
Old : 92: 12 24 3 39 32 54 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 27.8 47.1 43.2 33.1 25.0 43.3 40.3
Old : 34.5 27.8 47.1 43.2 33.1 25.0 43.3 40.3
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, April 19, 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 : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Old : 327,886: 79,950 148,482 1,327 197,095 128,866 278,373 278,675: 49,514 49,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 45,308: 1,769 30,141 -1,045 29,251 3,688 29,975 32,783: 15,333 12,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.3 0.4 60.1 39.3 84.9 85.0: 15.1 15.0
Old : 100.0: 24.4 45.3 0.4 60.1 39.3 84.9 85.0: 15.1 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 : 194: 46 75 8 50 37 100 116:
Old : 194: 46 75 8 50 37 100 116:
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 28.3 52.5 40.0 34.0 22.1 45.5 31.8
Old : 36.4 28.3 52.5 40.0 34.0 22.1 45.5 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Old : 282,579: 78,181 118,341 2,373 167,844 125,178 248,398 245,892: 34,181 36,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 18,341: 20,929 8,905 -1,488 -4,402 5,778 15,039 13,196: 3,302 5,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
Old : 100.0: 27.7 41.9 0.8 59.4 44.3 87.9 87.0: 12.1 13.0
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 : 173: 41 66 11 45 34 93 104:
Old : 173: 41 66 11 45 34 93 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
Old : 43.5 28.1 55.9 42.2 40.4 23.0 50.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Old : 91,345: 21,168 5,218 6,487 40,755 64,952 68,410 76,657: 22,935 14,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -523: -5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495: 3,277 4,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
Old : 100.0: 23.2 5.7 7.1 44.6 71.1 74.9 83.9: 25.1 16.1
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 : 46: 11 9 6 19 16 35 26:
Old : 46: 11 9 6 19 16 35 26:
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 : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
Old : 42.4 57.4 52.3 68.9 38.9 56.2 48.3 65.6
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, April 12, 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 : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Old : 91,868: 26,556 4,085 7,840 37,815 70,227 72,211 82,152: 19,658 9,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,029: 2,125 -454 1,534 2,180 5,083 5,839 6,164: -811 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 10.6
Old : 100.0: 28.9 4.4 8.5 41.2 76.4 78.6 89.4: 21.4 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 : 48: 17 4 6 20 17 38 26:
Old : 48: 17 4 6 20 17 38 26:
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 60.4 51.7 74.0 36.3 59.6 46.6 69.7
Old : 40.9 60.4 51.7 74.0 36.3 59.6 46.6 69.7
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, April 19, 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 : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Old : 33,003: 1,121 12,464 5 27,318 15,415 28,444 27,884: 4,560 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,853: -71 1,614 5 1,830 432 1,764 2,051: 88 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 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 : 60: 2 13 1 26 28 29 41:
Old : 60: 2 13 1 26 28 29 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 : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.6 48.0 54.3 36.6 65.1 47.7
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, April 12, 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 : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Old : 31,151: 1,192 10,850 0 25,487 14,983 26,679 25,833: 4,472 5,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -58: 0 335 0 -161 491 -161 826: 103 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 17.1
Old : 100.0: 3.8 34.8 0.0 81.8 48.1 85.6 82.9: 14.4 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 : 58: 3 13 0 25 26 28 39:
Old : 58: 3 13 0 25 26 28 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 : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
Old : 55.3 35.0 65.8 46.8 54.1 34.7 64.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Old : 196,726: 50,553 28,627 1,810 136,756 154,776 189,119 185,213: 7,607 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 19,561: 7,157 -1,629 118 14,968 21,673 22,243 20,162: -2,683 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 5.9
Old : 100.0: 25.7 14.6 0.9 69.5 78.7 96.1 94.1: 3.9 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 : 105: 18 33 9 30 40 52 78:
Old : 105: 18 33 9 30 40 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 : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
Old : 55.8 37.9 69.8 53.3 53.0 34.2 66.6 49.5
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, April 12, 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 : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Old : 177,165: 43,395 30,256 1,692 121,788 133,102 166,876 165,051: 10,290 12,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 5,278: 6,831 -2,032 405 1,641 7,439 8,877 5,812: -3,599 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 6.8
Old : 100.0: 24.5 17.1 1.0 68.7 75.1 94.2 93.2: 5.8 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 : 105: 18 34 9 29 41 51 80:
Old : 105: 18 34 9 29 41 51 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
Old : 48.3 37.6 66.6 52.0 46.3 36.4 63.4 50.5
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, April 19, 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 : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Old : 38,335: 10,069 8,289 235 16,220 21,397 26,524 29,921: 11,811 8,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 21.9
Old : 100.0: 26.3 21.6 0.6 42.3 55.8 69.2 78.1: 30.8 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 : 74: 22 13 2 18 24 42 38:
Old : 74: 22 13 2 18 24 42 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 : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
