WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,546
COMMITMENTS
56,446 27,574 65,734 145,926 165,915 268,106 259,223 31,440 40,323
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -10,396)
-6,600 2,226 -4,741 723 -5,282 -10,618 -7,798 222 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 9.2 21.9 48.7 55.4 89.5 86.5 10.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
91 66 77 46 61 183 166
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 809,917
COMMITMENTS
107,707 77,665 108,763 452,327 391,124 668,797 577,552 141,120 232,365
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -18,079)
-10,104 11,247 -2,601 -5,255 -23,915 -17,959 -15,269 -120 -2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 9.6 13.4 55.8 48.3 82.6 71.3 17.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
128 87 114 216 212 406 363
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,497
COMMITMENTS
2,407 730 462 921 5,659 3,790 6,851 4,706 1,646
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 359)
247 -11 63 -107 339 202 391 156 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 8.6 5.4 10.8 66.6 44.6 80.6 55.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 5 10 16 25 25
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,844
COMMITMENTS
59,551 24,101 85,650 193,787 177,726 338,987 287,476 70,857 122,369
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -26,038)
-7,167 -1,361 -11,419 -6,741 -9,437 -25,328 -22,217 -710 -3,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 5.9 20.9 47.3 43.4 82.7 70.1 17.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
115 116 136 104 115 306 289
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,753
COMMITMENTS
12,957 3,632 416 312 865 13,685 4,913 3,068 11,840
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -511)
-1,048 -634 103 0 2 -945 -529 434 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 21.7 2.5 1.9 5.2 81.7 29.3 18.3 70.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 8 9 2 3 20 15
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,379
COMMITMENTS
32,646 11,687 32,681 84,427 120,568 149,754 164,937 30,625 15,442
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,372)
-1,868 126 642 -2,311 -3,559 -3,536 -2,791 1,164 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.5 18.1 46.8 66.8 83.0 91.4 17.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
40 31 37 44 47 110 98
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 956,174
COMMITMENTS
102,075 153,214 149,274 573,089 460,047 824,438 762,536 131,735 193,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -54,098)
-21,902 -6,244 -14,415 -8,593 -24,461 -44,910 -45,120 -9,188 -8,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.0 15.6 59.9 48.1 86.2 79.7 13.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
37 42 54 74 81 137 151
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,594
COMMITMENTS
31,059 12,031 28,841 66,425 94,875 126,325 135,747 32,269 22,847
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -4,095)
-4,165 -105 -554 870 -3,504 -3,849 -4,163 -246 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 7.6 18.2 41.9 59.8 79.7 85.6 20.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
46 31 39 56 54 130 109
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,683
COMMITMENTS
3,289 1,679 568 865 3,183 4,722 5,430 1,961 1,253
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 239)
265 -43 65 -79 218 251 240 -12 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 25.1 8.5 12.9 47.6 70.7 81.2 29.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 10 9 9 13 28 29
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 331,639
COMMITMENTS
114,442 79,228 145 164,377 145,686 278,964 225,059 52,675 106,580
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,103)
-861 3,689 -724 7,874 -1,678 6,289 1,287 -5,186 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 23.9 0.0 49.6 43.9 84.1 67.9 15.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 28 2 41 43 60 72
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,808,860
COMMITMENTS
414,770 641,609 424,851 1765382 1207442 2605003 2273902 203,857 534,958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -195,956)
14,200 2,175 -66,660 -101,210 -37,346 -153,670 -101,831 -42,286 -94,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 22.8 15.1 62.9 43.0 92.7 81.0 7.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
36 84 75 103 133 188 243
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,717,417
COMMITMENTS
202,782 311,433 282,992 1081161 749,008 1566934 1343433 150,483 373,984
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -90,125)
-29,549 -21,516 -41,618 -1,476 -4,604 -72,643 -67,739 -17,482 -22,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 18.1 16.5 63.0 43.6 91.2 78.2 8.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 53 47 68 84 126 159
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 685,250
COMMITMENTS
199,805 45,841 188,479 253,064 411,945 641,348 646,265 43,902 38,984
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,370)
-30,299 -6,772 13,556 13,698 -11,651 -3,046 -4,867 -5,324 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.7 27.5 36.9 60.1 93.6 94.3 6.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 19 41 58 58 111 105
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,061
COMMITMENTS
9,777 6,330 616 20,557 26,635 30,950 33,581 9,111 6,480
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 10)
-284 1,016 44 -877 96 -1,117 1,155 1,127 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 15.8 1.5 51.3 66.5 77.3 83.8 22.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 13 6 18 12 41 26
