WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 309,942
COMMITMENTS
63,046 25,349 70,475 145,203 171,197 278,724 267,021 31,218 42,921
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,053)
1,873 -4,465 6,592 5,449 7,775 13,914 9,903 -2,860 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.2 22.7 46.8 55.2 89.9 86.2 10.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
87 76 79 48 62 192 169
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,996
COMMITMENTS
117,810 66,418 111,364 457,582 415,039 686,756 592,821 141,240 235,175
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -11,041)
-10,498 -9,572 -1,774 13,612 -1,324 1,340 -12,670 -12,381 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.0 13.4 55.3 50.1 82.9 71.6 17.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
127 95 117 220 219 415 374
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,138
COMMITMENTS
2,161 741 400 1,028 5,319 3,588 6,460 4,550 1,678
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -319)
-80 30 6 -56 -449 -130 -414 -189 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 9.1 4.9 12.6 65.4 44.1 79.4 55.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 7 4 10 14 24 22
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,882
COMMITMENTS
66,718 25,462 97,069 200,528 187,162 364,315 309,693 71,567 126,190
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,736)
-651 -10,663 457 -544 1,844 -739 -8,362 -7,997 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 5.8 22.3 46.0 42.9 83.6 71.0 16.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
132 119 149 110 116 326 306
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,264
COMMITMENTS
14,005 4,266 313 312 863 14,630 5,442 2,634 11,822
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 156)
908 113 116 -176 15 848 244 -692 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 24.7 1.8 1.8 5.0 84.7 31.5 15.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
15 8 10 2 3 23 16
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 182,751
COMMITMENTS
34,514 11,561 32,039 86,737 124,127 153,290 167,727 29,460 15,023
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -9,236)
-4,642 283 -4,105 3,092 -4,907 -5,655 -8,729 -3,580 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.3 17.5 47.5 67.9 83.9 91.8 16.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
48 28 39 44 47 113 102
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,010,271
COMMITMENTS
123,977 159,459 163,689 581,682 484,508 869,349 807,656 140,923 202,615
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,354)
1,429 11,441 -16,032 13,510 191 -1,093 -4,400 -6,262 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.8 16.2 57.6 48.0 86.1 79.9 13.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
38 49 59 84 86 154 162
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 162,689
COMMITMENTS
35,223 12,137 29,395 65,555 98,379 130,174 139,910 32,516 22,779
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -10,287)
-2,018 225 1,842 -7,193 -12,185 -7,368 -10,118 -2,919 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 7.5 18.1 40.3 60.5 80.0 86.0 20.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
50 33 43 54 55 134 114
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,444
COMMITMENTS
3,024 1,722 503 944 2,965 4,471 5,190 1,973 1,254
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 138)
64 58 -34 20 288 49 312 88 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 26.7 7.8 14.7 46.0 69.4 80.5 30.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 11 6 9 13 25 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,537
COMMITMENTS
115,303 75,539 869 156,503 147,364 272,675 223,772 57,862 106,765
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 8,957)
10,735 3,706 -1,422 -4,305 9,710 5,008 11,994 3,949 -3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 22.9 0.3 47.3 44.6 82.5 67.7 17.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 29 3 38 45 56 76
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,004,816
COMMITMENTS
400,570 639,434 491,512 1866592 1244788 2758674 2375734 246,143 629,082
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 98,529)
5,820 90,422 6,800 86,613 10,138 99,233 107,360 -703 -8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.3 16.4 62.1 41.4 91.8 79.1 8.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
39 94 82 117 145 210 267
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,542
COMMITMENTS
232,331 332,949 324,610 1082637 753,613 1639577 1411172 167,965 396,370
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -22,430)
-3,059 -39,409 20,318 -55,818 -33,056 -38,559 -52,147 16,129 29,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 18.4 18.0 59.9 41.7 90.7 78.1 9.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
45 52 54 71 88 139 171
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 693,619
COMMITMENTS
230,104 52,613 174,923 239,366 423,596 644,393 651,132 49,226 42,487
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 43,516)
970 880 4,798 29,251 34,231 35,018 39,910 8,498 3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.6 25.2 34.5 61.1 92.9 93.9 7.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 18 39 55 56 106 101
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,051
COMMITMENTS
10,061 5,314 572 21,434 26,539 32,067 32,426 7,984 7,625
