WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,489
COMMITMENTS
55,932 28,364 53,601 135,730 156,459 245,263 238,424 29,226 36,064
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 145)
7,783 -6,313 2,654 -1,274 13,475 9,163 9,816 -9,019 -9,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.3 19.5 49.4 57.0 89.4 86.9 10.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
80 74 76 47 57 183 161
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,344
COMMITMENTS
48,149 34,676 50,947 137,004 142,984 236,100 228,608 38,244 45,736
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,924)
6,176 -20,575 9,672 -2,217 18,004 13,631 7,101 -707 5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 12.6 18.6 49.9 52.1 86.1 83.3 13.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
69 82 74 49 60 174 169
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,697
COMMITMENTS
113,308 82,460 105,265 414,058 362,670 632,631 550,394 138,066 220,303
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,392)
7,554 -14,893 44 920 13,764 8,518 -1,085 -5,126 4,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.7 13.7 53.7 47.1 82.1 71.4 17.9 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
126 102 124 203 197 400 368
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 767,305
COMMITMENTS
105,754 97,353 105,221 413,138 348,906 624,113 551,479 143,193 215,826
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,820)
16,192 -44,569 15,465 -713 36,532 30,944 7,429 -18,124 5,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.7 13.7 53.8 45.5 81.3 71.9 18.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
122 114 135 201 190 404 376
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,899
COMMITMENTS
2,113 723 446 1,101 4,885 3,660 6,054 4,239 1,845
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -235)
169 179 110 -464 -169 -185 120 -50 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.2 5.6 13.9 61.8 46.3 76.6 53.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 6 8 13 26 22
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,135
COMMITMENTS
1,944 544 336 1,565 5,054 3,845 5,935 4,289 2,200
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -609)
-262 -8 61 -686 -1,000 -887 -947 277 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 4.1 19.2 62.1 47.3 73.0 52.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 3 5 9 15 24 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 406,317
COMMITMENTS
65,128 32,977 93,675 176,579 158,996 335,382 285,648 70,934 120,669
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 22,981)
11,800 -5,233 3,755 5,664 11,410 21,219 9,932 1,762 13,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.1 23.1 43.5 39.1 82.5 70.3 17.5 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
110 125 134 93 112 291 290
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 383,336
COMMITMENTS
53,329 38,210 89,919 170,915 147,586 314,163 275,715 69,173 107,620
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 29,199)
13,555 -11,117 14,436 240 11,924 28,231 15,243 967 13,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.0 23.5 44.6 38.5 82.0 71.9 18.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
101 121 128 86 103 274 275
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,527
COMMITMENTS
10,970 3,743 158 350 587 11,478 4,488 3,049 10,039
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 782)
654 -311 81 0 32 735 -198 47 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 25.8 1.1 2.4 4.0 79.0 30.9 21.0 69.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 6 1 2 15 12
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,745
COMMITMENTS
10,316 4,054 77 350 555 10,743 4,686 3,002 9,059
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,348)
5,646 925 -1,173 150 86 4,623 -162 -275 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 29.5 0.6 2.5 4.0 78.2 34.1 21.8 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 8 6 1 2 17 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 179,718
COMMITMENTS
34,913 14,212 35,096 80,171 116,444 150,180 165,753 29,538 13,965
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 10,978)
6,899 -2,294 573 180 13,716 7,652 11,994 3,326 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.9 19.5 44.6 64.8 83.6 92.2 16.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 33 44 43 46 121 105
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,740
COMMITMENTS
28,015 16,507 34,523 79,990 102,729 142,528 153,759 26,212 14,982
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -10,333)
8,611 -20,867 4,058 -19,311 14,858 -6,642 -1,951 -3,691 -8,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.8 20.5 47.4 60.9 84.5 91.1 15.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 31 40 44 46 116 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 991,125
COMMITMENTS
120,625 132,657 167,158 547,975 487,074 835,758 786,889 155,367 204,236
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -6,999)
7,432 -2,221 8,105 -179 -9,562 15,358 -3,679 -22,357 -3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.4 16.9 55.3 49.1 84.3 79.4 15.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
41 37 53 80 84 147 149
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,124
COMMITMENTS
113,193 134,878 159,053 548,154 496,637 820,400 790,567 177,724 207,557
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 53,502)
-21,793 6,658 30,702 38,318 14,633 47,227 51,993 6,275 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.5 15.9 54.9 49.8 82.2 79.2 17.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
39 37 52 79 87 142 153
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 171,304
COMMITMENTS
34,656 13,721 33,112 70,632 101,656 138,400 148,489 32,904 22,815
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,473)
8,105 -1,691 -2,312 -3,915 7,437 1,878 3,434 -405 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.0 19.3 41.2 59.3 80.8 86.7 19.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 35 46 52 63 131 128
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 169,831
COMMITMENTS
26,551 15,412 35,424 74,547 94,219 136,522 145,055 33,309 24,776
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -8,533)
782 -5,512 -3,731 -4,839 4,699 -7,789 -4,545 -744 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.1 20.9 43.9 55.5 80.4 85.4 19.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 39 44 52 59 124 125
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,916
COMMITMENTS
2,908 2,180 477 978 1,747 4,363 4,405 1,553 1,511
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 613)
