WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 202,507: 36,528 47,692 9,339 135,252 111,850 181,119 168,881: 21,388 33,626
Old : 9,812: 4,304 1,579 2 1,758 5,014 6,064 6,595: 3,748 3,217
Other: 192,695: 35,135 49,024 6,426 133,494 106,836 175,055 162,286: 17,640 30,409
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,863: 661 -3,891 -6,138 -5,535 -4,724 -11,012 -14,753: -2,851 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 23.6 4.6 66.8 55.2 89.4 83.4: 10.6 16.6
Old : 100.0: 43.9 16.1 0.0 17.9 51.1 61.8 67.2: 38.2 32.8
Other: 100.0: 18.2 25.4 3.3 69.3 55.4 90.8 84.2: 9.2 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 52 80 38 44 49 128 146:
Old : 70: 19 19 1 10 25 30 44:
Other: 200: 51 84 28 39 47 113 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 37.3 54.6 44.1 37.2 35.7 54.1 41.9
Old : 26.6 29.2 42.9 42.0 26.6 29.2 42.9 42.0
Other: 39.4 39.0 57.3 45.9 39.0 37.2 56.9 43.8
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 216,370: 35,867 51,583 15,477 140,787 116,574 192,131 183,634: 24,239 32,736
Old : 31,256: 12,402 11,045 0 10,078 15,658 22,480 26,703: 8,776 4,553
Other: 185,114: 31,078 48,151 7,864 130,709 100,916 169,651 156,931: 15,463 28,183
: : :
: : Changes in Commitments from: April 12, 2005 :
: 12,650: -1,244 7,440 -2,316 14,569 7,145 11,009 12,269: 1,641 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 23.8 7.2 65.1 53.9 88.8 84.9: 11.2 15.1
Old : 100.0: 39.7 35.3 0.0 32.2 50.1 71.9 85.4: 28.1 14.6
Other: 100.0: 16.8 26.0 4.2 70.6 54.5 91.6 84.8: 8.4 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 56 85 48 42 49 137 153:
Old : 126: 44 34 0 15 35 59 69:
Other: 192: 44 84 28 37 46 102 140:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 34.7 52.7 42.3 33.2 31.1 50.2 37.5
Old : 29.9 34.1 39.0 48.9 29.9 34.1 39.0 48.9
Other: 41.0 39.8 59.2 47.2 40.6 38.0 58.8 45.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 663,789: 93,609 101,678 39,245 407,039 328,326 539,893 469,249: 123,896 194,540
Old : 468,671: 73,047 102,265 12,623 292,435 239,817 378,105 354,705: 90,566 113,966
Other: 195,118: 42,370 21,221 4,814 114,604 88,509 161,788 114,544: 33,330 80,574
: : :
: : Changes in Commitments from: April 19, 2005 :
: -23,893: -12,405 -14,503 -4,293 -9,410 -3,642 -26,108 -22,438: 2,215 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.3 5.9 61.3 49.5 81.3 70.7: 18.7 29.3
Old : 100.0: 15.6 21.8 2.7 62.4 51.2 80.7 75.7: 19.3 24.3
Other: 100.0: 21.7 10.9 2.5 58.7 45.4 82.9 58.7: 17.1 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 447: 105 98 82 179 186 334 331:
Old : 426: 103 98 52 150 170 282 296:
Other: 308: 62 53 20 101 153 175 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 16.7 31.7 22.6 21.7 13.0 31.2 18.0
Old : 28.7 21.3 39.0 26.6 28.7 19.8 38.9 24.8
Other: 31.0 12.4 39.0 18.9 25.5 7.7 32.7 13.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 687,682: 106,014 116,181 43,538 416,449 331,968 566,001 491,687: 121,681 195,995
Old : 499,748: 90,241 117,826 18,084 301,603 244,830 409,928 380,740: 89,820 119,008
Other: 187,934: 38,776 21,358 2,451 114,846 87,138 156,073 110,947: 31,861 76,987
: : :
: : Changes in Commitments from: April 12, 2005 :
: 21,854: -1,584 4,026 8,015 13,450 19,715 19,881 31,756: 1,973 -9,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 16.9 6.3 60.6 48.3 82.3 71.5: 17.7 28.5
Old : 100.0: 18.1 23.6 3.6 60.4 49.0 82.0 76.2: 18.0 23.8
Other: 100.0: 20.6 11.4 1.3 61.1 46.4 83.0 59.0: 17.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 470: 123 100 93 176 189 345 351:
Old : 449: 117 104 56 149 171 293 309:
Other: 317: 65 62 17 98 154 172 224:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 15.4 32.1 21.1 20.5 11.0 29.9 16.1
Old : 26.7 19.3 37.1 24.7 26.7 17.5 36.6 22.6