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 37,839
COMMITMENTS
9,785 10,011 3,775 12,565 16,221 26,125 30,007 11,714 7,832
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,363)
732 2,034 580 1,753 -2,105 3,066 510 -1,703 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 26.5 10.0 33.2 42.9 69.0 79.3 31.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 20 20 12 14 48 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,368
COMMITMENTS
4,243 6,863 1,046 28,921 24,692 34,210 32,601 158 1,767
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -247)
61 289 0 -308 -881 -247 -592 0 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 20.0 3.0 84.2 71.8 99.5 94.9 0.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 23 4 19 21 27 45
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,983
COMMITMENTS
0 2,204 0 12,838 10,666 12,838 12,870 145 113
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,202)
0 -477 0 -287 0 -287 -477 -915 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 0.0 98.9 82.2 98.9 99.1 1.1 0.9
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 03/22/05 |
--------------------------------------------------------------| 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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,750
COMMITMENTS
1,521 2,469 5,543 17,971 16,702 25,035 24,714 6,714 7,035
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 439)
179 -43 111 35 268 324 336 115 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.8 17.5 56.6 52.6 78.9 77.8 21.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 5 16 23 20 40 38
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,215
COMMITMENTS
17,710 4,590 16,242 44,470 41,765 78,422 62,598 16,793 32,618
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -941)
-560 -191 -299 -201 -666 -1,061 -1,156 119 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.8 17.1 46.7 43.9 82.4 65.7 17.6 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
55 26 53 28 35 110 100
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,543
COMMITMENTS
102 605 84 1,718 611 1,905 1,300 638 1,243
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -197)
-30 -260 -43 -26 128 -100 -176 -97 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 23.8 3.3 67.6 24.0 74.9 51.1 25.1 48.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 9 3 10 3 16 13
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 171,153
COMMITMENTS
46,651 8,256 25,661 76,418 90,627 148,730 124,544 22,424 46,610
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,646)
-640 1,470 1,436 587 364 1,383 3,270 1,263 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 4.8 15.0 44.6 53.0 86.9 72.8 13.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
72 26 52 92 126 190 187
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,603
COMMITMENTS
2,003 287 437 1,081 3,554 3,521 4,278 2,083 1,326
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 34)
91 -35 24 9 136 124 125 -91 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 5.1 7.8 19.3 63.4 62.8 76.3 37.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
22 8 8 16 19 42 31
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,976
COMMITMENTS
9,838 825 7,988 7,216 7,343 25,041 16,155 4,934 13,821
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,375)
-1,009 -151 -254 -260 -407 -1,522 -812 147 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 2.8 26.6 24.1 24.5 83.5 53.9 16.5 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
50 14 21 36 44 97 71
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,203
COMMITMENTS
35,542 8,844 1,580 15,917 57,815 53,039 68,238 34,165 18,965
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -8,468)
-7,822 -2,856 105 -324 -6,614 -8,041 -9,365 -427 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 10.1 1.8 18.3 66.3 60.8 78.3 39.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 11 6 16 22 43 34
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 43,153
COMMITMENTS
2,168 16,210 1 30,984 11,683 33,153 27,894 10,000 15,259
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,118)
-3,074 -388 0 10,872 -113 7,798 -501 -3,680 4,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 37.6 0.0 71.8 27.1 76.8 64.6 23.2 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 1 13 4 18 12
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,731
COMMITMENTS
32,567 8,882 434 20,643 47,478 53,644 56,794 7,087 3,938
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -5,259)
-5,095 4,083 165 3,670 -8,984 -1,261 -4,737 -3,999 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 14.6 0.7 34.0 78.2 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 16 3 16 18 58 35
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,268
COMMITMENTS
18,568 6,760 1,193 27,760 48,196 47,520 56,148 21,748 13,120
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -4,623)
-12,760 2,043 346 11,423 -8,990 -991 -6,601 -3,631 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 9.8 1.7 40.1 69.6 68.6 81.1 31.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
20 10 6 17 13 38 28
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,691
COMMITMENTS
11,219 41,594 3,117 97,134 67,824 111,470 112,535 28,221 27,156
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 6,248)
-4,895 14,009 826 11,181 -12,074 7,112 2,762 -864 3,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 29.8 2.2 69.5 48.6 79.8 80.6 20.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 28 10 28 24 50 58
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 149,283
COMMITMENTS
29,904 14,596 15,077 46,698 72,332 91,680 102,005 57,604 47,278