745 23 62 -324 500 483 585 130 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 36.9 8.1 16.5 29.5 73.7 74.5 26.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 11 7 10 10 26 27
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,303
COMMITMENTS
2,163 2,157 415 1,301 1,248 3,879 3,820 1,424 1,483
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -681)
303 -167 -47 -583 -263 -327 -478 -354 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 40.7 7.8 24.5 23.5 73.2 72.0 26.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 12 4 10 9 24 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 328,570
COMMITMENTS
112,120 69,306 2,896 156,723 149,531 271,739 221,733 56,831 106,837
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -36,026)
-6,876 -146 -3,355 -22,069 -8,671 -32,300 -12,172 -3,726 -23,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 21.1 0.9 47.7 45.5 82.7 67.5 17.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 26 3 37 46 53 75
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,596
COMMITMENTS
118,996 69,452 6,251 178,792 158,202 304,039 233,905 60,557 130,691
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,382)
17,770 -21,896 -6,916 -23,664 544 -12,810 -28,268 -2,572 12,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 19.0 1.7 49.0 43.4 83.4 64.2 16.6 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 26 5 39 47 55 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,604,599
COMMITMENTS
375,345 481,463 397,967 1622255 1151170 2395567 2030601 209,032 573,999
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 70,648)
-12,216 77,215 66,805 110,383 -33,695 164,972 110,326 -94,325 -39,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.5 15.3 62.3 44.2 92.0 78.0 8.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
41 87 78 116 140 209 254
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,533,951
COMMITMENTS
387,560 404,248 331,162 1511872 1184865 2230595 1920275 303,357 613,676
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 54,827)
-61,008 50,174 -41,036 194,979 35,421 92,934 44,559 -38,107 10,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 16.0 13.1 59.7 46.8 88.0 75.8 12.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
45 68 69 111 139 195 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,668,740
COMMITMENTS
236,016 319,560 268,026 1010487 693,158 1514529 1280744 154,211 387,996
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 83,754)
15,816 66,966 50,991 15,124 -31,144 81,930 86,812 1,824 -3,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.1 16.1 60.6 41.5 90.8 76.7 9.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 55 55 73 91 138 175
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,584,986
COMMITMENTS
220,201 252,595 217,035 995,363 724,302 1432598 1193932 152,387 391,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 94,678)
5,880 70,715 48,646 44,446 -53,857 98,972 65,504 -4,295 29,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.9 13.7 62.8 45.7 90.4 75.3 9.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 50 51 67 91 130 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 571,697
COMMITMENTS
193,929 46,243 158,472 181,910 330,984 534,311 535,698 37,386 35,998
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -39,778)
-5,890 6,194 4,424 -11,601 -18,939 -13,067 -8,321 -26,711 -31,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 8.1 27.7 31.8 57.9 93.5 93.7 6.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 20 33 51 53 96 92
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 611,475
COMMITMENTS
199,819 40,049 154,048 193,511 349,923 547,378 544,020 64,096 67,455
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 31,647)
55,633 515 20,693 -13,921 -19,211 62,406 1,997 -30,759 29,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.5 25.2 31.6 57.2 89.5 89.0 10.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 14 28 50 50 95 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,921
COMMITMENTS
16,940 2,654 1,678 24,094 43,014 42,712 47,345 15,209 10,576
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,013)
341 -223 870 1,209 1,839 2,420 2,486 593 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 4.6 2.9 41.6 74.3 73.7 81.7 26.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 9 9 22 18 51 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,909
COMMITMENTS
16,600 2,877 808 22,885 41,175 40,292 44,860 14,616 10,049
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,117)
2,534 -282 131 1,247 2,465 3,912 2,314 205 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 5.2 1.5 41.7 75.0 73.4 81.7 26.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 9 6 22 15 52 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,315
COMMITMENTS
10,158 25,796 7,801 57,555 26,175 75,515 59,771 9,801 25,544
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,620)
-794 1,189 2,379 4,361 519 5,945 4,087 675 2,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.2 9.1 67.5 30.7 88.5 70.1 11.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 29 20 21 14 54 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,695
COMMITMENTS
10,953 24,606 5,422 53,195 25,656 69,569 55,684 9,126 23,011
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,681)
2,376 -711 1,994 -1,899 656 2,471 1,938 -789 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 31.3 6.9 67.6 32.6 88.4 70.8 11.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 25 18 20 14 50 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,699
COMMITMENTS
6,324 6,979 1,111 30,382 28,799 37,817 36,889 882 1,810
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -1,730)
360 723 -328 -1,560 -1,802 -1,528 -1,407 -202 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 18.0 2.9 78.5 74.4 97.7 95.3 2.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 25 4 18 21 25 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,429
COMMITMENTS
5,964 6,256 1,439 31,942 30,601 39,345 38,296 1,084 2,133
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 3,220)
-569 -19 -78 3,413 3,432 2,766 3,335 454 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.5 3.6 79.0 75.7 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 24 4 19 22 25 47
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 17,180
COMMITMENTS
5,726 2,996 0 11,360 13,996 17,086 16,992 94 188
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 2,567)
70 624 0 2,896 2,328 2,966 2,952 -399 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 17.4 0.0 66.1 81.5 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 10 0 6 11 8 21
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,613
COMMITMENTS
5,656 2,372 0 8,464 11,668 14,120 14,040 493 573
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -74)
