WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 244,720: 32,584 36,820 41,004 147,963 127,511 221,551 205,335: 23,169 39,385
Old : 244,032: 32,655 36,737 40,909 147,504 127,377 221,068 205,023: 22,964 39,009
Other: 688: 22 176 2 459 134 483 312: 205 376
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,009: -4,991 -242 1,049 1,277 -6,993 -2,665 -6,187: -1,344 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.0 16.8 60.5 52.1 90.5 83.9: 9.5 16.1
Old : 100.0: 13.4 15.1 16.8 60.4 52.2 90.6 84.0: 9.4 16.0
Other: 100.0: 3.2 25.6 0.3 66.7 19.5 70.2 45.3: 29.8 54.7
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 62 73 63 43 57 145 159:
Old : 209: 63 73 63 43 57 145 159:
Other: 21: 2 2 1 2 15 4 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 : 32.9 31.8 47.6 38.3 32.6 28.8 46.6 33.7
Old : 33.0 31.9 47.7 38.4 32.7 29.0 46.8 33.9
Other: 70.2 34.9 70.2 40.4 69.9 34.9 69.9 40.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 248,729: 37,574 37,062 39,956 146,686 134,504 224,216 211,521: 24,513 37,208
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 238,917: 36,290 38,503 36,933 144,928 129,490 218,152 204,926: 20,765 33,991
: : :
: : Changes in Commitments from: April 19, 2005 :
: -32,281: 611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181: -3,390 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.9 16.1 59.0 54.1 90.1 85.0: 9.9 15.0
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 15.2 16.1 15.5 60.7 54.2 91.3 85.8: 8.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 62 83 66 48 55 160 163:
Old : 70: 19 19 1 10 25 30 44:
Other: 214: 65 82 58 44 54 148 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 34.0 46.2 40.7 31.3 31.2 44.7 36.4
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 32.9 35.1 48.0 42.0 32.6 32.3 46.4 37.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 813,921: 86,489 131,837 121,571 470,868 344,085 678,928 597,493: 134,993 216,428
Old : 552,167: 67,899 133,224 63,044 329,023 240,384 459,967 436,653: 92,200 115,515
Other: 261,754: 40,202 20,226 36,915 141,844 103,700 218,961 160,840: 42,793 100,914
: : :
: : Changes in Commitments from: April 26, 2005 :
: 24,731: 194 32,752 16,969 22,261 -20,699 39,424 29,023: -14,693 -4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 16.2 14.9 57.9 42.3 83.4 73.4: 16.6 26.6
Old : 100.0: 12.3 24.1 11.4 59.6 43.5 83.3 79.1: 16.7 20.9
Other: 100.0: 15.4 7.7 14.1 54.2 39.6 83.7 61.4: 16.3 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 496: 112 135 137 195 184 386 395:
Old : 471: 96 144 113 166 167 336 361:
Other: 334: 83 56 59 129 153 235 245:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 16.8 29.0 21.8 18.6 12.0 26.5 15.3
Old : 25.4 21.2 34.6 25.3 25.4 18.1 34.2 22.0
Other: 27.4 11.2 35.2 16.9 20.0 5.8 26.0 10.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 789,190: 86,295 99,085 104,602 448,607 364,784 639,504 568,470: 149,686 220,720
Old : 541,579: 63,278 102,768 52,805 317,280 260,764 433,363 416,337: 108,216 125,242
Other: 247,611: 40,490 13,790 34,324 131,327 104,020 206,141 152,134: 41,470 95,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -51,576: -1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110: 1,744 -4,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.6 13.3 56.8 46.2 81.0 72.0: 19.0 28.0
Old : 100.0: 11.7 19.0 9.8 58.6 48.1 80.0 76.9: 20.0 23.1
Other: 100.0: 16.4 5.6 13.9 53.0 42.0 83.3 61.4: 16.7 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 476: 107 117 119 208 202 386 378:
Old : 450: 96 118 98 184 188 340 348:
Other: 338: 73 58 55 126 166 225 254:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 16.0 27.6 21.3 18.3 10.8 26.4 14.7
Old : 24.9 19.7 34.0 24.4 24.9 17.3 33.9 21.6
Other: 26.7 12.1 33.8 17.7 19.0 6.2 24.4 10.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Old : 8,721: 1,947 912 845 1,780 5,290 4,573 7,048: 4,148 1,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -590: -771 833 101 645 -1,810 -26 -876: -563 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
Old : 100.0: 22.3 10.5 9.7 20.4 60.7 52.4 80.8: 47.6 19.2
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 : 35: 8 8 5 11 16 22 26:
Old : 35: 8 8 5 11 16 22 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 : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Old : 23.3 36.2 34.8 52.8 22.1 34.6 31.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,311: 2,718 79 745 1,136 7,100 4,599 7,923: 4,712 1,387
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 7,621: 2,491 84 737 1,068 5,629 4,296 6,449: 3,325 1,171
: : :
: : Changes in Commitments from: April 19, 2005 :
: -380: -223 75 119 -382 -449 -486 -255: 106 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.8 8.0 12.2 76.3 49.4 85.1: 50.6 14.9
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 32.7 1.1 9.7 14.0 73.9 56.4 84.6: 43.6 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 3 5 9 16 24 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 11 4 5 8 16 22 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 : 21.8 42.6 31.8 57.8 21.4 40.3 28.8 55.5
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 26.6 38.2 38.9 56.6 26.1 36.5 34.7 53.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 325,132: 45,332 24,903 67,846 147,156 136,561 260,335 229,310: 64,797 95,822
Old : 222,937: 33,127 29,047 37,823 112,459 101,455 183,409 168,325: 39,528 54,612
Other: 102,195: 22,020 5,672 20,208 34,698 35,105 76,925 60,985: 25,270 41,210
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,947: -10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014: -3,314 -5,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.7 20.9 45.3 42.0 80.1 70.5: 19.9 29.5
Old : 100.0: 14.9 13.0 17.0 50.4 45.5 82.3 75.5: 17.7 24.5
Other: 100.0: 21.5 5.6 19.8 34.0 34.4 75.3 59.7: 24.7 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 106 88 113 93 101 263 247:
Old : 303: 87 100 81 75 98 211 232:
Other: 201: 76 36 52 61 68 160 133:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.6 32.2 25.4 17.4 9.0 22.9 13.6
Old : 26.1 21.9 39.2 29.9 25.1 13.5 32.4 18.3
Other: 20.9 16.8 28.8 24.3 11.9 8.6 17.8 13.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 333,078: 55,795 22,444 63,113 146,058 145,767 264,967 231,324: 68,111 101,754
Old : 236,485: 44,083 26,385 35,697 112,946 112,622 192,727 174,705: 43,758 61,780
Other: 96,593: 20,623 4,969 18,506 33,112 33,144 72,240 56,620: 24,353 39,974
: : :
: : Changes in Commitments from: April 19, 2005 :
: -49,700: -796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851: -4,780 -10,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.7 18.9 43.9 43.8 79.6 69.5: 20.4 30.5
Old : 100.0: 18.6 11.2 15.1 47.8 47.6 81.5 73.9: 18.5 26.1
Other: 100.0: 21.3 5.1 19.2 34.3 34.3 74.8 58.6: 25.2 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 111 75 106 95 103 268 236:
Old : 305: 97 89 83 83 102 230 226:
Other: 194: 63 44 45 57 71 147 134:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.6 30.6 25.6 16.9 8.6 22.6 13.8
Old : 25.1 20.9 36.8 29.3 23.6 13.2 31.2 18.9
Other: 20.9 15.6 29.8 22.7 12.3 8.3 18.6 13.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 14,028: 10,987 2,924 264 121 722 11,372 3,910: 2,656 10,118
Old : 5,226: 3,320 2,690 63 36 41 3,419 2,794: 1,807 2,432
Other: 8,802: 7,775 342 93 85 681 7,953 1,116: 849 7,686
: : :
: : Changes in Commitments from: April 26, 2005 :
: 57: 245 1,178 -29 -304 -178 -88 971: 145 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 20.8 1.9 0.9 5.1 81.1 27.9: 18.9 72.1
Old : 100.0: 63.5 51.5 1.2 0.7 0.8 65.4 53.5: 34.6 46.5
Other: 100.0: 88.3 3.9 1.1 1.0 7.7 90.4 12.7: 9.6 87.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 12 6 6 1 3 15 13:
Old : 21: 11 7 3 1 2 13 11:
Other: 15: 8 4 5 1 3 10 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 19.3 73.3 25.2 56.7 18.4 72.7 23.9
Old : 38.3 44.0 57.5 52.8 38.3 44.0 57.5 52.0
Other: 79.6 10.4 89.7 12.4 79.0 9.4 88.3 10.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 156,643: 26,417 14,373 25,284 79,199 101,907 130,899 141,563: 25,744 15,079
Old : 120,897: 24,475 15,451 15,462 61,363 76,971 101,300 107,884: 19,597 13,013
Other: 35,746: 5,854 2,835 5,909 17,836 24,936 29,599 33,680: 6,147 2,066
: : :
: : Changes in Commitments from: April 26, 2005 :
: 524: -981 3,029 155 2,478 -4,077 1,652 -893: -1,128 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.2 16.1 50.6 65.1 83.6 90.4: 16.4 9.6
Old : 100.0: 20.2 12.8 12.8 50.8 63.7 83.8 89.2: 16.2 10.8
Other: 100.0: 16.4 7.9 16.5 49.9 69.8 82.8 94.2: 17.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 43 28 36 48 46 111 100:
Old : 140: 42 32 33 45 44 106 96:
Other: 60: 12 13 17 26 24 47 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.8 32.3 47.0 21.7 28.3 29.5 39.0
Old : 22.9 37.1 33.8 48.5 22.3 32.4 31.2 42.5
Other: 39.8 48.2 53.0 59.5 35.6 41.1 42.6 50.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 156,119: 27,397 11,343 25,129 76,721 105,984 129,247 142,456: 26,872 13,663
Old : 123,575: 26,152 12,202 15,964 60,068 83,418 102,183 111,585: 21,391 11,990
Other: 32,544: 4,273 2,168 6,138 16,653 22,566 27,064 30,871: 5,480 1,673
: : :
: : Changes in Commitments from: April 19, 2005 :
: -7,637: -2,103 -241 -790 -2,880 -4,170 -5,773 -5,201: -1,864 -2,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.3 16.1 49.1 67.9 82.8 91.2: 17.2 8.8
Old : 100.0: 21.2 9.9 12.9 48.6 67.5 82.7 90.3: 17.3 9.7
Other: 100.0: 13.1 6.7 18.9 51.2 69.3 83.2 94.9: 16.8 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 46 22 36 43 46 108 98:
Old : 137: 49 24 33 40 45 102 96:
Other: 61: 15 13 18 25 23 49 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.9 31.0 48.8 20.6 29.4 28.3 39.2
Old : 21.9 39.5 31.9 50.2 20.9 32.7 29.5 41.7
Other: 37.5 47.4 48.9 59.2 33.7 39.4 40.0 49.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Old : 910,946: 91,641 101,480 136,725 519,688 490,576 748,054 728,781: 162,892 182,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 35,559: -1,640 1,635 17,819 1,515 19,479 17,695 38,933: 17,865 -3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
Old : 100.0: 10.1 11.1 15.0 57.0 53.9 82.1 80.0: 17.9 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 31 44 45 79 88 139 148:
Old : 181: 31 44 45 79 88 139 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
Old : 23.0 14.0 30.6 23.6 13.5 9.6 18.2 15.4
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 26, 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 : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Old : 875,387: 93,281 99,845 118,906 518,173 471,097 730,359 689,848: 145,028 185,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -59,756: 4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734: -7,565 3,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
Old : 100.0: 10.7 11.4 13.6 59.2 53.8 83.4 78.8: 16.6 21.2
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 : 178: 37 36 45 78 87 139 144:
Old : 178: 37 36 45 78 87 139 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.3 31.9 24.1 15.6 11.0 20.8 17.5
Old : 24.2 13.3 31.9 24.1 15.6 11.0 20.8 17.5
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, May 3, 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 : 148,110: 29,952 9,539 23,275 62,782 92,809 116,009 125,623: 32,101 22,486
Old : 109,714: 28,554 10,089 15,498 39,448 66,320 83,500 91,907: 26,214 17,807
Other: 38,396: 3,211 1,263 5,963 23,335 26,489 32,509 33,716: 5,887 4,680
: : :
: : Changes in Commitments from: April 26, 2005 :
: -10,590: -3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895: -2,474 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.4 15.7 42.4 62.7 78.3 84.8: 21.7 15.2
Old : 100.0: 26.0 9.2 14.1 36.0 60.4 76.1 83.8: 23.9 16.2
Other: 100.0: 8.4 3.3 15.5 60.8 69.0 84.7 87.8: 15.3 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 46 26 37 51 62 122 113:
Old : 154: 48 28 33 45 60 115 107:
Other: 77: 20 10 20 37 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 : 14.8 28.0 23.9 40.9 10.4 20.0 16.5 28.2
Old : 12.9 29.3 20.6 37.1 9.9 25.0 17.2 30.6
Other: 30.3 45.8 43.5 60.3 26.7 42.4 38.7 51.4
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 158,700: 33,945 10,160 24,386 65,793 100,972 124,125 135,518: 34,575 23,182
Old : 121,611: 32,336 10,878 16,379 43,928 75,660 92,643 102,917: 28,969 18,695
Other: 37,089: 3,951 1,624 5,666 21,866 25,312 31,482 32,602: 5,606 4,487
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,002: 4,968 -1,293 -3,751 -690 7,188 527 2,144: 474 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.4 15.4 41.5 63.6 78.2 85.4: 21.8 14.6
Old : 100.0: 26.6 8.9 13.5 36.1 62.2 76.2 84.6: 23.8 15.4
Other: 100.0: 10.7 4.4 15.3 59.0 68.2 84.9 87.9: 15.1 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 48 22 38 56 63 129 113:
Old : 157: 56 21 33 51 63 122 109:
Other: 81: 18 14 20 37 29 64 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 : 13.2 30.3 21.6 41.7 10.0 21.4 17.2 31.2
Old : 10.6 31.5 18.9 39.4 10.1 27.4 17.6 33.4
Other: 31.3 45.8 44.7 58.9 26.9 43.1 38.8 51.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 7,813: 3,463 1,110 1,110 806 4,478 5,380 6,699: 2,433 1,114
Old : 6,583: 3,355 1,175 759 482 3,839 4,596 5,772: 1,987 811
Other: 1,229: 250 78 210 324 639 784 927: 445 302
: : :
: : Changes in Commitments from: April 26, 2005 :
: -49: -109 -240 291 -412 -112 -230 -61: 181 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 14.2 14.2 10.3 57.3 68.9 85.7: 31.1 14.3
Old : 100.0: 51.0 17.8 11.5 7.3 58.3 69.8 87.7: 30.2 12.3
Other: 100.0: 20.3 6.3 17.1 26.4 52.0 63.8 75.4: 36.2 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 21 6 10 10 15 32 30:
Old : 43: 20 7 9 6 15 28 29:
Other: 25: 9 3 8 6 12 18 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 : 33.5 38.2 46.8 58.6 32.9 36.7 39.3 53.2
Old : 38.8 39.1 51.3 63.0 38.8 38.9 46.5 58.1
Other: 29.5 39.2 48.0 56.2 26.2 30.7 32.4 41.8
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 7,862: 3,572 1,350 820 1,219 4,590 5,610 6,760: 2,252 1,102
Old : 6,993: 3,550 1,334 552 969 4,143 5,071 6,029: 1,922 964
Other: 869: 95 89 194 250 447 540 730: 329 139
: : :
: : Changes in Commitments from: April 19, 2005 :
: -204: 16 107 -435 202 98 -217 -230: 12 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 17.2 10.4 15.5 58.4 71.4 86.0: 28.6 14.0
Old : 100.0: 50.8 19.1 7.9 13.9 59.3 72.5 86.2: 27.5 13.8
Other: 100.0: 10.9 10.3 22.4 28.8 51.4 62.1 84.1: 37.9 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 6 9 12 15 34 29:
Old : 44: 21 6 8 10 15 32 28:
Other: 21: 6 4 7 4 9 14 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.0 48.9 58.7 33.3 36.7 44.5 55.2
Old : 40.1 40.1 53.2 60.7 36.9 37.4 48.8 58.0
Other: 36.3 53.2 54.2 72.1 28.5 40.9 31.7 51.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Old : 335,446: 113,492 83,691 1,790 158,812 147,624 274,094 233,105: 61,352 102,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 19,930: 8,069 10,180 1,567 13,201 5,480 22,837 17,227: -2,907 2,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
Old : 100.0: 33.8 24.9 0.5 47.3 44.0 81.7 69.5: 18.3 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 18 28 4 39 43 61 72:
Old : 106: 18 28 4 39 43 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
Old : 34.0 19.6 47.8 27.7 34.0 18.6 47.8 26.2
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 26, 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 : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Old : 315,516: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,259 99,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 11,527: 9,550 12,695 212 3,844 -3,178 13,606 9,728: -2,078 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.6 68.4: 20.4 31.6
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 : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
Old : 33.0 19.6 46.6 28.1 33.0 17.9 46.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Old : 2,909,777: 350,762 368,019 620,631 1,666,586 1,471,518 2,637,979 2,460,168: 271,798 449,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 158,490: 16,538 -35,855 131,668 11,160 92,927 159,365 188,740: -875 -30,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 15.5
Old : 100.0: 12.1 12.6 21.3 57.3 50.6 90.7 84.5: 9.3 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 : 304: 51 88 89 114 155 221 276:
Old : 304: 51 88 89 114 155 221 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 13.6 44.3 24.6 25.9 9.9 31.8 14.0
Old : 31.6 13.6 44.3 24.6 25.9 9.9 31.8 14.0
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 26, 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 : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Old : 2,751,287: 334,224 403,874 488,963 1,655,427 1,378,591 2,478,614 2,271,428: 272,673 479,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -86,156: 48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975: 20,169 17,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 17.4
Old : 100.0: 12.1 14.7 17.8 60.2 50.1 90.1 82.6: 9.9 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 : 290: 51 78 84 110 150 211 262:
Old : 290: 51 78 84 110 150 211 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
Old : 35.4 13.5 47.3 23.1 30.6 10.4 37.0 14.8
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, May 3, 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 : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Old : 1,706,068: 138,516 290,599 255,206 1,141,021 857,673 1,534,742 1,403,479: 171,326 302,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 42,260: 7,299 2,387 39,896 -4,707 11,626 42,488 53,909: -228 -11,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
Old : 100.0: 8.1 17.0 15.0 66.9 50.3 90.0 82.3: 10.0 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 31 55 51 80 103 142 178:
Old : 200: 31 55 51 80 103 142 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
Old : 34.3 21.1 46.5 29.5 24.5 13.2 33.6 19.1
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 26, 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 : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Old : 1,663,808: 131,217 288,212 215,310 1,145,728 846,047 1,492,255 1,349,569: 171,553 314,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -69,563: 782 -17,232 -36,065 -12,245 632 -47,528 -52,665: -22,035 -16,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
Old : 100.0: 7.9 17.3 12.9 68.9 50.9 89.7 81.1: 10.3 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 32 52 49 71 94 131 167:
Old : 189: 32 52 49 71 94 131 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
Old : 35.6 20.0 47.9 29.1 25.9 13.4 35.1 19.7
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, May 3, 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 : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Old : 576,125: 158,943 29,831 173,514 207,532 342,510 539,989 545,855: 36,137 30,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -105,154: -58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726: -5,228 -4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
Old : 100.0: 27.6 5.2 30.1 36.0 59.5 93.7 94.7: 6.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 39 18 43 49 55 103 101:
Old : 116: 39 18 43 49 55 103 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
Old : 33.0 37.0 48.6 49.4 17.3 21.7 23.8 28.0
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 26, 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 : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Old : 681,280: 217,057 30,877 203,223 219,635 412,481 639,915 646,581: 41,365 34,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 30,140: 34,085 5,653 3,301 -3,976 22,684 33,409 31,637: -3,269 -1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 5.1
Old : 100.0: 31.9 4.5 29.8 32.2 60.5 93.9 94.9: 6.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 43 24 47 52 59 112 113:
Old : 131: 43 24 47 52 59 112 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.5 48.1 46.5 18.1 22.1 24.4 28.5
Old : 34.5 34.5 48.1 46.5 18.1 22.1 24.4 28.5
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, May 3, 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 : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Old : 43,902: 10,678 5,236 1,595 20,928 28,608 33,200 35,439: 10,702 8,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 407: 595 -6,748 243 -257 6,482 581 -22: -174 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
Old : 100.0: 24.3 11.9 3.6 47.7 65.2 75.6 80.7: 24.4 19.3
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 : 68: 20 17 12 20 14 50 33:
Old : 68: 20 17 12 20 14 50 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 : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
Old : 31.2 55.6 44.6 64.9 31.2 55.6 44.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Old : 43,495: 10,083 11,984 1,351 21,185 22,125 32,619 35,461: 10,876 8,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,136: 1,278 -355 190 101 357 1,569 192: -433 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
Old : 100.0: 23.2 27.6 3.1 48.7 50.9 75.0 81.5: 25.0 18.5
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 : 66: 21 16 9 19 12 46 31:
Old : 66: 21 16 9 19 12 46 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 : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
Old : 31.3 54.6 45.4 64.1 31.3 54.6 45.4 64.1
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, May 3, 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 : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Old : 69,433: 8,011 25,240 3,656 41,226 19,937 52,892 48,833: 16,540 20,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,081: -1,092 715 752 3,350 -1,613 3,010 -147: 1,071 4,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
Old : 100.0: 11.5 36.4 5.3 59.4 28.7 76.2 70.3: 23.8 29.7
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 : 72: 21 29 19 13 17 44 55:
Old : 72: 21 29 19 13 17 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
Old : 53.0 31.4 60.8 41.7 51.3 31.4 58.0 40.7
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 26, 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 : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Old : 65,352: 9,103 24,525 2,904 37,876 21,550 49,883 48,979: 15,469 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,737: -2,669 4,625 889 9,864 -1,395 8,084 4,118: -3,347 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
Old : 100.0: 13.9 37.5 4.4 58.0 33.0 76.3 74.9: 23.7 25.1
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 : 74: 22 27 17 16 16 45 53:
Old : 74: 22 27 17 16 16 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
Old : 48.2 36.8 56.2 46.8 46.5 36.8 54.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Old : 36,423: 4,372 5,958 1,046 29,891 27,883 35,309 34,887: 1,114 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 896: 410 137 0 207 636 617 773: 279 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 4.2
Old : 100.0: 12.0 16.4 2.9 82.1 76.6 96.9 95.8: 3.1 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 : 59: 8 20 4 17 19 28 40:
Old : 59: 8 20 4 17 19 28 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 : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
Old : 54.1 44.3 72.5 68.6 54.1 40.8 72.4 64.5
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 26, 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 : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
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 : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 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 : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Old : 14,323: 0 1,039 0 14,025 12,946 14,025 13,985: 298 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,634: 0 1 0 1,642 1,695 1,642 1,696: -8 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Old : 100.0: 0.0 7.3 0.0 97.9 90.4 97.9 97.6: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
Old : 95.7 78.3 97.9 87.6 95.7 78.3 97.9 87.6
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 26, 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 : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
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 : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 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 : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
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, May 3, 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 : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Old : 25,982: 1,207 1,867 3,916 14,957 13,374 20,080 19,158: 5,902 6,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,106: -485 -292 -1,077 -1,706 -1,814 -3,268 -3,183: -837 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
Old : 100.0: 4.6 7.2 15.1 57.6 51.5 77.3 73.7: 22.7 26.3
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 : 41: 9 6 12 21 18 34 32:
Old : 41: 9 6 12 21 18 34 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 : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
Old : 43.0 28.1 57.0 48.2 40.7 25.8 47.3 40.0
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 26, 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 : 30,088: 1,692 2,159 4,993 16,663 15,189 23,349 22,342: 6,739 7,746
Old : 30,088: 1,692 2,159 4,993 16,663 15,189 23,349 22,342: 6,739 7,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,288: -39 68 407 1,142 516 1,510 990: -222 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.2 16.6 55.4 50.5 77.6 74.3: 22.4 25.7
Old : 100.0: 5.6 7.2 16.6 55.4 50.5 77.6 74.3: 22.4 25.7
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 : 45: 12 6 14 23 18 39 34:
Old : 45: 12 6 14 23 18 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 27.6 57.1 48.2 38.6 24.8 45.2 39.5