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 8,838)
-5,585 4,037 4,101 13,021 2,451 11,537 10,589 -2,699 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 9.8 10.1 31.3 48.5 61.4 68.3 38.6 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
36 24 32 33 25 82 68
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,026
COMMITMENTS
6,097 705 0 2,303 8,695 8,400 9,400 1,626 626
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 7.0 0.0 23.0 86.7 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 79,158
COMMITMENTS
29,932 1,522 0 44,276 69,963 74,208 71,485 4,950 7,673
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,412)
-467 -1,739 0 5,600 5,703 5,133 3,964 -721 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.9 0.0 55.9 88.4 93.7 90.3 6.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 0 17 18 20 19
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,526,398
COMMITMENTS
733,633 1022844 4340486 7450413 6488070 12524532 11851399 1001865 1674998
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 218,435)
16,661 -193,257 315,760 30,288 195,962 362,710 318,466 -144,274 -100,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.6 32.1 55.1 48.0 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 75 98 120 132 230 252
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 738,034
COMMITMENTS
57,540 82,197 37,985 489,993 502,313 585,518 622,495 152,516 115,539
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,878)
-771 -5,358 3,047 -0 4,784 2,275 2,474 1,602 1,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.1 5.1 66.4 68.1 79.3 84.3 20.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
48 36 52 99 68 171 132
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 886,772
COMMITMENTS
146,743 166,938 22,317 389,612 582,939 558,671 772,194 328,101 114,579
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 21,529)
-5,779 86 6,530 24,412 3,269 25,163 9,885 -3,634 11,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 18.8 2.5 43.9 65.7 63.0 87.1 37.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
38 50 24 50 51 99 114
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,750
COMMITMENTS
725 2,015 0 6,619 8,687 7,344 10,702 4,406 1,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 45)
-739 -98 0 550 151 -189 53 234 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 17.1 0.0 56.3 73.9 62.5 91.1 37.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 0 14 12 15 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,341
COMMITMENTS
9,559 1,551 25 10,207 17,547 19,791 19,123 5,550 6,218
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,778)
1,870 -63 23 591 2,382 2,484 2,342 294 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 6.1 0.1 40.3 69.2 78.1 75.5 21.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 1 12 18 21 23
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,988
COMMITMENTS
3,986 17,314 116 36,133 27,867 40,235 45,298 15,753 10,691
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,056)
-1,155 -314 -2 1,799 719 643 404 1,413 1,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 30.9 0.2 64.5 49.8 71.9 80.9 28.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
10 23 3 37 31 50 54
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,334
COMMITMENTS
74,661 116,321 3,684 171,116 115,098 249,460 235,102 31,874 46,232
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 12,140)
-2,916 -3,681 742 18,780 14,769 16,605 11,829 -4,464 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 41.3 1.3 60.8 40.9 88.7 83.6 11.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
36 68 11 39 37 82 109
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,331
COMMITMENTS
28,911 3,594 5,796 31,646 70,996 66,354 80,386 22,978 8,945
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -22,763)
-28,595 193 1,262 10,602 -24,808 -16,731 -23,354 -6,032 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.0 6.5 35.4 79.5 74.3 90.0 25.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 3 4 21 16 37 22
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,288
COMMITMENTS
1,190 10,246 0 24,338 14,099 25,528 24,345 4,760 5,943
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,438)
0 25 0 1,588 1,950 1,588 1,975 -150 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 33.8 0.0 80.4 46.5 84.3 80.4 15.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 26 24 29 36
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 163,479
COMMITMENTS
33,281 31,832 1,471 111,154 117,247 145,906 150,550 17,573 12,929
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 7,491)
-4,207 163 119 12,552 6,986 8,464 7,267 -973 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.5 0.9 68.0 71.7 89.3 92.1 10.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
22 36 9 28 41 54 82
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,800
COMMITMENTS
12,140 11,531 351 13,080 16,722 25,571 28,604 12,229 9,196
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,060)
-412 321 79 2,884 1,682 2,551 2,082 1,509 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 30.5 0.9 34.6 44.2 67.6 75.7 32.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 15 3 15 20 39 37
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,064
COMMITMENTS
10,400 350 0 12,144 1,754 22,544 2,104 4,520 24,960
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 1.3 0.0 44.9 6.5 83.3 7.8 16.7 92.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 1 0 8 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 67,186
COMMITMENTS
3,246 7,728 250 49,123 25,570 52,619 33,548 14,567 33,638
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -534)