0 -373 0 -4 284 -4 -89 -70 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 16.2 0.0 57.9 79.8 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 8 0 6 12 7 20
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,150
COMMITMENTS
1,665 2,181 5,076 16,211 15,217 22,952 22,474 6,197 6,676
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -5,329)
-952 -350 -1,248 -3,464 -3,214 -5,664 -4,812 335 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.5 17.4 55.6 52.2 78.7 77.1 21.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 7 17 22 21 41 38
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,479
COMMITMENTS
2,617 2,532 6,324 19,675 18,431 28,616 27,287 5,862 7,192
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,683)
815 -70 851 367 1,025 2,034 1,806 -351 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 18.3 57.1 53.5 83.0 79.1 17.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 7 18 25 23 46 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,237
COMMITMENTS
26,522 5,998 19,940 42,896 47,283 89,358 73,221 19,879 36,017
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 339)
3,674 -46 -3,784 924 3,011 813 -819 -474 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.5 18.3 39.3 43.3 81.8 67.0 18.2 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
59 26 44 31 39 125 87
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 108,898
COMMITMENTS
22,848 6,044 23,725 41,972 44,272 88,545 74,040 20,353 34,858
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 10,778)
5,093 84 2,554 1,966 6,421 9,613 9,060 1,165 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 5.5 21.8 38.5 40.7 81.3 68.0 18.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 30 50 31 39 128 96
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,989
COMMITMENTS
320 1,441 155 1,697 373 2,171 1,969 817 1,020
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -65)
61 -35 51 43 -26 155 -10 -221 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 48.2 5.2 56.8 12.5 72.7 65.9 27.3 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 17 5 8 1 18 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,054
COMMITMENTS
258 1,476 104 1,654 399 2,016 1,979 1,038 1,075
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -523)
-15 204 -527 -71 -66 -614 -390 90 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 48.3 3.4 54.2 13.1 66.0 64.8 34.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 18 5 7 2 17 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,858
COMMITMENTS
45,377 8,164 21,357 68,740 78,595 135,474 108,115 16,385 43,743
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 8,915)
6,257 -3,735 932 -577 5,046 6,612 2,243 2,304 6,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.4 14.1 45.3 51.8 89.2 71.2 10.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
67 28 45 72 104 157 164
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,943
COMMITMENTS
39,120 11,899 20,424 69,318 73,549 128,862 105,872 14,081 37,071
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -2,452)
117 861 -1,253 243 607 -892 216 -1,559 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.3 14.3 48.5 51.5 90.1 74.1 9.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
55 36 46 61 91 136 157
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,597
COMMITMENTS
2,075 274 413 894 3,316 3,382 4,003 2,215 1,594
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -76)
-94 90 -51 26 -180 -119 -141 43 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 4.9 7.4 16.0 59.2 60.4 71.5 39.6 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 8 8 13 19 39 33
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,673
COMMITMENTS
2,169 184 464 868 3,496 3,501 4,144 2,172 1,529
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -160)
107 -13 -48 192 114 252 54 -411 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 3.2 8.2 15.3 61.6 61.7 73.0 38.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 5 9 13 17 42 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,236
COMMITMENTS
8,719 1,178 6,533 9,290 7,257 24,541 14,968 4,695 14,268
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,795)
1,506 -805 175 -130 1,439 1,551 809 243 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 4.0 22.3 31.8 24.8 83.9 51.2 16.1 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
43 16 28 42 48 98 83
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,442
COMMITMENTS
7,212 1,983 6,358 9,419 5,819 22,990 14,159 4,452 13,282
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -210)
384 39 -291 -352 362 -259 110 49 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.2 23.2 34.3 21.2 83.8 51.6 16.2 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
36 16 28 42 45 90 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,529
COMMITMENTS
17,809 14,325 990 61,449 77,494 80,248 92,810 30,282 17,719
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,334)
5,693 -5,311 -1,428 1,254 14,033 5,518 7,293 -184 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 13.0 0.9 55.6 70.1 72.6 84.0 27.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 12 4 26 27 46 40
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,196
COMMITMENTS
12,116 19,636 2,419 60,194 63,462 74,730 85,517 30,466 19,679
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,923)
997 5,166 -444 6,137 1,031 6,690 5,753 1,233 2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 18.7 2.3 57.2 60.3 71.0 81.3 29.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 15 6 25 22 43 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,252
COMMITMENTS
7,474 10,501 1,346 39,620 43,558 48,440 55,405 19,812 12,847
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,024)
176 1,285 942 2,819 3,780 3,937 6,007 1,087 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 15.4 2.0 58.0 63.8 71.0 81.2 29.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 2 17 16 26 24
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,228
COMMITMENTS
7,298 9,216 404 36,802 39,778 44,503 49,398 18,725 13,830
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 7,795)
2,459 976 -419 6,329 9,713 8,368 10,270 -574 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 14.6 0.6 58.2 62.9 70.4 78.1 29.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 2 13 11 20 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 125,660
COMMITMENTS
73,217 8,443 1,785 36,018 107,187 111,020 117,415 14,640 8,245
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 23,003)
2,218 -442 1,529 15,480 17,882 19,227 18,968 3,776 4,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 6.7 1.4 28.7 85.3 88.3 93.4 11.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
