WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,888
COMMITMENTS
61,173 29,813 63,883 139,754 163,422 264,810 257,118 34,079 41,771
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 24,400)
5,241 1,450 10,281 4,024 6,963 19,547 18,693 4,853 5,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 10.0 21.4 46.8 54.7 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
92 67 79 47 59 191 163
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,037
COMMITMENTS
128,308 75,990 113,138 443,970 416,363 685,417 605,491 153,621 233,546
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 68,340)
15,000 -6,470 7,873 29,912 53,693 52,786 55,097 15,554 13,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.1 13.5 52.9 49.6 81.7 72.2 18.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
134 96 116 216 212 412 372
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,457
COMMITMENTS
2,240 712 394 1,084 5,768 3,718 6,874 4,739 1,583
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 558)
128 -11 -52 -17 883 58 820 500 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.4 4.7 12.8 68.2 44.0 81.3 56.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 7 4 12 15 27 23
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 444,618
COMMITMENTS
67,369 36,125 96,612 201,072 185,318 365,054 318,055 79,564 126,563
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 38,301)
2,241 3,148 2,937 24,493 26,322 29,671 32,407 8,630 5,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.1 21.7 45.2 41.7 82.1 71.5 17.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
121 125 136 109 113 312 297
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,108
COMMITMENTS
13,097 4,153 197 488 848 13,782 5,198 3,326 11,910
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,581)
2,127 410 39 138 261 2,304 710 277 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 24.3 1.2 2.9 5.0 80.6 30.4 19.4 69.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 8 9 3 3 20 16
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 191,986
COMMITMENTS
39,156 11,277 36,144 83,645 129,035 158,946 176,457 33,041 15,530
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 12,268)
4,243 -2,935 1,048 3,475 12,591 8,765 10,703 3,503 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 5.9 18.8 43.6 67.2 82.8 91.9 17.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
50 29 41 44 47 120 101
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,017,626
COMMITMENTS
122,548 148,017 179,721 568,172 484,318 870,441 812,056 147,185 205,570
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 26,501)
1,923 15,361 12,563 20,197 -2,757 34,684 25,167 -8,182 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 14.5 17.7 55.8 47.6 85.5 79.8 14.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 45 57 81 83 149 156
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 172,976
COMMITMENTS
37,241 11,912 27,552 72,749 110,564 137,542 150,028 35,434 22,948
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,672)
2,585 -1,809 -5,560 2,117 8,908 -858 1,539 2,530 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 6.9 15.9 42.1 63.9 79.5 86.7 20.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
52 24 39 53 61 126 115
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,306
COMMITMENTS
2,960 1,664 537 924 2,677 4,421 4,877 1,885 1,429
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 390)
53 -517 59 -53 930 59 472 332 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 26.4 8.5 14.7 42.4 70.1 77.3 29.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 10 5 8 11 23 24
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 321,579
COMMITMENTS
104,568 71,833 2,291 160,808 137,654 267,667 211,778 53,912 109,801
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -6,991)
-7,552 2,527 -605 4,085 -11,877 -4,072 -9,955 -2,919 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 22.3 0.7 50.0 42.8 83.2 65.9 16.8 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 25 3 40 42 56 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,906,287
COMMITMENTS
394,750 549,012 484,711 1779980 1234650 2659441 2268374 246,846 637,913
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 301,688)
19,405 67,549 86,744 157,724 83,480 263,874 237,773 37,814 63,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.9 16.7 61.2 42.5 91.5 78.1 8.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
43 88 84 119 146 218 262
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,829,972
COMMITMENTS
235,390 372,358 304,292 1138454 786,669 1678136 1463319 151,836 366,653
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 161,232)
-627 52,798 36,266 127,968 93,511 163,607 182,575 -2,375 -21,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.3 16.6 62.2 43.0 91.7 80.0 8.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 62 58 78 98 145 184
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 650,103
COMMITMENTS
229,134 51,733 170,126 210,115 389,365 609,375 611,223 40,728 38,880
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 78,406)
35,205 5,490 11,654 28,206 58,381 75,064 75,524 3,342 2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.0 26.2 32.3 59.9 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 19 32 52 55 96 94
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,566
COMMITMENTS
14,686 3,672 3,233 37,283 43,889 55,202 50,795 10,365 14,772
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 7,645)
