WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,729
COMMITMENTS
37,574 37,062 39,956 146,686 134,504 224,216 211,521 24,513 37,208
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -32,281)
611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181 -3,390 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 14.9 16.1 59.0 54.1 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 83 66 48 55 160 163
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,010
COMMITMENTS
36,964 38,629 56,330 159,814 148,744 253,107 243,703 27,903 37,308
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 12,056)
-994 9,382 -3,104 14,753 5,859 10,655 12,138 1,402 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.7 20.0 56.9 52.9 90.1 86.7 9.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 81 75 50 57 168 178
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,190
COMMITMENTS
86,295 99,085 104,602 448,607 364,784 639,504 568,470 149,686 220,720
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -51,576)
-1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110 1,744 -4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.6 13.3 56.8 46.2 81.0 72.0 19.0 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
107 117 119 208 202 386 378
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,766
COMMITMENTS
88,020 115,928 128,927 475,877 370,725 692,824 615,581 147,942 225,185
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,447)
-2,035 5,489 7,128 15,318 20,895 20,410 33,511 3,037 -10,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.8 15.3 56.6 44.1 82.4 73.2 17.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
113 134 137 211 208 409 407
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,311
COMMITMENTS
2,718 79 745 1,136 7,100 4,599 7,923 4,712 1,387
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -380)
-223 75 119 -382 -449 -486 -255 106 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.8 8.0 12.2 76.3 49.4 85.1 50.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 3 5 9 16 24 22
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,690
COMMITMENTS
2,941 4 626 1,518 7,549 5,085 8,179 4,606 1,512
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1)
84 -4 -3 305 -85 386 -92 -386 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 0.0 6.5 15.7 77.9 52.5 84.4 47.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 3 4 10 16 26 20
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,078
COMMITMENTS
55,795 22,444 63,113 146,058 145,767 264,967 231,324 68,111 101,754
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -49,700)
-796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851 -4,780 -10,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.7 18.9 43.9 43.8 79.6 69.5 20.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
111 75 106 95 103 268 236
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,778
COMMITMENTS
56,591 26,061 85,005 168,291 159,109 309,887 270,175 72,891 112,604
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,199)
5,796 -2,283 -1,179 -12,191 2,618 -7,573 -844 374 -6,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 6.8 22.2 44.0 41.6 81.0 70.6 19.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
124 115 143 101 107 306 290
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 15,553
COMMITMENTS
10,673 2,895 992 425 1,180 12,090 5,067 3,463 10,486
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -840)
-1,707 -15 -139 191 93 -1,655 -61 815 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 18.6 6.4 2.7 7.6 77.7 32.6 22.3 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 8 11 3 6 17 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,119
COMMITMENTS
27,397 11,343 25,129 76,721 105,984 129,247 142,456 26,872 13,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,637)
-2,103 -241 -790 -2,880 -4,170 -5,773 -5,201 -1,864 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.3 16.1 49.1 67.9 82.8 91.2 17.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
46 22 36 43 46 108 98
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 163,756
COMMITMENTS
29,500 11,584 25,919 79,601 110,154 135,020 147,657 28,736 16,099
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -470)
3,650 -1,259 -1,474 18 1,597 2,194 -1,136 -2,664 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 7.1 15.8 48.6 67.3 82.5 90.2 17.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
45 24 37 40 41 106 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,387
COMMITMENTS
93,281 99,845 118,906 518,173 471,097 730,359 689,848 145,028 185,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -59,756)
4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734 -7,565 3,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.4 13.6 59.2 53.8 83.4 78.8 16.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 36 45 78 87 139 144
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 935,143
COMMITMENTS
88,357 143,056 145,698 548,496 464,827 782,551 753,582 152,592 181,561
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 22,164)
1,615 8,347 8,154 21,546 11,531 31,316 28,033 -9,152 -5,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.3 15.6 58.7 49.7 83.7 80.6 16.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
33 45 50 79 88 141 154
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,700
COMMITMENTS
33,945 10,160 24,386 65,793 100,972 124,125 135,518 34,575 23,182
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,002)
4,968 -1,293 -3,751 -690 7,188 527 2,144 474 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.4 15.4 41.5 63.6 78.2 85.4 21.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 22 38 56 63 129 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,698
COMMITMENTS
28,977 11,453 28,137 66,484 93,784 123,598 133,374 34,100 24,324
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,515)
6,999 -167 -196 -369 7,164 6,434 6,801 1,081 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 7.3 17.8 42.2 59.5 78.4 84.6 21.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
43 30 43 57 59 131 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,572 1,350 820 1,219 4,590 5,610 6,760 2,252 1,102
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -204)
16 107 -435 202 98 -217 -230 12 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 17.2 10.4 15.5 58.4 71.4 86.0 28.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 6 9 12 15 34 29
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,066
COMMITMENTS