Old : 22.4 28.9 33.9 43.3 22.4 26.0 32.6 40.2
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, April 12, 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 : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Old : 36,402: 11,428 10,287 277 14,609 18,673 26,314 29,237: 10,088 7,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -261: -50 -82 -102 1,424 1,705 1,272 1,521: -1,533 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
Old : 100.0: 31.4 28.3 0.8 40.1 51.3 72.3 80.3: 27.7 19.7
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 : 74: 22 16 3 17 22 41 40:
Old : 74: 22 16 3 17 22 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
Old : 24.8 27.8 36.7 43.8 24.8 27.5 36.6 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
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 : 22: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
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 : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
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 : 46: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 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 : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
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, April 12, 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 : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Old : 69,626: 3,495 5,362 944 53,348 22,834 57,787 29,140: 11,839 40,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 919: -167 24 442 2,838 -933 3,113 -467: -2,194 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
Old : 100.0: 5.0 7.7 1.4 76.6 32.8 83.0 41.9: 17.0 58.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 15 3 18 26 23 44:
Old : 50: 4 15 3 18 26 23 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 : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Old : 65.6 16.7 74.1 24.6 58.9 10.0 63.6 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 126,918: 41,981 3,361 20,307 28,137 90,034 90,424 113,702: 36,494 13,216
Old : 126,918: 41,981 3,361 20,307 28,137 90,034 90,424 113,702: 36,494 13,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2,705: 718 -349 -209 2,376 3,453 2,884 2,894: -180 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.6 16.0 22.2 70.9 71.2 89.6: 28.8 10.4
Old : 100.0: 33.1 2.6 16.0 22.2 70.9 71.2 89.6: 28.8 10.4
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 : 164: 92 25 48 24 36 138 92:
Old : 164: 92 25 48 24 36 138 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 31.0 26.0 48.1 12.1 27.0 17.8 41.0
Old : 18.1 31.0 26.0 48.1 12.1 27.0 17.8 41.0
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, April 12, 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 : 124,214: 41,263 3,710 20,516 25,761 86,581 87,540 110,807: 36,674 13,406
Old : 124,214: 41,263 3,710 20,516 25,761 86,581 87,540 110,807: 36,674 13,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,765: 1,299 -954 1,295 361 2,232 2,955 2,572: 1,810 2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.0 16.5 20.7 69.7 70.5 89.2: 29.5 10.8
Old : 100.0: 33.2 3.0 16.5 20.7 69.7 70.5 89.2: 29.5 10.8
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 : 159: 96 21 46 24 33 137 85:
Old : 159: 96 21 46 24 33 137 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 30.1 25.3 46.3 12.9 26.5 18.8 40.5
Old : 16.6 30.1 25.3 46.3 12.9 26.5 18.8 40.5
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 121,478: 32,216 12,330 25,630 48,267 70,868 106,113 108,828: 15,365 12,649
Old : 121,478: 32,216 12,330 25,630 48,267 70,868 106,113 108,828: 15,365 12,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -15,217: -13,758 -4,110 -3,555 6,113 -4,616 -11,199 -12,281: -4,017 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.2 21.1 39.7 58.3 87.4 89.6: 12.6 10.4
Old : 100.0: 26.5 10.2 21.1 39.7 58.3 87.4 89.6: 12.6 10.4
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 : 185: 67 51 54 45 45 141 132:
Old : 185: 67 51 54 45 45 141 132:
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 : 24.8 28.3 35.8 46.6 17.4 26.2 24.8 37.6
Old : 24.8 28.3 35.8 46.6 17.4 26.2 24.8 37.6
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, April 12, 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 : 136,694: 45,973 16,440 29,185 42,154 75,484 117,312 121,109: 19,382 15,585
Old : 136,694: 45,973 16,440 29,185 42,154 75,484 117,312 121,109: 19,382 15,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 12,442: 2,984 2,158 1,129 6,123 7,374 10,235 10,661: 2,207 1,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.0 21.4 30.8 55.2 85.8 88.6: 14.2 11.4
Old : 100.0: 33.6 12.0 21.4 30.8 55.2 85.8 88.6: 14.2 11.4
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 : 207: 74 65 55 45 46 156 141:
Old : 207: 74 65 55 45 46 156 141:
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 : 19.9 27.9 31.2 44.4 15.5 23.6 23.9 35.9
Old : 19.9 27.9 31.2 44.4 15.5 23.6 23.9 35.9
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, April 19, 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 : 355,038: 153,355 28,905 61,234 87,329 244,512 301,918 334,652: 53,120 20,386
Old : 355,038: 153,355 28,905 61,234 87,329 244,512 301,918 334,652: 53,120 20,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,328: 3,077 3,335 3,140 -599 360 5,618 6,834: 710 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 8.1 17.2 24.6 68.9 85.0 94.3: 15.0 5.7
Old : 100.0: 43.2 8.1 17.2 24.6 68.9 85.0 94.3: 15.0 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 : 246: 141 46 54 39 45 203 127:
Old : 246: 141 46 54 39 45 203 127:
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 33.7 35.0 49.3 20.7 28.2 26.0 40.6
Old : 23.6 33.7 35.0 49.3 20.7 28.2 26.0 40.6
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, April 12, 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 : 348,710: 150,278 25,570 58,095 87,927 244,152 296,300 327,817: 52,410 20,893
