WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,195
COMMITMENTS
34,667 43,431 45,839 152,147 130,602 232,653 219,872 22,542 35,323
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,475)
2,083 6,611 4,834 4,184 3,092 11,101 14,537 -627 -4,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.0 18.0 59.6 51.2 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 84 65 45 60 151 170
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,720
COMMITMENTS
32,584 36,820 41,004 147,963 127,511 221,551 205,335 23,169 39,385
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,009)
-4,991 -242 1,049 1,277 -6,993 -2,665 -6,187 -1,344 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.0 16.8 60.5 52.1 90.5 83.9 9.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
62 73 63 43 57 145 159
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,393
COMMITMENTS
87,197 148,056 126,721 477,472 347,873 691,390 622,649 144,003 212,743
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,471)
708 16,218 5,149 6,605 3,788 12,462 25,156 9,009 -3,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 17.7 15.2 57.2 41.6 82.8 74.5 17.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
119 134 129 200 185 390 391
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 813,921
COMMITMENTS
86,489 131,837 121,571 470,868 344,085 678,928 597,493 134,993 216,428
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 24,731)
194 32,752 16,969 22,261 -20,699 39,424 29,023 -14,693 -4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 14.9 57.9 42.3 83.4 73.4 16.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
112 135 137 195 184 386 395
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,209
COMMITMENTS
1,908 1,353 817 2,127 4,832 4,852 7,002 4,357 2,207
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 488)
-39 441 -29 347 -458 279 -46 208 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 14.7 8.9 23.1 52.5 52.7 76.0 47.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 8 4 10 15 21 25
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,721
COMMITMENTS
1,947 912 845 1,780 5,290 4,573 7,048 4,148 1,673
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -590)
-771 833 101 645 -1,810 -26 -876 -563 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.5 9.7 20.4 60.7 52.4 80.8 47.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 8 5 11 16 22 26
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 335,554
COMMITMENTS
51,989 21,235 68,488 145,916 149,307 266,393 239,031 69,161 96,524
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,423)
6,657 -3,668 642 -1,241 12,746 6,059 9,720 4,364 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 6.3 20.4 43.5 44.5 79.4 71.2 20.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
121 73 107 90 98 263 232
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,132
COMMITMENTS
45,332 24,903 67,846 147,156 136,561 260,335 229,310 64,797 95,822
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,947)
-10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014 -3,314 -5,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.7 20.9 45.3 42.0 80.1 70.5 19.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
106 88 113 93 101 263 247
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,923
COMMITMENTS
10,674 3,185 234 121 728 11,029 4,147 2,894 9,776
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -105)
-313 261 -30 0 6 -343 237 238 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 22.9 1.7 0.9 5.2 79.2 29.8 20.8 70.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 5 1 3 14 13
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,028
COMMITMENTS
10,987 2,924 264 121 722 11,372 3,910 2,656 10,118
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57)
245 1,178 -29 -304 -178 -88 971 145 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 6 1 3 15 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 158,504
COMMITMENTS
33,785 11,207 21,859 75,246 110,703 130,889 143,770 27,615 14,735
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,862)
7,368 -3,166 -3,425 -3,953 8,797 -10 2,206 1,872 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 7.1 13.8 47.5 69.8 82.6 90.7 17.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
46 28 28 44 47 106 91
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,643
COMMITMENTS
26,417 14,373 25,284 79,199 101,907 130,899 141,563 25,744 15,079
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 524)
-981 3,029 155 2,478 -4,077 1,652 -893 -1,128 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.2 16.1 50.6 65.1 83.6 90.4 16.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 28 36 48 46 111 100
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,858
COMMITMENTS
86,956 99,694 141,583 514,139 483,831 742,678 725,108 166,180 183,751
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,088)
-4,684 -1,786 4,858 -5,550 -6,745 -5,376 -3,673 3,288 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.0 15.6 56.6 53.2 81.7 79.8 18.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 45 46 80 93 138 156
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 910,946
COMMITMENTS
91,641 101,480 136,725 519,688 490,576 748,054 728,781 162,892 182,165
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 35,559)
-1,640 1,635 17,819 1,515 19,479 17,695 38,933 17,865 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.1 15.0 57.0 53.9 82.1 80.0 17.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 44 45 79 88 139 148
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,896
COMMITMENTS
28,367 9,192 23,068 61,828 91,014 113,263 123,274 31,633 21,622
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -3,213)
-1,585 -347 -206 -954 -1,795 -2,746 -2,349 -468 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.3 15.9 42.7 62.8 78.2 85.1 21.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
42 28 37 52 64 125 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,110
COMMITMENTS
29,952 9,539 23,275 62,782 92,809 116,009 125,623 32,101 22,486
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -10,590)
-3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895 -2,474 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.4 15.7 42.4 62.7 78.3 84.8 21.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
46 26 37 51 62 122 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,794
COMMITMENTS
3,436 338 1,215 1,030 5,165 5,681 6,718 2,114 1,076
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -18)
-27 -772 104 224 687 301 19 -319 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 4.3 15.6 13.2 66.3 72.9 86.2 27.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 4 9 12 17 35 29