3,556 1,243 1,255 1,016 4,492 5,827 6,990 2,239 1,076
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 629)
159 -25 121 153 520 433 616 196 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 15.4 15.6 12.6 55.7 72.2 86.7 27.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 6 10 10 13 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,516
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,259 99,638
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 11,527)
9,550 12,695 212 3,844 -3,178 13,606 9,728 -2,078 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 23.3 0.1 46.2 45.1 79.6 68.4 20.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 303,988
COMMITMENTS
95,873 60,816 11 141,767 145,322 237,651 206,150 66,337 97,838
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,954)
6,287 3,458 5 -3,690 9,046 2,602 12,510 4,352 -5,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.0 0.0 46.6 47.8 78.2 67.8 21.8 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 23 2 36 39 57 62
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,751,287
COMMITMENTS
334,224 403,874 488,963 1655427 1378591 2478614 2271428 272,673 479,859
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -86,156)
48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975 20,169 17,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.7 17.8 60.2 50.1 90.1 82.6 9.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
51 78 84 110 150 211 262
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,837,443
COMMITMENTS
285,477 405,612 571,608 1727854 1398184 2584939 2375403 252,504 462,040
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 65,537)
-41,274 -95,308 80,987 -6,347 81,783 33,367 67,462 32,170 -1,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.3 20.1 60.9 49.3 91.1 83.7 8.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
41 91 92 117 152 221 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,808
COMMITMENTS
131,217 288,212 215,310 1145728 846,047 1492255 1349569 171,553 314,239
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -69,563)
782 -17,232 -36,065 -12,245 632 -47,528 -52,665 -22,035 -16,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.3 12.9 68.9 50.9 89.7 81.1 10.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 52 49 71 94 131 167
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,733,371
COMMITMENTS
130,434 305,443 251,376 1157972 845,415 1539782 1402234 193,589 331,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 16,714)
-23,307 -22,795 23,109 -14,254 35,080 -14,452 35,395 31,166 -18,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 17.6 14.5 66.8 48.8 88.8 80.9 11.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
26 66 55 77 96 143 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,280
COMMITMENTS
217,057 30,877 203,223 219,635 412,481 639,915 646,581 41,365 34,699
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 30,140)
34,085 5,653 3,301 -3,976 22,684 33,409 31,637 -3,269 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.5 29.8 32.2 60.5 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
43 24 47 52 59 112 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 651,139
COMMITMENTS
182,972 25,224 199,922 223,611 389,798 606,506 614,944 44,634 36,195
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 20,271)
1,398 -9,564 17,729 -9,805 6,112 9,322 14,276 10,949 5,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.9 30.7 34.3 59.9 93.1 94.4 6.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
45 17 48 56 61 112 115
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,495
COMMITMENTS
10,083 11,984 1,351 21,185 22,125 32,619 35,461 10,876 8,034
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,136)
1,278 -355 190 101 357 1,569 192 -433 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 27.6 3.1 48.7 50.9 75.0 81.5 25.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 16 9 19 12 46 31
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,359
COMMITMENTS
8,805 12,340 1,161 21,083 21,768 31,050 35,269 11,310 7,091
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,833)
-561 471 136 948 1,254 523 1,861 1,310 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 29.1 2.7 49.8 51.4 73.3 83.3 26.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 18 9 18 12 44 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,352
COMMITMENTS
9,103 24,525 2,904 37,876 21,550 49,883 48,979 15,469 16,373
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,737)
-2,669 4,625 889 9,864 -1,395 8,084 4,118 -3,347 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 37.5 4.4 58.0 33.0 76.3 74.9 23.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 27 17 16 16 45 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,615
COMMITMENTS
11,772 19,901 2,015 28,012 22,946 41,799 44,861 18,817 15,754
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,855)
633 2,087 -2,208 4,213 4,463 2,639 4,342 5,216 3,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 32.8 3.3 46.2 37.9 69.0 74.0 31.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 22 14 16 13 45 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,159
COMMITMENTS
2,937 5,654 1,046 30,385 26,473 34,368 33,173 791 1,986
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,267)
-1,230 -586 0 1,903 1,251 673 665 594 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 16.1 3.0 86.4 75.3 97.8 94.4 2.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 21 4 20 21 30 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 11,892
COMMITMENTS
0 1,244 0 11,644 10,304 11,644 11,548 248 344
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,462)
0 -782 0 -1,709 -924 -1,709 -1,706 247 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 0.0 97.9 86.6 97.9 97.1 2.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 8 0 5 9 5 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,088
COMMITMENTS
1,692 2,159 4,993 16,663 15,189 23,349 22,342 6,739 7,746
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,288)
-39 68 407 1,142 516 1,510 990 -222 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.2 16.6 55.4 50.5 77.6 74.3 22.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 6 14 23 18 39 34
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,799
COMMITMENTS
1,731 2,092 4,587 15,522 14,673 21,839 21,352 6,960 7,448
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,338)