Old : 348,710: 150,278 25,570 58,095 87,927 244,152 296,300 327,817: 52,410 20,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 7,293: 7,119 427 607 -1,578 5,329 6,147 6,363: 1,146 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 7.3 16.7 25.2 70.0 85.0 94.0: 15.0 6.0
Old : 100.0: 43.1 7.3 16.7 25.2 70.0 85.0 94.0: 15.0 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 : 236: 136 46 52 40 42 193 125:
Old : 236: 136 46 52 40 42 193 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.8 35.8 51.1 21.9 28.5 27.7 42.7
Old : 24.7 33.8 35.8 51.1 21.9 28.5 27.7 42.7
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, April 19, 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 : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Old : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 522: 709 223 1 -38 614 672 838: -150 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Old : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
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 : 37: 23 4 6 2 6 29 14:
Old : 37: 23 4 6 2 6 29 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Old : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Old : 11,459: 7,701 1,380 435 275 8,736 8,411 10,551: 3,048 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 828: -52 430 -150 0 -258 -202 22: 1,030 806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
Old : 100.0: 67.2 12.0 3.8 2.4 76.2 73.4 92.1: 26.6 7.9
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 : 38: 23 4 6 3 5 30 14:
Old : 38: 23 4 6 3 5 30 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
Old : 45.8 82.0 60.8 90.5 45.8 82.0 60.0 88.0
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, April 19, 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 : 87,573: 10,610 13,672 11,775 50,159 39,779 72,544 65,226: 15,029 22,347
Old : 24,172: 174 4,151 4,808 15,376 10,161 20,357 19,119: 3,815 5,053
Other: 63,400: 10,609 9,694 6,794 34,783 29,618 52,187 46,106: 11,213 17,294
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,630: 907 4,315 370 3,306 742 4,583 5,428: 1,047 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.6 13.4 57.3 45.4 82.8 74.5: 17.2 25.5
Old : 100.0: 0.7 17.2 19.9 63.6 42.0 84.2 79.1: 15.8 20.9
Other: 100.0: 16.7 15.3 10.7 54.9 46.7 82.3 72.7: 17.7 27.3
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 22 27 18 47 46 78 83:
Old : 62: 5 14 9 28 28 39 45:
Other: 100: 21 24 17 39 39 69 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 27.5 40.0 35.6 21.4 14.4 28.5 20.8
Old : 50.1 32.9 63.3 48.4 30.8 19.2 37.6 26.8
Other: 28.2 29.4 37.7 38.5 27.3 26.7 36.4 34.9
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 81,943: 9,703 9,357 11,405 46,853 39,037 67,961 59,798: 13,982 22,145
Old : 28,623: 2,121 4,382 4,682 17,811 12,692 24,614 21,756: 4,009 6,868
Other: 53,320: 8,329 5,722 5,976 29,042 26,345 43,347 38,043: 9,972 15,277
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,178: -2,171 2,861 -81 4,176 -322 1,924 2,457: -746 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.4 13.9 57.2 47.6 82.9 73.0: 17.1 27.0
Old : 100.0: 7.4 15.3 16.4 62.2 44.3 86.0 76.0: 14.0 24.0
Other: 100.0: 15.6 10.7 11.2 54.5 49.4 81.3 71.3: 18.7 28.7
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 18 23 18 46 47 74 79:
Old : 73: 9 14 9 29 32 43 50:
Other: 92: 21 16 15 39 40 65 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 28.9 41.1 37.7 21.6 17.1 29.0 22.2
Old : 46.3 33.3 59.0 46.1 31.6 21.4 40.6 27.4
Other: 27.2 31.3 37.8 40.7 25.2 29.0 35.7 36.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 38,918: 1,925 10,116 2,552 24,021 14,600 28,498 27,268: 10,420 11,650
Old : 27,511: 3,171 10,177 1,069 15,737 8,988 19,977 20,234: 7,534 7,277
Other: 11,407: 136 1,321 102 8,284 5,612 8,521 7,034: 2,886 4,373
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,487: 829 5,876 688 3,522 -683 5,039 5,881: 1,448 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 26.0 6.6 61.7 37.5 73.2 70.1: 26.8 29.9
Old : 100.0: 11.5 37.0 3.9 57.2 32.7 72.6 73.5: 27.4 26.5
Other: 100.0: 1.2 11.6 0.9 72.6 49.2 74.7 61.7: 25.3 38.3
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 11 12 9 27 16 41 35:
Old : 52: 13 11 6 26 15 39 32:
Other: 30: 2 8 4 15 13 21 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 : 32.9 30.7 47.2 45.9 28.0 26.4 38.1 35.9
Old : 32.8 35.4 45.8 50.2 28.7 35.4 39.2 44.8
Other: 45.7 36.4 64.3 49.7 40.6 29.4 54.5 39.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 32,431: 1,096 4,240 1,865 20,499 15,283 23,459 21,388: 8,972 11,044
Old : 22,319: 1,650 4,256 1,050 13,129 10,171 15,828 15,477: 6,491 6,843
Other: 10,112: 134 672 127 7,370 5,112 7,631 5,911: 2,481 4,201
: : :
: : Changes in Commitments from: April 5, 2005 :
: 497: -11 871 235 -154 -541 70 564: 427 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.1 5.7 63.2 47.1 72.3 65.9: 27.7 34.1
Old : 100.0: 7.4 19.1 4.7 58.8 45.6 70.9 69.3: 29.1 30.7
Other: 100.0: 1.3 6.7 1.3 72.9 50.5 75.5 58.5: 24.5 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 7 24 17 34 30:
Old : 42: 7 9 6 21 17 30 30:
Other: 27: 2 5 5 13 13 19 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 : 34.5 30.2 49.9 43.7 27.1 19.3 39.1 29.1
Old : 36.4 32.6 49.1 48.3 29.3 28.6 40.6 40.8
Other: 44.8 34.2 67.2 49.4 39.8 28.6 57.5 40.4
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 162,180: 43,474 3,784 27,025 71,698 121,748 142,196 152,557: 19,984 9,623
Old : 123,908: 40,324 5,056 13,849 53,952 98,721 108,126 117,627: 15,782 6,281
Other: 38,272: 5,244 822 11,081 17,745 23,027 34,071 34,931: 4,202 3,342
: : :
: : Changes in Commitments from: April 12, 2005 :
: -18,503: -1,218 -696 -16,964 1,402 223 -16,780 -17,437: -1,722 -1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.3 16.7 44.2 75.1 87.7 94.1: 12.3 5.9
Old : 100.0: 32.5 4.1 11.2 43.5 79.7 87.3 94.9: 12.7 5.1
Other: 100.0: 13.7 2.1 29.0 46.4 60.2 89.0 91.3: 11.0 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 105 31 52 67 66 198 130:
Old : 216: 97 41 44 48 60 171 120:
Other: 124: 40 19 35 48 51 103 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 41.2 29.6 52.9 15.0 31.4 21.7 40.4