Old : 41.6 27.6 57.1 48.2 38.6 24.8 45.2 39.5
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, May 3, 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 : 103,146: 16,722 8,318 24,085 44,345 39,855 85,153 72,258: 17,993 30,888
Old : 95,964: 16,603 8,653 21,945 41,145 37,289 79,693 67,887: 16,271 28,078
Other: 7,182: 1,863 1,409 396 3,201 2,566 5,459 4,371: 1,722 2,810
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,350: -75 -751 -90 1,865 2,430 1,700 1,589: 1,650 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.1 23.4 43.0 38.6 82.6 70.1: 17.4 29.9
Old : 100.0: 17.3 9.0 22.9 42.9 38.9 83.0 70.7: 17.0 29.3
Other: 100.0: 25.9 19.6 5.5 44.6 35.7 76.0 60.9: 24.0 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 36 60 30 37 114 114:
Old : 147: 47 37 59 29 37 111 113:
Other: 35: 10 7 7 8 14 23 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.1 38.1 27.8 26.5 17.1 36.0 24.7
Old : 28.4 18.1 40.5 28.5 28.4 17.8 38.6 27.7
Other: 56.1 38.6 68.3 49.1 54.7 33.9 65.2 44.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 99,796: 16,797 9,069 24,175 42,481 37,425 83,453 70,669: 16,343 29,127
Old : 93,447: 16,372 9,134 22,504 39,796 35,393 78,672 67,031: 14,775 26,416
Other: 6,349: 1,870 1,380 226 2,685 2,032 4,781 3,638: 1,568 2,711
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,890: 1,319 3,814 2,528 40 -1,024 3,886 5,318: 4 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.1 24.2 42.6 37.5 83.6 70.8: 16.4 29.2
Old : 100.0: 17.5 9.8 24.1 42.6 37.9 84.2 71.7: 15.8 28.3
Other: 100.0: 29.5 21.7 3.6 42.3 32.0 75.3 57.3: 24.7 42.7
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 46 38 59 28 35 110 113:
Old : 145: 45 38 59 27 35 108 113:
Other: 31: 10 5 7 6 12 20 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 : 26.9 17.9 38.7 27.3 26.9 17.7 36.7 25.8
Old : 28.7 18.0 41.3 28.0 28.7 17.9 39.2 27.2
Other: 57.0 37.9 67.3 48.9 55.6 35.6 65.4 46.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 3,707: 593 1,457 336 1,461 794 2,389 2,587: 1,317 1,119
Old : 3,687: 590 1,457 335 1,446 794 2,370 2,586: 1,316 1,100
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 26, 2005 :
: -120: 201 -29 -85 -178 29 -62 -84: -58 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 39.3 9.1 39.4 21.4 64.5 69.8: 35.5 30.2
Old : 100.0: 16.0 39.5 9.1 39.2 21.5 64.3 70.1: 35.7 29.9
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 10 8 6 3 21 20:
Old : 32: 14 10 8 6 3 21 20:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 46.4 46.5 57.9 31.6 43.4 41.8 51.7
Old : 33.8 46.7 46.3 58.2 31.4 43.6 41.6 52.0
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 3,826: 392 1,486 420 1,639 765 2,451 2,671: 1,375 1,155
Old : 3,806: 389 1,486 419 1,624 765 2,432 2,670: 1,374 1,136
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 19, 2005 :
: 758: 208 516 98 49 -37 355 577: 403 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 38.8 11.0 42.8 20.0 64.1 69.8: 35.9 30.2
Old : 100.0: 10.2 39.0 11.0 42.7 20.1 63.9 70.2: 36.1 29.8
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 11 12 8 8 3 22 20:
Old : 33: 11 12 8 8 3 22 20:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 43.9 48.2 57.5 32.9 40.9 39.7 48.5
Old : 36.4 44.1 48.0 57.8 32.7 41.1 39.5 48.8
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Old : 152,547: 44,433 11,936 20,508 68,416 78,831 133,358 111,275: 19,189 41,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,128: -1,512 461 -876 -1,635 -1,126 -4,023 -1,540: -105 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
Old : 100.0: 29.1 7.8 13.4 44.8 51.7 87.4 72.9: 12.6 27.1
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 : 221: 64 29 43 66 107 155 162:
Old : 221: 64 29 43 66 107 155 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
Old : 21.6 14.7 35.4 24.6 21.6 14.7 33.3 23.1
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 26, 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 : 156,675: 45,945 11,475 21,384 70,051 79,957 137,381 112,816: 19,294 43,860
Old : 156,675: 45,945 11,475 21,384 70,051 79,957 137,381 112,816: 19,294 43,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,039: 4,826 1,035 2,178 -2,669 -556 4,335 2,657: 1,704 3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.3 13.6 44.7 51.0 87.7 72.0: 12.3 28.0
Old : 100.0: 29.3 7.3 13.6 44.7 51.0 87.7 72.0: 12.3 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 61 31 42 63 102 150 156:
Old : 212: 61 31 42 63 102 150 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 14.7 34.7 24.3 20.7 14.5 32.5 22.8
Old : 20.7 14.7 34.7 24.3 20.7 14.5 32.5 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Old : 4,111: 1,211 376 133 932 2,400 2,276 2,910: 1,835 1,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -768: 11 -65 -269 -283 -233 -541 -568: -227 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
Old : 100.0: 29.5 9.2 3.2 22.7 58.4 55.4 70.8: 44.6 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 9 5 11 15 27 27:
Old : 43: 14 9 5 11 15 27 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 : 22.4 43.9 33.1 55.0 21.1 43.7 30.2 52.9
Old : 22.4 43.9 33.1 55.0 21.1 43.7 30.2 52.9
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 26, 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 : 4,879: 1,200 442 402 1,215 2,634 2,817 3,478: 2,062 1,401
Old : 4,879: 1,200 442 402 1,215 2,634 2,817 3,478: 2,062 1,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -50: -193 147 -34 -73 -305 -300 -193: 250 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.1 8.2 24.9 54.0 57.7 71.3: 42.3 28.7
Old : 100.0: 24.6 9.1 8.2 24.9 54.0 57.7 71.3: 42.3 28.7
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 : 47: 16 7 8 19 16 37 29:
Old : 47: 16 7 8 19 16 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 43.0 30.0 53.5 18.0 43.0 25.7 52.8
Old : 19.6 43.0 30.0 53.5 18.0 43.0 25.7 52.8
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, May 3, 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 : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Old : 28,520: 9,976 2,420 4,454 8,500 6,410 22,931 13,285: 5,589 15,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,331: -311 127 -1,842 -813 -1,035 -2,966 -2,751: -365 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
Old : 100.0: 35.0 8.5 15.6 29.8 22.5 80.4 46.6: 19.6 53.4
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 : 146: 52 23 27 46 47 112 86:
Old : 146: 52 23 27 46 47 112 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 : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
Old : 17.2 12.2 27.8 18.0 16.0 8.0 25.4 12.7
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 26, 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 : 31,852: 10,287 2,293 6,297 9,313 7,446 25,897 16,035: 5,955 15,816
Old : 31,852: 10,287 2,293 6,297 9,313 7,446 25,897 16,035: 5,955 15,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 851: -254 800 208 145 -340 99 668: 751 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 7.2 19.8 29.2 23.4 81.3 50.3: 18.7 49.7
Old : 100.0: 32.3 7.2 19.8 29.2 23.4 81.3 50.3: 18.7 49.7
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 : 154: 53 25 31 49 50 119 94:
Old : 154: 53 25 31 49 50 119 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 12.5 27.0 17.9 14.5 6.2 23.2 10.7
Old : 15.9 12.5 27.0 17.9 14.5 6.2 23.2 10.7
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, May 3, 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 : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Old : 101,194: 13,004 45,620 2,566 58,620 26,848 74,191 75,034: 27,003 26,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 8,828: -708 7,502 216 10,580 -4,084 10,088 3,634: -1,260 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 25.9
Old : 100.0: 12.9 45.1 2.5 57.9 26.5 73.3 74.1: 26.7 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 : 75: 15 21 8 32 20 53 43:
Old : 75: 15 21 8 32 20 53 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 : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
Old : 33.6 27.7 44.9 41.9 32.7 27.6 43.4 41.9
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 26, 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 : 92,366: 13,713 38,118 2,350 48,040 30,932 64,103 71,399: 28,264 20,967
Old : 92,366: 13,713 38,118 2,350 48,040 30,932 64,103 71,399: 28,264 20,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 9,571: 142 8,191 153 9,546 -1,061 9,841 7,283: -270 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 41.3 2.5 52.0 33.5 69.4 77.3: 30.6 22.7
Old : 100.0: 14.8 41.3 2.5 52.0 33.5 69.4 77.3: 30.6 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 15 6 27 20 47 39:
Old : 69: 18 15 6 27 20 47 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 : 29.6 30.7 42.2 45.4 28.7 30.7 40.8 45.1
Old : 29.6 30.7 42.2 45.4 28.7 30.7 40.8 45.1
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Old : 39,446: 4,889 15,947 318 24,753 8,486 29,959 24,750: 9,487 14,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 4,382: 1,385 3,818 317 3,631 767 5,332 4,901: -950 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
Old : 100.0: 12.4 40.4 0.8 62.8 21.5 75.9 62.7: 24.1 37.3
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 : 37: 6 11 2 13 10 21 21:
Old : 37: 6 11 2 13 10 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 : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
Old : 43.1 25.9 60.4 40.7 41.1 25.2 55.3 38.3
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 26, 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 : 35,064: 3,504 12,129 1 21,122 7,719 24,627 19,849: 10,437 15,215
Old : 35,064: 3,504 12,129 1 21,122 7,719 24,627 19,849: 10,437 15,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,371: -81 -3,177 0 -1,584 1,107 -1,665 -2,070: 295 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 34.6 0.0 60.2 22.0 70.2 56.6: 29.8 43.4
Old : 100.0: 10.0 34.6 0.0 60.2 22.0 70.2 56.6: 29.8 43.4
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 : 28: 5 7 1 10 8 16 15:
Old : 28: 5 7 1 10 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 28.8 56.7 44.1 37.6 28.7 54.6 41.2
Old : 37.6 28.8 56.7 44.1 37.6 28.7 54.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Old : 109,535: 80,774 4,729 57 19,753 102,223 100,585 107,009: 8,950 2,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 10,388: 9,498 -468 0 329 11,074 9,827 10,607: 561 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 2.3
Old : 100.0: 73.7 4.3 0.1 18.0 93.3 91.8 97.7: 8.2 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 : 106: 60 13 2 19 19 80 33:
Old : 106: 60 13 2 19 19 80 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 : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Old : 34.2 58.4 48.1 80.3 34.2 58.2 48.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 99,147: 71,277 5,197 57 19,424 91,149 90,758 96,402: 8,390 2,745
Old : 99,147: 71,277 5,197 57 19,424 91,149 90,758 96,402: 8,390 2,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,278: 6,435 1,042 -1 -491 4,859 5,944 5,900: 334 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 5.2 0.1 19.6 91.9 91.5 97.2: 8.5 2.8
Old : 100.0: 71.9 5.2 0.1 19.6 91.9 91.5 97.2: 8.5 2.8
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 : 100: 53 16 2 18 18 72 35:
Old : 100: 53 16 2 18 18 72 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 : 35.8 59.1 50.4 81.7 35.8 59.0 50.4 81.6
Old : 35.8 59.1 50.4 81.7 35.8 59.0 50.4 81.6
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, May 3, 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 : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Old : 91,174: 25,847 6,019 764 39,108 73,711 65,719 80,494: 25,455 10,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 3,297: -3,451 545 -55 5,374 3,201 1,868 3,691: 1,429 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 11.7
Old : 100.0: 28.3 6.6 0.8 42.9 80.8 72.1 88.3: 27.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 20 11 5 18 17 41 30:
Old : 60: 20 11 5 18 17 41 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 : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Old : 29.4 58.4 42.9 74.3 28.6 55.5 41.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 87,877: 29,298 5,474 818 33,734 70,510 63,850 76,803: 24,026 11,074
Old : 87,877: 29,298 5,474 818 33,734 70,510 63,850 76,803: 24,026 11,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,786: -3,036 -965 -2,083 -995 1,602 -6,114 -1,446: 3,327 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.2 0.9 38.4 80.2 72.7 87.4: 27.3 12.6
Old : 100.0: 33.3 6.2 0.9 38.4 80.2 72.7 87.4: 27.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 23 9 4 16 15 41 26:
Old : 57: 23 9 4 16 15 41 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 : 26.1 58.0 38.6 74.5 25.3 57.2 37.8 73.7
Old : 26.1 58.0 38.6 74.5 25.3 57.2 37.8 73.7