-2,255 1,019 1,555 13,189 875 12,490 3,449 -4,844 4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.6 4.9 56.9 66.9 84.2 77.5 15.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 15 15 26 21 60 42
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,588
COMMITMENTS
11,985 23,147 11,598 37,357 35,461 60,940 70,206 21,648 12,382
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,728)
1,826 -2,649 3,798 -20,199 9,286 -14,575 10,435 11,847 -13,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 28.0 14.0 45.2 42.9 73.8 85.0 26.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 21 38 21 22 69 65
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,501
COMMITMENTS
4,073 6,876 1,111 31,221 27,304 36,405 35,291 96 1,210
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,198)
-2,251 -103 0 839 -1,495 -1,412 -1,598 -786 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.8 3.0 85.5 74.8 99.7 96.7 0.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 22 4 18 20 25 43
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,038
COMMITMENTS
0 3,010 0 14,037 10,916 14,037 13,926 1 112
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -3,142)
-5,726 14 0 2,677 -3,080 -3,049 -3,066 -93 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.4 0.0 100.0 77.8 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 10 0 5 10 5 20
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,060
COMMITMENTS
1,542 2,330 4,804 16,551 15,476 22,897 22,610 6,164 6,450
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -89)
-123 149 -272 339 260 -56 136 -34 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.0 16.5 57.0 53.3 78.8 77.8 21.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 16 24 21 41 38
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,777
COMMITMENTS
18,648 6,020 14,977 43,355 41,400 76,980 62,397 17,797 32,380
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -14,460)
-7,874 22 -4,964 459 -5,882 -12,379 -10,824 -2,082 -3,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 6.4 15.8 45.7 43.7 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 29 41 30 40 109 90
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,029
COMMITMENTS
346 1,373 165 1,757 418 2,268 1,956 761 1,073
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 40)
27 -68 10 60 45 97 -13 -57 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 45.3 5.4 58.0 13.8 74.9 64.6 25.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 17 5 8 2 20 19
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,459
COMMITMENTS
53,768 8,293 22,040 70,400 87,894 146,208 118,228 20,251 48,231
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,601)
8,391 129 684 1,660 9,299 10,735 10,112 3,866 4,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.0 13.2 42.3 52.8 87.8 71.0 12.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
71 33 46 80 118 178 178
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,379
COMMITMENTS
2,019 237 425 779 3,206 3,224 3,868 2,155 1,511
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -218)
-56 -37 12 -115 -110 -158 -135 -60 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 4.4 7.9 14.5 59.6 59.9 71.9 40.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 6 8 13 19 39 32
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,599
COMMITMENTS
10,465 681 7,757 7,564 7,442 25,786 15,880 4,813 14,719
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,363)
1,746 -497 1,224 -1,725 185 1,245 912 118 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 2.2 25.4 24.7 24.3 84.3 51.9 15.7 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
50 15 26 38 48 99 79
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 130,585
COMMITMENTS
36,405 10,175 1,810 53,681 79,030 91,897 91,016 38,688 39,569
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 20,056)
18,596 -4,150 820 -7,767 1,536 11,649 -1,794 8,407 21,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.8 1.4 41.1 60.5 70.4 69.7 29.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 13 7 25 29 53 44
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 42,326
COMMITMENTS
10,655 10,495 1 14,898 22,524 25,554 33,020 16,772 9,306
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -25,926)
3,181 -6 -1,345 -24,722 -21,034 -22,886 -22,385 -3,040 -3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 24.8 0.0 35.2 53.2 60.4 78.0 39.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 4 1 8 9 18 13
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 72,172
COMMITMENTS
49,610 5,187 260 14,212 63,555 64,082 69,003 8,090 3,168
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -53,488)
-23,607 -3,256 -1,525 -21,806 -43,632 -46,938 -48,412 -6,550 -5,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 7.2 0.4 19.7 88.1 88.8 95.6 11.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
53 12 3 15 17 70 30
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,295
COMMITMENTS
42,062 4,329 489 9,954 66,110 52,505 70,927 28,790 10,368
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -19,777)
-4,390 -950 -1,462 -11,407 -14,537 -17,259 -16,949 -2,518 -2,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 5.3 0.6 12.2 81.3 64.6 87.2 35.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 8 6 8 16 39 27
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 131,363
COMMITMENTS
14,571 19,308 1,614 84,059 90,332 100,244 111,254 31,119 20,109