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,813
COMMITMENTS
3,463 1,110 1,110 806 4,478 5,380 6,699 2,433 1,114
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -49)
-109 -240 291 -412 -112 -230 -61 181 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 14.2 14.2 10.3 57.3 68.9 85.7 31.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 6 10 10 15 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 330,629
COMMITMENTS
115,134 78,863 1,718 152,029 143,604 268,881 224,185 61,748 106,444
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -4,817)
1,642 -4,828 -72 -6,783 -4,020 -5,213 -8,920 396 4,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 23.9 0.5 46.0 43.4 81.3 67.8 18.7 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
18 28 3 38 40 58 69
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,446
COMMITMENTS
113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,352 102,341
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,930)
8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,907 2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 24.9 0.5 47.3 44.0 81.7 69.5 18.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 28 4 39 43 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,925,810
COMMITMENTS
349,918 386,965 630,215 1672182 1452725 2652316 2469904 273,495 455,906
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 16,033)
-843 18,946 9,584 5,596 -18,793 14,336 9,736 1,697 6,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 13.2 21.5 57.2 49.7 90.7 84.4 9.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
48 96 93 119 155 229 282
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,909,777
COMMITMENTS
350,762 368,019 620,631 1666586 1471518 2637979 2460168 271,798 449,609
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 158,490)
16,538 -35,855 131,668 11,160 92,927 159,365 188,740 -875 -30,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.6 21.3 57.3 50.6 90.7 84.5 9.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
51 88 89 114 155 221 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,700,796
COMMITMENTS
137,232 296,154 277,162 1116577 824,792 1530971 1398108 169,825 302,687
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -5,273)
-1,284 5,555 21,956 -24,444 -32,882 -3,772 -5,370 -1,501 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.4 16.3 65.7 48.5 90.0 82.2 10.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
32 57 56 80 96 148 173
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,068
COMMITMENTS
138,516 290,599 255,206 1141021 857,673 1534742 1403479 171,326 302,590
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 42,260)
7,299 2,387 39,896 -4,707 11,626 42,488 53,909 -228 -11,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.0 15.0 66.9 50.3 90.0 82.3 10.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
31 55 51 80 103 142 178
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 605,624
COMMITMENTS
119,054 34,586 219,473 225,003 314,855 563,530 568,914 42,094 36,710
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 29,498)
-39,889 4,755 45,959 17,471 -27,655 23,541 23,059 5,957 6,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.7 36.2 37.2 52.0 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 23 47 46 54 102 104
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 576,125
COMMITMENTS
158,943 29,831 173,514 207,532 342,510 539,989 545,855 36,137 30,271
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -105,154)
-58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726 -5,228 -4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.2 30.1 36.0 59.5 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 18 43 49 55 103 101
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,651
COMMITMENTS
10,478 5,107 1,493 20,900 28,665 32,871 35,264 10,780 8,387
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -251)
-199 -130 -102 -28 57 -329 -175 78 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.7 3.4 47.9 65.7 75.3 80.8 24.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 15 10 19 14 46 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,902
COMMITMENTS
10,678 5,236 1,595 20,928 28,608 33,200 35,439 10,702 8,463
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 407)
595 -6,748 243 -257 6,482 581 -22 -174 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.9 3.6 47.7 65.2 75.6 80.7 24.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 17 12 20 14 50 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,867
COMMITMENTS
9,513 29,089 5,336 43,886 19,379 58,735 53,803 16,133 21,064
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,435)
1,503 3,849 1,680 2,660 -558 5,842 4,971 -408 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 38.9 7.1 58.6 25.9 78.5 71.9 21.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 29 21 15 15 49 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,433
COMMITMENTS
8,011 25,240 3,656 41,226 19,937 52,892 48,833 16,540 20,600
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,081)
-1,092 715 752 3,350 -1,613 3,010 -147 1,071 4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 36.4 5.3 59.4 28.7 76.2 70.3 23.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 29 19 13 17 44 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,756
COMMITMENTS
6,047 6,038 1,046 29,676 29,327 36,769 36,411 987 1,345
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,333)
1,675 80 0 -215 1,444 1,460 1,524 -127 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.0 2.8 78.6 77.7 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 21 4 17 18 27 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423
COMMITMENTS
4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896)
410 137 0 207 636 617 773 279 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 4 17 19 28 40
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,251
COMMITMENTS
0 1,045 0 14,188 13,126 14,188 14,171 63 80
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -72)
0 6 0 163 180 163 186 -235 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 99.6 92.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 7 0 4 11 4 18
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323
COMMITMENTS
0 1,039 0 14,025 12,946 14,025 13,985 298 338
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634)
0 1 0 1,642 1,695 1,642 1,696 -8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,847
COMMITMENTS
1,666 1,956 4,192 15,707 13,442 21,564 19,590 5,283 7,257
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 865)
