WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,869
COMMITMENTS
43,483 23,615 63,348 139,724 151,031 246,554 237,993 35,314 43,876
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,677)
-12,963 -3,959 -2,386 -6,202 -14,884 -21,551 -21,230 3,874 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.4 22.5 49.6 53.6 87.5 84.4 12.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
84 55 75 51 59 168 165
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 825,178
COMMITMENTS
95,870 90,972 124,455 462,841 368,928 683,166 584,355 142,012 240,823
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 15,261)
-11,837 13,307 15,692 10,514 -22,196 14,368 6,803 892 8,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.0 15.1 56.1 44.7 82.8 70.8 17.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 482)
119 103 124 211 207 399 378
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,862
COMMITMENTS
2,627 23 539 928 6,840 4,093 7,402 4,768 1,460
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 365)
219 -707 76 7 1,182 303 551 62 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 0.3 6.1 10.5 77.2 46.2 83.5 53.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 3 4 10 16 25 20
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 396,473
COMMITMENTS
54,095 25,053 88,291 185,895 165,346 328,281 278,690 68,192 117,784
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -13,371)
-5,457 952 2,641 -7,891 -12,380 -10,707 -8,786 -2,664 -4,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.3 22.3 46.9 41.7 82.8 70.3 17.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
126 115 146 107 115 315 302
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,487
COMMITMENTS
12,310 3,315 669 212 870 13,191 4,854 3,296 11,633
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -266)
-647 -317 253 -100 5 -494 -59 228 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 20.1 4.1 1.3 5.3 80.0 29.4 20.0 70.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 7 7 2 3 19 14
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 173,141
COMMITMENTS
30,306 12,116 29,286 82,696 117,763 142,288 159,165 30,852 13,976
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -7,238)
-2,340 429 -3,395 -1,730 -2,805 -7,466 -5,772 228 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.0 16.9 47.8 68.0 82.2 91.9 17.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
41 33 39 46 46 116 98
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 926,412
COMMITMENTS
83,822 133,744 138,776 551,107 446,689 773,705 719,209 152,707 207,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -29,762)
-18,254 -19,470 -10,498 -21,982 -13,359 -50,733 -43,326 20,971 13,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.4 15.0 59.5 48.2 83.5 77.6 16.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
34 44 50 75 88 139 152
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,440
COMMITMENTS
24,362 10,211 25,922 65,735 88,705 116,019 124,838 32,421 23,602
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -10,155)
-6,697 -1,821 -2,919 -690 -6,170 -10,306 -10,909 152 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.9 17.5 44.3 59.8 78.2 84.1 21.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
43 25 41 57 55 123 110
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,427
COMMITMENTS
3,395 1,729 1,311 767 2,987 5,473 6,027 1,954 1,400
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 744)
106 50 743 -98 -196 751 597 -7 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 23.3 17.7 10.3 40.2 73.7 81.1 26.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 11 10 9 12 30 31
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 313,737
COMMITMENTS
102,991 64,478 6 151,902 141,978 254,899 206,462 58,838 107,275
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,902)
-11,451 -14,750 -139 -12,475 -3,708 -24,065 -18,597 6,163 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 20.6 0.0 48.4 45.3 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 25 1 38 42 58 67
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,733,771
COMMITMENTS
322,944 522,271 475,175 1714055 1192998 2512175 2190445 221,596 543,326
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -75,089)
-91,826 -119,337 50,324 -51,327 -14,444 -92,829 -83,457 17,739 8,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 19.1 17.4 62.7 43.6 91.9 80.1 8.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
35 82 81 106 131 194 241
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,691,299
COMMITMENTS
156,848 330,942 239,984 1135743 780,229 1532575 1351155 158,724 340,144
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -26,118)
-45,934 19,508 -43,008 54,583 31,221 -34,359 7,722 8,241 -33,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.6 14.2 67.2 46.1 90.6 79.9 9.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
30 58 48 68 87 127 164
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 585,478
COMMITMENTS
183,019 33,728 160,323 205,489 357,862 548,831 551,913 36,647 33,565
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -99,772)
-16,786 -12,113 -28,157 -47,575 -54,083 -92,517 -94,352 -7,255 -5,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 5.8 27.4 35.1 61.1 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
41 15 42 53 56 103 105
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,026
COMMITMENTS
9,409 10,956 675 20,635 21,078 30,719 32,709 9,307 7,317