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -63,196)
585 -3,737 -3,496 -55,817 -51,704 -58,728 -58,937 -4,468 -4,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.7 1.2 64.0 68.8 76.3 84.7 23.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 15 6 20 20 39 39
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 146,320
COMMITMENTS
39,682 11,216 12,006 34,771 74,163 86,459 97,385 59,860 48,935
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -44,138)
4,037 -3,063 2,084 -42,819 -38,860 -36,698 -39,840 -7,440 -4,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.7 8.2 23.8 50.7 59.1 66.6 40.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
40 16 24 29 24 73 60
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
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 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,246
COMMITMENTS
20,278 3,161 0 38,199 54,637 58,477 57,798 4,769 5,448
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,389)
5,705 1,255 -62 -2,334 3,717 3,309 4,910 -920 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 5.0 0.0 60.4 86.4 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 15 14 19 16
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,393,117
COMMITMENTS
666,881 1155345 3592002 7052515 5936564 11311398 10683911 1081719 1709206
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,166,821)
-32,095 -26,939 -525,518 -683,549 -651,416 -1241162 -1203872 74,340 37,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.3 29.0 56.9 47.9 91.3 86.2 8.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
56 73 99 116 128 225 251
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 858,705
COMMITMENTS
67,309 103,119 45,547 556,938 583,498 669,794 732,164 188,911 126,541
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 68,848)
-1,887 17,899 2,343 38,631 42,651 39,086 62,893 29,762 5,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.0 5.3 64.9 68.0 78.0 85.3 22.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 36 60 112 77 197 145
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,256,154
COMMITMENTS
276,845 229,162 66,946 600,960 761,554 944,752 1057662 311,402 198,492
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 164,196)
48,312 -37,918 33,429 102,419 65,991 184,160 61,502 -19,964 102,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 18.2 5.3 47.8 60.6 75.2 84.2 24.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
47 56 50 68 62 145 138
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 19,787
COMMITMENTS
2,710 608 1,287 8,878 14,671 12,875 16,566 6,912 3,221
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,429)
915 130 670 1,750 2,274 3,335 3,074 1,094 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.1 6.5 44.9 74.1 65.1 83.7 34.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 2 3 20 16 26 21
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,874
COMMITMENTS
3,886 6,008 5,246 28,901 21,824 38,033 33,078 9,841 14,796
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 14,708)
-26 0 3,749 6,807 3,843 10,530 7,592 4,178 7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.5 11.0 60.4 45.6 79.4 69.1 20.6 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 5 7 21 23 29 30
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,152
COMMITMENTS
4,225 17,235 4,084 54,586 70,509 62,895 91,829 41,256 12,323
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 18,195)
-744 3,969 3,063 9,424 9,922 11,743 16,954 6,452 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.5 3.9 52.4 67.7 60.4 88.2 39.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
13 26 13 45 43 66 76
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 490,651
COMMITMENTS
88,305 107,445 10,554 353,708 206,219 452,568 324,218 38,083 166,433
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 98,309)
6,259 6,214 7,903 74,450 49,878 88,612 63,995 9,697 34,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.9 2.2 72.1 42.0 92.2 66.1 7.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 67 27 52 52 107 135
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 108,793
COMMITMENTS
56,134 2,946 3,858 19,498 94,448 79,490 101,252 29,303 7,541
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -27,851)
2,071 -550 -1,042 -20,999 -20,993 -19,970 -22,585 -7,881 -5,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 2.7 3.5 17.9 86.8 73.1 93.1 26.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
24 1 3 12 18 36 22
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 49,198
COMMITMENTS
1,694 18,788 1,607 35,577 23,538 38,878 43,933 10,320 5,265
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 9,169)
42 3,094 1,383 3,980 4,245 5,405 8,722 3,764 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 38.2 3.3 72.3 47.8 79.0 89.3 21.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 13 6 34 30 43 46
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 250,942
COMMITMENTS
74,184 38,810 14,607 152,675 161,063 241,465 214,480 9,478 36,462
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 36,944)
7,826 1,734 9,852 20,991 665 38,669 12,250 -1,725 24,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 15.5 5.8 60.8 64.2 96.2 85.5 3.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 36 18 33 46 61 89
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,127
COMMITMENTS
11,584 10,666 236 9,833 13,432 21,653 24,334 10,474 7,793
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -22,191)