459 89 275 750 68 1,484 432 -619 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 15.6 58.5 50.1 80.3 73.0 19.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 7 13 23 19 38 34
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,982
COMMITMENTS
1,207 1,867 3,916 14,957 13,374 20,080 19,158 5,902 6,824
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,106)
-485 -292 -1,077 -1,706 -1,814 -3,268 -3,183 -837 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.2 15.1 57.6 51.5 77.3 73.7 22.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 12 21 18 34 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,876
COMMITMENTS
14,574 10,279 21,827 44,779 36,637 81,181 68,743 19,695 32,133
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,270)
-2,148 1,961 -2,258 434 -3,218 -3,972 -3,515 1,702 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 21.6 44.4 36.3 80.5 68.1 19.5 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 42 48 28 34 97 104
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,146
COMMITMENTS
16,722 8,318 24,085 44,345 39,855 85,153 72,258 17,993 30,888
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,350)
-75 -751 -90 1,865 2,430 1,700 1,589 1,650 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.1 23.4 43.0 38.6 82.6 70.1 17.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 36 60 30 37 114 114
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,787
COMMITMENTS
396 1,496 403 1,537 806 2,336 2,705 1,451 1,082
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 81)
-197 39 67 76 12 -53 118 134 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 39.5 10.6 40.6 21.3 61.7 71.4 38.3 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 13 6 7 4 20 18
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,707
COMMITMENTS
593 1,457 336 1,461 794 2,389 2,587 1,317 1,119
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -120)
201 -29 -85 -178 29 -62 -84 -58 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 39.3 9.1 39.4 21.4 64.5 69.8 35.5 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 10 8 6 3 21 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,384
COMMITMENTS
45,937 11,527 22,775 66,291 79,147 135,003 113,450 20,381 41,934
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,837)
1,504 -409 2,267 -2,126 316 1,645 2,174 1,191 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.4 14.7 42.7 50.9 86.9 73.0 13.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 30 48 65 101 158 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,547
COMMITMENTS
44,433 11,936 20,508 68,416 78,831 133,358 111,275 19,189 41,272
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,128)
-1,512 461 -876 -1,635 -1,126 -4,023 -1,540 -105 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.8 13.4 44.8 51.7 87.4 72.9 12.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
64 29 43 66 107 155 162
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,635
COMMITMENTS
1,001 332 183 892 1,998 2,076 2,512 1,559 1,123
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -476)
-210 -45 50 -40 -403 -200 -398 -275 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 9.1 5.0 24.5 55.0 57.1 69.1 42.9 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 7 5 14 19 27 30
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,111
COMMITMENTS
1,211 376 133 932 2,400 2,276 2,910 1,835 1,201
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -768)
11 -65 -269 -283 -233 -541 -568 -227 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 3.2 22.7 58.4 55.4 70.8 44.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 9 5 11 15 27 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,007
COMMITMENTS
10,154 2,151 4,799 8,413 6,157 23,365 13,106 5,642 15,901
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 487)
177 -269 344 -87 -253 435 -178 52 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 7.4 16.5 29.0 21.2 80.6 45.2 19.4 54.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
49 26 27 47 48 113 87
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,520
COMMITMENTS
9,976 2,420 4,454 8,500 6,410 22,931 13,285 5,589 15,236
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,331)
-311 127 -1,842 -813 -1,035 -2,966 -2,751 -365 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.5 15.6 29.8 22.5 80.4 46.6 19.6 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
52 23 27 46 47 112 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,769
COMMITMENTS
12,361 39,354 1,752 52,059 27,526 66,172 68,632 27,598 25,138
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -7,425)
-643 -6,266 -815 -6,561 678 -8,019 -6,402 595 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 42.0 1.9 55.5 29.4 70.6 73.2 29.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 21 7 29 20 48 42
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,194
COMMITMENTS
13,004 45,620 2,566 58,620 26,848 74,191 75,034 27,003 26,160
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 8,828)
-708 7,502 216 10,580 -4,084 10,088 3,634 -1,260 5,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 45.1 2.5 57.9 26.5 73.3 74.1 26.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 21 8 32 20 53 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 44,695
COMMITMENTS
2,399 19,600 102 32,738 7,828 35,239 27,530 9,456 17,165
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 5,249)
-2,490 3,653 -215 7,986 -658 5,280 2,780 -31 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 43.9 0.2 73.2 17.5 78.8 61.6 21.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 13 3 13 9 20 23
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,446
COMMITMENTS
4,889 15,947 318 24,753 8,486 29,959 24,750 9,487 14,696
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,382)
1,385 3,818 317 3,631 767 5,332 4,901 -950 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 40.4 0.8 62.8 21.5 75.9 62.7 24.1 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 11 2 13 10 21 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 107,384
COMMITMENTS
79,598 4,310 331 19,266 98,377 99,194 103,018 8,189 4,366
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -2,152)
-1,177 -419 274 -488 -3,846 -1,391 -3,991 -761 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 4.0 0.3 17.9 91.6 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
58 15 4 18 20 78 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,535
COMMITMENTS
80,774 4,729 57 19,753 102,223 100,585 107,009 8,950 2,526
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,388)
9,498 -468 0 329 11,074 9,827 10,607 561 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 4.3 0.1 18.0 93.3 91.8 97.7 8.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