62 11 5 21 27 87 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,657
COMMITMENTS
70,999 8,886 256 20,538 89,305 91,793 98,447 10,864 4,210
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,688)
-257 389 -215 6,412 6,201 5,940 6,375 -1,252 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 8.7 0.2 20.0 87.0 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
55 11 3 17 23 74 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,072
COMMITMENTS
46,452 5,279 1,951 21,361 80,646 69,764 87,876 31,308 13,196
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 18,186)
8,471 728 1,348 5,183 17,666 15,002 19,743 3,184 -1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 5.2 1.9 21.1 79.8 69.0 86.9 31.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
28 8 6 13 19 43 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,886
COMMITMENTS
37,981 4,551 602 16,178 62,980 54,762 68,133 28,124 14,752
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 827)
8,612 235 263 -10,401 -170 -1,526 328 2,352 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 5.5 0.7 19.5 76.0 66.1 82.2 33.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 9 3 9 15 36 24
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,559
COMMITMENTS
13,986 23,045 5,110 139,876 142,037 158,972 170,191 35,587 24,368
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,772)
659 3,018 2,234 9,927 7,220 12,819 12,471 953 1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 11.8 2.6 71.9 73.0 81.7 87.5 18.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 16 9 27 26 48 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 180,787
COMMITMENTS
13,327 20,027 2,876 129,949 134,817 146,153 157,720 34,635 23,067
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -778)
-300 -19,227 -1,012 975 22,706 -337 2,467 -442 -3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.1 1.6 71.9 74.6 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 20 7 24 26 42 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,458
COMMITMENTS
35,645 14,279 9,922 77,590 113,023 123,158 137,225 67,300 53,233
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -21,073)
-7,055 3,610 -11,252 646 -8,076 -17,661 -15,718 -3,412 -5,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 7.5 5.2 40.7 59.3 64.7 72.0 35.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 25 21 33 34 74 70
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 211,531
COMMITMENTS
42,700 10,669 21,175 76,944 121,099 140,818 152,943 70,713 58,588
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,436)
16,565 -13,856 52 -12,145 28,597 4,472 14,794 -2,036 -12,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.0 10.0 36.4 57.2 66.6 72.3 33.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 23 25 35 32 79 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,871
COMMITMENTS
5,933 0 0 3,852 10,846 9,785 10,846 2,086 1,025
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 0.0 0.0 32.4 91.4 82.4 91.4 17.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 0 0 7 11 15 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,857
COMMITMENTS
14,573 1,906 62 40,533 50,920 55,168 52,888 5,689 7,969
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 27,082)
4,207 266 -188 22,103 24,766 26,122 24,844 960 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.1 0.1 66.6 83.7 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 11 16 16 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 33,775
COMMITMENTS
10,366 1,640 250 18,430 26,154 29,046 28,044 4,729 5,731
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,830)
0 0 0 1,042 -38 1,042 -38 788 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.9 0.7 54.6 77.4 86.0 83.0 14.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 7 17 9 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,559,938
COMMITMENTS
698,975 1182284 4117520 7736064 6587980 12552560 11887784 1007378 1672155
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 213,472)
-4,671 33,527 136,794 114,074 56,327 246,197 226,648 -32,725 -13,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.7 30.4 57.1 48.6 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
57 77 104 131 145 247 271
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,346,466
COMMITMENTS
703,646 1148757 3980726 7621990 6531653 12306363 11661136 1040103 1685330
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 913,886)
5,490 105,089 419,509 454,806 390,058 879,805 914,656 34,081 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.6 29.8 57.1 48.9 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
51 72 95 131 145 237 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 789,857
COMMITMENTS
69,197 85,219 43,204 518,307 540,846 630,708 669,270 159,149 120,587
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 24,507)
2,326 2,439 9,165 15,120 18,076 26,612 29,680 -2,105 -5,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.8 5.5 65.6 68.5 79.9 84.7 20.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 38 52 99 74 179 136
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 765,350
COMMITMENTS
66,871 82,780 34,039 503,186 522,770 604,096 639,590 161,254 125,760
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 22,198)
4,421 1,522 4,233 14,040 3,664 22,694 9,420 -496 12,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.8 4.4 65.7 68.3 78.9 83.6 21.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
52 33 48 99 68 175 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,958
COMMITMENTS
228,533 267,079 33,517 498,541 695,563 760,591 996,159 331,367 95,799
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 64,713)
20,066 3,301 10,996 49,849 56,436 80,910 70,733 -16,197 -6,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.5 3.1 45.7 63.7 69.7 91.2 30.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
40 64 29 57 56 116 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,027,245
COMMITMENTS
208,468 263,778 22,522 448,692 639,127 679,682 925,427 347,563 101,818
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 105,552)
415 21,990 7,262 58,034 84,517 65,711 113,768 39,841 -8,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 25.7 2.2 43.7 62.2 66.2 90.1 33.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
39 60 27 57 58 117 125
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,358
COMMITMENTS
1,795 478 617 7,128 12,397 9,540 13,492 5,818 1,866
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,445)
228 -45 561 292 685 1,081 1,201 364 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.1 4.0 46.4 80.7 62.1 87.8 37.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 17 12 22 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,913