268 -1 33 745 586 1,046 618 293 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.3 15.9 53.9 51.0 75.8 74.1 24.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 4 12 24 19 39 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,796
COMMITMENTS
16,797 9,069 24,175 42,481 37,425 83,453 70,669 16,343 29,127
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,890)
1,319 3,814 2,528 40 -1,024 3,886 5,318 4 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.1 24.2 42.6 37.5 83.6 70.8 16.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
46 38 59 28 35 110 113
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,905
COMMITMENTS
15,478 5,254 21,647 42,441 38,449 79,567 65,351 16,339 30,555
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -2,687)
-221 -113 158 -1,283 -1,625 -1,346 -1,580 -1,342 -1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.5 22.6 44.3 40.1 83.0 68.1 17.0 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
35 35 54 26 30 101 96
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,826
COMMITMENTS
392 1,486 420 1,639 765 2,451 2,671 1,375 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 758)
208 516 98 49 -37 355 577 403 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 38.8 11.0 42.8 20.0 64.1 69.8 35.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 12 8 8 3 22 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,069
COMMITMENTS
184 970 322 1,590 802 2,097 2,094 972 974
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 631)
-9 440 202 23 48 216 690 414 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 31.6 10.5 51.8 26.1 68.3 68.3 31.7 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 6 10 4 20 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,675
COMMITMENTS
45,945 11,475 21,384 70,051 79,957 137,381 112,816 19,294 43,860
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,039)
4,826 1,035 2,178 -2,669 -556 4,335 2,657 1,704 3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.3 13.6 44.7 51.0 87.7 72.0 12.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
61 31 42 63 102 150 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,637
COMMITMENTS
41,120 10,440 19,206 72,721 80,513 133,046 110,159 17,590 40,478
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2)
-2,179 977 2,028 1,641 -2,375 1,490 630 -1,488 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.9 12.7 48.3 53.4 88.3 73.1 11.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
55 31 45 79 109 161 166
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,879
COMMITMENTS
1,200 442 402 1,215 2,634 2,817 3,478 2,062 1,401
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -50)
-193 147 -34 -73 -305 -300 -193 250 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.1 8.2 24.9 54.0 57.7 71.3 42.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 7 8 19 16 37 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,929
COMMITMENTS
1,393 295 437 1,288 2,939 3,117 3,670 1,812 1,258
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -317)
-72 -10 0 32 -54 -40 -65 -277 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.0 8.9 26.1 59.6 63.2 74.5 36.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 9 10 15 17 37 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,852
COMMITMENTS
10,287 2,293 6,297 9,313 7,446 25,897 16,035 5,955 15,816
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 851)
-254 800 208 145 -340 99 668 751 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 7.2 19.8 29.2 23.4 81.3 50.3 18.7 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
53 25 31 49 50 119 94
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,001
COMMITMENTS
10,542 1,493 6,089 9,167 7,786 25,798 15,367 5,203 15,633
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -900)
61 411 -1,939 999 99 -879 -1,429 -21 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 4.8 19.6 29.6 25.1 83.2 49.6 16.8 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
52 18 23 48 54 112 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,366
COMMITMENTS
13,713 38,118 2,350 48,040 30,932 64,103 71,399 28,264 20,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,571)
142 8,191 153 9,546 -1,061 9,841 7,283 -270 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 41.3 2.5 52.0 33.5 69.4 77.3 30.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 15 6 27 20 47 39
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,796
COMMITMENTS
13,571 29,926 2,197 38,494 31,993 54,262 64,116 28,534 18,680
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7,551)
-2,348 6,600 297 12,560 -181 10,509 6,715 -2,958 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 36.1 2.7 46.5 38.6 65.5 77.4 34.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 15 6 24 21 45 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,064
COMMITMENTS
3,504 12,129 1 21,122 7,719 24,627 19,849 10,437 15,215
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,371)
-81 -3,177 0 -1,584 1,107 -1,665 -2,070 295 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 34.6 0.0 60.2 22.0 70.2 56.6 29.8 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 1 10 8 16 15
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 36,435
COMMITMENTS
3,585 15,306 1 22,706 6,612 26,292 21,919 10,142 14,516
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -9,809)
1,908 -9,135 0 -11,902 1,007 -9,994 -8,128 184 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 42.0 0.0 62.3 18.1 72.2 60.2 27.8 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 12 1 10 7 16 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,147
COMMITMENTS
71,277 5,197 57 19,424 91,149 90,758 96,402 8,390 2,745
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,278)
6,435 1,042 -1 -491 4,859 5,944 5,900 334 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 5.2 0.1 19.6 91.9 91.5 97.2 8.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
53 16 2 18 18 72 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,869
COMMITMENTS
64,842 4,155 57 19,915 86,290 84,814 90,503 8,056 2,367
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 14,596)
13,161 147 0 2,564 15,611 15,725 15,759 -1,129 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 4.5 0.1 21.4 92.9 91.3 97.5 8.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
53 10 2 18 18 72 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 87,877
COMMITMENTS
29,298 5,474 818 33,734 70,510 63,850 76,803 24,026 11,074
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,786)