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,515)
-4,625 1,642 -2,660 -15,849 -17,350 -23,135 -18,369 -2,381 -7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 13.3 1.4 53.5 66.3 80.1 81.0 19.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 9 6 19 11 44 23
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,476
COMMITMENTS
9,053 7,977 3,195 10,811 18,326 23,059 29,498 13,417 6,978
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46,112)
-2,932 -15,170 -8,403 -26,545 -17,135 -37,881 -40,708 -8,230 -5,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 21.9 8.8 29.6 50.2 63.2 80.9 36.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 18 19 11 18 45 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,615
COMMITMENTS
4,182 6,574 1,046 29,229 25,573 34,457 33,193 158 1,422
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,886)
109 -302 -65 -1,992 -1,731 -1,948 -2,098 62 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 19.0 3.0 84.4 73.9 99.5 95.9 0.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 23 4 18 20 26 44
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,185
COMMITMENTS
0 2,681 0 13,125 10,666 13,125 13,347 1,060 838
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 147)
0 -329 0 -912 -250 -912 -579 1,059 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 0.0 92.5 75.2 92.5 94.1 7.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 10 0 5 9 5 19
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,310
COMMITMENTS
1,342 2,512 5,433 17,936 16,434 24,711 24,379 6,600 6,932
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,250)
-201 182 629 1,386 958 1,814 1,769 436 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 8.0 17.4 57.3 52.5 78.9 77.9 21.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 15 23 20 39 37
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,157
COMMITMENTS
18,270 4,781 16,541 44,672 42,432 79,483 63,754 16,673 32,403
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,379)
-378 -1,239 1,565 1,317 1,031 2,503 1,357 -1,124 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.0 17.2 46.5 44.1 82.7 66.3 17.3 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
56 22 51 30 37 113 97
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,739
COMMITMENTS
133 865 127 1,744 483 2,004 1,476 735 1,263
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -290)
-214 -507 -37 -13 65 -264 -480 -26 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 31.6 4.7 63.7 17.6 73.2 53.9 26.8 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 14 3 8 2 15 16
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,507
COMMITMENTS
47,291 6,786 24,225 75,831 90,263 147,347 121,274 21,161 47,233
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,048)
-6,477 -1,507 2,185 5,430 2,369 1,138 3,046 910 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 4.0 14.4 45.0 53.6 87.4 72.0 12.6 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
64 31 51 91 124 186 185
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,570
COMMITMENTS
1,911 322 413 1,072 3,418 3,396 4,153 2,173 1,417
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 191)
-108 85 -12 293 212 173 285 18 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 5.8 7.4 19.2 61.4 61.0 74.6 39.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 8 15 19 40 31
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,351
COMMITMENTS
10,847 976 8,241 7,475 7,750 26,564 16,968 4,787 14,383
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 752)
382 295 484 -89 308 777 1,087 -25 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 3.1 26.3 23.8 24.7 84.7 54.1 15.3 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
54 17 27 36 51 103 83
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,671
COMMITMENTS
43,364 11,699 1,475 16,240 64,428 61,080 77,603 34,592 18,068
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -34,914)
6,959 1,524 -335 -37,441 -14,602 -30,817 -13,412 -4,097 -21,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 12.2 1.5 17.0 67.3 63.8 81.1 36.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 14 6 17 23 45 38
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,035
COMMITMENTS
5,242 16,598 1 20,112 11,796 25,355 28,395 13,680 10,640
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -3,292)
-5,413 6,103 0 5,213 -10,728 -200 -4,625 -3,092 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 42.5 0.0 51.5 30.2 65.0 72.7 35.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 1 11 4 18 11
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 65,991
COMMITMENTS
37,662 4,799 269 16,973 56,462 54,905 61,530 11,086 4,460
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,181)
-11,948 -389 9 2,762 -7,093 -9,177 -7,473 2,996 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 7.3 0.4 25.7 85.6 83.2 93.2 16.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
42 16 3 16 18 60 35
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,891
COMMITMENTS
31,328 4,717 846 16,337 57,186 48,512 62,749 25,379 11,142
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,404)
-10,734 388 358 6,383 -8,924 -3,993 -8,177 -3,411 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 6.4 1.1 22.1 77.4 65.7 84.9 34.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 8 7 13 15 40 29
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 133,444
COMMITMENTS
16,114 27,585 2,291 85,954 79,897 104,359 109,774 29,085 23,670