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -35)
-368 4,626 58 78 -5,557 -231 -872 196 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 27.4 1.7 51.6 52.7 76.7 81.7 23.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 6 21 11 43 24
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 47,942
COMMITMENTS
10,597 17,489 4,839 19,681 14,522 35,117 36,850 12,825 11,093
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 10,103)
812 7,477 1,064 7,116 -1,699 8,992 6,842 1,111 3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 36.5 10.1 41.1 30.3 73.2 76.9 26.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 19 23 14 13 51 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,800
COMMITMENTS
4,219 6,077 1,046 28,426 25,160 33,691 32,283 109 1,517
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -568)
-24 -786 0 -495 468 -519 -318 -49 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.0 3.1 84.1 74.4 99.7 95.5 0.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 22 4 20 19 28 42
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 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,587
COMMITMENTS
0 1,992 0 12,586 10,182 12,586 12,174 1 413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -396)
0 -212 0 -252 -484 -252 -696 -144 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.8 0.0 100.0 80.9 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 9 0 5 8 5 17
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,776
COMMITMENTS
1,734 2,096 4,494 14,285 13,654 20,513 20,243 6,264 6,533
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -4,973)
213 -373 -1,049 -3,686 -3,048 -4,522 -4,471 -451 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.8 16.8 53.3 51.0 76.6 75.6 23.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 5 15 23 17 39 33
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,752
COMMITMENTS
16,687 4,942 19,575 44,718 41,993 80,979 66,510 18,773 33,242
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,537)
-1,023 352 3,332 248 228 2,557 3,913 1,980 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 5.0 19.6 44.8 42.1 81.2 66.7 18.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 33 52 29 35 107 100
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,366
COMMITMENTS
164 596 95 1,563 665 1,822 1,356 544 1,010
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -177)
62 -9 11 -155 54 -82 56 -94 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 25.2 4.0 66.1 28.1 77.0 57.3 23.0 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 11 4 10 3 19 14
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,373
COMMITMENTS
45,996 8,494 18,910 73,248 86,556 138,155 113,960 20,218 44,413
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -12,780)
-654 238 -6,751 -3,170 -4,071 -10,574 -10,584 -2,205 -2,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.4 11.9 46.3 54.7 87.2 72.0 12.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 28 43 86 116 171 171
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,779
COMMITMENTS
1,806 334 477 1,262 3,502 3,545 4,313 2,234 1,466
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 176)
-197 47 40 181 -52 25 35 151 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 5.8 8.3 21.8 60.6 61.3 74.6 38.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 10 9 14 20 39 33
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,967
COMMITMENTS
10,440 904 8,299 7,898 7,448 26,637 16,651 5,330 15,315
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,991)
601 79 312 682 105 1,595 496 396 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 2.8 26.0 24.7 23.3 83.3 52.1 16.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 13 24 44 48 107 78
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,096
COMMITMENTS
35,756 10,013 1,691 14,656 57,107 52,104 68,811 33,992 17,285
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,108)
214 1,169 111 -1,260 -708 -935 573 -172 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 11.6 2.0 17.0 66.3 60.5 79.9 39.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 10 6 17 24 46 36
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 48,296
COMMITMENTS
1,677 20,456 1 37,030 12,476 38,708 32,933 9,587 15,363
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,142)
-491 4,246 0 6,047 793 5,556 5,039 -413 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 42.4 0.0 76.7 25.8 80.1 68.2 19.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 13 1 16 5 20 18
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 60,671
COMMITMENTS
32,647 10,969 7 19,617 45,386 52,271 56,363 8,400 4,308
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -60)
80 2,088 -427 -1,027 -2,092 -1,373 -431 1,313 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 18.1 0.0 32.3 74.8 86.2 92.9 13.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
41 17 1 15 21 57 38
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,603
COMMITMENTS
21,274 6,054 1,682 28,800 51,676 51,756 59,413 19,847 12,191
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,335)
2,706 -706 490 1,040 3,480 4,236 3,264 -1,901 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.5 2.3 40.2 72.2 72.3 83.0 27.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 10 7 19 18 40 33
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 154,149
COMMITMENTS
10,106 46,786 3,891 112,853 73,262 126,851 123,940 27,298 30,209
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,457)