-3,036 -965 -2,083 -995 1,602 -6,114 -1,446 3,327 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 6.2 0.9 38.4 80.2 72.7 87.4 27.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 9 4 16 15 41 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,663
COMMITMENTS
32,334 6,440 2,902 34,729 68,907 69,964 78,249 20,699 12,414
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,330)
6,591 185 1,370 -3,563 4,221 4,398 5,776 932 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 7.1 3.2 38.3 76.0 77.2 86.3 22.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 11 6 19 15 44 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 165,535
COMMITMENTS
10,403 42,651 4,313 123,500 92,610 138,215 139,573 27,320 25,962
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,128)
3,527 -18,644 1,388 -8,262 16,910 -3,347 -347 218 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 25.8 2.6 74.6 55.9 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 25 8 31 29 48 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,663
COMMITMENTS
6,875 61,295 2,925 131,762 75,701 141,561 139,920 27,102 28,743
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 8,974)
-3,507 6,163 -2,304 15,293 8,725 9,482 12,583 -508 -3,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 36.3 1.7 78.1 44.9 83.9 83.0 16.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 32 8 30 27 47 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,528
COMMITMENTS
23,706 18,287 17,927 71,711 79,436 113,344 115,651 52,183 49,877
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 13,596)
1,547 572 -392 8,098 5,155 9,253 5,336 4,343 8,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.0 10.8 43.3 48.0 68.5 69.9 31.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 26 26 33 27 76 67
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,931
COMMITMENTS
22,159 17,715 18,319 63,614 74,281 104,091 110,315 47,840 41,617
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,746)
-3,722 -5,917 4,468 -1,586 -342 -840 -1,791 -3,906 -2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.7 12.1 41.9 48.9 68.5 72.6 31.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 30 26 32 27 75 66
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436
COMMITMENTS
31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888)
327 6,000 110 7,860 1,330 8,297 7,440 -409 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 14 18 18 22
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,548
COMMITMENTS
31,057 0 58 33,394 60,770 64,509 60,828 3,039 6,720
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -27,220)
-4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262 -1,658 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 0.0 0.1 49.4 90.0 95.5 90.1 4.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 0 1 13 18 16 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,010,217
COMMITMENTS
629,239 707,849 3768891 7434138 6762124 11832269 11238864 1177948 1771353
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 94,709)
59,749 71,346 -131,663 149,317 79,951 77,403 19,633 17,306 75,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.4 29.0 57.1 52.0 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
57 67 109 137 141 254 264
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,915,508
COMMITMENTS
569,490 636,503 3900555 7284821 6682173 11754866 11219231 1160642 1696277
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -542,306)
-62,496 -403,787 -174,532 -412,554 40,976 -649,582 -537,342 107,276 -4,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.9 30.2 56.4 51.7 91.0 86.9 9.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
53 77 108 127 135 246 258
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,101
COMMITMENTS
63,892 74,024 50,468 501,273 519,756 615,633 644,248 152,468 123,853
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,928)
-1,088 -5,494 3,920 6,139 10,812 8,971 9,237 12,958 12,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.6 6.6 65.3 67.7 80.2 83.9 19.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 39 57 102 68 183 135
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 746,173
COMMITMENTS
64,980 79,518 46,549 495,134 508,944 606,662 635,011 139,510 111,162
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,521)
2,890 1,667 9,553 6,330 11,822 18,773 23,043 -1,252 -5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.7 6.2 66.4 68.2 81.3 85.1 18.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
50 40 54 100 69 180 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,606
COMMITMENTS
210,064 212,389 21,862 453,804 644,038 685,730 878,288 299,876 107,318
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,003)
3,566 -8,997 814 2,474 -5,510 6,854 -13,693 -17,857 2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.5 2.2 46.0 65.3 69.6 89.1 30.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 52 26 56 63 115 127
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 996,609
COMMITMENTS
206,498 221,386 21,048 451,330 649,548 678,876 891,982 317,733 104,627
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 92,154)
35,901 29,818 3,349 68,726 40,393 107,976 73,559 -15,822 18,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 22.2 2.1 45.3 65.2 68.1 89.5 31.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
44 53 26 51 61 107 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,848
COMMITMENTS
725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34)
0 -33 0 -353 -29 -353 -62 387 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 10 13 11 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,814
COMMITMENTS
725 1,271 0 5,797 9,292 6,522 10,563 5,292 1,251
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 25)
0 -2 0 -243 271 -243 269 268 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.8 0.0 49.1 78.7 55.2 89.4 44.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,269
COMMITMENTS
7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143)
1,682 270 -17 -901 -146 764 107 -907 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 2 19 18 26 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,412
COMMITMENTS
5,633 495 99 17,480 18,074 23,212 18,668 4,200 8,744
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 3,168)
-166 -684 -19 4,181 1,802 3,996 1,099 -828 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 1.8 0.4 63.8 65.9 84.7 68.1 15.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 1 18 18 27 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,392
COMMITMENTS
6,844 20,440 83 36,076 27,903 43,003 48,426 18,389 12,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,237)