-823 2,419 -7,023 -6,460 -12,277 -14,306 -16,881 -7,885 -5,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 33.2 0.7 30.6 41.8 67.4 75.7 32.6 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 13 2 13 16 35 31
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 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 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,478
COMMITMENTS
3,476 7,628 0 47,979 26,271 51,455 33,899 16,023 33,579
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -47,899)
3,276 -1,971 -2,219 -8,541 -45,734 -7,484 -49,924 -40,415 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.3 0.0 71.1 38.9 76.3 50.2 23.7 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 13 0 19 28 22 41
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,252
COMMITMENTS
49,513 3,086 23,292 18,190 87,926 90,996 114,304 36,256 12,948
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -748)
-2,125 -1,268 88 1,564 356 -473 -824 -275 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 2.4 18.3 14.3 69.1 71.5 89.8 28.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
94 27 52 24 39 144 98
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,378
COMMITMENTS
47,015 15,026 20,796 34,188 70,847 102,000 106,669 16,378 11,709
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -2,840)
-5,395 -153 2,875 264 -6,234 -2,256 -3,512 -585 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 12.7 17.6 28.9 59.8 86.2 90.1 13.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
76 53 43 41 44 143 120
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 439,401
COMMITMENTS
181,307 39,143 86,750 106,118 288,518 374,175 414,410 65,225 24,990
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 37,371)
35,427 -6,717 1,260 1,046 40,427 37,734 34,970 -363 2,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 8.9 19.7 24.2 65.7 85.2 94.3 14.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
153 45 72 41 46 223 141
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,014
COMMITMENTS
7,165 1,436 451 540 8,225 8,156 10,112 3,858 1,902
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,623)
360 318 82 31 437 473 837 1,150 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 12.0 3.8 4.5 68.5 67.9 84.2 32.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
23 4 5 3 4 29 11
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 84,001
COMMITMENTS
19,651 4,715 7,690 40,548 47,373 67,888 59,778 16,113 24,223
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,385)
3,351 -1,372 1,152 3,887 5,835 8,390 5,615 1,995 4,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.6 9.2 48.3 56.4 80.8 71.2 19.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
30 19 17 42 49 83 76
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,731
COMMITMENTS
1,537 2,185 1,059 22,875 20,200 25,470 23,444 12,261 14,287
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,599)
426 -717 7 1,627 1,565 2,059 855 540 1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 2.8 60.6 53.5 67.5 62.1 32.5 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 6 3 21 17 27 24
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,859
COMMITMENTS
51,062 6,023 45,968 61,474 118,619 158,504 170,610 23,356 11,249
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 17,418)
5,414 -1,211 7,444 3,678 10,488 16,536 16,721 882 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.3 25.3 33.8 65.2 87.2 93.8 12.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
121 32 65 69 68 213 146
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,192
COMMITMENTS
15,545 4,527 9,021 11,725 27,665 36,291 41,213 6,901 1,979
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,879)
2,345 849 -85 -554 924 1,706 1,687 172 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 10.5 20.9 27.1 64.1 84.0 95.4 16.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
76 27 38 22 21 123 64
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,503
COMMITMENTS
49,699 5,903 16,582 83,066 134,145 149,347 156,630 14,156 6,874
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 8,437)
1,142 -543 4,139 1,723 5,323 7,004 8,919 1,434 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 3.6 10.1 50.8 82.0 91.3 95.8 8.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
77 28 49 46 42 157 106
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 485,694
COMMITMENTS
106,046 14,161 84,940 206,851 340,347 397,836 439,448 87,857 46,246
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 10,999)
7,947 -9,790 -322 -3,301 19,736 4,324 9,624 6,675 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.9 17.5 42.6 70.1 81.9 90.5 18.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
63 20 43 56 50 133 99
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 171,480
COMMITMENTS
55,555 11,348 47,860 52,564 102,278 155,978 161,486 15,502 9,994
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,792)
-212 85 -423 2,505 1,951 1,870 1,613 -78 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.6 27.9 30.7 59.6 91.0 94.2 9.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
175 71 128 102 117 327 274
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,281
COMMITMENTS
7,043 19,080 2,714 14,208 1,136 23,965 22,930 2,316 3,351
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -5,809)
-997 2,590 -845 -3,274 -6,691 -5,116 -4,946 -693 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 72.6 10.3 54.1 4.3 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 31 9 6 8 23 42