-1,112 5,192 774 15,719 5,439 15,380 11,404 -923 3,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 30.4 2.5 73.2 47.5 82.3 80.4 17.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 31 12 30 26 54 64
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,089
COMMITMENTS
25,985 22,523 16,444 61,622 69,646 104,051 108,613 57,038 52,476
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11,806)
-3,919 7,927 1,367 14,923 -2,686 12,372 6,608 -566 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 14.0 10.2 38.3 43.2 64.6 67.4 35.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
33 31 32 33 27 81 75
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,820
COMMITMENTS
6,057 705 0 2,167 8,453 8,224 9,158 1,596 662
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -206)
-40 0 0 -136 -242 -176 -242 -30 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 7.2 0.0 22.1 86.1 83.7 93.3 16.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 7 8 12 10
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 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 83,260
COMMITMENTS
30,205 2,238 0 48,270 72,559 78,475 74,797 4,785 8,463
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 4,102)
273 716 0 3,994 2,596 4,267 3,312 -165 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 2.7 0.0 58.0 87.1 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 16 18 19 19
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,523,032
COMMITMENTS
699,320 1146331 4194054 7615680 6501801 12509055 11842186 1013977 1680846
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,365)
-34,313 123,487 -146,431 165,267 13,731 -15,477 -9,213 12,112 5,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.5 31.0 56.3 48.1 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
60 74 106 123 137 240 265
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,753
COMMITMENTS
58,704 80,794 37,389 491,378 499,601 587,470 617,783 144,282 113,969
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,281)
1,163 -1,403 -596 1,385 -2,712 1,952 -4,712 -8,233 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.0 5.1 67.2 68.3 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 46 54 101 67 177 134
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 900,960
COMMITMENTS
135,060 188,279 27,935 404,542 579,754 567,537 795,968 333,423 104,992
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,188)
-11,683 21,341 5,619 14,930 -3,185 8,866 23,775 5,322 -9,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 20.9 3.1 44.9 64.3 63.0 88.3 37.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 53 27 49 51 99 116
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,761
COMMITMENTS
725 1,573 0 6,418 8,834 7,143 10,407 4,618 1,354
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 11)
0 -442 0 -201 147 -201 -295 212 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.4 0.0 54.6 75.1 60.7 88.5 39.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 13 12 14 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 23,114
COMMITMENTS
7,770 1,544 86 10,441 15,593 18,297 17,223 4,817 5,891
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,227)
-1,789 -7 61 234 -1,954 -1,494 -1,900 -733 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.7 0.4 45.2 67.5 79.2 74.5 20.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 1 13 18 23 21
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,852
COMMITMENTS
4,539 15,567 107 36,379 27,269 41,025 42,942 12,828 10,910
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,136)
553 -1,747 -10 246 -598 789 -2,355 -2,925 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 28.9 0.2 67.6 50.6 76.2 79.7 23.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 24 3 38 30 54 54
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 264,238
COMMITMENTS
57,252 109,437 3,860 172,246 119,399 233,359 232,696 30,879 31,541
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -17,096)
-17,409 -6,884 176 1,131 4,302 -16,102 -2,406 -995 -14,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 41.4 1.5 65.2 45.2 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 60 11 44 38 90 104
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,840
COMMITMENTS
24,431 4,538 6,306 35,635 65,144 66,371 75,988 20,468 10,852
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -2,492)
-4,481 944 510 3,988 -5,853 18 -4,398 -2,509 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 5.2 7.3 41.0 75.0 76.4 87.5 23.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 4 6 20 16 37 25
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,209
COMMITMENTS
1,192 10,515 0 25,648 14,492 26,840 25,007 4,369 6,202
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 921)
2 269 0 1,310 393 1,312 662 -392 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 33.7 0.0 82.2 46.4 86.0 80.1 14.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 12 0 25 26 28 38
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 171,887
COMMITMENTS
36,564 32,289 1,287 120,147 125,663 157,998 159,239 13,888 12,648
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,408)
3,283 457 -184 8,994 8,416 12,092 8,689 -3,684 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.8 0.7 69.9 73.1 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
18 37 9 31 41 53 83
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,663
COMMITMENTS
11,478 10,369 379 13,185 16,968 25,042 27,716 11,621 8,947