COMMITMENTS
1,567 523 56 6,836 11,712 8,459 12,291 5,454 1,622
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 592)
-43 283 56 838 187 851 526 -259 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 3.8 0.4 49.1 84.2 60.8 88.3 39.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 17 11 20 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,166
COMMITMENTS
3,912 6,008 1,497 22,094 17,981 27,503 25,486 5,663 7,680
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 721)
-646 -163 1,224 534 -669 1,112 392 -391 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 4.5 66.6 54.2 82.9 76.8 17.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 16 20 25 28
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,445
COMMITMENTS
4,558 6,171 273 21,560 18,650 26,391 25,094 6,054 7,351
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,324)
2,071 299 4 -2,221 686 -146 989 1,470 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.0 0.8 66.5 57.5 81.3 77.3 18.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 2 18 19 23 25
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,956
COMMITMENTS
4,969 13,266 1,021 45,162 60,588 51,152 74,875 34,804 11,082
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -4,172)
450 -6,746 836 4,517 2,885 5,803 -3,025 -9,975 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 15.4 1.2 52.5 70.5 59.5 87.1 40.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 24 7 38 34 59 60
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,128
COMMITMENTS
4,519 20,012 185 40,645 57,703 45,349 77,900 44,779 12,228
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 2,622)
-125 670 -208 3,704 4,085 3,370 4,546 -749 -1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 22.2 0.2 45.1 64.0 50.3 86.4 49.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 23 3 39 33 56 56
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 392,342
COMMITMENTS
82,046 101,231 2,651 279,258 156,341 363,956 260,223 28,386 132,119
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -66,131)
-32,893 1,878 -394 -26,871 -13,054 -60,158 -11,570 -5,973 -54,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 25.8 0.7 71.2 39.8 92.8 66.3 7.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
51 56 12 43 33 98 97
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 458,473
COMMITMENTS
114,939 99,353 3,045 306,129 169,395 424,114 271,793 34,360 186,680
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -16,630)
84 -7,196 -813 -5,670 5,402 -6,399 -2,608 -10,231 -14,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.7 0.7 66.8 36.9 92.5 59.3 7.5 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 58 14 47 34 101 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 136,644
COMMITMENTS
54,063 3,496 4,900 40,497 115,441 99,460 123,837 37,184 12,807
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 29,968)
-1,547 2,625 2,558 23,399 19,935 24,411 25,119 5,558 4,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 2.6 3.6 29.6 84.5 72.8 90.6 27.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 4 4 16 26 39 32
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 106,675
COMMITMENTS
55,610 871 2,341 17,098 95,505 75,049 98,718 31,626 7,958
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,271)
5,989 -3,128 731 2,293 12,939 9,013 10,542 258 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 0.8 2.2 16.0 89.5 70.4 92.5 29.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 3 12 25 34 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,029
COMMITMENTS
1,652 15,694 224 31,597 19,293 33,473 35,211 6,555 4,818
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 4,242)
149 1,144 -86 3,939 2,859 4,002 3,917 240 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 39.2 0.6 78.9 48.2 83.6 88.0 16.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 11 2 28 23 34 35
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,787
COMMITMENTS
1,503 14,550 310 27,658 16,433 29,471 31,294 6,316 4,493
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 4,121)
128 1,055 50 4,061 2,954 4,239 4,059 -117 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 40.7 0.9 77.3 45.9 82.4 87.4 17.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 12 3 28 21 35 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 213,999
COMMITMENTS
66,357 37,077 4,755 131,684 160,398 202,796 202,230 11,203 11,769
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,568)
5,019 1,742 3,223 -4,566 -447 3,676 4,518 -2,108 -2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 17.3 2.2 61.5 75.0 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 33 10 29 43 51 80
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 212,431
COMMITMENTS
61,338 35,335 1,532 136,250 160,845 199,120 197,712 13,311 14,719
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 12,409)
11,531 3,133 102 79 8,033 11,712 11,268 697 1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.6 0.7 64.1 75.7 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 30 7 30 42 53 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,318
COMMITMENTS
12,407 8,247 7,259 16,293 25,709 35,959 41,215 18,359 13,103
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,297)
1,459 -251 6,205 -401 1,801 7,263 7,755 6,034 5,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 15.2 13.4 30.0 47.3 66.2 75.9 33.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 12 18 26 52 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,021
COMMITMENTS
10,948 8,498 1,054 16,694 23,908 28,696 33,460 12,325 7,561
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,790)
634 1,124 26 2,268 513 2,928 1,663 -1,138 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.7 2.6 40.7 58.3 70.0 81.6 30.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 17 5 19 22 43 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,666
COMMITMENTS
7,588 485 4,458 7,979 4,852 20,025 9,795 17,641 27,871
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.3 11.8 21.2 12.9 53.2 26.0 46.8 74.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 3 5 9 7 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 115,377
COMMITMENTS
200 9,599 2,219 56,520 72,005 58,939 83,823 56,438 31,554
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -3,198)
100 -912 -399 -1,669 -3,317 -1,968 -4,628 -1,230 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.3 1.9 49.0 62.4 51.1 72.7 48.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 16 3 22 29 26 47
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 118,575
COMMITMENTS
100 10,511 2,618 58,189 75,322 60,907 88,451 57,668 30,124
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -942)