60 13 2 19 19 80 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,330
COMMITMENTS
25,926 5,801 531 40,867 71,074 67,325 77,406 24,005 13,924
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 156)
79 -219 -233 1,760 -2,637 1,606 -3,089 -1,450 3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 6.4 0.6 44.7 77.8 73.7 84.8 26.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 4 17 18 42 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,174
COMMITMENTS
25,847 6,019 764 39,108 73,711 65,719 80,494 25,455 10,680
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,297)
-3,451 545 -55 5,374 3,201 1,868 3,691 1,429 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.6 0.8 42.9 80.8 72.1 88.3 27.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 11 5 18 17 41 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 187,451
COMMITMENTS
20,364 29,303 4,179 130,176 131,675 154,718 165,157 32,732 22,293
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,161)
-826 -5,668 -690 -1,315 6,978 -2,832 621 1,671 -1,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 15.6 2.2 69.4 70.2 82.5 88.1 17.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 16 11 28 32 52 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,611
COMMITMENTS
21,190 34,971 4,869 131,491 124,697 157,550 164,536 31,061 24,075
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 23,076)
10,788 -7,680 556 7,992 32,087 19,335 24,963 3,741 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.5 2.6 69.7 66.1 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 17 13 30 31 54 58
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,553
COMMITMENTS
24,244 25,813 14,544 78,973 77,125 117,761 117,482 53,792 54,071
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,185)
-4,945 4,421 -1,509 4,597 -8,154 -1,857 -5,242 672 4,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.0 8.5 46.0 45.0 68.6 68.5 31.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
24 34 21 31 30 69 71
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,738
COMMITMENTS
29,189 21,392 16,053 74,376 85,279 119,618 122,724 53,120 50,014
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,210)
5,483 3,105 -1,874 2,664 5,843 6,273 7,074 937 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.4 9.3 43.1 49.4 69.2 71.0 30.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 37 27 31 30 79 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 92,531
COMMITMENTS
29,644 6,000 758 58,431 79,012 88,833 85,770 3,698 6,761
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 17,511)
-740 0 140 17,900 17,638 17,300 17,778 211 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 6.5 0.8 63.1 85.4 96.0 92.7 4.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 3 16 21 20 26
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020
COMMITMENTS
30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416)
-1,000 0 450 -723 -726 -1,273 -276 857 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 14 19 18 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,357,071
COMMITMENTS
616,853 742,381 3982420 7701132 6971441 12300405 11696242 1056666 1660829
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 60,378)
-56,990 48,478 165,161 112,752 25,388 220,922 239,026 -160,544 -178,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.6 29.8 57.7 52.2 92.1 87.6 7.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
50 80 115 145 148 271 275
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,296,693
COMMITMENTS
673,843 693,903 3817259 7588380 6946053 12079483 11457216 1217211 1839478
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 286,476)
44,604 -13,946 48,368 154,242 183,929 247,214 218,352 39,262 68,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.2 28.7 57.1 52.2 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
55 70 110 142 142 263 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 770,985
COMMITMENTS
61,535 72,333 56,952 502,314 513,732 620,801 643,017 150,185 127,969
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,228)
673 -486 3,640 -473 -1,643 3,840 1,510 2,389 4,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.4 7.4 65.2 66.6 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 41 63 104 69 190 142
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 764,757
COMMITMENTS
60,862 72,820 53,312 502,787 515,375 616,961 641,507 147,796 123,250
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,344)
-3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741 -4,672 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.5 7.0 65.7 67.4 80.7 83.9 19.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 49 60 102 67 185 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,048,573
COMMITMENTS
198,076 253,172 25,470 497,840 649,449 721,386 928,092 327,187 120,482
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 47,870)
13,188 45,867 559 20,342 -1,292 34,089 45,134 13,781 2,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.1 2.4 47.5 61.9 68.8 88.5 31.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 69 31 61 59 120 139
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,703
COMMITMENTS
184,888 207,305 24,911 477,498 650,742 687,297 882,957 313,407 117,746
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 15,097)
-25,176 -5,084 3,049 23,694 6,704 1,566 4,669 13,531 10,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.7 2.5 47.7 65.0 68.7 88.2 31.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 54 29 58 62 116 128
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,837
COMMITMENTS
725 1,429 0 5,388 9,263 6,113 10,692 5,724 1,145
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 96)
0 197 0 -439 0 -439 197 535 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.1 0.0 45.5 78.3 51.6 90.3 48.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 0 10 13 11 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,741
COMMITMENTS
725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107)
0 -6 0 383 0 383 -6 -490 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 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 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,919
COMMITMENTS
9,413 3,609 27 15,312 16,345 24,752 19,981 3,167 7,938
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,802)
748 1,555 27 2,179 -154 2,954 1,428 -152 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 12.9 0.1 54.8 58.5 88.7 71.6 11.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 1 18 18 25 25
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,117
COMMITMENTS