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,137)
-662 -1,162 28 105 246 -529 -888 -608 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 28.3 1.0 36.0 46.3 68.3 75.6 31.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 14 4 17 21 42 37
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 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 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,707
COMMITMENTS
3,662 5,338 502 50,510 23,767 54,674 29,607 14,033 39,100
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,521)
416 -2,390 252 1,387 -1,803 2,055 -3,941 -534 5,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 7.8 0.7 73.5 34.6 79.6 43.1 20.4 56.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 14 3 18 26 23 42
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 119,448
COMMITMENTS
39,964 4,664 19,221 25,400 84,350 84,585 108,235 34,863 11,213
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,852)
1,588 -33 -853 3,196 3,524 3,930 2,638 -1,078 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 3.9 16.1 21.3 70.6 70.8 90.6 29.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
93 27 49 28 33 145 90
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 124,252
COMMITMENTS
42,989 14,282 28,056 36,032 68,110 107,077 110,448 17,175 13,804
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 6,304)
2,347 275 1,511 1,427 4,069 5,285 5,856 1,019 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 11.5 22.6 29.0 54.8 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
73 59 53 43 41 151 129
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 341,416
COMMITMENTS
143,159 25,143 57,488 89,506 238,823 290,153 321,454 51,263 19,962
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -8,362)
3,946 698 -2,485 -3,626 -4,053 -2,166 -5,841 -6,196 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 7.4 16.8 26.2 70.0 85.0 94.2 15.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
127 44 54 42 41 188 123
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,631
COMMITMENTS
7,753 950 585 275 8,994 8,613 10,529 2,018 102
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 334)
365 45 -32 -24 1,177 309 1,190 25 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.9 8.9 5.5 2.6 84.6 81.0 99.0 19.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 4 8 3 5 33 16
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,765
COMMITMENTS
11,874 6,496 11,485 42,678 39,359 66,037 57,341 14,728 23,424
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -380)
-6,057 1,225 2,977 1,599 -5,920 -1,481 -1,718 1,101 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.0 14.2 52.8 48.7 81.8 71.0 18.2 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 22 19 44 49 77 81
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,934
COMMITMENTS
1,107 3,370 1,630 20,652 15,824 23,389 20,824 8,545 11,111
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,387)
-675 1,895 102 -1,017 -3,357 -1,590 -1,360 -1,797 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 10.6 5.1 64.7 49.6 73.2 65.2 26.8 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 9 6 22 17 31 28
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,096
COMMITMENTS
43,707 4,588 45,456 64,613 114,782 153,776 164,826 22,321 11,271
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,369)
-1,291 -190 -1,662 720 -795 -2,233 -2,647 -1,136 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 2.6 25.8 36.7 65.2 87.3 93.6 12.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
101 38 62 74 75 208 151
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,107
COMMITMENTS
18,413 4,389 8,655 12,812 31,715 39,880 44,759 7,227 2,348
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 2,254)
1,573 95 555 -168 1,627 1,960 2,277 293 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 9.3 18.4 27.2 67.3 84.7 95.0 15.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
75 24 35 26 21 124 63
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,610
COMMITMENTS
32,309 4,020 15,381 84,976 118,861 132,666 138,261 12,944 7,349
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,961)
-3,583 242 -1,361 1,827 -3,145 -3,117 -4,264 -844 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 2.8 10.6 58.4 81.6 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
62 26 51 52 44 149 100
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 489,459
COMMITMENTS
77,078 50,424 88,695 241,508 287,680 407,281 426,800 82,178 62,659
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 14,722)
-5,757 15,898 6,137 10,765 -11,860 11,144 10,174 3,578 4,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.3 18.1 49.3 58.8 83.2 87.2 16.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
58 36 49 63 52 136 122
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 158,497
COMMITMENTS
45,344 8,270 46,210 52,341 94,406 143,895 148,885 14,602 9,612
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,177)
456 46 1,592 -1,241 -1,024 807 613 371 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 5.2 29.2 33.0 59.6 90.8 93.9 9.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
181 62 133 102 115 336 277
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,878
COMMITMENTS
5,874 5,340 2,730 5,966 7,795 14,570 15,865 4,308 3,013
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -253)
716 -2,669 6 -1,728 2,662 -1,006 -1 753 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 28.3 14.5 31.6 41.3 77.2 84.0 22.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 18 9 6 5 32 26