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, May 3, 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 : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Old : 188,611: 21,190 34,971 4,869 131,491 124,697 157,550 164,536: 31,061 24,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 23,076: 10,788 -7,680 556 7,992 32,087 19,335 24,963: 3,741 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 18.5 2.6 69.7 66.1 83.5 87.2: 16.5 12.8
Old : 100.0: 11.2 18.5 2.6 69.7 66.1 83.5 87.2: 16.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 21 17 13 30 31 54 58:
Old : 82: 21 17 13 30 31 54 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 : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Old : 50.9 42.1 63.1 56.8 46.2 36.5 53.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 165,535: 10,403 42,651 4,313 123,500 92,610 138,215 139,573: 27,320 25,962
Old : 165,535: 10,403 42,651 4,313 123,500 92,610 138,215 139,573: 27,320 25,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -3,128: 3,527 -18,644 1,388 -8,262 16,910 -3,347 -347: 218 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 25.8 2.6 74.6 55.9 83.5 84.3: 16.5 15.7
Old : 100.0: 6.3 25.8 2.6 74.6 55.9 83.5 84.3: 16.5 15.7
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 : 83: 15 25 8 31 29 48 60:
Old : 83: 15 25 8 31 29 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 38.2 65.5 50.0 44.1 31.1 52.2 39.9
Old : 50.4 38.2 65.5 50.0 44.1 31.1 52.2 39.9
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, May 3, 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 : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Old : 172,738: 29,189 21,392 16,053 74,376 85,279 119,618 122,724: 53,120 50,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 7,210: 5,483 3,105 -1,874 2,664 5,843 6,273 7,074: 937 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
Old : 100.0: 16.9 12.4 9.3 43.1 49.4 69.2 71.0: 30.8 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 28 37 27 31 30 79 74:
Old : 104: 28 37 27 31 30 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
Old : 21.7 28.2 32.6 39.9 21.0 26.7 30.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 165,528: 23,706 18,287 17,927 71,711 79,436 113,344 115,651: 52,183 49,877
Old : 165,528: 23,706 18,287 17,927 71,711 79,436 113,344 115,651: 52,183 49,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 13,596: 1,547 572 -392 8,098 5,155 9,253 5,336: 4,343 8,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 11.0 10.8 43.3 48.0 68.5 69.9: 31.5 30.1
Old : 100.0: 14.3 11.0 10.8 43.3 48.0 68.5 69.9: 31.5 30.1
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 : 95: 31 26 26 33 27 76 67:
Old : 95: 31 26 26 33 27 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.4 31.5 40.7 21.1 26.9 29.7 35.4
Old : 22.1 28.4 31.5 40.7 21.1 26.9 29.7 35.4
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, May 3, 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 : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Old : 75,020: 30,384 6,000 618 40,531 61,374 71,533 67,992: 3,487 7,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -416: -1,000 0 450 -723 -726 -1,273 -276: 857 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Old : 100.0: 40.5 8.0 0.8 54.0 81.8 95.4 90.6: 4.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 3 14 19 18 24:
Old : 30: 4 2 3 14 19 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
Old : 65.3 55.3 83.6 73.1 62.0 54.6 79.5 70.2
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 26, 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 : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Old : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,888: 327 6,000 110 7,860 1,330 8,297 7,440: -409 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Old : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 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 : 29: 4 2 2 14 18 18 22:
Old : 29: 4 2 2 14 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Old : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
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, May 3, 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 :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Old :13,296,693: 673,843 693,903 3,817,259 7,588,380 6,946,053 12,079,483 11,457,216: 1,217,211 1,839,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 286,476: 44,604 -13,946 48,368 154,242 183,929 247,214 218,352: 39,262 68,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
Old : 100.0: 5.1 5.2 28.7 57.1 52.2 90.8 86.2: 9.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 55 70 110 142 142 263 263:
Old : 282: 55 70 110 142 142 263 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.9 31.7 24.8 17.2 8.5 22.7 12.7
Old : 19.2 13.9 31.7 24.8 17.2 8.5 22.7 12.7
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 26, 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 :13,010,217: 629,239 707,849 3,768,891 7,434,138 6,762,124 11,832,269 11,238,864: 1,177,948 1,771,353
Old :13,010,217: 629,239 707,849 3,768,891 7,434,138 6,762,124 11,832,269 11,238,864: 1,177,948 1,771,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 94,709: 59,749 71,346 -131,663 149,317 79,951 77,403 19,633: 17,306 75,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.4 29.0 57.1 52.0 90.9 86.4: 9.1 13.6
Old : 100.0: 4.8 5.4 29.0 57.1 52.0 90.9 86.4: 9.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 57 67 109 137 141 254 264:
Old : 279: 57 67 109 137 141 254 264:
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 : 19.7 14.3 32.4 25.2 17.6 9.0 23.1 13.0
Old : 19.7 14.3 32.4 25.2 17.6 9.0 23.1 13.0
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, May 3, 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 : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Old : 764,757: 60,862 72,820 53,312 502,787 515,375 616,961 641,507: 147,796 123,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,344: -3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741: -4,672 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 16.1
Old : 100.0: 8.0 9.5 7.0 65.7 67.4 80.7 83.9: 19.3 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 : 216: 45 49 60 102 67 185 138:
Old : 216: 45 49 60 102 67 185 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
Old : 18.1 30.8 25.7 42.8 17.5 30.4 24.7 42.3
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 26, 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 : 768,101: 63,892 74,024 50,468 501,273 519,756 615,633 644,248: 152,468 123,853
Old : 768,101: 63,892 74,024 50,468 501,273 519,756 615,633 644,248: 152,468 123,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,928: -1,088 -5,494 3,920 6,139 10,812 8,971 9,237: 12,958 12,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.6 6.6 65.3 67.7 80.2 83.9: 19.8 16.1
Old : 100.0: 8.3 9.6 6.6 65.3 67.7 80.2 83.9: 19.8 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 : 213: 52 39 57 102 68 183 135:
Old : 213: 52 39 57 102 68 183 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.9 26.0 42.9 17.5 30.7 25.1 42.7
Old : 18.1 30.9 26.0 42.9 17.5 30.7 25.1 42.7
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Old : 1,000,703: 184,888 207,305 24,911 477,498 650,742 687,297 882,957: 313,407 117,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 15,097: -25,176 -5,084 3,049 23,694 6,704 1,566 4,669: 13,531 10,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Old : 100.0: 18.5 20.7 2.5 47.7 65.0 68.7 88.2: 31.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 41 54 29 58 62 116 128:
Old : 186: 41 54 29 58 62 116 128:
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 : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
Old : 20.6 25.3 29.6 38.3 15.8 21.9 24.0 32.3
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 26, 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 : 985,606: 210,064 212,389 21,862 453,804 644,038 685,730 878,288: 299,876 107,318
Old : 985,606: 210,064 212,389 21,862 453,804 644,038 685,730 878,288: 299,876 107,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,003: 3,566 -8,997 814 2,474 -5,510 6,854 -13,693: -17,857 2,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.5 2.2 46.0 65.3 69.6 89.1: 30.4 10.9
Old : 100.0: 21.3 21.5 2.2 46.0 65.3 69.6 89.1: 30.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 45 52 26 56 63 115 127:
Old : 188: 45 52 26 56 63 115 127:
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 : 21.8 25.0 32.4 37.2 17.0 20.8 25.3 30.8
Old : 21.8 25.0 32.4 37.2 17.0 20.8 25.3 30.8
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, May 3, 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 : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Old : 11,741: 725 1,232 0 5,827 9,263 6,552 10,495: 5,189 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -107: 0 -6 0 383 0 383 -6: -490 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 10.6
Old : 100.0: 6.2 10.5 0.0 49.6 78.9 55.8 89.4: 44.2 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 : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
Old : 29.9 40.1 45.9 65.8 28.4 40.1 44.5 65.8
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 26, 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 : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Old : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 34: 0 -33 0 -353 -29 -353 -62: 387 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Old : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 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 : 26: 1 3 0 10 13 11 16:
Old : 26: 1 3 0 10 13 11 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 : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Old : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
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, May 3, 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 : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Old : 25,117: 8,665 2,054 0 13,133 16,499 21,798 18,553: 3,319 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,152: 1,350 1,289 -82 -3,446 -1,429 -2,178 -222: 26 -1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
Old : 100.0: 34.5 8.2 0.0 52.3 65.7 86.8 73.9: 13.2 26.1
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 : 37: 5 5 0 17 18 22 23:
Old : 37: 5 5 0 17 18 22 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 : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
Old : 46.7 37.1 69.2 52.2 46.7 34.2 68.3 49.2
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 26, 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 : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Old : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -143: 1,682 270 -17 -901 -146 764 107: -907 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Old : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
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 : 39: 6 3 2 19 18 26 22:
Old : 39: 6 3 2 19 18 26 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 : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Old : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
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, May 3, 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 : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Old : 58,606: 4,790 19,188 81 36,053 27,495 40,924 46,764: 17,682 11,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,786: -2,054 -1,252 -2 -23 -408 -2,079 -1,662: -707 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
Old : 100.0: 8.2 32.7 0.1 61.5 46.9 69.8 79.8: 30.2 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 12 25 2 35 34 48 60:
Old : 90: 12 25 2 35 34 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
Old : 32.6 26.8 43.5 40.5 31.3 23.9 40.4 37.4
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 26, 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 : 61,392: 6,844 20,440 83 36,076 27,903 43,003 48,426: 18,389 12,967
Old : 61,392: 6,844 20,440 83 36,076 27,903 43,003 48,426: 18,389 12,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,237: 1,512 2,027 -45 -57 1,762 1,410 3,744: 1,827 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 33.3 0.1 58.8 45.4 70.0 78.9: 30.0 21.1
Old : 100.0: 11.1 33.3 0.1 58.8 45.4 70.0 78.9: 30.0 21.1
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 : 95: 17 25 2 35 34 53 60:
Old : 95: 17 25 2 35 34 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.8 40.5 40.8 29.1 24.1 37.9 37.9
Old : 30.3 26.8 40.5 40.8 29.1 24.1 37.9 37.9
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, May 3, 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 : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Old : 340,410: 66,067 144,023 1,909 226,217 129,030 294,193 274,963: 46,217 65,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,980: -13,168 -2,872 470 4,821 1,692 -7,876 -709: 5,896 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