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,081)
1,543 8,277 677 1,895 -10,435 4,114 -1,481 -2,034 3,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.7 1.7 64.4 59.9 78.2 82.3 21.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 17 8 20 23 40 47
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,445
COMMITMENTS
35,489 10,559 10,976 33,677 69,881 80,142 91,416 60,303 49,028
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -5,875)
-4,193 -657 -1,030 -1,094 -4,282 -6,317 -5,969 442 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.5 7.8 24.0 49.8 57.1 65.1 42.9 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 15 22 29 24 68 55
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,746
COMMITMENTS
30,399 3,261 0 38,676 64,260 69,075 67,521 5,671 7,225
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 11,500)
10,121 100 0 477 9,623 10,598 9,723 902 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 4.4 0.0 51.7 86.0 92.4 90.3 7.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 0 15 17 19 19
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,307,962
COMMITMENTS
716,972 1216101 4024725 7420125 6292107 12161822 11532933 1146140 1775029
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 914,845)
50,091 60,756 432,723 367,610 355,543 850,424 849,022 64,421 65,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.1 30.2 55.8 47.3 91.4 86.7 8.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
59 73 101 118 130 230 254
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 734,156
COMMITMENTS
58,312 87,555 34,938 489,993 497,529 583,243 620,021 150,914 114,135
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -124,549)
-8,997 -15,563 -10,610 -66,945 -85,969 -86,552 -112,142 -37,997 -12,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.9 4.8 66.7 67.8 79.4 84.5 20.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 38 49 98 67 169 130
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 865,243
COMMITMENTS
152,522 166,852 15,787 365,200 579,669 533,508 762,308 331,735 102,935
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -390,910)
-124,323 -62,310 -51,159 -235,761 -181,885 -411,243 -295,353 20,333 -95,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 19.3 1.8 42.2 67.0 61.7 88.1 38.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
42 46 16 47 48 98 101
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,705
COMMITMENTS
1,464 2,113 0 6,069 8,536 7,533 10,649 4,172 1,056
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -8,082)
-1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917 -2,740 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.1 0.0 51.8 72.9 64.4 91.0 35.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 0 13 11 16 15
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 22,563
COMMITMENTS
7,689 1,614 2 9,616 15,165 17,307 16,781 5,256 5,782
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -25,311)
3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297 -4,585 -9,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 7.2 0.0 42.6 67.2 76.7 74.4 23.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 4 1 12 17 18 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,933
COMMITMENTS
5,141 17,628 118 34,333 27,148 39,593 44,894 14,340 9,039
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -50,219)
916 393 -3,966 -20,253 -43,362 -23,303 -46,935 -26,916 -3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 32.7 0.2 63.7 50.3 73.4 83.2 26.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 23 2 36 30 51 53
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,194
COMMITMENTS
77,577 120,002 2,942 152,336 100,329 232,855 223,273 36,338 45,920
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -221,458)
-10,728 12,557 -7,612 -201,372 -105,890 -219,712 -100,945 -1,745 -120,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 44.6 1.1 56.6 37.3 86.5 82.9 13.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 68 9 33 36 85 106
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 112,094
COMMITMENTS
57,506 3,401 4,534 21,044 95,805 83,085 103,740 29,009 8,355
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,301)
1,372 455 676 1,546 1,357 3,595 2,488 -294 813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 3.0 4.0 18.8 85.5 74.1 92.5 25.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 2 5 14 18 41 25
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,850
COMMITMENTS
1,190 10,221 0 22,749 12,149 23,939 22,370 4,910 6,480
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -20,348)
-504 -8,567 -1,607 -12,828 -11,389 -14,939 -21,563 -5,409 1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 35.4 0.0 78.9 42.1 83.0 77.5 17.0 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 11 0 26 24 29 35
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 155,988
COMMITMENTS
37,488 31,669 1,353 98,601 110,261 137,442 143,283 18,546 12,705
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -94,955)
-36,695 -7,142 -13,254 -54,073 -50,802 -104,023 -71,197 9,068 -23,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 20.3 0.9 63.2 70.7 88.1 91.9 11.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
21 32 8 28 41 52 78
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,740
COMMITMENTS
12,552 11,210 272 10,196 15,040 23,020 26,522 10,720 7,218
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,613)