Other: 34.5 11.1 42.7 17.6 30.1 7.7 38.2 13.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,189: 2,807 318 122 1,019 6,594 3,948 7,034: 4,241 1,155
Old : 1,690: 235 3 0 68 1,471 303 1,474: 1,387 216
Other: 6,499: 2,580 323 114 951 5,123 3,645 5,560: 2,854 939
: : :
: : Changes in Commitments from: April 19, 2005 :
: -256: -226 153 100 -319 -399 -445 -146: 189 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 3.9 1.5 12.4 80.5 48.2 85.9: 51.8 14.1
Old : 100.0: 13.9 0.2 0.0 4.0 87.0 17.9 87.2: 82.1 12.8
Other: 100.0: 39.7 5.0 1.8 14.6 78.8 56.1 85.6: 43.9 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 5 8 16 23 22:
Old : 16: 4 1 0 2 9 6 10:
Other: 33: 10 5 4 7 16 21 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 43.0 34.5 59.9 24.3 41.6 32.7 58.6
Old : 16.7 72.5 17.9 86.2 16.7 72.5 17.9 86.2
Other: 30.6 37.9 43.5 59.1 30.6 37.8 40.8 57.5
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,445: 3,033 165 22 1,338 6,993 4,393 7,180: 4,052 1,265
Old : 3,810: 1,623 41 0 280 3,352 1,903 3,393: 1,907 417
Other: 4,635: 1,410 124 22 1,058 3,641 2,490 3,787: 2,145 848
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5: 132 19 -72 244 -35 304 -88: -299 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.0 0.3 15.8 82.8 52.0 85.0: 48.0 15.0
Old : 100.0: 42.6 1.1 0.0 7.3 88.0 49.9 89.1: 50.1 10.9
Other: 100.0: 30.4 2.7 0.5 22.8 78.6 53.7 81.7: 46.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 2 3 8 16 23 19:
Old : 26: 8 2 0 2 14 10 16:
Other: 30: 10 2 3 8 15 20 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 45.3 36.4 62.2 23.7 43.9 34.7 59.6
Old : 41.2 56.3 48.9 78.8 41.2 56.3 48.9 78.8
Other: 31.0 42.0 43.7 64.3 30.6 39.5 40.8 61.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 255,408: 52,928 32,277 22,141 129,970 116,762 205,039 171,180: 50,369 84,228
Old : 186,682: 43,280 38,798 6,265 104,447 89,251 153,992 134,314: 32,690 52,368
Other: 68,726: 22,607 6,438 2,917 25,523 27,511 51,047 36,866: 17,679 31,860
: : :
: : Changes in Commitments from: April 19, 2005 :
: -13,789: -2,372 -10,919 -1,110 -9,455 2,012 -12,937 -10,017: -852 -3,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.6 8.7 50.9 45.7 80.3 67.0: 19.7 33.0
Old : 100.0: 23.2 20.8 3.4 55.9 47.8 82.5 71.9: 17.5 28.1
Other: 100.0: 32.9 9.4 4.2 37.1 40.0 74.3 53.6: 25.7 46.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 95 69 74 80 95 230 200:
Old : 287: 88 81 46 67 92 188 188:
Other: 175: 60 33 19 43 61 114 103:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 14.7 33.5 23.8 23.2 12.0 33.2 19.3
Old : 29.9 19.3 42.2 28.7 29.9 17.9 42.1 25.2
Other: 22.5 13.4 33.6 22.1 20.6 12.8 29.6 20.2
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 269,197: 55,300 43,196 23,251 139,425 114,750 217,976 181,197: 51,221 88,000
Old : 205,235: 45,436 49,102 9,676 115,000 89,340 170,112 148,118: 35,123 57,117
Other: 63,962: 20,924 5,154 2,515 24,425 25,410 47,864 33,079: 16,098 30,883
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,462: 7,191 -3,921 580 -12,526 1,917 -4,755 -1,424: -707 -4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 16.0 8.6 51.8 42.6 81.0 67.3: 19.0 32.7
Old : 100.0: 22.1 23.9 4.7 56.0 43.5 82.9 72.2: 17.1 27.8
Other: 100.0: 32.7 8.1 3.9 38.2 39.7 74.8 51.7: 25.2 48.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 105 97 95 81 98 255 233:
Old : 320: 95 106 69 68 95 214 223:
Other: 178: 69 29 21 41 57 118 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 13.9 35.0 20.6 24.2 11.9 34.1 18.1
Old : 29.5 16.9 42.0 24.4 29.1 15.8 41.6 22.6
Other: 21.0 14.0 33.5 22.8 19.2 13.0 29.3 20.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,971: 10,742 1,746 293 425 900 11,460 2,939: 2,511 11,032
Old : 5,297: 3,120 1,461 74 340 208 3,534 1,743: 1,763 3,554
Other: 8,674: 7,754 417 87 85 692 7,926 1,196: 748 7,478