Old : 100.0: 19.4 42.3 0.6 66.5 37.9 86.4 80.8: 13.6 19.2
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 : 185: 38 75 10 50 36 91 118:
Old : 185: 38 75 10 50 36 91 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 24.6 57.3 37.1 38.1 19.9 49.8 30.2
Old : 40.8 24.6 57.3 37.1 38.1 19.9 49.8 30.2
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 26, 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 : 342,390: 79,234 146,895 1,439 221,396 127,338 302,069 275,672: 40,320 66,717
Old : 342,390: 79,234 146,895 1,439 221,396 127,338 302,069 275,672: 40,320 66,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,503: -716 -1,587 112 24,300 -1,528 23,697 -3,003: -9,193 17,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 42.9 0.4 64.7 37.2 88.2 80.5: 11.8 19.5
Old : 100.0: 23.1 42.9 0.4 64.7 37.2 88.2 80.5: 11.8 19.5
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 : 191: 38 84 8 47 36 90 123:
Old : 191: 38 84 8 47 36 90 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 26.7 55.5 38.5 35.3 19.8 48.4 29.5
Old : 37.2 26.7 55.5 38.5 35.3 19.8 48.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Old : 94,592: 31,258 3,569 4,527 36,694 75,347 72,479 83,442: 22,113 11,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,684: 2,809 -633 -3,839 710 1,595 -320 -2,877: -1,364 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Old : 100.0: 33.0 3.8 4.8 38.8 79.7 76.6 88.2: 23.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 20 3 6 19 17 40 25:
Old : 49: 20 3 6 19 17 40 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 : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
Old : 36.8 60.8 49.3 73.2 35.4 59.5 46.6 71.1
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 26, 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 : 96,275: 28,449 4,203 8,366 35,983 73,751 72,799 86,320: 23,477 9,956
Old : 96,275: 28,449 4,203 8,366 35,983 73,751 72,799 86,320: 23,477 9,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,931: 7,281 -1,016 1,879 -4,772 8,799 4,388 9,663: 542 -4,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.4 8.7 37.4 76.6 75.6 89.7: 24.4 10.3
Old : 100.0: 29.6 4.4 8.7 37.4 76.6 75.6 89.7: 24.4 10.3
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 : 52: 18 6 6 20 18 41 27:
Old : 52: 18 6 6 20 18 41 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 : 38.5 60.4 48.1 73.4 33.6 59.2 43.2 69.1
Old : 38.5 60.4 48.1 73.4 33.6 59.2 43.2 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Old : 35,260: 1,121 13,568 5 28,663 16,930 29,789 30,503: 5,471 4,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 755: 0 292 0 631 303 631 595: 125 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
Old : 100.0: 3.2 38.5 0.0 81.3 48.0 84.5 86.5: 15.5 13.5
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 : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
Old : 56.2 37.5 66.3 49.6 55.1 37.5 64.9 49.6
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 26, 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 : 34,505: 1,121 13,276 5 28,032 16,626 29,158 29,907: 5,347 4,597
Old : 34,505: 1,121 13,276 5 28,032 16,626 29,158 29,907: 5,347 4,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,501: 0 812 0 714 1,212 714 2,024: 787 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.2 48.2 84.5 86.7: 15.5 13.3
Old : 100.0: 3.2 38.5 0.0 81.2 48.2 84.5 86.7: 15.5 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 : 61: 2 14 1 26 29 29 43:
Old : 61: 2 14 1 26 29 29 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 : 56.6 37.3 66.9 49.7 55.4 36.9 65.4 49.3
Old : 56.6 37.3 66.9 49.7 55.4 36.9 65.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Old : 235,346: 60,123 34,939 2,161 165,353 182,864 227,637 219,964: 7,708 15,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 16,511: 3,882 6,394 127 17,448 13,097 21,458 19,618: -4,947 -3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
Old : 100.0: 25.5 14.8 0.9 70.3 77.7 96.7 93.5: 3.3 6.5
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 : 114: 22 35 10 33 43 59 84:
Old : 114: 22 35 10 33 43 59 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 : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
Old : 60.4 35.7 70.9 49.6 57.6 31.2 67.4 44.8
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 26, 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 : 218,835: 56,240 28,545 2,035 147,905 169,766 206,180 200,346: 12,655 18,489
Old : 218,835: 56,240 28,545 2,035 147,905 169,766 206,180 200,346: 12,655 18,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,109: 5,687 -82 224 11,149 14,991 17,060 15,133: 5,049 6,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.0 0.9 67.6 77.6 94.2 91.6: 5.8 8.4
Old : 100.0: 25.7 13.0 0.9 67.6 77.6 94.2 91.6: 5.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 19 38 11 30 43 54 87:
Old : 114: 19 38 11 30 43 54 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 36.7 70.6 51.2 55.8 33.4 67.3 47.5
Old : 58.8 36.7 70.6 51.2 55.8 33.4 67.3 47.5
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, May 3, 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 : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Old : 38,490: 10,215 5,828 551 15,234 23,252 26,000 29,631: 12,490 8,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 471: -55 -869 316 -48 1,735 213 1,182: 258 -711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
Old : 100.0: 26.5 15.1 1.4 39.6 60.4 67.5 77.0: 32.5 23.0
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 : 76: 23 15 4 16 24 43 40:
Old : 76: 23 15 4 16 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 : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
Old : 22.3 29.2 33.2 41.8 21.2 26.1 30.3 38.2
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 26, 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 : 38,020: 10,270 6,697 235 15,282 21,517 25,787 28,449: 12,233 9,571
Old : 38,020: 10,270 6,697 235 15,282 21,517 25,787 28,449: 12,233 9,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -316: 201 -1,592 0 -938 120 -737 -1,472: 421 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 17.6 0.6 40.2 56.6 67.8 74.8: 32.2 25.2
Old : 100.0: 27.0 17.6 0.6 40.2 56.6 67.8 74.8: 32.2 25.2
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 : 76: 23 13 2 17 25 42 39:
Old : 76: 23 13 2 17 25 42 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 : 22.0 27.6 33.5 39.1 21.6 25.0 31.2 35.9
Old : 22.0 27.6 33.5 39.1 21.6 25.0 31.2 35.9
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, May 3, 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 : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Old : 25,339: 7,322 660 20 14,575 2,025 21,917 2,705: 3,422 22,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -2,333: -1,130 -6 5 796 306 -329 305: -2,004 -2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
Old : 100.0: 28.9 2.6 0.1 57.5 8.0 86.5 10.7: 13.5 89.3
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 : 25: 9 2 1 11 4 20 7:
Old : 25: 9 2 1 11 4 20 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 : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
Old : 61.0 9.7 72.3 10.7 61.0 9.7 72.2 10.5
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 26, 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 : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Old : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 40: -537 -238 0 1,036 93 499 -145: -459 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Old : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
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 : 23: 9 2 1 9 4 18 7:
Old : 23: 9 2 1 9 4 18 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 : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Old : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
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, May 3, 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 : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Old : 71,127: 3,578 4,144 443 51,475 26,850 55,496 31,437: 15,631 39,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,888: 2 0 0 -549 2,788 -547 2,788: 2,435 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
Old : 100.0: 5.0 5.8 0.6 72.4 37.7 78.0 44.2: 22.0 55.8
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 : 47: 3 12 1 18 28 22 41:
Old : 47: 3 12 1 18 28 22 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
Old : 61.9 18.8 70.4 28.6 52.7 12.6 57.1 17.7
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 26, 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 : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Old : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -394: -2,091 0 -136 121 1,289 -2,106 1,153: 1,712 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Old : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
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 : 47: 3 12 1 19 27 23 40:
Old : 47: 3 12 1 19 27 23 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 : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Old : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
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, May 3, 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 : 120,662: 37,367 17,941 16,935 31,153 76,021 85,455 110,896: 35,207 9,766
Old : 120,662: 37,367 17,941 16,935 31,153 76,021 85,455 110,896: 35,207 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -6,675: -7,580 13,999 -1,562 5,858 -14,841 -3,284 -2,405: -3,391 -4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.9 14.0 25.8 63.0 70.8 91.9: 29.2 8.1
Old : 100.0: 31.0 14.9 14.0 25.8 63.0 70.8 91.9: 29.2 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 : 173: 91 34 46 28 35 140 98:
Old : 173: 91 34 46 28 35 140 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 30.6 26.5 44.7 13.9 25.3 20.9 39.2
Old : 17.9 30.6 26.5 44.7 13.9 25.3 20.9 39.2
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 127,337: 44,947 3,942 18,497 25,295 90,862 88,739 113,301: 38,598 14,036
Old : 127,337: 44,947 3,942 18,497 25,295 90,862 88,739 113,301: 38,598 14,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 419: 2,967 581 -1,809 -2,842 828 -1,685 -400: 2,104 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 3.1 14.5 19.9 71.4 69.7 89.0: 30.3 11.0
Old : 100.0: 35.3 3.1 14.5 19.9 71.4 69.7 89.0: 30.3 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 91 19 43 21 35 125 89:
Old : 156: 91 19 43 21 35 125 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 33.5 25.3 49.8 12.8 26.9 18.4 41.6
Old : 17.1 33.5 25.3 49.8 12.8 26.9 18.4 41.6
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, May 3, 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 : 110,419: 34,121 14,513 21,948 40,867 60,827 96,936 97,288: 13,484 13,131
Old : 110,419: 34,121 14,513 21,948 40,867 60,827 96,936 97,288: 13,484 13,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,618: -517 2,437 -2,222 -4,042 -8,997 -6,780 -8,782: -1,838 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.1 19.9 37.0 55.1 87.8 88.1: 12.2 11.9
Old : 100.0: 30.9 13.1 19.9 37.0 55.1 87.8 88.1: 12.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 62 55 34 42 42 124 116:
Old : 177: 62 55 34 42 42 124 116:
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 : 22.1 28.1 35.1 44.2 19.7 27.6 27.6 40.2
Old : 22.1 28.1 35.1 44.2 19.7 27.6 27.6 40.2
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 26, 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 : 119,037: 34,638 12,076 24,169 44,909 69,824 103,716 106,069: 15,321 12,968
Old : 119,037: 34,638 12,076 24,169 44,909 69,824 103,716 106,069: 15,321 12,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,440: 2,422 -254 -1,461 -3,358 -1,044 -2,397 -2,759: -43 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.1 20.3 37.7 58.7 87.1 89.1: 12.9 10.9
Old : 100.0: 29.1 10.1 20.3 37.7 58.7 87.1 89.1: 12.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 61 45 39 40 42 124 111:
Old : 168: 61 45 39 40 42 124 111:
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 : 23.5 29.6 35.9 47.1 17.6 27.0 25.6 39.1
Old : 23.5 29.6 35.9 47.1 17.6 27.0 25.6 39.1
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, May 3, 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 : 360,277: 153,235 36,671 59,028 93,026 241,829 305,288 337,528: 54,990 22,750
Old : 360,277: 153,235 36,671 59,028 93,026 241,829 305,288 337,528: 54,990 22,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -16,344: -22,590 10,107 -154 9,363 -26,014 -13,381 -16,062: -2,963 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.2 16.4 25.8 67.1 84.7 93.7: 15.3 6.3
Old : 100.0: 42.5 10.2 16.4 25.8 67.1 84.7 93.7: 15.3 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 : 249: 136 55 58 39 42 203 133:
Old : 249: 136 55 58 39 42 203 133:
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 : 21.9 32.8 33.1 47.7 19.3 27.6 25.6 39.6
Old : 21.9 32.8 33.1 47.7 19.3 27.6 25.6 39.6
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 26, 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 : 376,622: 175,825 26,564 59,182 83,662 267,843 318,669 353,590: 57,953 23,032
Old : 376,622: 175,825 26,564 59,182 83,662 267,843 318,669 353,590: 57,953 23,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,584: 22,470 -2,341 -2,053 -3,666 23,331 16,751 18,938: 4,833 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 7.1 15.7 22.2 71.1 84.6 93.9: 15.4 6.1
Old : 100.0: 46.7 7.1 15.7 22.2 71.1 84.6 93.9: 15.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 143 44 56 40 48 205 129:
Old : 248: 143 44 56 40 48 205 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.3 32.8 48.3 19.5 27.2 25.9 40.4
Old : 22.3 32.3 32.8 48.3 19.5 27.2 25.9 40.4
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Old : 12,262: 7,567 1,079 600 561 9,035 8,728 10,714: 3,534 1,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 520: 319 -247 101 129 3 549 -143: -29 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 12.6
Old : 100.0: 61.7 8.8 4.9 4.6 73.7 71.2 87.4: 28.8 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 : 42: 25 5 9 5 5 35 18:
Old : 42: 25 5 9 5 5 35 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 : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Old : 43.4 79.2 55.5 84.6 43.4 77.0 54.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Old : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -239: -1,162 -277 63 195 -318 -904 -532: 665 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Old : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 24 5 8 4 5 33 16:
Old : 40: 24 5 8 4 5 33 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 : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Old : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
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, May 3, 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 : 68,262: 11,542 8,039 6,573 34,877 33,778 52,993 48,390: 15,269 19,872
Old : 68,255: 11,542 8,039 6,573 34,870 33,776 52,986 48,388: 15,269 19,867
Other: 7: 0 0 0 7 2 7 2: 0 5
: : :
: : Changes in Commitments from: April 26, 2005 :
: -3,567: 744 -2,102 -739 -3,966 199 -3,961 -2,641: 394 -926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.8 9.6 51.1 49.5 77.6 70.9: 22.4 29.1
Old : 100.0: 16.9 11.8 9.6 51.1 49.5 77.6 70.9: 22.4 29.1
Other: 100.0: 0.0 0.0 0.0 100.0 28.6 100.0 28.6: 0.0 71.4
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 30 18 21 47 46 81 82:
Old : 111: 30 18 21 47 46 81 82:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 24.5 32.1 33.1 21.9 20.1 30.9 26.8
Old : 23.1 24.5 32.2 33.1 21.9 20.1 30.9 26.8
Other: 100.0 28.6 100.0 28.6 100.0 28.6 100.0 28.6
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 71,829: 10,798 10,141 7,312 38,843 33,579 56,954 51,031: 14,875 20,798
Old : 7,379: 0 1,042 0 6,005 3,551 6,005 4,593: 1,374 2,786
Other: 64,450: 10,817 9,118 7,293 32,838 30,028 50,949 46,438: 13,501 18,012
: : :
: : Changes in Commitments from: April 19, 2005 :
: -15,744: 188 -3,531 -4,463 -11,315 -6,200 -15,590 -14,195: -153 -1,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.1 10.2 54.1 46.7 79.3 71.0: 20.7 29.0
Old : 100.0: 0.0 14.1 0.0 81.4 48.1 81.4 62.2: 18.6 37.8
Other: 100.0: 16.8 14.1 11.3 51.0 46.6 79.1 72.1: 20.9 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 24 28 20 46 44 81 83:
Old : 34: 0 3 0 16 18 16 21:
Other: 110: 24 26 20 43 41 78 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.4 33.3 32.7 20.6 16.0 28.0 22.1
Old : 63.4 38.6 77.6 52.8 63.4 38.3 77.6 52.5
Other: 22.7 26.0 31.6 35.2 22.5 21.8 30.7 29.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 28,207: 1,965 3,054 1,528 17,495 13,864 20,988 18,446: 7,219 9,762
Old : 16,245: 2,916 3,101 239 8,725 8,209 11,880 11,548: 4,365 4,696
Other: 11,963: 139 1,043 199 8,770 5,655 9,108 6,897: 2,854 5,065
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,869: 189 -687 -698 -441 -192 -950 -1,578: -919 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 10.8 5.4 62.0 49.1 74.4 65.4: 25.6 34.6
Old : 100.0: 18.0 19.1 1.5 53.7 50.5 73.1 71.1: 26.9 28.9
Other: 100.0: 1.2 8.7 1.7 73.3 47.3 76.1 57.7: 23.9 42.3
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 11 7 22 16 33 29:
Old : 41: 9 8 3 17 14 27 24:
Other: 27: 3 5 4 14 13 20 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 : 39.3 35.9 53.2 48.5 36.9 30.3 47.7 38.9
Old : 40.4 35.3 51.9 53.0 36.2 33.6 46.8 50.0
Other: 47.8 42.3 65.1 51.5 47.3 33.6 60.2 41.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 30,076: 1,776 3,741 2,227 17,936 14,056 21,938 20,023: 8,138 10,053
Old : 18,717: 2,689 3,671 995 9,636 8,696 13,319 13,362: 5,397 5,355
Other: 11,359: 138 1,121 181 8,300 5,360 8,619 6,662: 2,741 4,698
: : :
: : Changes in Commitments from: April 19, 2005 :
: -8,842: -149 -6,375 -326 -6,085 -544 -6,560 -7,245: -2,282 -1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.4 7.4 59.6 46.7 72.9 66.6: 27.1 33.4
Old : 100.0: 14.4 19.6 5.3 51.5 46.5 71.2 71.4: 28.8 28.6
Other: 100.0: 1.2 9.9 1.6 73.1 47.2 75.9 58.6: 24.1 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 6 12 9 23 17 36 33:
Old : 45: 9 10 8 17 17 30 32:
Other: 28: 3 6 4 14 13 20 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 : 37.4 32.7 50.2 44.6 35.5 28.0 44.5 36.4
Old : 37.5 33.7 49.4 47.4 34.7 32.1 45.8 45.5
Other: 43.3 39.2 64.0 49.6 42.6 29.3 57.8 39.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 162,274: 44,990 4,739 31,563 66,228 117,066 142,781 153,368: 19,493 8,906
Old : 117,346: 40,672 6,048 15,536 46,227 90,668 102,436 112,252: 14,910 5,094
Other: 44,928: 7,124 1,497 13,220 20,001 26,398 40,345 41,116: 4,582 3,812
: : :
: : Changes in Commitments from: April 26, 2005 :
: -215: -2,025 1,076 836 2,495 -2,751 1,306 -839: -1,521 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.9 19.5 40.8 72.1 88.0 94.5: 12.0 5.5
Old : 100.0: 34.7 5.2 13.2 39.4 77.3 87.3 95.7: 12.7 4.3
Other: 100.0: 15.9 3.3 29.4 44.5 58.8 89.8 91.5: 10.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 102 35 54 60 65 194 131:
Old : 214: 96 45 42 41 59 164 120:
Other: 127: 38 26 34 46 50 102 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 : 17.6 35.7 26.6 48.4 15.7 30.7 23.0 40.8
Old : 21.5 43.4 32.2 55.2 21.5 39.6 30.5 51.0
Other: 20.7 22.0 33.1 37.5 14.7 19.1 23.0 27.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 162,489: 47,015 3,663 30,727 63,733 119,817 141,476 154,208: 21,014 8,282
Old : 120,789: 43,674 5,344 15,465 44,964 95,254 104,103 116,063: 16,687 4,726
Other: 41,700: 5,593 571 13,010 18,770 24,563 37,373 38,144: 4,327 3,556
: : :
: : Changes in Commitments from: April 19, 2005 :
: 309: 3,541 -120 3,702 -7,964 -1,931 -721 1,650: 1,030 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.3 18.9 39.2 73.7 87.1 94.9: 12.9 5.1
Old : 100.0: 36.2 4.4 12.8 37.2 78.9 86.2 96.1: 13.8 3.9
Other: 100.0: 13.4 1.4 31.2 45.0 58.9 89.6 91.5: 10.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 105 33 55 62 65 194 131:
Old : 216: 100 40 43 39 61 160 123:
Other: 124: 45 15 34 51 48 105 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.2 25.1 50.6 15.2 32.7 22.2 43.6
Old : 20.4 45.8 30.2 56.9 20.4 42.7 29.2 53.4
Other: 19.4 22.3 31.8 38.2 12.7 19.2 18.0 26.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 35,965: 12,811 4,136 5,690 12,595 24,228 31,097 34,055: 4,868 1,911
Old : 35,445: 12,804 4,302 5,361 12,502 23,938 30,667 33,601: 4,778 1,845
Other: 520: 238 66 98 93 290 430 454: 90 66
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,088: -366 585 -492 -2,180 -4,255 -3,038 -4,162: -1,049 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.5 15.8 35.0 67.4 86.5 94.7: 13.5 5.3
Old : 100.0: 36.1 12.1 15.1 35.3 67.5 86.5 94.8: 13.5 5.2
Other: 100.0: 45.9 12.7 18.8 18.0 55.7 82.7 87.2: 17.3 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 19 22 21 17 95 48:
Old : 112: 61 22 22 21 17 95 48:
Other: 21: 10 4 10 5 5 16 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 : 20.4 48.1 31.8 64.9 20.4 45.5 30.5 61.3
Old : 20.7 48.2 32.2 65.1 20.7 45.5 30.9 61.5
Other: 45.6 62.4 70.2 74.9 40.9 60.4 54.3 63.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 40,053: 13,178 3,552 6,183 14,775 28,482 34,136 38,217: 5,918 1,837
Old : 39,521: 13,190 3,763 5,816 14,685 28,172 33,692 37,751: 5,829 1,770
Other: 532: 265 66 90 90 311 444 466: 89 66
: : :
: : Changes in Commitments from: April 19, 2005 :
: -769: 902 118 316 -2,284 -939 -1,067 -505: 298 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.9 15.4 36.9 71.1 85.2 95.4: 14.8 4.6
Old : 100.0: 33.4 9.5 14.7 37.2 71.3 85.3 95.5: 14.7 4.5
Other: 100.0: 49.7 12.3 16.9 16.8 58.4 83.4 87.6: 16.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 66 15 26 22 18 98 51:
Old : 113: 61 20 26 22 18 98 51:
Other: 21: 10 4 10 5 5 16 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 : 22.2 46.8 33.6 65.7 17.6 38.7 27.3 57.2
Old : 22.5 46.7 34.0 65.9 17.8 38.6 27.6 57.3
Other: 46.0 64.6 70.4 76.0 41.8 62.4 56.9 65.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 136,118: 23,615 14,794 12,827 89,148 103,114 125,590 130,735: 10,528 5,383
Old : 70,316: 17,691 14,022 8,064 34,764 43,195 60,519 65,281: 9,797 5,035
Other: 65,801: 7,536 2,385 3,150 54,385 59,919 65,071 65,454: 731 348
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,592: 23 904 -148 2,486 1,698 2,362 2,455: 230 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.9 9.4 65.5 75.8 92.3 96.0: 7.7 4.0
Old : 100.0: 25.2 19.9 11.5 49.4 61.4 86.1 92.8: 13.9 7.2
Other: 100.0: 11.5 3.6 4.8 82.6 91.1 98.9 99.5: 1.1 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 57 34 31 53 42 126 91:
Old : 147: 63 25 29 51 39 122 85:
Other: 75: 13 21 18 29 31 59 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 : 28.9 34.5 41.5 51.8 20.4 27.2 29.7 35.3
Old : 17.0 28.5 27.9 42.3 15.6 25.9 25.6 38.4
Other: 49.1 53.5 65.2 71.7 33.3 40.2 47.4 51.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 133,526: 23,592 13,890 12,974 86,662 101,416 123,228 128,280: 10,298 5,246
Old : 70,289: 18,099 13,211 8,378 34,184 44,124 60,661 65,713: 9,628 4,576
Other: 63,237: 7,216 2,402 2,873 52,478 57,291 62,567 62,567: 670 670
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,094: -1,132 6,884 1,698 4,158 -5,457 4,724 3,126: -630 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 10.4 9.7 64.9 76.0 92.3 96.1: 7.7 3.9
Old : 100.0: 25.7 18.8 11.9 48.6 62.8 86.3 93.5: 13.7 6.5
Other: 100.0: 11.4 3.8 4.5 83.0 90.6 98.9 98.9: 1.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 58 35 32 51 40 125 92:
Old : 147: 64 26 29 51 38 122 86:
Other: 76: 15 21 18 29 30 59 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 : 29.8 34.9 42.1 52.4 21.7 27.5 31.1 36.2
Old : 17.0 28.6 28.4 43.0 16.2 25.4 26.3 39.1
Other: 50.4 55.2 66.7 72.8 35.2 42.1 48.8 52.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Old : 445,811: 72,406 83,453 64,329 238,285 242,433 375,020 390,215: 70,791 55,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,602: 437 204 980 -2,413 -5,455 -996 -4,271: -3,605 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 12.5
Old : 100.0: 16.2 18.7 14.4 53.4 54.4 84.1 87.5: 15.9 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 : 153: 45 46 39 56 42 121 107:
Old : 153: 45 46 39 56 42 121 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 31.7
Old : 16.3 28.5 29.1 43.7 13.8 23.8 24.6 31.7
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 26, 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 : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Old : 450,413: 71,968 83,249 63,349 240,698 247,888 376,016 394,486: 74,397 55,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -667: 8,829 5,730 -379 -3,827 -1,561 4,623 3,790: -5,290 -4,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 12.4
Old : 100.0: 16.0 18.5 14.1 53.4 55.0 83.5 87.6: 16.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 50 40 36 60 45 124 107:
Old : 155: 50 40 36 60 45 124 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
Old : 16.0 27.7 28.5 43.7 13.8 22.6 24.0 31.9
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, May 3, 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 : 131,218: 33,888 9,205 34,229 49,589 80,105 117,706 123,539: 13,512 7,679
Old : 110,839: 33,678 14,097 23,930 40,776 66,412 98,383 104,438: 12,456 6,401
Other: 20,379: 5,883 781 4,627 8,813 13,693 19,323 19,101: 1,056 1,278
: : :
: : Changes in Commitments from: April 26, 2005 :
: -7,330: -318 349 -5,083 -1,456 -1,798 -6,857 -6,533: -473 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 7.0 26.1 37.8 61.0 89.7 94.1: 10.3 5.9
Old : 100.0: 30.4 12.7 21.6 36.8 59.9 88.8 94.2: 11.2 5.8