1,512 2,027 -45 -57 1,762 1,410 3,744 1,827 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 33.3 0.1 58.8 45.4 70.0 78.9 30.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 25 2 35 34 53 60
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,155
COMMITMENTS
5,332 18,413 128 36,133 26,141 41,593 44,681 16,562 13,474
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,518)
1,117 1,655 19 -134 -481 1,003 1,193 4,515 4,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 31.7 0.2 62.1 44.9 71.5 76.8 28.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 25 3 36 31 52 58
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,390
COMMITMENTS
79,234 146,895 1,439 221,396 127,338 302,069 275,672 40,320 66,717
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,503)
-716 -1,587 112 24,300 -1,528 23,697 -3,003 -9,193 17,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 42.9 0.4 64.7 37.2 88.2 80.5 11.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 84 8 47 36 90 123
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,886
COMMITMENTS
79,950 148,482 1,327 197,095 128,866 278,373 278,675 49,514 49,211
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 45,308)
1,769 30,141 -1,045 29,251 3,688 29,975 32,783 15,333 12,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 45.3 0.4 60.1 39.3 84.9 85.0 15.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 75 8 50 37 100 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,275
COMMITMENTS
28,449 4,203 8,366 35,983 73,751 72,799 86,320 23,477 9,956
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,931)
7,281 -1,016 1,879 -4,772 8,799 4,388 9,663 542 -4,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.4 8.7 37.4 76.6 75.6 89.7 24.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 6 6 20 18 41 27
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 91,345
COMMITMENTS
21,168 5,218 6,487 40,755 64,952 68,410 76,657 22,935 14,688
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -523)
-5,388 1,134 -1,353 2,941 -5,275 -3,800 -5,495 3,277 4,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 5.7 7.1 44.6 71.1 74.9 83.9 25.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 9 6 19 16 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,505
COMMITMENTS
1,121 13,276 5 28,032 16,626 29,158 29,907 5,347 4,597
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501)
0 812 0 714 1,212 714 2,024 787 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.2 48.2 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 29 29 43
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,003
COMMITMENTS
1,121 12,464 5 27,318 15,415 28,444 27,884 4,560 5,120
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,853)
-71 1,614 5 1,830 432 1,764 2,051 88 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 37.8 0.0 82.8 46.7 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 13 1 26 28 29 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 218,835
COMMITMENTS
56,240 28,545 2,035 147,905 169,766 206,180 200,346 12,655 18,489
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,109)
5,687 -82 224 11,149 14,991 17,060 15,133 5,049 6,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.0 0.9 67.6 77.6 94.2 91.6 5.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 38 11 30 43 54 87
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 196,726
COMMITMENTS
50,553 28,627 1,810 136,756 154,776 189,119 185,213 7,607 11,513
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 19,561)
7,157 -1,629 118 14,968 21,673 22,243 20,162 -2,683 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 14.6 0.9 69.5 78.7 96.1 94.1 3.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 33 9 30 40 52 78
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,020
COMMITMENTS
10,270 6,697 235 15,282 21,517 25,787 28,449 12,233 9,571
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316)
201 -1,592 0 -938 120 -737 -1,472 421 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 17.6 0.6 40.2 56.6 67.8 74.8 32.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 13 2 17 25 42 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,335
COMMITMENTS
10,069 8,289 235 16,220 21,397 26,524 29,921 11,811 8,414
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,933)
-1,359 -1,998 -42 1,611 2,724 210 684 1,723 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 21.6 0.6 42.3 55.8 69.2 78.1 30.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 13 2 18 24 42 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672
COMMITMENTS
8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40)
-537 -238 0 1,036 93 499 -145 -459 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 1 9 4 18 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,632
COMMITMENTS
8,989 904 15 12,743 1,626 21,747 2,545 5,885 25,087
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 3.3 0.1 46.1 5.9 78.7 9.2 21.3 90.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 3 1 9 3 17 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239
COMMITMENTS
3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394)
-2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 19 27 23 40
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,633
COMMITMENTS
5,667 4,144 579 51,903 22,773 58,149 27,496 11,484 42,137
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 7)
2,172 -1,218 -365 -1,445 -61 362 -1,644 -355 1,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 6.0 0.8 74.5 32.7 83.5 39.5 16.5 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 12 2 19 25 23 39
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,337
COMMITMENTS
44,947 3,942 18,497 25,295 90,862 88,739 113,301 38,598 14,036
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 419)
2,967 581 -1,809 -2,842 828 -1,685 -400 2,104 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 3.1 14.5 19.9 71.4 69.7 89.0 30.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
91 19 43 21 35 125 89
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 126,918
COMMITMENTS
41,981 3,361 20,307 28,137 90,034 90,424 113,702 36,494 13,216
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 2,705)
718 -349 -209 2,376 3,453 2,884 2,894 -180 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 2.6 16.0 22.2 70.9 71.2 89.6 28.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
92 25 48 24 36 138 92
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,037
COMMITMENTS
34,638 12,076 24,169 44,909 69,824 103,716 106,069 15,321 12,968