8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152)
1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 0 17 18 22 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,199
COMMITMENTS
4,525 18,232 70 35,530 28,778 40,125 47,080 18,074 11,119
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -407)
-265 -956 -11 -523 1,283 -800 316 392 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 31.3 0.1 61.0 49.4 68.9 80.9 31.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
13 26 3 35 34 50 61
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,606
COMMITMENTS
4,790 19,188 81 36,053 27,495 40,924 46,764 17,682 11,842
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,786)
-2,054 -1,252 -2 -23 -408 -2,079 -1,662 -707 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.7 0.1 61.5 46.9 69.8 79.8 30.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 25 2 35 34 48 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,033
COMMITMENTS
76,972 163,403 1,757 249,231 131,441 327,960 296,601 34,073 65,432
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 21,623)
10,906 19,380 -153 23,014 2,411 33,767 21,638 -12,143 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 45.1 0.5 68.8 36.3 90.6 81.9 9.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
32 80 9 48 37 83 123
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,410
COMMITMENTS
66,067 144,023 1,909 226,217 129,030 294,193 274,963 46,217 65,447
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,980)
-13,168 -2,872 470 4,821 1,692 -7,876 -709 5,896 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 42.3 0.6 66.5 37.9 86.4 80.8 13.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 75 10 50 36 91 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,075
COMMITMENTS
32,964 4,388 4,749 33,233 74,075 70,947 83,212 23,129 10,863
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -516)
1,705 819 223 -3,460 -1,272 -1,532 -230 1,016 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 4.7 5.0 35.3 78.7 75.4 88.5 24.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 3 3 20 16 38 22
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,592
COMMITMENTS
31,258 3,569 4,527 36,694 75,347 72,479 83,442 22,113 11,149
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,684)
2,809 -633 -3,839 710 1,595 -320 -2,877 -1,364 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.8 4.8 38.8 79.7 76.6 88.2 23.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 3 6 19 17 40 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,381
COMMITMENTS
1,121 13,161 5 28,695 16,727 29,821 29,893 5,560 5,489
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 121)
0 -407 0 32 -203 32 -610 89 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 37.2 0.0 81.1 47.3 84.3 84.5 15.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 13 1 26 26 29 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,260
COMMITMENTS
1,121 13,568 5 28,663 16,930 29,789 30,503 5,471 4,757
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 755)
0 292 0 631 303 631 595 125 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 28 29 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 236,283
COMMITMENTS
54,732 33,528 2,064 172,288 183,733 229,084 219,325 7,199 16,959
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 938)
-5,391 -1,411 -97 6,935 869 1,447 -639 -509 1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.2 0.9 72.9 77.8 97.0 92.8 3.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
17 37 9 32 47 52 90
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 235,346
COMMITMENTS
60,123 34,939 2,161 165,353 182,864 227,637 219,964 7,708 15,382
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,511)
3,882 6,394 127 17,448 13,097 21,458 19,618 -4,947 -3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.8 0.9 70.3 77.7 96.7 93.5 3.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 35 10 33 43 59 84
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,341
COMMITMENTS
9,971 5,408 649 16,875 24,301 27,495 30,358 12,846 9,983
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,851)
-244 -420 98 1,641 1,049 1,495 727 356 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 13.4 1.6 41.8 60.2 68.2 75.3 31.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 16 3 17 26 43 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,490
COMMITMENTS
10,215 5,828 551 15,234 23,252 26,000 29,631 12,490 8,859
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471)
-55 -869 316 -48 1,735 213 1,182 258 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.1 1.4 39.6 60.4 67.5 77.0 32.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 15 4 16 24 43 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,104
COMMITMENTS
6,983 930 15 15,784 2,248 22,782 3,193 7,322 26,911
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,765)
-339 270 -5 1,209 223 865 488 3,900 4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.1 0.0 52.4 7.5 75.7 10.6 24.3 89.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 1 9 4 18 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339
COMMITMENTS
7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333)
-1,130 -6 5 796 306 -329 305 -2,004 -2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 1 11 4 20 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 72,419
COMMITMENTS
3,176 4,235 523 51,635 27,826 55,334 32,584 17,085 39,835
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,292)
-402 91 80 160 976 -162 1,147 1,454 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.8 0.7 71.3 38.4 76.4 45.0 23.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 13 3 19 30 24 45
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127
COMMITMENTS
3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888)
2 0 0 -549 2,788 -547 2,788 2,435 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 18 28 22 41
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,843
COMMITMENTS
36,544 15,190 19,896 31,660 76,040 88,099 111,126 35,744 12,717
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,181)
-823 -2,750 2,961 507 19 2,644 230 537 2,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 12.3 16.1 25.6 61.4 71.1 89.7 28.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
94 28 49 29 35 141 98
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,662
COMMITMENTS
37,367 17,941 16,935 31,153 76,021 85,455 110,896 35,207 9,766
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -6,675)
-7,580 13,999 -1,562 5,858 -14,841 -3,284 -2,405 -3,391 -4,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 14.9 14.0 25.8 63.0 70.8 91.9 29.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