Other: 100.0: 28.9 3.8 22.7 43.2 67.2 94.8 93.7: 5.2 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 175 51 120 103 112 312 252:
Old : 354: 160 65 113 98 109 301 245:
Other: 158: 46 17 39 61 72 117 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 23.2 23.1 34.8 12.3 18.8 19.9 26.7
Old : 14.4 23.4 24.5 34.2 14.4 19.5 23.5 29.3
Other: 31.1 34.6 45.7 44.5 25.9 25.6 31.1 33.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 138,548: 34,206 8,856 39,312 51,045 81,903 124,564 130,071: 13,985 8,477
Old : 119,334: 33,578 12,696 30,184 42,648 69,274 106,411 112,155: 12,923 7,179
Other: 19,214: 5,221 753 4,535 8,397 12,629 18,153 17,917: 1,062 1,298
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,938: 4,388 1,291 5,642 -4,008 -842 6,022 6,092: 917 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 6.4 28.4 36.8 59.1 89.9 93.9: 10.1 6.1
Old : 100.0: 28.1 10.6 25.3 35.7 58.1 89.2 94.0: 10.8 6.0
Other: 100.0: 27.2 3.9 23.6 43.7 65.7 94.5 93.2: 5.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 167 47 110 100 105 301 234:
Old : 341: 157 58 103 96 101 291 226:
Other: 149: 37 21 36 58 73 108 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 23.5 23.8 35.2 11.7 17.9 18.8 25.8
Old : 13.8 24.1 23.5 35.2 13.4 18.8 21.7 27.3
Other: 30.6 33.0 45.4 42.9 25.2 24.7 30.5 32.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Old : 20,716: 8,331 4,599 2,770 6,122 11,046 17,223 18,414: 3,493 2,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 2,220: 1,515 22 61 365 2,494 1,942 2,578: 278 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
Old : 100.0: 40.2 22.2 13.4 29.6 53.3 83.1 88.9: 16.9 11.1
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 : 40: 14 14 9 7 5 27 24:
Old : 40: 14 14 9 7 5 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
Old : 51.0 68.2 71.3 79.2 47.0 59.0 61.2 67.3
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 26, 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 : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Old : 18,496: 6,816 4,577 2,708 5,757 8,551 15,281 15,836: 3,215 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 737: -307 274 -35 809 214 467 453: 270 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
Old : 100.0: 36.9 24.7 14.6 31.1 46.2 82.6 85.6: 17.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 15 13 9 6 6 25 25:
Old : 39: 15 13 9 6 6 25 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 : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
Old : 55.6 66.1 70.2 76.1 48.6 54.7 57.6 62.4
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, May 3, 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 : 199,310: 25,536 25,075 37,568 104,596 113,091 167,699 175,734: 31,610 23,576
Old : 199,310: 25,536 25,075 37,568 104,596 113,091 167,699 175,734: 31,610 23,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -8,054: -4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155: -2,652 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.6 18.8 52.5 56.7 84.1 88.2: 15.9 11.8
Old : 100.0: 12.8 12.6 18.8 52.5 56.7 84.1 88.2: 15.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 31 26 33 59 58 109 101:
Old : 125: 31 26 33 59 58 109 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 26.0 30.3 35.6 13.3 16.1 19.5 22.9
Old : 18.5 26.0 30.3 35.6 13.3 16.1 19.5 22.9
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 26, 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 : 207,363: 30,199 25,506 34,675 108,228 120,708 173,101 180,889: 34,262 26,474
Old : 207,363: 30,199 25,506 34,675 108,228 120,708 173,101 180,889: 34,262 26,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -3,923: 420 -29 -2,073 -4,118 -2,325 -5,771 -4,427: 1,848 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 12.3 16.7 52.2 58.2 83.5 87.2: 16.5 12.8
Old : 100.0: 14.6 12.3 16.7 52.2 58.2 83.5 87.2: 16.5 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 35 19 29 58 57 105 96:
Old : 118: 35 19 29 58 57 105 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.3 31.8 37.8 13.0 16.4 19.5 22.6
Old : 20.5 28.3 31.8 37.8 13.0 16.4 19.5 22.6
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, May 3, 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 : 738,908: 38,532 52,421 295,820 329,055 349,378 663,406 697,618: 75,502 41,290
Old : 738,908: 38,532 52,421 295,820 329,055 349,378 663,406 697,618: 75,502 41,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 9,065: -553 6,041 3,341 9,401 -3,474 12,189 5,908: -3,124 3,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.1 40.0 44.5 47.3 89.8 94.4: 10.2 5.6
Old : 100.0: 5.2 7.1 40.0 44.5 47.3 89.8 94.4: 10.2 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 : 196: 47 57 77 86 78 174 175:
Old : 196: 47 57 77 86 78 174 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 22.0 33.5 34.5 4.5 7.1 7.0 10.6
Old : 21.8 22.0 33.5 34.5 4.5 7.1 7.0 10.6
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 26, 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 : 729,843: 39,085 46,380 292,479 319,654 352,852 651,217 691,710: 78,626 38,133
Old : 729,843: 39,085 46,380 292,479 319,654 352,852 651,217 691,710: 78,626 38,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -34,183: 494 -4,868 -16,697 -14,226 -12,967 -30,429 -34,532: -3,753 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 40.1 43.8 48.3 89.2 94.8: 10.8 5.2
Old : 100.0: 5.4 6.4 40.1 43.8 48.3 89.2 94.8: 10.8 5.2
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 : 185: 44 50 71 86 78 171 162:
Old : 185: 44 50 71 86 78 171 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 22.3 32.7 35.2 4.5 7.3 7.0 11.1
Old : 21.1 22.3 32.7 35.2 4.5 7.3 7.0 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Old : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Old : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
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 : 20: 2 1 3 12 12 15 15:
Old : 20: 2 1 3 12 12 15 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 : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Old : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Old : 101,393: 11,068 644 4,764 77,663 88,900 93,495 94,308: 7,898 7,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 1,511: -376 -2,288 3,006 -344 133 2,286 851: -775 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Old : 100.0: 10.9 0.6 4.7 76.6 87.7 92.2 93.0: 7.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 17 25 20 27:
Old : 32: 2 1 2 17 25 20 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 : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
Old : 64.8 38.0 79.4 56.1 64.7 36.8 72.3 52.5
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 26, 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 : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Old : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,050: 998 -1,758 1,758 -498 674 2,258 674: 792 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Old : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 20 26 22 28:
Old : 34: 2 1 1 20 26 22 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 : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Old : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Old : 52,900: 8,860 9,434 604 40,235 35,274 49,699 45,312: 3,201 7,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,286: 1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335: -500 2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
Old : 100.0: 16.7 17.8 1.1 76.1 66.7 93.9 85.7: 6.1 14.3
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 : 20: 1 3 1 12 11 14 14:
Old : 20: 1 3 1 12 11 14 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 : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
Old : 57.3 52.7 82.6 72.9 50.0 51.1 71.5 66.3
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 26, 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 : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Old : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,473: 1,624 186 0 -333 4,073 1,291 4,259: 182 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Old : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 11 14 13 17:
Old : 23: 1 3 1 11 14 13 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 : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Old : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
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, May 3, 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 : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Old : 45,387: 2,510 2,851 2,860 33,885 36,644 39,255 42,355: 6,132 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 587: 2,510 -1,320 -279 -866 3,224 1,365 1,625: -778 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
Old : 100.0: 5.5 6.3 6.3 74.7 80.7 86.5 93.3: 13.5 6.7
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 : 20: 1 2 3 15 15 18 18:
Old : 20: 1 2 3 15 15 18 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 : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
Old : 52.8 48.8 69.9 73.7 21.2 24.4 31.9 35.8
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 26, 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 : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Old : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 2,140: 0 -721 1,079 999 1,720 2,078 2,078: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Old : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 15 14 18 17:
Old : 21: 0 3 3 15 14 18 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 : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Old : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
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, May 3, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Old : 52,280: 6,710 12,083 2,255 39,470 33,840 48,435 48,178: 3,845 4,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -4,892: 2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312: -1,110 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
Old : 100.0: 12.8 23.1 4.3 75.5 64.7 92.6 92.2: 7.4 7.8
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 : 28: 2 3 3 19 19 23 23:
Old : 28: 2 3 3 19 19 23 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 : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
Old : 53.3 44.5 70.3 66.7 48.8 38.5 60.7 54.8
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 26, 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 : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Old : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,662: -743 2,128 933 4,637 603 4,827 3,664: -1,165 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Old : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 16 22 21:
Old : 26: 2 3 4 18 16 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 : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Old : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
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, May 3, 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 : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Old : 62,394: 0 3,154 4,449 46,738 45,101 51,187 52,704: 11,207 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 706: 0 242 -186 -318 106 -504 162: 1,210 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 15.5
Old : 100.0: 0.0 5.1 7.1 74.9 72.3 82.0 84.5: 18.0 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 : 26: 0 2 2 19 20 21 22:
Old : 26: 0 2 2 19 20 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 : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Old : 36.8 61.8 58.9 73.4 28.8 46.5 41.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Old : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -831: 0 -2 -308 -920 -335 -1,228 -645: 397 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Old : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 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 : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Old : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
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, May 3, 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 : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Old : 69,429: 36,508 18,818 120 28,103 47,138 64,731 66,076: 4,698 3,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -1,957: 346 2,630 120 -2,663 -4,490 -2,197 -1,740: 240 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 4.8
Old : 100.0: 52.6 27.1 0.2 40.5 67.9 93.2 95.2: 6.8 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 : 22: 2 1 1 15 16 17 18:
Old : 22: 2 1 1 15 16 17 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 : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
Old : 73.7 58.7 86.7 79.8 68.8 58.2 73.4 71.6