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,440)
2,422 -254 -1,461 -3,358 -1,044 -2,397 -2,759 -43 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.1 20.3 37.7 58.7 87.1 89.1 12.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
61 45 39 40 42 124 111
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 121,478
COMMITMENTS
32,216 12,330 25,630 48,267 70,868 106,113 108,828 15,365 12,649
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -15,217)
-13,758 -4,110 -3,555 6,113 -4,616 -11,199 -12,281 -4,017 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.2 21.1 39.7 58.3 87.4 89.6 12.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
67 51 54 45 45 141 132
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 376,622
COMMITMENTS
175,825 26,564 59,182 83,662 267,843 318,669 353,590 57,953 23,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,584)
22,470 -2,341 -2,053 -3,666 23,331 16,751 18,938 4,833 2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 7.1 15.7 22.2 71.1 84.6 93.9 15.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
143 44 56 40 48 205 129
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 355,038
COMMITMENTS
153,355 28,905 61,234 87,329 244,512 301,918 334,652 53,120 20,386
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,328)
3,077 3,335 3,140 -599 360 5,618 6,834 710 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 8.1 17.2 24.6 68.9 85.0 94.3 15.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
141 46 54 39 45 203 127
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,742
COMMITMENTS
7,248 1,326 499 432 9,032 8,179 10,857 3,563 885
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239)
-1,162 -277 63 195 -318 -904 -532 665 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 5 8 4 5 33 16
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,981
COMMITMENTS
8,410 1,603 436 237 9,350 9,083 11,389 2,898 592
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 522)
709 223 1 -38 614 672 838 -150 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 13.4 3.6 2.0 78.0 75.8 95.1 24.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
23 4 6 2 6 29 14
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,829
COMMITMENTS
10,798 10,141 7,312 38,843 33,579 56,954 51,031 14,875 20,798
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -15,744)
188 -3,531 -4,463 -11,315 -6,200 -15,590 -14,195 -153 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.1 10.2 54.1 46.7 79.3 71.0 20.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
24 28 20 46 44 81 83
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 87,573
COMMITMENTS
10,610 13,672 11,775 50,159 39,779 72,544 65,226 15,029 22,347
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 5,630)
907 4,315 370 3,306 742 4,583 5,428 1,047 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.6 13.4 57.3 45.4 82.8 74.5 17.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 27 18 47 46 78 83
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,076
COMMITMENTS
1,776 3,741 2,227 17,936 14,056 21,938 20,023 8,138 10,053
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -8,842)
-149 -6,375 -326 -6,085 -544 -6,560 -7,245 -2,282 -1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.4 7.4 59.6 46.7 72.9 66.6 27.1 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 12 9 23 17 36 33
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,918
COMMITMENTS
1,925 10,116 2,552 24,021 14,600 28,498 27,268 10,420 11,650
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,487)
829 5,876 688 3,522 -683 5,039 5,881 1,448 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 26.0 6.6 61.7 37.5 73.2 70.1 26.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 12 9 27 16 41 35
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,489
COMMITMENTS
47,015 3,663 30,727 63,733 119,817 141,476 154,208 21,014 8,282
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 309)
3,541 -120 3,702 -7,964 -1,931 -721 1,650 1,030 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.3 18.9 39.2 73.7 87.1 94.9 12.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
105 33 55 62 65 194 131
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,180
COMMITMENTS
43,474 3,784 27,025 71,698 121,748 142,196 152,557 19,984 9,623
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -18,503)
-1,218 -696 -16,964 1,402 223 -16,780 -17,437 -1,722 -1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.3 16.7 44.2 75.1 87.7 94.1 12.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
105 31 52 67 66 198 130
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,053
COMMITMENTS
13,178 3,552 6,183 14,775 28,482 34,136 38,217 5,918 1,837
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -769)
902 118 316 -2,284 -939 -1,067 -505 298 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.9 15.4 36.9 71.1 85.2 95.4 14.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 26 22 18 98 51
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,823
COMMITMENTS
12,276 3,434 5,867 17,059 29,421 35,202 38,722 5,620 2,101
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -4,117)
-2,269 -317 -2,126 661 -1,213 -3,733 -3,656 -383 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.4 14.4 41.8 72.1 86.2 94.9 13.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
64 14 27 23 18 95 53
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,526
COMMITMENTS
23,592 13,890 12,974 86,662 101,416 123,228 128,280 10,298 5,246
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,094)
-1,132 6,884 1,698 4,158 -5,457 4,724 3,126 -630 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 10.4 9.7 64.9 76.0 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
58 35 32 51 40 125 92
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,432
COMMITMENTS
24,724 7,005 11,276 82,504 106,873 118,504 125,154 10,928 4,277
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -10,113)
-5,139 2,645 2,193 -3,665 -11,765 -6,611 -6,927 -3,503 -3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.4 8.7 63.7 82.6 91.6 96.7 8.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
55 28 34 50 41 125 90
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 450,413
COMMITMENTS
71,968 83,249 63,349 240,698 247,888 376,016 394,486 74,397 55,927
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -667)
8,829 5,730 -379 -3,827 -1,561 4,623 3,790 -5,290 -4,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.5 14.1 53.4 55.0 83.5 87.6 16.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