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,582: 69 -1,149 -699 0 -280 -630 -2,128: -952 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 12.5 2.1 3.0 6.4 82.0 21.0: 18.0 79.0
Old : 100.0: 58.9 27.6 1.4 6.4 3.9 66.7 32.9: 33.3 67.1
Other: 100.0: 89.4 4.8 1.0 1.0 8.0 91.4 13.8: 8.6 86.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 5 7 3 4 16 13:
Old : 20: 9 6 3 3 3 13 11:
Other: 15: 9 2 5 1 4 11 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 12.0 75.8 18.3 62.0 11.2 74.4 16.8
Old : 46.0 22.7 63.1 32.6 46.0 22.7 63.1 31.3
Other: 80.0 12.7 90.5 13.7 79.3 11.6 89.2 11.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,553: 10,673 2,895 992 425 1,180 12,090 5,067: 3,463 10,486
Old : 7,372: 3,613 2,651 697 340 396 4,650 3,744: 2,722 3,628
Other: 8,181: 7,262 446 93 85 784 7,440 1,323: 741 6,858
: : :
: : Changes in Commitments from: April 12, 2005 :
: -840: -1,707 -15 -139 191 93 -1,655 -61: 815 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 18.6 6.4 2.7 7.6 77.7 32.6: 22.3 67.4
Old : 100.0: 49.0 36.0 9.5 4.6 5.4 63.1 50.8: 36.9 49.2
Other: 100.0: 88.8 5.5 1.1 1.0 9.6 90.9 16.2: 9.1 83.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 8 11 3 6 17 21:
Old : 24: 8 10 8 3 5 16 18:
Other: 16: 8 3 6 1 5 10 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 16.4 68.2 24.0 54.8 15.3 66.1 21.3
Old : 38.9 28.7 54.4 42.0 37.6 27.3 52.7 36.8
Other: 79.8 13.8 90.8 15.7 79.1 12.7 88.8 14.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 143,359: 29,293 11,825 17,150 71,606 101,523 118,049 130,498: 25,310 12,861
Old : 113,682: 27,681 12,568 9,964 55,916 79,844 93,561 102,376: 20,121 11,306
Other: 29,677: 4,795 2,440 4,003 15,690 21,679 24,488 28,122: 5,189 1,555
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4: -1,570 -883 2,204 1,167 870 1,801 2,191: -1,797 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.2 12.0 49.9 70.8 82.3 91.0: 17.7 9.0
Old : 100.0: 24.3 11.1 8.8 49.2 70.2 82.3 90.1: 17.7 9.9
Other: 100.0: 16.2 8.2 13.5 52.9 73.0 82.5 94.8: 17.5 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 43 22 33 41 44 103 94:
Old : 135: 46 25 29 38 43 97 91:
Other: 60: 12 15 11 24 21 42 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 39.5 32.5 51.4 22.5 32.0 30.4 42.7
Old : 23.4 41.1 33.6 52.8 22.7 34.8 31.4 44.6
Other: 39.8 51.0 51.9 63.9 35.7 43.4 43.7 54.1
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 143,355: 30,863 12,708 14,946 70,439 100,653 116,248 128,307: 27,107 15,048
Old : 114,925: 28,936 13,653 8,528 56,296 79,824 93,760 102,005: 21,165 12,920
Other: 28,430: 4,483 1,611 3,862 14,143 20,829 22,488 26,302: 5,942 2,128
: : :
: : Changes in Commitments from: April 12, 2005 :
: -132: 3,438 -1,606 -1,180 342 1,979 2,600 -807: -2,732 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.9 10.4 49.1 70.2 81.1 89.5: 18.9 10.5
Old : 100.0: 25.2 11.9 7.4 49.0 69.5 81.6 88.8: 18.4 11.2
Other: 100.0: 15.8 5.7 13.6 49.7 73.3 79.1 92.5: 20.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 44 21 31 37 37 97 84:
Old : 126: 44 25 28 35 37 91 84:
Other: 52: 10 11 10 22 18 38 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 39.1 33.6 53.1 22.1 35.6 30.4 45.1
Old : 24.5 38.2 34.9 52.9 22.3 33.4 30.9 44.9
Other: 40.3 53.7 53.4 67.3 36.1 48.1 43.9 57.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Old : 707,582: 105,202 110,224 13,261 455,497 420,492 573,960 543,977: 133,622 163,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,374: 9,548 -34,905 1,078 -9,962 22,938 664 -10,889: -3,038 8,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 23.1
Old : 100.0: 14.9 15.6 1.9 64.4 59.4 81.1 76.9: 18.9 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 38 28 23 63 76 111 119:
Old : 168: 38 28 23 63 76 111 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