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 26, 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 : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Old : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 15,376: 17,874 9,794 0 -1,960 5,044 15,914 14,838: -538 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Old : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 14 16 15:
Old : 21: 2 1 0 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Old : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Old : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Old : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 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 : 21: 3 1 0 6 12 9 13:
Old : 21: 3 1 0 6 12 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Old : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Old : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Old : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 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 : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Old : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
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, May 3, 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 : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Old : 964,588: 274,338 74,025 138,729 528,085 737,287 941,152 950,041: 23,436 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -36,895: 238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023: -379 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
Old : 100.0: 28.4 7.7 14.4 54.7 76.4 97.6 98.5: 2.4 1.5
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 : 120: 22 8 29 81 77 114 107:
Old : 120: 22 8 29 81 77 114 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Old : 32.1 22.8 44.1 38.3 27.1 18.0 34.4 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Old : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,229: -4,536 3,207 -5,060 31,456 24,173 21,860 22,320: 369 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Old : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 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 : 125: 20 9 29 85 82 116 113:
Old : 125: 20 9 29 85 82 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Old : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
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, May 3, 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 : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Old : 130,899: 18,883 53,319 24,284 83,577 50,254 126,744 127,857: 4,155 3,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -27,070: -10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449: -2,140 -16,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Old : 100.0: 14.4 40.7 18.6 63.8 38.4 96.8 97.7: 3.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 10 15 23 23 39 40:
Old : 43: 8 10 15 23 23 39 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 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Old : 29.3 50.6 48.3 68.6 25.1 37.2 38.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Old : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 10,115: 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124: 1,917 16,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Old : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 8 15 25 25 43 42:
Old : 48: 12 8 15 25 25 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Old : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
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, May 3, 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 : 58,459: 16,634 2,803 12,752 28,522 42,836 57,908 58,390: 551 69
Old : 58,459: 16,634 2,803 12,752 28,522 42,836 57,908 58,390: 551 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 556: 2,343 1,578 -1,124 -971 93 249 547: 307 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.8 21.8 48.8 73.3 99.1 99.9: 0.9 0.1
Old : 100.0: 28.5 4.8 21.8 48.8 73.3 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 4 7 32 30 39 38:
Old : 42: 4 4 7 32 30 39 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 : 54.1 40.7 69.9 62.6 38.5 32.2 45.8 45.1
Old : 54.1 40.7 69.9 62.6 38.5 32.2 45.8 45.1
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 26, 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 : 57,904: 14,291 1,225 13,876 29,493 42,743 57,660 57,844: 244 60
Old : 57,904: 14,291 1,225 13,876 29,493 42,743 57,660 57,844: 244 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,505: -496 -2,060 2,333 1,615 3,277 3,452 3,550: 53 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 2.1 24.0 50.9 73.8 99.6 99.9: 0.4 0.1
Old : 100.0: 24.7 2.1 24.0 50.9 73.8 99.6 99.9: 0.4 0.1
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 : 41: 3 4 8 31 30 39 38:
Old : 41: 3 4 8 31 30 39 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 : 52.1 40.6 69.6 62.2 37.2 35.5 44.2 46.1
Old : 52.1 40.6 69.6 62.2 37.2 35.5 44.2 46.1
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, May 3, 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 : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Old : 21,990: 2,042 643 1,591 18,075 18,965 21,708 21,199: 282 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -849: -419 318 -190 -284 -1,021 -893 -893: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
Old : 100.0: 9.3 2.9 7.2 82.2 86.2 98.7 96.4: 1.3 3.6
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: 2 2 4 17 18 21 22:
Old : 27: 2 2 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 : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
Old : 65.8 51.9 81.8 71.1 63.7 48.0 70.0 60.1
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 26, 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 : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Old : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,011: -244 0 -220 1,519 766 1,055 546: -44 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Old : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 17 19 21 23:
Old : 27: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Old : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Old : 8,719: 172 5,474 856 7,691 2,389 8,719 8,719: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -693: -84 -845 0 -609 152 -693 -693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 62.8 9.8 88.2 27.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 11 7 14 10:
Old : 20: 1 3 2 11 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Old : 66.4 81.9 91.7 99.0 66.3 72.0 85.8 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Old : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 11 8 14 11:
Old : 21: 1 3 2 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Old : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Old : 9,220: 3,500 2,560 1,640 3,720 4,540 8,860 8,740: 360 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
Old : 100.0: 38.0 27.8 17.8 40.3 49.2 96.1 94.8: 3.9 5.2
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 : 22: 3 2 4 14 14 19 18:
Old : 22: 3 2 4 14 14 19 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 : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
Old : 61.0 58.4 78.7 80.7 48.2 48.4 59.4 60.7
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, May 3, 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 : 1,322,143: 114,966 67,883 357,785 780,672 811,459 1,253,423 1,237,127: 68,720 85,016
Old : 1,322,143: 114,966 67,883 357,785 780,672 811,459 1,253,423 1,237,127: 68,720 85,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: 45,878: -15,156 7,605 29,932 26,571 3,096 41,347 40,633: 4,531 5,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.1 27.1 59.0 61.4 94.8 93.6: 5.2 6.4
Old : 100.0: 8.7 5.1 27.1 59.0 61.4 94.8 93.6: 5.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 72 106 130 87 90 237 254:
Old : 282: 72 106 130 87 90 237 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.2 29.3 32.1 8.1 8.5 13.2 12.8
Old : 19.3 20.2 29.3 32.1 8.1 8.5 13.2 12.8
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 26, 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 : 1,276,265: 130,122 60,278 327,853 754,102 808,363 1,212,076 1,196,494: 64,189 79,771
Old : 1,276,265: 130,122 60,278 327,853 754,102 808,363 1,212,076 1,196,494: 64,189 79,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -291: -2,535 1,363 13,288 -5,894 -15,547 4,859 -896: -5,150 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.7 25.7 59.1 63.3 95.0 93.7: 5.0 6.3
Old : 100.0: 10.2 4.7 25.7 59.1 63.3 95.0 93.7: 5.0 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 : 284: 83 92 118 87 94 235 248:
Old : 284: 83 92 118 87 94 235 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 20.8 29.3 33.4 8.3 9.3 13.6 14.0
Old : 19.5 20.8 29.3 33.4 8.3 9.3 13.6 14.0
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, May 3, 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 : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Old : 13,235: 8,586 2,773 319 1,563 9,435 10,468 12,527: 2,767 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -146: -154 97 169 108 -581 123 -315: -269 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Old : 100.0: 64.9 21.0 2.4 11.8 71.3 79.1 94.7: 20.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 63 18 7 11 25 79 48:
Old : 118: 63 18 7 11 25 79 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
Old : 22.3 44.2 33.6 61.2 22.3 44.2 33.6 61.2
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 26, 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 : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Old : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 216: -23 420 -47 262 -114 192 259: 24 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Old : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
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 : 117: 65 14 4 12 26 81 42:
Old : 117: 65 14 4 12 26 81 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Old : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
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, May 3, 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 : 8,729: 5,898 1,204 93 865 6,695 6,856 7,992: 1,873 738
Old : 8,729: 5,898 1,204 93 865 6,695 6,856 7,992: 1,873 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -460: -356 126 88 -29 -612 -297 -398: -163 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 13.8 1.1 9.9 76.7 78.5 91.5: 21.5 8.5
Old : 100.0: 67.6 13.8 1.1 9.9 76.7 78.5 91.5: 21.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 25 8 2 5 18 31 27:
Old : 54: 25 8 2 5 18 31 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 : 36.8 51.4 52.9 65.5 36.8 51.4 52.0 65.5
Old : 36.8 51.4 52.9 65.5 36.8 51.4 52.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,190: 6,254 1,078 5 894 7,307 7,153 8,390: 2,037 800
Old : 9,190: 6,254 1,078 5 894 7,307 7,153 8,390: 2,037 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 925: 868 71 -1 -7 782 860 852: 65 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 11.7 0.1 9.7 79.5 77.8 91.3: 22.2 8.7
Old : 100.0: 68.1 11.7 0.1 9.7 79.5 77.8 91.3: 22.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 7 1 8 19 34 26:
Old : 55: 25 7 1 8 19 34 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 : 35.8 52.6 49.8 67.0 35.8 52.4 49.8 66.8
Old : 35.8 52.6 49.8 67.0 35.8 52.4 49.8 66.8
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, May 3, 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 : 187,265: 31,975 9,209 36,184 101,492 126,985 169,651 172,378: 17,613 14,887
Old : 187,265: 31,975 9,209 36,184 101,492 126,985 169,651 172,378: 17,613 14,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2005 :
: -13,296: -5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862: -4,886 -3,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.9 19.3 54.2 67.8 90.6 92.1: 9.4 7.9
Old : 100.0: 17.1 4.9 19.3 54.2 67.8 90.6 92.1: 9.4 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 : 168: 51 29 49 63 77 137 135:
Old : 168: 51 29 49 63 77 137 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 16.6 37.9 27.9 21.1 9.5 30.7 16.5
Old : 26.1 16.6 37.9 27.9 21.1 9.5 30.7 16.5
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 26, 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 : 200,561: 37,064 7,775 37,310 103,687 137,155 178,061 182,240: 22,500 18,321
Old : 200,561: 37,064 7,775 37,310 103,687 137,155 178,061 182,240: 22,500 18,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -10,109: 1,934 1,892 -7,159 -2,843 -5,053 -8,068 -10,320: -2,041 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.9 18.6 51.7 68.4 88.8 90.9: 11.2 9.1
Old : 100.0: 18.5 3.9 18.6 51.7 68.4 88.8 90.9: 11.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 48 26 42 70 79 137 130:
Old : 164: 48 26 42 70 79 137 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 16.5 36.3 27.6 19.7 10.1 28.8 17.1
Old : 24.4 16.5 36.3 27.6 19.7 10.1 28.8 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2005