50 40 36 60 45 124 107
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 451,080
COMMITMENTS
63,140 77,519 63,728 244,525 249,449 371,393 390,696 79,687 60,384
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,173)
-8,221 14,296 -2,680 7,967 -7,800 -2,934 3,816 1,761 -4,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.2 14.1 54.2 55.3 82.3 86.6 17.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
38 42 35 60 46 115 106
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,548
COMMITMENTS
34,206 8,856 39,312 51,045 81,903 124,564 130,071 13,985 8,477
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,938)
4,388 1,291 5,642 -4,008 -842 6,022 6,092 917 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.4 28.4 36.8 59.1 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
167 47 110 100 105 301 234
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,610
COMMITMENTS
29,819 7,565 33,670 55,053 82,745 118,542 123,979 13,068 7,631
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -5,812)
-6,725 352 -2,142 1,105 -4,989 -7,763 -6,780 1,951 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.7 25.6 41.8 62.9 90.1 94.2 9.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
164 42 105 96 103 293 223
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,496
COMMITMENTS
6,816 4,577 2,708 5,757 8,551 15,281 15,836 3,215 2,660
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 737)
-307 274 -35 809 214 467 453 270 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 24.7 14.6 31.1 46.2 82.6 85.6 17.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 13 9 6 6 25 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,759
COMMITMENTS
7,123 4,303 2,743 4,948 8,337 14,814 15,383 2,945 2,375
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -1,000)
-69 -775 77 -616 -228 -608 -926 -392 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 24.2 15.4 27.9 46.9 83.4 86.6 16.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 12 10 7 5 30 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,363
COMMITMENTS
30,199 25,506 34,675 108,228 120,708 173,101 180,889 34,262 26,474
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,923)
420 -29 -2,073 -4,118 -2,325 -5,771 -4,427 1,848 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 12.3 16.7 52.2 58.2 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 19 29 58 57 105 96
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,287
COMMITMENTS
29,779 25,535 36,748 112,346 123,033 178,873 185,316 32,414 25,971
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 9,062)
653 -3,547 1,982 6,124 11,631 8,758 10,065 304 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 17.4 53.2 58.2 84.7 87.7 15.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 21 33 59 59 111 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 729,843
COMMITMENTS
39,085 46,380 292,479 319,654 352,852 651,217 691,710 78,626 38,133
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -34,183)
494 -4,868 -16,697 -14,226 -12,967 -30,429 -34,532 -3,753 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.4 40.1 43.8 48.3 89.2 94.8 10.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 50 71 86 78 171 162
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 764,026
COMMITMENTS
38,590 51,248 309,176 333,880 365,818 681,647 726,243 82,379 37,783
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 17,860)
-7,874 1,531 4,515 7,815 7,198 4,456 13,244 13,404 4,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.7 40.5 43.7 47.9 89.2 95.1 10.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
51 54 85 87 79 186 177
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,482
COMMITMENTS
5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 12 12 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050)
998 -1,758 1,758 -498 674 2,258 674 792 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 20 26 22 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,832
COMMITMENTS
10,446 4,690 0 78,505 88,093 88,951 92,783 7,881 4,049
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,096)
0 952 0 1,423 231 1,423 1,183 -327 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 4.8 0.0 81.1 91.0 91.9 95.8 8.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 0 19 26 20 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,186
COMMITMENTS
7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473)
1,624 186 0 -333 4,073 1,291 4,259 182 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 13 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,713
COMMITMENTS
5,738 11,478 604 45,852 35,306 52,194 47,388 3,519 8,325
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,474)
3,548 7,430 -3,444 3,017 983 3,121 4,969 1,353 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.6 1.1 82.3 63.4 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 11 13 13 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,800
COMMITMENTS
0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140)
0 -721 1,079 999 1,720 2,078 2,078 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 15 14 18 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,660
COMMITMENTS
0 4,892 2,060 33,752 31,700 35,812 38,652 6,848 4,008
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.5 4.8 79.1 74.3 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 3 14 13 17 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,172
COMMITMENTS
4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662)
-743 2,128 933 4,637 603 4,827 3,664 -1,165 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 22 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,510
COMMITMENTS
5,311 4,394 3,931 38,148 38,501 47,390 46,826 6,120 6,684
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 4,211)
-1,228 2,020 1,029 2,940 1,375 2,741 4,424 1,470 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.2 7.3 71.3 72.0 88.6 87.5 11.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 18 15 22 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,688
COMMITMENTS
0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831)
0 -2 -308 -920 -335 -1,228 -645 397 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,519
COMMITMENTS
0 2,914 4,943 47,976 45,330 52,919 53,187 9,600 9,332
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,221)
0 -182 182 705 1,066 887 1,066 334 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 7.9 76.7 72.5 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376)