Old : 24.9 49.1 35.6 58.9 19.6 39.7 28.2 48.7
Other: 22.9 22.8 33.9 37.7 16.6 20.2 22.4 28.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 180,683: 44,692 4,480 43,989 70,296 121,525 158,976 169,994: 21,706 10,689
Old : 145,103: 43,078 6,728 30,334 53,721 100,263 127,132 137,324: 17,971 7,779
Other: 35,579: 4,624 762 10,645 16,575 21,262 31,844 32,670: 3,735 2,909
: : :
: : Changes in Commitments from: April 5, 2005 :
: 4,586: 985 -108 -1,467 5,683 6,743 5,201 5,168: -615 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.5 24.3 38.9 67.3 88.0 94.1: 12.0 5.9
Old : 100.0: 29.7 4.6 20.9 37.0 69.1 87.6 94.6: 12.4 5.4
Other: 100.0: 13.0 2.1 29.9 46.6 59.8 89.5 91.8: 10.5 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 98 44 58 73 76 206 146:
Old : 229: 94 46 51 58 73 183 139:
Other: 123: 35 19 37 48 51 100 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 36.0 26.0 47.4 13.2 27.9 20.4 37.5
Old : 18.7 41.2 29.0 51.3 16.4 35.5 25.5 44.1
Other: 23.5 24.0 36.1 38.0 18.0 20.6 24.0 28.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 40,823: 12,276 3,434 5,867 17,059 29,421 35,202 38,722: 5,620 2,101
Old : 40,330: 12,205 3,513 5,625 16,965 29,162 34,795 38,300: 5,535 2,030
Other: 492: 217 67 96 94 259 407 422: 85 70
: : :
: : Changes in Commitments from: April 12, 2005 :
: -4,117: -2,269 -317 -2,126 661 -1,213 -3,733 -3,656: -383 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.4 14.4 41.8 72.1 86.2 94.9: 13.8 5.1
Old : 100.0: 30.3 8.7 13.9 42.1 72.3 86.3 95.0: 13.7 5.0
Other: 100.0: 44.2 13.5 19.5 19.1 52.6 82.8 85.7: 17.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 64 14 27 23 18 95 53:
Old : 111: 59 19 27 22 18 94 53:
Other: 20: 8 5 10 4 5 14 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 : 27.3 49.6 37.6 68.2 17.7 37.1 26.5 55.2
Old : 27.6 49.7 38.0 68.4 17.9 37.1 26.8 55.3
Other: 45.3 60.4 71.1 74.3 40.8 58.2 55.2 61.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 44,939: 14,545 3,750 7,993 16,398 30,634 38,936 42,378: 6,003 2,562
Old : 44,591: 14,580 3,776 7,784 16,310 30,504 38,675 42,063: 5,916 2,527
Other: 349: 114 125 59 88 131 261 314: 88 35
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,167: -3,869 -639 -662 3,587 -1,080 -944 -2,381: -1,223 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 8.3 17.8 36.5 68.2 86.6 94.3: 13.4 5.7
Old : 100.0: 32.7 8.5 17.5 36.6 68.4 86.7 94.3: 13.3 5.7
Other: 100.0: 32.8 35.7 16.9 25.2 37.5 74.9 90.1: 25.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 71 22 30 26 20 113 59:
Old : 130: 71 22 30 26 20 113 59:
Other: 21: 5 9 9 5 5 14 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 : 22.3 44.8 32.5 64.5 16.0 35.3 24.5 54.0
Old : 22.4 45.1 32.7 64.7 16.1 35.5 24.7 54.2
Other: 54.4 46.6 67.2 70.3 46.3 45.0 51.5 60.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 129,432: 24,724 7,005 11,276 82,504 106,873 118,504 125,154: 10,928 4,277
Old : 66,925: 19,286 6,577 7,281 31,049 49,487 57,615 63,345: 9,310 3,580
Other: 62,507: 6,939 1,929 2,495 51,455 57,386 60,889 61,809: 1,618 697
: : :
: : Changes in Commitments from: April 12, 2005 :
: -10,113: -5,139 2,645 2,193 -3,665 -11,765 -6,611 -6,927: -3,503 -3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.4 8.7 63.7 82.6 91.6 96.7: 8.4 3.3
Old : 100.0: 28.8 9.8 10.9 46.4 73.9 86.1 94.7: 13.9 5.3
Other: 100.0: 11.1 3.1 4.0 82.3 91.8 97.4 98.9: 2.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 55 28 34 50 41 125 90:
Old : 144: 58 29 30 47 39 119 84:
Other: 77: 17 19 16 29 31 58 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 36.2 43.3 57.2 21.0 29.8 30.6 39.7
Old : 18.8 35.1 29.0 50.2 17.1 30.6 26.4 45.1
Other: 51.5 55.1 67.8 74.3 36.7 44.0 49.5 54.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 139,545: 29,863 4,360 9,083 86,169 118,637 125,115 132,081: 14,430 7,464
Old : 78,471: 25,809 3,778 6,572 33,781 61,902 66,163 72,253: 12,308 6,218
Other: 61,074: 5,055 1,584 1,509 52,388 56,735 58,952 59,828: 2,122 1,246
: : :
: : Changes in Commitments from: April 5, 2005 :
: -6,065: -2,446 340 -6,297 1,193 -223 -7,551 -6,180: 1,486 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 3.1 6.5 61.7 85.0 89.7 94.7: 10.3 5.3
Old : 100.0: 32.9 4.8 8.4 43.0 78.9 84.3 92.1: 15.7 7.9
Other: 100.0: 8.3 2.6 2.5 85.8 92.9 96.5 98.0: 3.5 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 68 18 30 50 43 128 83:
Old : 142: 67 17 28 46 41 122 78:
Other: 70: 18 13 13 27 31 53 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 : 28.8 38.8 41.4 60.0 16.6 28.5 25.4 37.5
Old : 16.0 35.4 27.8 52.1 15.5 28.5 24.1 43.1
Other: 55.2 57.7 71.2 77.2 38.6 45.5 50.5 55.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 451,080: 63,140 77,519 63,728 244,525 249,449 371,393 390,696: 79,687 60,384
Old : 451,080: 63,140 77,519 63,728 244,525 249,449 371,393 390,696: 79,687 60,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,173: -8,221 14,296 -2,680 7,967 -7,800 -2,934 3,816: 1,761 -4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.2 14.1 54.2 55.3 82.3 86.6: 17.7 13.4
Old : 100.0: 14.0 17.2 14.1 54.2 55.3 82.3 86.6: 17.7 13.4
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 : 145: 38 42 35 60 46 115 106:
Old : 145: 38 42 35 60 46 115 106:
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 : 15.6 27.6 27.9 43.5 13.5 22.1 23.4 31.3
Old : 15.6 27.6 27.9 43.5 13.5 22.1 23.4 31.3
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, April 12, 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 : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Old : 452,253: 71,361 63,223 66,408 236,558 257,249 374,327 386,879: 77,926 65,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -37,206: -5,717 12,799 -22,288 -4,950 -30,431 -32,954 -39,921: -4,252 2,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 14.5
Old : 100.0: 15.8 14.0 14.7 52.3 56.9 82.8 85.5: 17.2 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 : 147: 41 39 35 62 47 119 106:
Old : 147: 41 39 35 62 47 119 106:
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 : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 31.7
Old : 15.2 27.5 26.9 42.4 13.2 22.5 23.1 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 131,610: 29,819 7,565 33,670 55,053 82,745 118,542 123,979: 13,068 7,631
Old : 115,098: 29,498 10,139 26,182 46,921 72,173 102,601 108,495: 12,497 6,603
Other: 16,512: 3,630 736 4,178 8,132 10,571 15,941 15,485: 571 1,027
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,812: -6,725 352 -2,142 1,105 -4,989 -7,763 -6,780: 1,951 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.7 25.6 41.8 62.9 90.1 94.2: 9.9 5.8
Old : 100.0: 25.6 8.8 22.7 40.8 62.7 89.1 94.3: 10.9 5.7
Other: 100.0: 22.0 4.5 25.3 49.3 64.0 96.5 93.8: 3.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 164 42 105 96 103 293 223:
Old : 328: 161 46 97 93 101 283 216:
Other: 143: 33 24 35 56 64 105 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 24.3 25.4 36.7 12.7 18.6 20.0 26.2
Old : 15.1 25.7 25.6 37.8 14.4 20.2 22.8 28.2
Other: 31.8 29.9 47.0 40.9 24.1 20.1 28.8 28.3
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 137,422: 36,544 7,213 35,813 53,949 87,734 126,305 130,759: 11,117 6,663
Old : 121,937: 36,210 9,818 28,514 46,906 78,131 111,630 116,463: 10,307 5,474
Other: 15,485: 3,660 721 3,972 7,042 9,603 14,675 14,296: 810 1,189
: : :
: : Changes in Commitments from: April 5, 2005 :
: -21,075: -8,800 -1,057 -10,397 1,607 -6,672 -17,590 -18,126: -3,485 -2,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.2 26.1 39.3 63.8 91.9 95.2: 8.1 4.8
Old : 100.0: 29.7 8.1 23.4 38.5 64.1 91.5 95.5: 8.5 4.5
Other: 100.0: 23.6 4.7 25.7 45.5 62.0 94.8 92.3: 5.2 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 160 46 108 98 103 299 225:
Old : 333: 155 53 101 95 103 290 221:
Other: 140: 35 19 36 54 69 101 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.2 26.1 34.4 13.2 15.8 20.7 25.4
Old : 15.6 23.6 26.5 35.8 14.8 17.3 23.4 26.9
Other: 33.0 26.9 50.1 38.3 24.7 17.1 30.5 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 17,759: 7,123 4,303 2,743 4,948 8,337 14,814 15,383: 2,945 2,375
Old : 17,759: 7,123 4,303 2,743 4,948 8,337 14,814 15,383: 2,945 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,000: -69 -775 77 -616 -228 -608 -926: -392 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 24.2 15.4 27.9 46.9 83.4 86.6: 16.6 13.4
Old : 100.0: 40.1 24.2 15.4 27.9 46.9 83.4 86.6: 16.6 13.4
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 : 41: 18 12 10 7 5 30 23:
Old : 41: 18 12 10 7 5 30 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 : 54.7 68.3 68.3 78.2 47.9 57.0 56.5 64.4
Old : 54.7 68.3 68.3 78.2 47.9 57.0 56.5 64.4
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, April 12, 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 : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Old : 18,759: 7,192 5,078 2,666 5,564 8,565 15,422 16,309: 3,337 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -119: 1,318 -262 -63 -403 770 852 445: -971 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 13.1
Old : 100.0: 38.3 27.1 14.2 29.7 45.7 82.2 86.9: 17.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 16 9 9 6 35 25:
Old : 49: 19 16 9 9 6 35 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 : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
Old : 50.9 64.6 65.0 75.4 44.3 54.2 54.9 62.7
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, April 19, 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 : 211,287: 29,779 25,535 36,748 112,346 123,033 178,873 185,316: 32,414 25,971
Old : 211,287: 29,779 25,535 36,748 112,346 123,033 178,873 185,316: 32,414 25,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 9,062: 653 -3,547 1,982 6,124 11,631 8,758 10,065: 304 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 12.1 17.4 53.2 58.2 84.7 87.7: 15.3 12.3
Old : 100.0: 14.1 12.1 17.4 53.2 58.2 84.7 87.7: 15.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 37 21 33 59 59 111 100:
Old : 125: 37 21 33 59 59 111 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 27.5 31.8 38.8 13.3 17.6 20.6 24.7
Old : 19.4 27.5 31.8 38.8 13.3 17.6 20.6 24.7
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, April 12, 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 : 202,224: 29,126 29,082 34,766 106,222 111,402 170,114 175,250: 32,110 26,974
Old : 202,224: 29,126 29,082 34,766 106,222 111,402 170,114 175,250: 32,110 26,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -11,461: -11,586 -4,032 1,784 513 -6,839 -9,289 -9,087: -2,172 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 14.4 17.2 52.5 55.1 84.1 86.7: 15.9 13.3
Old : 100.0: 14.4 14.4 17.2 52.5 55.1 84.1 86.7: 15.9 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 : 123: 29 29 29 59 57 109 95:
Old : 123: 29 29 29 59 57 109 95:
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 : 18.6 29.2 30.7 39.6 13.1 18.3 20.3 25.9
Old : 18.6 29.2 30.7 39.6 13.1 18.3 20.3 25.9
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, April 19, 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 : 764,026: 38,590 51,248 309,176 333,880 365,818 681,647 726,243: 82,379 37,783
Old : 764,026: 38,590 51,248 309,176 333,880 365,818 681,647 726,243: 82,379 37,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 17,860: -7,874 1,531 4,515 7,815 7,198 4,456 13,244: 13,404 4,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.7 40.5 43.7 47.9 89.2 95.1: 10.8 4.9
Old : 100.0: 5.1 6.7 40.5 43.7 47.9 89.2 95.1: 10.8 4.9
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 : 200: 51 54 85 87 79 186 177:
Old : 200: 51 54 85 87 79 186 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 21.5 31.7 34.4 4.3 6.8 6.6 10.7
Old : 20.0 21.5 31.7 34.4 4.3 6.8 6.6 10.7
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, April 12, 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 : 746,165: 46,464 49,717 304,661 326,065 358,620 677,190 712,999: 68,975 33,167