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 213,685
COMMITMENTS
40,712 33,114 32,982 105,709 118,241 179,403 184,338 34,281 29,347
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,994)
3,961 2,173 47 -244 2,127 3,764 4,347 2,230 1,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 15.5 15.4 49.5 55.3 84.0 86.3 16.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 24 25 56 56 111 92
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 746,891
COMMITMENTS
62,642 58,514 295,360 310,953 359,111 668,955 712,985 77,936 33,906
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 33,036)
3,050 4,627 13,187 17,870 18,369 34,106 36,183 -1,070 -3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.8 39.5 41.6 48.1 89.6 95.5 10.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
56 47 82 85 76 187 167
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,113
COMMITMENTS
10,446 4,048 0 74,971 86,115 85,417 90,163 8,696 3,950
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 1,831)
-988 180 -180 3,084 2,166 1,916 2,166 -85 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.3 0.0 79.7 91.5 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 0 18 25 19 26
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
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,101
COMMITMENTS
5,743 844 3,175 33,221 36,853 42,139 40,872 4,962 6,229
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -3,138)
560 -224 94 -4,948 -4,862 -4,294 -4,992 1,156 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.8 6.7 70.5 78.2 89.5 86.8 10.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 3 17 15 20 18
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,131
COMMITMENTS
0 3,527 4,270 45,465 42,854 49,735 50,651 10,396 9,480
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -6,293)
-148 1,986 -725 -7,193 -7,654 -8,066 -6,393 1,773 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 7.1 75.6 71.3 82.7 84.2 17.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
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
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 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 935,649
COMMITMENTS
272,952 67,790 137,342 501,818 717,672 912,112 922,804 23,537 12,845
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -46,292)
3,900 525 -17,466 -30,430 -25,020 -43,996 -41,961 -2,296 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 7.2 14.7 53.6 76.7 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
19 9 25 75 74 103 101
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,847
COMMITMENTS
34,162 42,884 32,714 70,591 63,258 137,467 138,856 5,380 3,991
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 5,476)
4,707 1,065 -2,641 3,556 6,611 5,622 5,035 -146 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 30.0 22.9 49.4 44.3 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 7 12 22 22 39 35
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,153
COMMITMENTS
8,196 2,878 11,711 27,708 32,991 47,615 47,581 537 572
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 40)
1,740 -93 -172 -1,750 -117 -181 -382 221 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.0 24.3 57.5 68.5 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 5 7 28 27 35 35
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,995
COMMITMENTS
3,623 326 1,129 13,005 16,302 17,757 17,757 238 238
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -1,057)
423 -184 -327 -1,153 -546 -1,057 -1,057 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 1.8 6.3 72.3 90.6 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 4 16 17 20 21
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 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 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,738
COMMITMENTS
179,318 54,534 340,226 732,714 844,547 1252258 1239306 82,480 95,432
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 48,223)
9,495 -3,287 16,309 12,713 34,587 38,517 47,608 9,706 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.1 25.5 54.9 63.3 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
91 90 124 79 85 239 242
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,923
COMMITMENTS
8,824 1,817 75 1,105 10,396 10,004 12,288 2,919 635
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 460)
348 64 0 42 353 390 417 70 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 14.1 0.6 8.6 80.4 77.4 95.1 22.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
66 10 2 10 22 78 33
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,653
COMMITMENTS
4,478 550 86 996 6,232 5,560 6,868 2,093 785
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: -308)
-80 43 20 -213 -424 -273 -361 -35 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 7.2 1.1 13.0 81.4 72.7 89.7 27.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 3 2 7 16 30 20
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,356
COMMITMENTS
49,439 6,919 46,160 102,682 153,987 198,280 207,066 28,076 19,290
CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST: 8,965)
2,553 -873 4,875 -3,267 1,404 4,161 5,406 4,804 3,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 3.1 20.4 45.4 68.0 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
63 25 48 67 88 147 146
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
Updated April 15, 2005