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,426
COMMITMENTS
35,893 29,324 38,111 102,898 114,464 176,903 181,900 33,523 28,526
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 13,970)
995 -203 3,414 10,296 10,879 14,705 14,090 -735 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.9 18.1 48.9 54.4 84.1 86.4 15.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 24 29 61 67 111 106
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 725,617
COMMITMENTS
47,499 58,024 289,616 306,719 342,029 643,834 689,669 81,783 35,948
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 35,014)
5,473 -136 11,379 19,150 23,028 36,002 34,271 -988 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.0 39.9 42.3 47.1 88.7 95.0 11.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
63 53 79 84 77 189 171
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,089
COMMITMENTS
8,112 4,708 0 59,001 63,791 67,113 68,499 6,976 5,590
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,063)
416 0 0 3,982 3,097 4,398 3,097 -335 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 6.4 0.0 79.6 86.1 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 20 22 21 23
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,582
COMMITMENTS
0 7,122 2,114 46,402 33,542 48,516 42,778 2,066 7,804
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.1 4.2 91.7 66.3 95.9 84.6 4.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,078
COMMITMENTS
3,973 0 3,662 31,115 35,448 38,750 39,110 4,328 3,968
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 3,453)
722 0 -660 2,903 4,326 2,965 3,666 488 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 8.5 72.2 82.3 90.0 90.8 10.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 3 19 16 22 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,368
COMMITMENTS
4,078 2,035 2,008 51,952 51,774 58,038 55,817 7,330 9,551
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 2,246)
-188 428 826 698 510 1,336 1,764 910 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.1 3.1 79.5 79.2 88.8 85.4 11.2 14.6
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 03/08/05 |
--------------------------------------------------------------| 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 945,838
COMMITMENTS
256,378 60,320 155,772 517,087 719,707 929,237 935,799 16,601 10,039
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,215)
2,291 -4,024 -1,073 912 6,226 2,130 1,129 -915 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 6.4 16.5 54.7 76.1 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 7 28 75 72 106 102
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,062
COMMITMENTS
23,707 39,201 29,289 61,382 47,781 114,378 116,271 4,684 2,791
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 5,237)
294 -2,644 1,151 2,041 5,401 3,486 3,908 1,751 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 32.9 24.6 51.6 40.1 96.1 97.7 3.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 13 21 22 37 37
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 44,801
COMMITMENTS
3,923 3,075 11,788 28,553 29,432 44,265 44,295 537 507
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 1,554)
1,266 321 -131 288 1,212 1,423 1,402 131 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.9 26.3 63.7 65.7 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 8 28 26 37 36
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,078
COMMITMENTS
3,328 1,148 1,244 13,268 15,448 17,840 17,840 238 238
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 214)
132 -48 130 -48 132 214 214 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 6.4 6.9 73.4 85.5 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 4 17 16 22 20
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,317,329
COMMITMENTS
172,592 64,887 340,780 729,863 820,270 1243235 1225937 74,093 91,391
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 48,949)
12,064 11,688 25,299 20,697 9,921 58,060 46,908 -9,110 2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 4.9 25.9 55.4 62.3 94.4 93.1 5.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
82 96 122 85 90 243 243
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,942
COMMITMENTS
8,540 1,379 183 1,088 10,830 9,811 12,392 3,131 550
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -206)
396 -282 41 -603 296 -166 55 -40 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 10.7 1.4 8.4 83.7 75.8 95.8 24.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
73 10 7 12 24 90 39
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,041
COMMITMENTS
4,324 553 6 1,569 6,286 5,899 6,845 2,142 1,196
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 185)
407 79 -55 -50 158 302 182 -117 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 6.9 0.1 19.5 78.2 73.4 85.1 26.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 1 7 15 28 19
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,750
COMMITMENTS
41,599 5,045 42,114 103,509 147,224 187,222 194,383 24,528 17,367
CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: 4,879)
-1,462 353 3,191 4,960 4,192 6,689 7,736 -1,809 -2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.4 19.9 48.9 69.5 88.4 91.8 11.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
56 23 45 74 82 149 134
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
Updated March 25, 2005