Old : 746,165: 46,464 49,717 304,661 326,065 358,620 677,190 712,999: 68,975 33,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -726: -16,178 -8,796 9,301 15,112 -491 8,236 13: -8,961 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.7 40.8 43.7 48.1 90.8 95.6: 9.2 4.4
Old : 100.0: 6.2 6.7 40.8 43.7 48.1 90.8 95.6: 9.2 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 : 200: 54 52 85 86 79 186 176:
Old : 200: 54 52 85 86 79 186 176:
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 : 19.6 22.0 31.4 34.8 5.1 7.0 7.5 11.4
Old : 19.6 22.0 31.4 34.8 5.1 7.0 7.5 11.4
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, April 19, 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 : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Old : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,096: 0 952 0 1,423 231 1,423 1,183: -327 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 4.2
Old : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 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 : 33: 1 2 0 19 26 20 28:
Old : 33: 1 2 0 19 26 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
Old : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
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, April 12, 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 : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Old : 95,736: 10,446 3,738 0 77,082 87,862 87,528 91,600: 8,208 4,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,623: 0 -310 0 2,111 1,747 2,111 1,437: -488 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
Old : 100.0: 10.9 3.9 0.0 80.5 91.8 91.4 95.7: 8.6 4.3
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 : 32: 1 1 0 18 26 19 27:
Old : 32: 1 1 0 18 26 19 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 : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
Old : 63.7 39.0 79.1 58.8 63.2 37.5 72.5 54.9
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, April 19, 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 : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Old : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,474: 3,548 7,430 -3,444 3,017 983 3,121 4,969: 1,353 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Old : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 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 : 21: 1 3 1 11 13 13 16:
Old : 21: 1 3 1 11 13 13 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 : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Old : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
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, April 12, 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 : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Old : 51,239: 2,190 4,048 4,048 42,835 34,323 49,073 42,419: 2,166 8,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -2,770: 2,190 -1,292 122 -5,089 -3,289 -2,777 -4,459: 7 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
Old : 100.0: 4.3 7.9 7.9 83.6 67.0 95.8 82.8: 4.2 17.2
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: 2 2 1 11 12 13 15:
Old : 20: 2 2 1 11 12 13 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 : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
Old : 51.6 52.1 83.3 72.2 45.7 49.9 67.6 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Old : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Old : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 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 : 20: 0 3 3 14 13 17 16:
Old : 20: 0 3 3 14 13 17 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 : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
Old : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
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, April 19, 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 : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Old : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,211: -1,228 2,020 1,029 2,940 1,375 2,741 4,424: 1,470 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Old : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 4 18 15 22 20:
Old : 24: 3 2 4 18 15 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 : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
Old : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
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, April 12, 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 : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Old : 49,299: 6,539 2,374 2,902 35,208 37,126 44,649 42,402: 4,650 6,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,198: 796 1,530 -273 1,987 273 2,510 1,530: -312 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 14.0
Old : 100.0: 13.3 4.8 5.9 71.4 75.3 90.6 86.0: 9.4 14.0
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 : 22: 2 1 3 18 15 21 18:
Old : 22: 2 1 3 18 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
Old : 57.7 42.5 73.7 67.1 55.1 39.6 66.8 57.5
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, April 19, 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 : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Old : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,221: 0 -182 182 705 1,066 887 1,066: 334 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Old : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 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 : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 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 : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Old : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
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, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Old : 61,298: 0 3,096 4,761 47,271 44,264 52,032 52,121: 9,266 9,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 1,167: 0 -431 491 1,806 1,410 2,297 1,470: -1,130 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 15.0
Old : 100.0: 0.0 5.1 7.8 77.1 72.2 84.9 85.0: 15.1 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 : 25: 0 2 2 20 18 22 20:
Old : 25: 0 2 2 20 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 : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
Old : 35.0 60.0 59.5 71.6 27.8 44.0 40.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Old : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Old : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
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: 2 1 0 14 13 16 14:
Old : 20: 2 1 0 14 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Old : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
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, April 19, 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 : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Old : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,551: 488 3,090 6,175 17,482 14,925 24,145 24,190: -594 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Old : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
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 : 122: 22 8 29 82 79 113 111:
Old : 122: 22 8 29 82 79 113 111:
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 : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Old : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
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, April 12, 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 : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Old : 955,703: 278,148 64,881 143,522 509,993 735,151 931,663 943,554: 24,040 12,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 20,054: 5,196 -2,909 6,180 8,175 17,479 19,551 20,750: 503 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 1.3
Old : 100.0: 29.1 6.8 15.0 53.4 76.9 97.5 98.7: 2.5 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 : 114: 19 9 25 78 75 106 102:
Old : 114: 19 9 25 78 75 106 102:
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 : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
Old : 33.6 22.8 46.3 38.4 27.8 20.0 35.6 31.0
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, April 19, 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 : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Old : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,913: -3,734 7,284 -51 10,514 -520 6,729 6,713: 184 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 2.3
Old : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 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 : 46: 10 10 15 24 24 43 40:
Old : 46: 10 10 15 24 24 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
Old : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
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, April 12, 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 : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Old : 140,941: 30,575 49,630 30,616 75,556 57,471 136,747 137,717: 4,194 3,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -1,906: -3,587 6,746 -2,098 4,965 -5,787 -720 -1,139: -1,186 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 2.3
Old : 100.0: 21.7 35.2 21.7 53.6 40.8 97.0 97.7: 3.0 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 : 45: 11 8 12 24 24 42 37:
Old : 45: 11 8 12 24 24 42 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 : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
Old : 30.8 51.8 49.5 71.9 19.5 34.9 29.3 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 54,399: 14,787 3,285 11,543 27,878 39,465 54,208 54,294: 191 106
Old : 54,399: 14,787 3,285 11,543 27,878 39,465 54,208 54,294: 191 106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,108: 5,003 299 353 845 5,530 6,200 6,182: -93 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.0 21.2 51.2 72.5 99.6 99.8: 0.4 0.2
Old : 100.0: 27.2 6.0 21.2 51.2 72.5 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 4 8 31 29 39 37:
Old : 40: 4 4 8 31 29 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 : 53.1 43.1 72.7 65.9 37.4 38.2 46.3 48.0
Old : 53.1 43.1 72.7 65.9 37.4 38.2 46.3 48.0
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, April 12, 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 : 48,291: 9,784 2,985 11,191 27,033 33,935 48,007 48,111: 284 180
Old : 48,291: 9,784 2,985 11,191 27,033 33,935 48,007 48,111: 284 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 139: 1,588 107 -521 -675 944 392 531: -253 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 23.2 56.0 70.3 99.4 99.6: 0.6 0.4
Old : 100.0: 20.3 6.2 23.2 56.0 70.3 99.4 99.6: 0.6 0.4
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 : 40: 3 5 8 32 29 40 37:
Old : 40: 3 5 8 32 29 40 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 : 50.5 47.1 71.9 67.6 32.7 39.2 42.1 46.5
Old : 50.5 47.1 71.9 67.6 32.7 39.2 42.1 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Old : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,032: -60 -44 484 564 548 988 988: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 12.4 1.5 9.2 77.1 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 : 26: 3 1 4 17 18 21 22:
Old : 26: 3 1 4 17 18 21 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 : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Old : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
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, April 12, 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 : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Old : 20,796: 2,765 369 1,517 16,276 18,672 20,558 20,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 2,801: -858 43 388 3,271 2,370 2,801 2,801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 1.1
Old : 100.0: 13.3 1.8 7.3 78.3 89.8 98.9 98.9: 1.1 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 : 25: 3 1 4 17 17 21 21:
Old : 25: 3 1 4 17 17 21 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 : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
Old : 70.4 54.1 84.1 73.4 65.4 50.3 70.6 63.6
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, April 19, 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 : 1,276,556: 132,657 58,915 314,565 759,996 823,909 1,207,218 1,197,390: 69,338 79,166