91 34 46 28 35 140 98
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 109,153
COMMITMENTS
31,923 14,365 23,347 40,952 58,243 96,222 95,955 12,931 13,198
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,266)
-2,198 -148 1,399 85 -2,584 -714 -1,333 -552 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 13.2 21.4 37.5 53.4 88.2 87.9 11.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
61 51 38 42 40 122 112
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,419
COMMITMENTS
34,121 14,513 21,948 40,867 60,827 96,936 97,288 13,484 13,131
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,618)
-517 2,437 -2,222 -4,042 -8,997 -6,780 -8,782 -1,838 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 13.1 19.9 37.0 55.1 87.8 88.1 12.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
62 55 34 42 42 124 116
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 351,685
COMMITMENTS
134,144 45,002 58,012 104,443 224,286 296,599 327,299 55,087 24,386
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -8,592)
-19,091 8,331 -1,016 11,417 -17,544 -8,689 -10,229 97 1,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 12.8 16.5 29.7 63.8 84.3 93.1 15.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
131 62 56 45 44 202 141
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,277
COMMITMENTS
153,235 36,671 59,028 93,026 241,829 305,288 337,528 54,990 22,750
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -16,344)
-22,590 10,107 -154 9,363 -26,014 -13,381 -16,062 -2,963 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.2 16.4 25.8 67.1 84.7 93.7 15.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
136 55 58 39 42 203 133
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,652
COMMITMENTS
7,761 895 540 561 9,603 8,862 11,038 3,790 1,614
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 390)
194 -184 -60 0 568 134 324 256 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 7.1 4.3 4.4 75.9 70.0 87.2 30.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 4 8 6 5 35 15
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,262
COMMITMENTS
7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520)
319 -247 101 129 3 549 -143 -29 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 5 9 5 5 35 18
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 70,978
COMMITMENTS
12,584 10,598 5,958 36,290 35,623 54,832 52,180 16,145 18,798
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,716)
1,041 2,559 -615 1,413 1,845 1,839 3,790 877 -1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 14.9 8.4 51.1 50.2 77.3 73.5 22.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 27 18 45 47 79 85
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 68,262
COMMITMENTS
11,542 8,039 6,573 34,877 33,778 52,993 48,390 15,269 19,872
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,567)
744 -2,102 -739 -3,966 199 -3,961 -2,641 394 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.8 9.6 51.1 49.5 77.6 70.9 22.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 18 21 47 46 81 82
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,766
COMMITMENTS
1,794 3,768 1,692 17,630 14,047 21,116 19,506 7,651 9,260
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 559)
-171 714 164 135 183 127 1,061 432 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.1 5.9 61.3 48.8 73.4 67.8 26.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 10 7 19 13 30 27
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,207
COMMITMENTS
1,965 3,054 1,528 17,495 13,864 20,988 18,446 7,219 9,762
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,869)
189 -687 -698 -441 -192 -950 -1,578 -919 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 10.8 5.4 62.0 49.1 74.4 65.4 25.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 7 22 16 33 29
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,114
COMMITMENTS
34,539 6,551 31,770 69,014 105,557 135,323 143,879 16,792 8,236
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -10,160)
-10,451 1,812 207 2,786 -11,509 -7,458 -9,490 -2,701 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.3 20.9 45.4 69.4 89.0 94.6 11.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
88 37 57 72 67 188 136
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,274
COMMITMENTS
44,990 4,739 31,563 66,228 117,066 142,781 153,368 19,493 8,906
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -215)
-2,025 1,076 836 2,495 -2,751 1,306 -839 -1,521 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 2.9 19.5 40.8 72.1 88.0 94.5 12.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
102 35 54 60 65 194 131
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,147
COMMITMENTS
10,545 3,794 5,122 13,763 22,959 29,430 31,875 4,717 2,273
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -1,818)
-2,266 -342 -569 1,168 -1,269 -1,667 -2,180 -151 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 11.1 15.0 40.3 67.2 86.2 93.3 13.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 22 21 23 19 93 49
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,965
COMMITMENTS
12,811 4,136 5,690 12,595 24,228 31,097 34,055 4,868 1,911
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,088)
-366 585 -492 -2,180 -4,255 -3,038 -4,162 -1,049 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.5 15.8 35.0 67.4 86.5 94.7 13.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 19 22 21 17 95 48
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,516
COMMITMENTS
21,336 16,676 12,100 90,681 101,140 124,118 129,916 11,398 5,600
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -602)
-2,278 1,882 -727 1,533 -1,974 -1,472 -819 870 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.3 8.9 66.9 74.6 91.6 95.9 8.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 37 31 53 40 125 95
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,118
COMMITMENTS
23,615 14,794 12,827 89,148 103,114 125,590 130,735 10,528 5,383
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,592)
23 904 -148 2,486 1,698 2,362 2,455 230 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.9 9.4 65.5 75.8 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
57 34 31 53 42 126 91
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 455,883
COMMITMENTS
70,689 87,930 66,958 251,281 242,730 388,927 397,618 66,955 58,265
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,072)
-1,717 4,477 2,629 12,996 297 13,908 7,403 -3,836 2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.3 14.7 55.1 53.2 85.3 87.2 14.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
47 49 42 58 44 125 116