968 544 36 363 1,608 1,367 2,188 246 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 33.2 0.8 30.2 44.6 68.2 78.6 31.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 14 3 14 19 37 35
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,720
COMMITMENTS
3,246 7,628 0 48,325 25,810 51,571 33,438 16,149 34,282
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 242)
-230 0 0 346 -461 116 -461 126 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.3 0.0 71.4 38.1 76.2 49.4 23.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 13 0 19 29 22 42
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,066
COMMITMENTS
46,630 5,647 22,943 21,147 86,533 90,720 115,122 36,346 11,944
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -186)
-2,883 2,561 -349 2,957 -1,393 -276 818 90 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 4.4 18.1 16.6 68.1 71.4 90.6 28.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
98 30 58 28 34 153 101
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 124,316
COMMITMENTS
47,341 15,948 25,512 34,252 69,642 107,106 111,103 17,210 13,213
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 5,938)
326 923 4,716 64 -1,205 5,106 4,434 832 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 12.8 20.5 27.6 56.0 86.2 89.4 13.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
71 59 47 41 44 146 124
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 395,166
COMMITMENTS
150,243 30,687 82,126 100,242 257,263 332,611 370,076 62,556 25,091
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -44,234)
-31,064 -8,456 -4,624 -5,877 -31,255 -41,564 -44,335 -2,670 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 7.8 20.8 25.4 65.1 84.2 93.7 15.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
148 47 70 39 39 217 134
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,599
COMMITMENTS
6,693 767 992 464 8,038 8,149 9,797 2,450 802
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,415)
-472 -669 541 -76 -187 -7 -315 -1,408 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 7.2 9.4 4.4 75.8 76.9 92.4 23.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 6 11 4 5 35 17
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,079
COMMITMENTS
19,335 4,858 8,356 40,844 46,074 68,535 59,288 14,545 23,791
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -922)
-316 144 666 297 -1,299 647 -489 -1,568 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.8 10.1 49.2 55.5 82.5 71.4 17.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 18 14 38 47 75 72
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,900
COMMITMENTS
1,835 1,954 2,057 22,995 20,054 26,887 24,066 11,013 13,834
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 169)
298 -231 998 121 -146 1,417 621 -1,248 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.2 5.4 60.7 52.9 70.9 63.5 29.1 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 10 9 24 18 37 30
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,168
COMMITMENTS
45,562 5,425 44,527 63,061 113,629 153,149 163,580 21,018 10,588
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -7,691)
-5,500 -599 -1,441 1,587 -4,991 -5,354 -7,030 -2,337 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.1 25.6 36.2 65.2 87.9 93.9 12.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
104 39 60 72 71 205 146
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,333
COMMITMENTS
17,339 3,968 8,176 12,558 29,684 38,073 41,828 6,259 2,505
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,141)
1,794 -559 -844 832 2,019 1,782 616 -641 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 8.9 18.4 28.3 67.0 85.9 94.4 14.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
85 20 36 27 20 133 62
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 165,279
COMMITMENTS
49,528 5,722 19,531 81,480 132,290 150,538 157,543 14,741 7,736
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,776)
-172 -181 2,949 -1,586 -1,854 1,191 914 585 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 3.5 11.8 49.3 80.0 91.1 95.3 8.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
76 37 58 46 44 165 117
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 479,258
COMMITMENTS
98,080 17,504 84,459 213,921 325,840 396,461 427,803 82,797 51,455
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -6,436)
-7,966 3,343 -480 7,071 -14,508 -1,375 -11,645 -5,061 5,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 3.7 17.6 44.6 68.0 82.7 89.3 17.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
56 27 41 60 52 134 102
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 169,555
COMMITMENTS
53,316 10,849 48,040 53,708 101,629 155,064 160,518 14,491 9,037
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -1,925)
-2,238 -499 180 1,144 -649 -914 -968 -1,010 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.4 28.3 31.7 59.9 91.5 94.7 8.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
183 65 141 100 117 342 283
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,020
COMMITMENTS
5,147 12,138 2,696 9,886 2,712 17,729 17,546 3,291 3,473
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -5,261)
-1,896 -6,942 -18 -4,322 1,576 -6,236 -5,384 975 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 57.7 12.8 47.0 12.9 84.3 83.5 15.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 29 11 4 7 23 39
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,909
COMMITMENTS