Old : 1,276,556: 132,657 58,915 314,565 759,996 823,909 1,207,218 1,197,390: 69,338 79,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -66,062: -31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730: -9,772 -5,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.6 24.6 59.5 64.5 94.6 93.8: 5.4 6.2
Old : 100.0: 10.4 4.6 24.6 59.5 64.5 94.6 93.8: 5.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 82 88 111 86 92 226 239:
Old : 275: 82 88 111 86 92 226 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.2 29.7 33.5 8.5 8.8 13.2 13.5
Old : 20.2 21.2 29.7 33.5 8.5 8.8 13.2 13.5
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, April 12, 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 : 1,342,618: 164,237 64,652 363,217 736,054 830,251 1,263,508 1,258,120: 79,110 84,498
Old : 1,342,618: 164,237 64,652 363,217 736,054 830,251 1,263,508 1,258,120: 79,110 84,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 7,880: -15,081 10,118 22,992 3,340 -14,296 11,250 18,814: -3,370 -10,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 4.8 27.1 54.8 61.8 94.1 93.7: 5.9 6.3
Old : 100.0: 12.2 4.8 27.1 54.8 61.8 94.1 93.7: 5.9 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 : 296: 91 96 125 90 91 245 258:
Old : 296: 91 96 125 90 91 245 258:
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 : 18.0 21.2 27.1 31.7 7.4 9.5 12.0 13.6
Old : 18.0 21.2 27.1 31.7 7.4 9.5 12.0 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Old : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Old : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 6 14 14 20 20:
Old : 21: 2 0 6 14 14 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Old : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
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, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Old : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 225: -228 278 118 120 -306 10 90: 215 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 4.4
Old : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 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 : 112: 64 11 6 11 24 80 40:
Old : 112: 64 11 6 11 24 80 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
Old : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
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, April 12, 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 : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Old : 12,940: 8,991 1,978 79 1,073 10,436 10,143 12,493: 2,797 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: 17: 167 161 4 -32 40 139 205: -122 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
Old : 100.0: 69.5 15.3 0.6 8.3 80.6 78.4 96.5: 21.6 3.5
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 : 112: 68 11 2 9 23 79 35:
Old : 112: 68 11 2 9 23 79 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 : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
Old : 24.2 42.6 35.2 61.6 24.2 42.6 35.2 61.6
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, April 19, 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 : 8,264: 5,386 1,007 6 901 6,525 6,293 7,538: 1,971 726
Old : 8,264: 5,386 1,007 6 901 6,525 6,293 7,538: 1,971 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 647: 752 307 -80 -25 428 647 655: 0 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 12.2 0.1 10.9 79.0 76.1 91.2: 23.9 8.8
Old : 100.0: 65.2 12.2 0.1 10.9 79.0 76.1 91.2: 23.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 6 1 8 16 33 22:
Old : 50: 24 6 1 8 16 33 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 : 33.9 52.1 48.8 69.1 33.9 51.9 48.8 68.9
Old : 33.9 52.1 48.8 69.1 33.9 51.9 48.8 68.9
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, April 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,617: 4,634 700 86 926 6,097 5,646 6,883: 1,971 734
Old : 7,617: 4,634 700 86 926 6,097 5,646 6,883: 1,971 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -36: 156 150 0 -70 -135 86 15: -122 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 9.2 1.1 12.2 80.0 74.1 90.4: 25.9 9.6
Old : 100.0: 60.8 9.2 1.1 12.2 80.0 74.1 90.4: 25.9 9.6
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 : 46: 23 4 2 8 15 32 20:
Old : 46: 23 4 2 8 15 32 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 : 33.3 53.4 46.8 71.9 33.3 53.1 46.6 71.6
Old : 33.3 53.4 46.8 71.9 33.3 53.1 46.6 71.6
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, April 19, 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 : 210,670: 35,130 5,883 44,469 106,530 142,208 186,129 192,560: 24,541 18,110
Old : 210,670: 35,130 5,883 44,469 106,530 142,208 186,129 192,560: 24,541 18,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,744: -3,306 -774 -374 -2,886 -6,955 -6,567 -8,103: -1,177 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 2.8 21.1 50.6 67.5 88.4 91.4: 11.6 8.6
Old : 100.0: 16.7 2.8 21.1 50.6 67.5 88.4 91.4: 11.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 54 20 41 72 85 140 133:
Old : 166: 54 20 41 72 85 140 133:
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 16.8 33.8 27.5 17.2 10.4 25.7 16.9
Old : 22.6 16.8 33.8 27.5 17.2 10.4 25.7 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 218,414: 38,437 6,656 44,844 109,416 149,163 192,696 200,663: 25,717 17,751
Old : 218,414: 38,437 6,656 44,844 109,416 149,163 192,696 200,663: 25,717 17,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2005 :
: -7,942: -11,002 -263 -1,316 6,734 -4,824 -5,584 -6,403: -2,358 -1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 3.0 20.5 50.1 68.3 88.2 91.9: 11.8 8.1
Old : 100.0: 17.6 3.0 20.5 50.1 68.3 88.2 91.9: 11.8 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 : 171: 58 22 44 66 84 139 136:
Old : 171: 58 22 44 66 84 139 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 18.4 31.9 29.4 16.8 12.1 25.0 18.5
Old : 21.3 18.4 31.9 29.4 16.8 12.1 25.0 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2005