17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 14 16 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,010
COMMITMENTS
18,288 6,394 0 32,726 46,584 51,014 52,978 4,996 3,032
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.4 0.0 58.4 83.2 91.1 94.6 8.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 14 13 16 14
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,143
COMMITMENTS
2,356 496 0 27,668 31,306 30,024 31,802 2,119 341
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 6 12 9 13
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,483
COMMITMENTS
2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,001,483
COMMITMENTS
274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229)
-4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 9 29 85 82 116 113
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 979,254
COMMITMENTS
278,636 67,971 149,697 527,475 750,076 955,808 967,744 23,446 11,510
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 23,551)
488 3,090 6,175 17,482 14,925 24,145 24,190 -594 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.9 15.3 53.9 76.6 97.6 98.8 2.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
22 8 29 82 79 113 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,969
COMMITMENTS
29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115)
2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 15 25 25 43 42
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,854
COMMITMENTS
26,841 56,914 30,565 86,070 56,951 143,476 144,430 4,378 3,424
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,913)
-3,734 7,284 -51 10,514 -520 6,729 6,713 184 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 38.5 20.7 58.2 38.5 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 10 15 24 24 43 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,904
COMMITMENTS
14,291 1,225 13,876 29,493 42,743 57,660 57,844 244 60
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,505)
-496 -2,060 2,333 1,615 3,277 3,452 3,550 53 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.1 24.0 50.9 73.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 8 31 30 39 38
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,399
COMMITMENTS
14,787 3,285 11,543 27,878 39,465 54,208 54,294 191 106
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 6,108)
5,003 299 353 845 5,530 6,200 6,182 -93 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.0 21.2 51.2 72.5 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 4 8 31 29 39 37
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839
COMMITMENTS
2,461 325 1,781 18,359 19,986 22,601 22,092 238 747
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011)
-244 0 -220 1,519 766 1,055 546 -44 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,828
COMMITMENTS
2,705 325 2,001 16,840 19,220 21,546 21,546 282 282
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 1,032)
-60 -44 484 564 548 988 988 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.5 9.2 77.1 88.1 98.7 98.7 1.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 4 17 18 21 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412
COMMITMENTS
256 6,319 856 8,300 2,237 9,412 9,412 0 0
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 8 14 11
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,265
COMMITMENTS
130,122 60,278 327,853 754,102 808,363 1212076 1196494 64,189 79,771
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -291)
-2,535 1,363 13,288 -5,894 -15,547 4,859 -896 -5,150 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.7 25.7 59.1 63.3 95.0 93.7 5.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
83 92 118 87 94 235 248
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,556
COMMITMENTS
132,657 58,915 314,565 759,996 823,909 1207218 1197390 69,338 79,166
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -66,062)
-31,580 -5,737 -48,652 23,942 -6,342 -56,290 -60,730 -9,772 -5,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.6 24.6 59.5 64.5 94.6 93.8 5.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
82 88 111 86 92 226 239
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,899
COMMITMENTS
367 0 7,205 16,126 16,454 23,698 23,659 3,201 3,240
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 26.8 60.0 61.2 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 6 14 14 20 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381
COMMITMENTS
8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216)
-23 420 -47 262 -114 192 259 24 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 14 4 12 26 81 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,165
COMMITMENTS
8,763 2,256 197 1,193 10,130 10,153 12,583 3,012 582
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 225)
-228 278 118 120 -306 10 90 215 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 17.1 1.5 9.1 76.9 77.1 95.6 22.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 11 6 11 24 80 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,190
COMMITMENTS
6,254 1,078 5 894 7,307 7,153 8,390 2,037 800
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 925)
868 71 -1 -7 782 860 852 65 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 11.7 0.1 9.7 79.5 77.8 91.3 22.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 7 1 8 19 34 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,264
COMMITMENTS
5,386 1,007 6 901 6,525 6,293 7,538 1,971 726
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: 647)
752 307 -80 -25 428 647 655 0 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.2 12.2 0.1 10.9 79.0 76.1 91.2 23.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 6 1 8 16 33 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,561
COMMITMENTS
37,064 7,775 37,310 103,687 137,155 178,061 182,240 22,500 18,321
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -10,109)
1,934 1,892 -7,159 -2,843 -5,053 -8,068 -10,320 -2,041 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.9 18.6 51.7 68.4 88.8 90.9 11.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
48 26 42 70 79 137 130
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 210,670
COMMITMENTS
35,130 5,883 44,469 106,530 142,208 186,129 192,560 24,541 18,110
CHANGES FROM 04/12/05 (CHANGE IN OPEN INTEREST: -7,744)
-3,306 -774 -374 -2,886 -6,955 -6,567 -8,103 -1,177 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 2.8 21.1 50.6 67.5 88.4 91.4 11.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
54 20 41 72 85 140 133
Updated May 6, 2005