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 445,811
COMMITMENTS
72,406 83,453 64,329 238,285 242,433 375,020 390,215 70,791 55,596
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,602)
437 204 980 -2,413 -5,455 -996 -4,271 -3,605 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.7 14.4 53.4 54.4 84.1 87.5 15.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
45 46 39 56 42 121 107
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,312
COMMITMENTS
33,158 10,240 35,031 50,233 78,792 118,422 124,062 12,891 7,250
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 95)
-730 1,035 802 644 -1,313 716 524 -621 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.8 26.7 38.3 60.0 90.2 94.5 9.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
171 53 127 102 109 318 253
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,218
COMMITMENTS
33,888 9,205 34,229 49,589 80,105 117,706 123,539 13,512 7,679
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,330)
-318 349 -5,083 -1,456 -1,798 -6,857 -6,533 -473 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.0 26.1 37.8 61.0 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
175 51 120 103 112 312 252
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,926
COMMITMENTS
8,692 5,261 2,743 6,792 11,352 18,227 19,356 3,699 2,570
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,210)
361 662 -26 670 307 1,004 942 206 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 24.0 12.5 31.0 51.8 83.1 88.3 16.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 15 10 7 6 31 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,716
COMMITMENTS
8,331 4,599 2,770 6,122 11,046 17,223 18,414 3,493 2,302
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,220)
1,515 22 61 365 2,494 1,942 2,578 278 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 22.2 13.4 29.6 53.3 83.1 88.9 16.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 14 9 7 5 27 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,123
COMMITMENTS
27,220 23,807 38,062 106,218 118,385 171,499 180,254 34,624 25,869
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,813)
1,685 -1,268 494 1,621 5,294 3,800 4,520 3,013 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.5 18.5 51.5 57.4 83.2 87.4 16.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
36 22 28 62 62 110 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,310
COMMITMENTS
25,536 25,075 37,568 104,596 113,091 167,699 175,734 31,610 23,576
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,054)
-4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155 -2,652 -2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.6 18.8 52.5 56.7 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 26 33 59 58 109 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 753,675
COMMITMENTS
34,033 53,660 301,918 340,476 354,574 676,427 710,152 77,248 43,523
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 14,767)
-4,499 1,239 6,099 11,421 5,197 13,021 12,534 1,746 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.1 40.1 45.2 47.0 89.8 94.2 10.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
44 60 71 88 79 174 170
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 738,908
COMMITMENTS
38,532 52,421 295,820 329,055 349,378 663,406 697,618 75,502 41,290
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,065)
-553 6,041 3,341 9,401 -3,474 12,189 5,908 -3,124 3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.1 40.0 44.5 47.3 89.8 94.4 10.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
47 57 77 86 78 174 175
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,462
COMMITMENTS
8,556 8,768 842 85,496 83,535 94,894 93,145 8,568 10,317
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,069)
-2,512 8,124 -3,922 7,833 -5,365 1,399 -1,163 670 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.5 0.8 82.6 80.7 91.7 90.0 8.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 18 24 20 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,393
COMMITMENTS
11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511)
-376 -2,288 3,006 -344 133 2,286 851 -775 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 25 20 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,634
COMMITMENTS
8,860 9,434 604 40,969 36,008 50,433 46,046 3,201 7,588
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 734)
0 0 0 734 734 734 734 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 17.6 1.1 76.4 67.1 94.0 85.9 6.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,900
COMMITMENTS
8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286)
1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,138
COMMITMENTS
1,483 5,063 2,785 37,523 36,562 41,791 44,410 5,347 2,728
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 1,751)
-1,027 2,212 -75 3,638 -82 2,536 2,055 -785 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.7 5.9 79.6 77.6 88.7 94.2 11.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 18 15 19 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,387
COMMITMENTS
2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587)
2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,940
COMMITMENTS
6,774 11,243 2,397 43,233 38,141 52,404 51,781 3,536 4,159
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 3,660)
64 -840 142 3,763 4,301 3,969 3,603 -309 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 20.1 4.3 77.3 68.2 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,280
COMMITMENTS
6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892)
2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 19 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,877
COMMITMENTS
0 3,032 4,357 46,254 44,558 50,611 51,947 11,266 9,930
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: -517)
0 -122 -92 -484 -543 -576 -757 59 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 7.0 74.8 72.0 81.8 84.0 18.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,394
COMMITMENTS
0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706)
0 242 -186 -318 106 -504 162 1,210 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,010
COMMITMENTS
36,208 24,550 420 32,214 46,048 68,842 71,018 5,168 2,992
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,581)
-300 5,732 300 4,111 -1,090 4,111 4,942 470 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 33.2 0.6 43.5 62.2 93.0 96.0 7.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 17 17 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,429
COMMITMENTS
36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957)
346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 17 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 975,192