0 100 250 798 -240 1,048 110 -1,582 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 11.5 0.4 73.1 38.1 78.3 49.9 21.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 1 19 28 23 43
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 116,597
COMMITMENTS
38,376 4,697 20,074 22,204 80,826 80,655 105,597 35,942 10,999
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -10,470)
-8,253 -950 -2,868 1,057 -5,707 -10,065 -9,525 -405 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.0 17.2 19.0 69.3 69.2 90.6 30.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
92 29 51 29 34 146 95
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 117,948
COMMITMENTS
40,642 14,006 26,544 34,605 64,041 101,791 104,592 16,157 13,356
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -6,368)
-6,699 -1,942 1,032 353 -5,601 -5,315 -6,511 -1,053 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 11.9 22.5 29.3 54.3 86.3 88.7 13.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
68 55 52 41 42 141 125
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 349,778
COMMITMENTS
139,214 24,445 59,973 93,132 242,876 292,319 327,295 57,460 22,484
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -45,388)
-11,030 -6,242 -22,153 -7,110 -14,386 -40,292 -42,781 -5,096 -2,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 7.0 17.1 26.6 69.4 83.6 93.6 16.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
126 40 56 38 40 191 120
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,297
COMMITMENTS
7,388 905 617 299 7,817 8,304 9,339 1,993 958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -302)
695 138 -375 -165 -221 155 -458 -457 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 8.8 6.0 2.9 75.9 80.6 90.7 19.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 5 9 4 5 35 16
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 81,145
COMMITMENTS
17,931 5,271 8,508 41,079 45,279 67,518 59,059 13,627 22,086
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,935)
-1,404 412 153 234 -795 -1,017 -230 -918 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 6.5 10.5 50.6 55.8 83.2 72.8 16.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
29 19 15 42 51 80 76
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,322
COMMITMENTS
1,782 1,474 1,528 21,669 19,180 24,979 22,183 10,342 13,139
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -2,579)
-53 -480 -529 -1,326 -874 -1,908 -1,883 -671 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.2 4.3 61.3 54.3 70.7 62.8 29.3 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 8 7 22 17 33 27
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 179,466
COMMITMENTS
44,998 4,777 47,118 63,893 115,577 156,009 167,472 23,457 11,993
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 5,298)
-564 -647 2,592 832 1,948 2,860 3,893 2,438 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.7 26.3 35.6 64.4 86.9 93.3 13.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
112 29 59 71 74 203 148
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,853
COMMITMENTS
16,840 4,295 8,100 12,980 30,088 37,920 42,482 6,933 2,371
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 520)
-499 327 -77 422 403 -154 654 674 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 9.6 18.1 28.9 67.1 84.5 94.7 15.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
77 20 33 28 20 123 61
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 149,571
COMMITMENTS
35,891 3,778 16,741 83,150 122,006 135,782 142,525 13,789 7,046
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -15,708)
-13,636 -1,944 -2,789 1,669 -10,285 -14,756 -15,018 -952 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 2.5 11.2 55.6 81.6 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
72 18 52 46 45 145 106
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 474,737
COMMITMENTS
82,835 34,526 82,559 230,743 299,540 396,137 416,626 78,600 58,112
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -4,520)
-15,245 17,023 -1,901 16,822 -26,299 -324 -11,177 -4,197 6,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 7.3 17.4 48.6 63.1 83.4 87.8 16.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
54 33 42 62 51 132 110
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 157,320
COMMITMENTS
44,888 8,224 44,618 53,582 95,430 143,088 148,272 14,232 9,048
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -12,235)
-8,428 -2,625 -3,422 -126 -6,199 -11,976 -12,246 -259 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 5.2 28.4 34.1 60.7 91.0 94.2 9.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
179 67 139 103 114 344 275
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,131
COMMITMENTS
5,158 8,008 2,724 7,694 5,133 15,576 15,865 3,555 3,266
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -1,889)
11 -4,130 28 -2,192 2,421 -2,153 -1,681 264 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 41.9 14.2 40.2 26.8 81.4 82.9 18.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 22 10 6 5 27 29
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,690
COMMITMENTS
36,751 30,942 32,935 105,953 116,115 175,639 179,991 32,052 27,700
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -17,218)
-619 2,214 -9,829 -7,084 -9,431 -17,532 -17,047 314 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 14.9 15.9 51.0 55.9 84.6 86.7 15.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 33 31 59 59 116 103
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 713,855
COMMITMENTS
59,592 53,887 282,173 293,083 340,742 634,848 676,803 79,006 37,052
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -45,687)