-190 3,601 87 1,847 -2,193 1,744 1,495 -2,686 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.9 2.2 49.1 63.5 51.4 74.6 48.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 5 22 28 28 47
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,000
COMMITMENTS
51,638 4,354 23,205 16,626 87,570 91,469 115,129 36,532 12,872
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,261)
2,422 287 1,832 -433 3,704 3,821 5,823 2,440 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 3.4 18.1 13.0 68.4 71.5 89.9 28.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
88 32 47 23 36 138 93
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,740
COMMITMENTS
49,215 4,067 21,373 17,060 83,866 87,648 109,305 34,092 12,434
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -15,526)
-399 -929 -7,149 -4,585 -2,715 -12,133 -10,794 -3,393 -4,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 3.3 17.6 14.0 68.9 72.0 89.8 28.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
90 23 47 22 35 133 89
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 121,218
COMMITMENTS
52,410 15,179 17,921 33,924 77,082 104,256 110,182 16,963 11,037
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,223)
3,124 36 1,513 -335 2,449 4,302 3,997 921 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 12.5 14.8 28.0 63.6 86.0 90.9 14.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
73 51 39 41 47 141 115
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,995
COMMITMENTS
49,286 15,143 16,409 34,259 74,632 99,954 106,184 16,041 9,811
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 867)
4,813 1,773 -1,792 -2,169 689 851 670 16 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 13.1 14.1 29.5 64.3 86.2 91.5 13.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
66 48 34 39 44 129 103
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 402,030
COMMITMENTS
145,880 45,861 85,489 105,072 248,090 336,441 379,440 65,588 22,590
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 16,876)
8,205 -5,868 4,244 222 18,963 12,672 17,339 4,204 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 11.4 21.3 26.1 61.7 83.7 94.4 16.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
148 34 65 41 49 212 131
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 385,154
COMMITMENTS
137,675 51,729 81,245 104,850 229,127 323,769 362,101 61,385 23,054
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,809)
14,103 -1,471 -2,091 -2,217 13,330 9,795 9,768 13 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 13.4 21.1 27.2 59.5 84.1 94.0 15.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
132 40 61 40 50 196 135
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,391
COMMITMENTS
6,805 1,118 369 509 7,788 7,683 9,275 2,708 1,116
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,084)
613 243 22 109 804 744 1,069 340 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 10.8 3.6 4.9 74.9 73.9 89.3 26.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
21 4 3 3 4 27 9
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,307
COMMITMENTS
6,192 875 347 400 6,984 6,939 8,206 2,368 1,101
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 920)
584 472 34 140 547 758 1,053 162 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 9.4 3.7 4.3 75.0 74.6 88.2 25.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
20 3 4 3 3 26 8
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,616
COMMITMENTS
16,300 6,087 6,537 36,660 41,538 59,498 54,162 14,118 19,454
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 504)
1,719 -968 651 -954 2,276 1,416 1,960 -912 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 8.3 8.9 49.8 56.4 80.8 73.6 19.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 22 17 41 43 83 73
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 73,112
COMMITMENTS
14,581 7,054 5,886 37,615 39,262 58,082 52,203 15,030 20,909
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -7,941)
5,275 -13,551 -1,626 -6,721 9,087 -3,072 -6,090 -4,868 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.6 8.1 51.4 53.7 79.4 71.4 20.6 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 22 18 43 40 80 73
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,132
COMMITMENTS
1,111 2,902 1,052 21,248 18,635 23,411 22,590 11,721 12,542
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -990)
48 -725 -371 -493 -374 -816 -1,470 -174 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 8.3 3.0 60.5 53.0 66.6 64.3 33.4 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 7 3 21 20 28 28
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,122
COMMITMENTS
1,063 3,627 1,423 21,741 19,010 24,228 24,060 11,895 12,062
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,922)
174 -4,419 -982 -2,234 1,140 -3,042 -4,261 -881 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 10.0 3.9 60.2 52.6 67.1 66.6 32.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 6 19 21 29 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 164,441
COMMITMENTS
45,647 7,234 38,524 57,796 108,131 141,967 153,889 22,473 10,552
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 11,140)
4,602 -504 4,282 740 8,092 9,624 11,870 1,517 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.4 23.4 35.1 65.8 86.3 93.6 13.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
100 42 63 66 64 200 143
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 153,301
COMMITMENTS
41,046 7,738 34,242 57,057 100,039 132,344 142,018 20,957 11,282
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 23,583)
12,761 -4,074 8,184 859 19,228 21,804 23,338 1,779 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.0 22.3 37.2 65.3 86.3 92.6 13.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
92 46 56 65 63 188 138
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,313
COMMITMENTS
13,200 3,678 9,106 12,279 26,742 34,585 39,525 6,728 1,788
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 755)
2,138 956 -768 -1,111 288 259 476 496 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 8.9 22.0 29.7 64.7 83.7 95.7 16.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
72 20 33 24 21 114 59
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,558
COMMITMENTS
11,062 2,721 9,874 13,389 26,454 34,325 39,049 6,233 1,509
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,134)
1,493 294 -1,482 -3,933 -2,617 -3,921 -3,804 -213 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.7 24.3 33.0 65.2 84.6 96.3 15.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
72 17 31 25 21 110 57
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,066
COMMITMENTS
48,557 6,447 12,443 81,344 128,822 142,344 147,711 12,723 7,355
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 7,347)