COMMITMENTS
247,554 69,482 157,707 549,050 735,731 954,311 962,920 20,881 12,272
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 10,604)
-26,784 -4,543 18,978 20,965 -1,556 13,159 12,879 -2,555 -2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 7.1 16.2 56.3 75.4 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 10 31 82 77 118 109
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 964,588
COMMITMENTS
274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895)
238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 8 29 81 77 114 107
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 136,983
COMMITMENTS
21,328 51,325 28,402 84,011 55,434 133,741 135,161 3,242 1,822
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 6,084)
2,445 -1,994 4,118 434 5,180 6,997 7,304 -913 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 37.5 20.7 61.3 40.5 97.6 98.7 2.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 15 26 26 43 44
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,899
COMMITMENTS
18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070)
-10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 10 15 23 23 39 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 61,110
COMMITMENTS
15,554 3,123 14,228 30,725 43,659 60,508 61,010 602 100
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 2,650)
-1,080 320 1,476 2,203 823 2,599 2,619 51 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 5.1 23.3 50.3 71.4 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 5 7 31 29 38 37
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,459
COMMITMENTS
16,634 2,803 12,752 28,522 42,836 57,908 58,390 551 69
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 556)
2,343 1,578 -1,124 -971 93 249 547 307 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 4.8 21.8 48.8 73.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 32 30 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,325
COMMITMENTS
3,184 731 1,482 17,275 19,219 21,941 21,432 384 893
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 335)
1,142 88 -109 -800 254 233 233 102 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.3 6.6 77.4 86.1 98.3 96.0 1.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 17 18 21 21
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990
COMMITMENTS
2,042 643 1,591 18,075 18,965 21,708 21,199 282 791
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849)
-419 318 -190 -284 -1,021 -893 -893 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 17 18 21 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,935
COMMITMENTS
172 5,474 856 7,907 2,605 8,935 8,935 0 0
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 216)
0 0 0 216 216 216 216 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 61.3 9.6 88.5 29.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 9 15 12
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719
COMMITMENTS
172 5,474 856 7,691 2,389 8,719 8,719 0 0
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693)
-84 -845 0 -609 152 -693 -693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 11 7 14 10
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,430
COMMITMENTS
3,680 2,800 1,700 3,780 4,530 9,160 9,030 270 400
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 210)
180 240 60 60 -10 300 290 -90 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 29.7 18.0 40.1 48.0 97.1 95.8 2.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 5 13 14 18 19
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220
COMMITMENTS
3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 14 14 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,334,354
COMMITMENTS
111,848 70,059 356,758 786,678 811,549 1255284 1238366 79,070 95,989
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 12,212)
-3,118 2,176 -1,027 6,006 90 1,861 1,239 10,351 10,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.3 26.7 59.0 60.8 94.1 92.8 5.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
76 106 129 81 91 228 263
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,143
COMMITMENTS
114,966 67,883 357,785 780,672 811,459 1253423 1237127 68,720 85,016
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 45,878)
-15,156 7,605 29,932 26,571 3,096 41,347 40,633 4,531 5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.1 27.1 59.0 61.4 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
72 106 130 87 90 237 254
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,320
COMMITMENTS
8,099 3,071 256 2,127 9,189 10,482 12,516 2,838 804
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 85)
-487 298 -63 564 -246 14 -11 71 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 23.1 1.9 16.0 69.0 78.7 94.0 21.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
60 19 5 12 24 77 47
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235
COMMITMENTS
8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146)
-154 97 169 108 -581 123 -315 -269 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 18 7 11 25 79 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,495
COMMITMENTS
6,395 1,265 5 1,069 7,167 7,469 8,437 2,027 1,059
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 766)
497 61 -88 204 472 613 445 153 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 13.3 0.1 11.3 75.5 78.7 88.9 21.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 9 1 6 19 34 28
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,729
COMMITMENTS
5,898 1,204 93 865 6,695 6,856 7,992 1,873 738
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -460)
-356 126 88 -29 -612 -297 -398 -163 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 13.8 1.1 9.9 76.7 78.5 91.5 21.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 2 5 18 31 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,374
COMMITMENTS
30,752 10,386 38,289 102,328 126,562 171,369 175,237 20,005 16,137
CHANGES FROM 05/03/05 (CHANGE IN OPEN INTEREST: 4,110)
-1,223 1,178 2,104 836 -423 1,718 2,860 2,392 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.4 20.0 53.5 66.1 89.5 91.6 10.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
54 23 48 65 76 136 132
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,265
COMMITMENTS
31,975 9,209 36,184 101,492 126,985 169,651 172,378 17,613 14,887
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,296)
-5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862 -4,886 -3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.9 19.3 54.2 67.8 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 29 49 63 77 137 135
Updated May 20, 2005