Old : 28.5 15.9 37.4 28.6 18.8 13.6 25.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Old : 709,956: 95,654 145,129 12,183 465,459 397,554 573,296 554,866: 136,660 155,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -7,135: 1,234 3,358 -9,957 5,338 2,966 -3,385 -3,633: -3,750 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.4 1.7 65.6 56.0 80.8 78.2: 19.2 21.8
Old : 100.0: 13.5 20.4 1.7 65.6 56.0 80.8 78.2: 19.2 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 34 34 23 63 76 110 122:
Old : 168: 34 34 23 63 76 110 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
Old : 29.9 17.4 39.0 30.5 20.5 15.6 27.5 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 143,327: 33,761 14,059 16,513 61,083 91,150 111,357 121,722: 31,970 21,605
Old : 109,336: 32,213 14,811 9,784 40,398 67,273 82,395 91,868: 26,941 17,468
Other: 33,991: 4,040 1,740 4,237 20,685 23,877 28,962 29,854: 5,029 4,137
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,197: 4,661 -3,374 -92 1,325 11,130 5,894 7,664: 1,303 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.8 11.5 42.6 63.6 77.7 84.9: 22.3 15.1
Old : 100.0: 29.5 13.5 8.9 36.9 61.5 75.4 84.0: 24.6 16.0
Other: 100.0: 11.9 5.1 12.5 60.9 70.2 85.2 87.8: 14.8 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 44 25 36 52 58 125 106:
Old : 153: 52 25 29 48 57 118 100:
Other: 76: 15 16 14 34 26 58 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 31.2 23.2 41.4 11.1 22.9 19.1 31.9
Old : 11.7 31.8 20.9 39.5 11.5 29.1 20.5 35.6
Other: 33.0 48.2 47.7 62.5 29.5 47.1 42.4 56.1
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 136,130: 29,100 17,433 16,605 59,758 80,020 105,463 114,058: 30,667 22,072
Old : 104,427: 27,222 18,154 9,919 41,579 58,153 78,720 86,226: 25,707 18,201
Other: 31,703: 4,007 1,408 4,557 18,179 21,867 26,743 27,832: 4,960 3,871
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,921: 6,912 -458 614 -1,158 5,996 6,368 6,152: 553 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.8 12.2 43.9 58.8 77.5 83.8: 22.5 16.2
Old : 100.0: 26.1 17.4 9.5 39.8 55.7 75.4 82.6: 24.6 17.4
Other: 100.0: 12.6 4.4 14.4 57.3 69.0 84.4 87.8: 15.6 12.2
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 41 27 39 50 55 123 104:
Old : 147: 48 27 32 47 54 116 99:
Other: 75: 14 17 11 33 26 57 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 26.5 24.6 37.3 11.6 18.8 19.3 26.2
Old : 11.9 25.9 21.2 35.1 11.4 21.9 18.9 29.7
Other: 33.6 47.5 47.7 61.7 29.7 47.2 40.4 56.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,082: 3,433 1,489 452 1,181 4,098 5,066 6,039: 2,016 1,043
Old : 6,520: 3,469 1,403 349 931 3,835 4,749 5,587: 1,771 933
Other: 562: 20 142 47 250 263 317 452: 245 110
: : :
: : Changes in Commitments from: April 19, 2005 :
: -114: 14 67 -369 218 132 -137 -170: 23 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 21.0 6.4 16.7 57.9 71.5 85.3: 28.5 14.7
Old : 100.0: 53.2 21.5 5.4 14.3 58.8 72.8 85.7: 27.2 14.3
Other: 100.0: 3.6 25.3 8.4 44.5 46.8 56.4 80.4: 43.6 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 11 8 10 13 32 26:
Old : 42: 18 9 7 7 12 29 24:
Other: 17: 1 7 4 4 6 9 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 41.8 52.8 62.5 36.4 38.4 48.2 59.1
Old : 42.8 42.2 56.7 64.4 39.6 39.7 52.1 61.9
Other: 45.7 48.0 56.2 70.3 37.0 36.7 37.0 53.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,196: 3,419 1,422 821 963 3,966 5,203 6,209: 1,993 987
Old : 6,734: 3,407 1,341 734 727 3,766 4,868 5,841: 1,866 893
Other: 462: 43 112 56 236 200 335 368: 127 94
: : :
: : Changes in Commitments from: April 12, 2005 :
: 656: 141 -56 164 182 549 487 657: 169 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 19.8 11.4 13.4 55.1 72.3 86.3: 27.7 13.7