4,874 -4,617 -20,595 -24,760 -18,707 -40,481 -43,919 -5,205 -1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.5 39.5 41.1 47.7 88.9 94.8 11.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
64 46 76 81 73 185 159
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,282
COMMITMENTS
11,434 3,868 180 71,887 83,949 83,501 87,997 8,781 4,285
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 2,974)
1,208 -840 180 1,615 2,689 3,003 2,029 -29 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.2 0.2 77.9 91.0 90.5 95.4 9.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 19 24 21 25
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,009
COMMITMENTS
0 5,340 3,926 47,924 37,612 51,850 46,878 2,159 7,131
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,967)
0 -1,178 1,208 666 3,252 1,874 3,282 93 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 7.3 88.7 69.6 96.0 86.8 4.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 12 13 13 16
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,239
COMMITMENTS
5,183 1,068 3,081 38,169 41,715 46,433 45,864 3,806 4,375
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 3,443)
-266 144 -262 4,373 3,253 3,845 3,135 -402 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.1 6.1 76.0 83.0 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 20 18 23 21
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,424
COMMITMENTS
148 1,541 4,995 52,658 50,508 57,801 57,044 8,623 9,380
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 1,355)
-1,908 -676 1,910 193 -905 195 329 1,160 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 7.5 79.3 76.0 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 17 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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,880
COMMITMENTS
2,100 2,190 0 27,360 26,474 29,460 28,664 420 1,216
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.3 0.0 91.6 88.6 98.6 95.9 1.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 12 9 14 11
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,343
COMMITMENTS
2,100 2,370 0 23,909 23,223 26,009 25,593 1,334 1,750
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.7 0.0 87.4 84.9 95.1 93.6 4.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 11 13 13 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 981,941
COMMITMENTS
269,052 67,265 154,808 532,248 742,692 956,108 964,765 25,833 17,176
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 18,844)
7,252 1,289 -2,461 4,466 12,641 9,257 11,469 9,587 7,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 6.9 15.8 54.2 75.6 97.4 98.3 2.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
24 6 28 85 80 116 110
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 137,371
COMMITMENTS
29,455 41,819 35,355 67,035 56,647 131,845 133,821 5,526 3,550
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 4,916)
-3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223 -1,188 1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 30.4 25.7 48.8 41.2 96.0 97.4 4.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 10 11 21 21 37 36
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,113
COMMITMENTS
6,456 2,971 11,883 29,458 33,108 47,797 47,963 316 150
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 541)
969 -508 -243 -215 1,422 511 671 30 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.2 24.7 61.2 68.8 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 7 8 27 27 35 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,052
COMMITMENTS
3,200 510 1,456 14,158 16,848 18,814 18,814 238 238
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: 256)
44 -128 86 126 298 256 256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 2.7 7.6 74.3 88.4 98.8 98.8 1.2 1.2
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 03/22/05 |
--------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,994
COMMITMENTS
348 5,792 856 7,790 2,346 8,994 8,994 0 0
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 64.4 9.5 86.6 26.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 13 7 16 10
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,286,514
COMMITMENTS
169,823 57,821 323,917 720,001 809,960 1213741 1191698 72,774 94,816
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -3,492)
-2,527 -5,905 1,065 -5,538 -4,302 -7,001 -9,142 3,509 5,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.5 25.2 56.0 63.0 94.3 92.6 5.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
89 90 116 77 83 227 236
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,463
COMMITMENTS
8,476 1,753 75 1,063 10,043 9,614 11,871 2,849 592
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -433)
-368 351 -9 145 -834 -232 -492 -201 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 14.1 0.6 8.5 80.6 77.1 95.2 22.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
69 9 2 10 22 81 33
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,960
COMMITMENTS
4,558 507 66 1,209 6,656 5,833 7,229 2,127 731
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -755)
-334 4 -20 -174 -518 -528 -534 -227 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 6.4 0.8 15.2 83.6 73.3 90.8 26.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 2 8 16 32 20
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,391
COMMITMENTS
46,886 7,793 41,285 105,949 152,583 194,119 201,660 23,271 15,730
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -9,738)
-300 1,275 -5,518 -2,990 -6,729 -8,809 -10,973 -929 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.6 19.0 48.7 70.2 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
59 28 47 76 84 155 142
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
Updated April 8, 2005