9,097 474 1,136 -3,227 3,808 7,007 5,419 340 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 4.2 8.0 52.5 83.1 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
67 33 42 46 39 140 96
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 147,719
COMMITMENTS
39,460 5,972 11,306 84,570 125,013 135,337 142,291 12,383 5,428
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 22,622)
16,097 -1,457 4,143 499 17,141 20,739 19,826 1,883 2,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 4.0 7.7 57.3 84.6 91.6 96.3 8.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
62 34 36 44 36 130 87
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 474,694
COMMITMENTS
98,099 23,951 85,262 210,152 320,611 393,512 429,824 81,182 44,871
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -11,934)
-14,711 7,065 -2,005 9,494 -18,882 -7,222 -13,822 -4,712 1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.0 18.0 44.3 67.5 82.9 90.5 17.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
46 31 40 57 47 125 97
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 486,629
COMMITMENTS
112,810 16,886 87,267 200,657 339,493 400,734 443,645 85,895 42,983
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -21,055)
-9,961 4,872 6,342 -8,720 -28,524 -12,338 -17,310 -8,716 -3,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.5 17.9 41.2 69.8 82.3 91.2 17.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
54 30 39 53 46 131 92
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 169,687
COMMITMENTS
55,766 11,263 48,283 50,058 100,326 154,108 159,873 15,579 9,815
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 18,279)
2,267 528 10,858 4,063 5,019 17,188 16,406 1,091 1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 6.6 28.5 29.5 59.1 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
179 64 119 103 122 320 274
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,408
COMMITMENTS
53,500 10,735 37,425 45,995 95,307 136,920 143,467 14,488 7,941
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 9,550)
547 423 6,549 1,649 2,100 8,745 9,072 805 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 7.1 24.7 30.4 62.9 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
175 59 113 97 118 312 259
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,090
COMMITMENTS
8,040 16,490 3,559 17,481 7,827 29,081 27,876 3,009 4,213
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 6,726)
858 2,009 18 5,373 3,768 6,249 5,795 476 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 51.4 11.1 54.5 24.4 90.6 86.9 9.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 28 11 3 12 19 45
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,364
COMMITMENTS
7,182 14,481 3,541 12,108 4,060 22,831 22,081 2,533 3,283
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 1,683)
403 1,668 -117 1,453 -280 1,739 1,271 -56 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 57.1 14.0 47.7 16.0 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 30 11 4 11 20 45
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,456
COMMITMENTS
34,898 29,527 34,697 92,602 103,586 162,197 167,810 34,258 28,646
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,870)
7,350 1,158 3,747 -7,853 1,183 3,245 6,088 2,625 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.0 17.7 47.1 52.7 82.6 85.4 17.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 25 31 55 61 109 99
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,586
COMMITMENTS
27,548 28,369 30,950 100,455 102,402 158,952 161,721 31,634 28,865
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,118)
6,730 5,108 -5,688 -7,384 -5,244 -6,342 -5,825 224 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 14.9 16.2 52.7 53.7 83.4 84.9 16.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 26 31 60 65 111 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 690,603
COMMITMENTS
42,026 58,160 278,237 287,569 319,001 607,832 655,398 82,771 35,206
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 45,474)
6,350 4,046 22,802 12,795 16,569 41,946 43,417 3,527 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.4 40.3 41.6 46.2 88.0 94.9 12.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
61 51 80 84 77 184 173
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 645,130
COMMITMENTS
35,677 54,114 255,435 274,774 302,432 565,886 611,981 79,244 33,148
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,368)
9,330 -10,691 -29,144 -39,806 -8,933 -59,620 -48,769 6,252 -4,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.4 39.6 42.6 46.9 87.7 94.9 12.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
54 48 76 80 73 171 166
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,026
COMMITMENTS
7,696 4,708 0 55,019 60,694 62,715 65,402 7,311 4,624
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 3,534)
3,348 0 0 186 3,534 3,534 3,534 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.7 0.0 78.6 86.7 89.6 93.4 10.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 19 20 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,492
COMMITMENTS
4,348 4,708 0 54,833 57,160 59,181 61,868 7,311 4,624
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -3,196)
353 124 -1,333 -1,523 -2,461 -2,503 -3,670 -693 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.1 0.0 82.5 86.0 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 19 19 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,625
COMMITMENTS
3,251 0 4,322 28,212 31,122 35,785 35,444 3,840 4,181
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 856)
-961 -143 25 2,160 612 1,224 494 -368 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 10.9 71.2 78.5 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 0 3 17 14 20 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,769
COMMITMENTS
4,212 143 4,297 26,052 30,510 34,561 34,950 4,208 3,819
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -4,318)
2,027 -1,292 -135 -5,526 -3,960 -3,634 -5,387 -684 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.4 11.1 67.2 78.7 89.1 90.1 10.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 17 14 21 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,122
COMMITMENTS
4,266 1,607 1,182 51,254 51,264 56,702 54,053 6,420 9,069
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 1,887)
-1,474 0 276 3,393 1,486 2,195 1,762 -308 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.5 1.9 81.2 81.2 89.8 85.6 10.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 19 17 20 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,235
COMMITMENTS
5,740 1,607 906 47,861 49,778 54,507 52,291 6,728 8,944
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -6,610)