37,370 28,728 42,764 113,037 125,546 193,171 197,037 31,738 27,871
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 14,483)
1,477 -597 4,653 10,139 11,081 16,268 15,137 -1,785 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 12.8 19.0 50.3 55.8 85.9 87.6 14.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 29 32 64 67 119 111
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 759,541
COMMITMENTS
54,718 58,504 302,768 317,844 359,450 675,330 720,722 84,212 38,820
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 33,924)
7,219 480 13,152 11,124 17,421 31,495 31,053 2,429 2,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.7 39.9 41.8 47.3 88.9 94.9 11.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
62 56 80 89 81 195 176
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,308
COMMITMENTS
10,226 4,708 0 70,272 81,260 80,498 85,968 8,810 3,340
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 15,219)
2,114 0 0 11,271 17,469 13,385 17,469 1,834 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.3 0.0 78.7 91.0 90.1 96.3 9.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 20 24 21 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,042
COMMITMENTS
0 6,518 2,718 47,258 34,360 49,976 43,596 2,066 8,446
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 1,460)
0 -604 604 856 818 1,460 818 0 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.5 5.2 90.8 66.0 96.0 83.8 4.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 12 12 15
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 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,796
COMMITMENTS
5,449 924 3,343 33,796 38,462 42,588 42,729 4,208 4,067
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 3,718)
1,476 924 -319 2,681 3,014 3,838 3,619 -120 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.0 7.1 72.2 82.2 91.0 91.3 9.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 17 23 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,069
COMMITMENTS
2,056 2,217 3,085 52,465 51,413 57,606 56,715 7,463 8,354
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -299)
-2,022 182 1,077 513 -361 -432 898 133 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.4 4.7 80.6 79.0 88.5 87.2 11.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 21 18 22 20
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 963,097
COMMITMENTS
261,800 65,976 157,269 527,782 730,051 946,851 953,296 16,246 9,801
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 17,259)
5,422 5,656 1,497 10,695 10,344 17,614 17,497 -355 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.9 16.3 54.8 75.8 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 7 28 80 75 111 105
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,455
COMMITMENTS
32,841 45,843 24,831 68,069 59,924 125,741 130,598 6,714 1,857
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 13,393)
9,134 6,642 -4,458 6,687 12,143 11,363 14,327 2,030 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 34.6 18.7 51.4 45.2 94.9 98.6 5.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 6 12 21 23 37 37
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 47,571
COMMITMENTS
5,487 3,479 12,126 29,673 31,687 47,285 47,291 286 280
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 2,770)
1,564 404 338 1,119 2,255 3,021 2,997 -251 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.3 25.5 62.4 66.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 6 8 26 27 35 37
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,796
COMMITMENTS
3,156 638 1,370 14,032 16,550 18,558 18,558 238 238
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 718)
-172 -510 126 764 1,102 718 718 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.4 7.3 74.7 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 4 17 17 22 21
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,290,006
COMMITMENTS
172,350 63,726 322,852 725,539 814,262 1220742 1200840 69,264 89,166
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -27,322)
-242 -1,161 -17,928 -4,323 -6,008 -22,493 -25,097 -4,829 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.9 25.0 56.2 63.1 94.6 93.1 5.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
90 92 118 80 87 233 244
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,896
COMMITMENTS
8,844 1,402 84 918 10,877 9,846 12,363 3,050 533
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: -46)
304 23 -99 -170 47 35 -29 -81 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 10.9 0.7 7.1 84.3 76.3 95.9 23.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
75 12 2 9 25 86 38
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,715
COMMITMENTS
4,892 503 86 1,383 7,174 6,361 7,763 2,354 952
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 674)
568 -50 80 -186 888 462 918 212 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 5.8 1.0 15.9 82.3 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 3 2 5 17 28 21
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 227,128
COMMITMENTS
47,186 6,518 46,803 108,939 159,312 202,928 212,633 24,201 14,495
CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST: 15,378)
5,587 1,473 4,689 5,430 12,088 15,705 18,250 -327 -2,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 2.9 20.6 48.0 70.1 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
59 27 46 75 81 151 141
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
Updated April 1, 2005