-2,310 1,607 -310 -5,342 -5,378 -7,962 -4,081 1,352 -2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.6 1.5 78.2 81.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 19 16 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 944,623
COMMITMENTS
254,087 64,344 156,845 516,175 713,481 927,107 934,670 17,516 9,953
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 13,986)
7,902 2,075 -963 6,374 13,405 13,313 14,517 673 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.8 16.6 54.6 75.5 98.1 98.9 1.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
18 8 24 75 72 103 98
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 930,637
COMMITMENTS
246,185 62,269 157,808 509,801 700,076 913,794 920,153 16,843 10,484
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -53,276)
16,814 759 -15,512 -40,265 -27,237 -38,963 -41,990 -14,313 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.7 17.0 54.8 75.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
17 7 23 77 73 105 97
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,825
COMMITMENTS
23,413 41,845 28,138 59,341 42,380 110,892 112,363 2,933 1,462
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 5,418)
-1,329 -4,045 6,178 3,024 3,623 7,873 5,756 -2,455 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 36.8 24.7 52.1 37.2 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 8 14 21 20 39 35
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,407
COMMITMENTS
24,742 45,890 21,960 56,317 38,757 103,019 106,607 5,388 1,800
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -22,295)
-4,103 7,959 -14,729 -6,296 -16,236 -25,128 -23,006 2,833 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 42.3 20.3 51.9 35.8 95.0 98.3 5.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 7 13 19 19 36 32
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,248
COMMITMENTS
2,657 2,754 11,919 28,265 28,219 42,842 42,892 406 355
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 119)
460 -644 940 -277 310 1,123 607 -1,004 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.4 27.6 65.4 65.3 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 7 26 27 33 36
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 43,129
COMMITMENTS
2,197 3,398 10,979 28,542 27,909 41,718 42,286 1,410 843
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 865)
-728 -1,953 793 -302 1,421 -237 262 1,102 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.9 25.5 66.2 64.7 96.7 98.0 3.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 3 6 22 26 29 33
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,864
COMMITMENTS
3,196 1,196 1,114 13,316 15,316 17,626 17,626 238 238
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -909)
794 -144 -765 -1,176 -198 -1,147 -1,107 238 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.7 6.2 74.5 85.7 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 16 16 21 20
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,773
COMMITMENTS
2,402 1,340 1,879 14,492 15,514 18,773 18,733 0 40
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 172)
258 -44 0 -86 176 172 132 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.1 10.0 77.2 82.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 16 16 20 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,318
COMMITMENTS
218 5,614 1,228 7,872 2,476 9,318 9,318 0 0
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -42)
0 0 0 -42 -42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 60.2 13.2 84.5 26.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 11 17 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,268,379
COMMITMENTS
160,528 53,199 315,481 709,166 810,349 1185175 1179030 83,204 89,350
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 90,072)
25,372 13,405 43,319 12,100 30,153 80,791 86,877 9,281 3,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.2 24.9 55.9 63.9 93.4 93.0 6.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
82 90 114 85 98 237 241
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,178,307
COMMITMENTS
135,156 39,794 272,162 697,066 780,196 1104385 1092152 73,922 86,155
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: 37,881)
10,563 3,792 8,563 6,585 17,326 25,710 29,681 12,171 8,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.4 23.1 59.2 66.2 93.7 92.7 6.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
87 75 101 82 92 217 227
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,148
COMMITMENTS
8,144 1,661 142 1,691 10,534 9,977 12,337 3,171 811
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: -142)
163 -888 49 -706 996 -494 157 352 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 12.6 1.1 12.9 80.1 75.9 93.8 24.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 12 6 13 23 85 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,290
COMMITMENTS
7,981 2,549 93 2,397 9,538 10,471 12,180 2,819 1,110
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -1,112)
-111 -23 -692 32 -251 -771 -966 -341 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 19.2 0.7 18.0 71.8 78.8 91.6 21.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 22 4 17 23 83 46
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,857
COMMITMENTS
3,917 474 61 1,619 6,128 5,597 6,663 2,260 1,194
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 504)
565 94 -99 -153 276 313 271 191 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 6.0 0.8 20.6 78.0 71.2 84.8 28.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 3 1 6 12 27 16
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,353
COMMITMENTS
3,352 380 160 1,772 5,852 5,284 6,392 2,069 961
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -163)
-421 25 160 -89 -335 -350 -150 187 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 5.2 2.2 24.1 79.6 71.9 86.9 28.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 3 7 12 28 18
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,871
COMMITMENTS
43,061 4,691 38,923 98,549 143,032 180,534 186,647 26,337 20,224
CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST: 19,967)
13,646 -785 5,698 -4,471 11,266 14,873 16,179 5,094 3,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.3 18.8 47.6 69.1 87.3 90.2 12.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
57 25 46 64 80 141 134
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,904
COMMITMENTS
29,415 5,477 33,225 103,020 131,766 165,661 170,468 21,243 16,436
CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST: -8,716)
2,894 2,205 -3,794 -9,872 -5,648 -10,773 -7,237 2,057 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 2.9 17.8 55.1 70.5 88.6 91.2 11.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
46 24 47 72 81 140 137
Updated March 18, 2005