Old : 100.0: 50.6 19.9 10.9 10.8 55.9 72.3 86.7: 27.7 13.3
Other: 100.0: 9.3 24.2 12.1 51.1 43.3 72.5 79.7: 27.5 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 10 9 8 11 30 25:
Old : 40: 17 9 8 5 11 27 24:
Other: 17: 4 5 6 4 5 12 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 41.0 53.7 62.6 35.8 37.7 45.9 57.7
Old : 39.7 41.2 56.4 64.1 38.3 38.7 48.8 59.8
Other: 51.1 51.1 69.9 72.3 49.6 43.7 54.5 58.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Old : 315,342: 105,423 73,511 223 145,611 142,144 251,257 215,878: 64,085 99,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 12,056: 9,550 12,697 217 3,844 -3,178 13,611 9,736: -1,555 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
Old : 100.0: 33.4 23.3 0.1 46.2 45.1 79.7 68.5: 20.3 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 19 27 3 37 40 59 67:
Old : 102: 19 27 3 37 40 59 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
Old : 33.1 19.6 46.6 28.1 33.1 18.0 46.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Old : 303,286: 95,873 60,814 6 141,767 145,322 237,646 206,142: 65,640 97,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,642: 6,287 3,456 0 -3,690 9,046 2,597 12,502: 4,045 -5,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Old : 100.0: 31.6 20.1 0.0 46.7 47.9 78.4 68.0: 21.6 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 19 23 1 36 39 56 62:
Old : 98: 19 23 1 36 39 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 22.2 45.4 31.3 32.4 20.4 45.4 29.5
Old : 32.4 22.2 45.4 31.3 32.4 20.4 45.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Old : 2,043,233: 342,333 471,599 102,356 1,351,564 1,032,064 1,796,253 1,606,019: 246,980 437,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 83,092: 44,270 -23,139 17,942 -5,356 64,077 56,856 58,880: 26,236 24,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
Old : 100.0: 16.8 23.1 5.0 66.1 50.5 87.9 78.6: 12.1 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 41 84 48 80 131 151 233:
Old : 277: 41 84 48 80 131 151 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 16.1 56.9 23.5 42.7 13.1 51.8 18.3
Old : 45.9 16.1 56.9 23.5 42.7 13.1 51.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Old : 1,960,141: 298,063 494,738 84,414 1,356,920 967,987 1,739,397 1,547,139: 220,744 413,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -41,809: -46,892 -39,471 6,459 -35,151 -11,463 -75,584 -44,475: 33,775 2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
Old : 100.0: 15.2 25.2 4.3 69.2 49.4 88.7 78.9: 11.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 36 89 40 80 129 142 232:
Old : 277: 36 89 40 80 129 142 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
Old : 46.8 14.3 58.2 23.2 44.3 12.5 53.7 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Old : 1,370,732: 138,907 284,865 41,527 1,035,508 755,231 1,215,942 1,081,623: 154,790 289,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,600: -1,887 -32,259 3,448 -40 25,737 1,521 -3,074: -16,121 -11,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 20.8 3.0 75.5 55.1 88.7 78.9: 11.3 21.1
Old : 100.0: 10.1 20.8 3.0 75.5 55.1 88.7 78.9: 11.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 30 49 22 60 81 102 140:
Old : 180: 30 49 22 60 81 102 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Old : 40.9 22.9 53.2 31.4 30.4 15.7 41.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Old : 1,385,332: 140,794 317,124 38,079 1,035,548 729,494 1,214,421 1,084,697: 170,911 300,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -31,299: -27,474 -25,122 2,847 -30,581 18,102 -55,208 -4,173: 23,909 -27,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 21.7
Old : 100.0: 10.2 22.9 2.7 74.8 52.7 87.7 78.3: 12.3 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 31 52 23 67 79 112 140:
Old : 186: 31 52 23 67 79 112 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 24.1 52.0 32.5 30.0 17.1 40.8 24.1
Old : 39.8 24.1 52.0 32.5 30.0 17.1 40.8 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Old : 502,062: 201,625 24,136 76,885 186,288 369,956 464,798 470,977: 37,264 31,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 20,998: 28,403 1,151 -82 -3,974 21,733 24,347 22,802: -3,349 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
Old : 100.0: 40.2 4.8 15.3 37.1 73.7 92.6 93.8: 7.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 42 15 30 42 50 91 88:
Old : 114: 42 15 30 42 50 91 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
Old : 35.4 36.7 47.1 48.8 22.6 30.8 29.9 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Old : 481,064: 173,222 22,985 76,967 190,262 348,223 440,451 448,175: 40,613 32,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,286: -2,986 -3,095 -697 -4,285 91 -7,968 -3,701: 9,254 4,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
Old : 100.0: 36.0 4.8 16.0 39.6 72.4 91.6 93.2: 8.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 42 12 29 46 51 92 88:
Old : 113: 42 12 29 46 51 92 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
Old : 34.7 37.3 48.0 49.9 20.7 29.8 28.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Old : 41,273: 10,150 11,715 393 20,929 21,849 31,472 33,957: 9,801 7,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 759: 1,356 -204 -118 -15 313 1,223 -9: -464 768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
Old : 100.0: 24.6 28.4 1.0 50.7 52.9 76.3 82.3: 23.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 14 2 19 10 42 25:
Old : 65: 22 14 2 19 10 42 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
Old : 33.0 57.6 47.8 67.6 33.0 57.6 47.8 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Old : 40,514: 8,794 11,919 511 20,944 21,536 30,249 33,966: 10,265 6,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,732: -556 201 122 1,102 1,287 668 1,610: 1,064 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
Old : 100.0: 21.7 29.4 1.3 51.7 53.2 74.7 83.8: 25.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 20 16 2 18 10 40 26:
Old : 64: 20 16 2 18 10 40 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 68.0
Old : 33.8 58.1 48.3 68.0 33.8 58.1 48.3 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Old : 60,045: 9,571 23,990 433 35,422 19,860 45,426 44,283: 14,619 15,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,723: -2,524 4,552 104 9,339 -1,570 6,919 3,086: -3,196 637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 26.3
Old : 100.0: 15.9 40.0 0.7 59.0 33.1 75.7 73.7: 24.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 22 25 3 15 13 39 39:
Old : 72: 22 25 3 15 13 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
Old : 48.9 40.0 57.6 49.7 48.9 40.0 57.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Old : 56,322: 12,095 19,438 329 26,083 21,430 38,507 41,197: 17,815 15,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 10,394: -839 2,339 -205 6,543 4,845 5,499 6,979: 4,895 3,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
Old : 100.0: 21.5 34.5 0.6 46.3 38.0 68.4 73.1: 31.6 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 21 2 15 10 40 31:
Old : 66: 23 21 2 15 10 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
Old : 34.5 48.8 44.2 56.6 34.4 48.8 43.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Old : 35,527: 3,962 5,821 1,046 29,684 27,247 34,692 34,114: 835 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 368: 1,025 167 0 -701 774 324 941: 44 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Old : 100.0: 11.2 16.4 2.9 83.6 76.7 97.6 96.0: 2.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 22 4 20 21 30 44:
Old : 63: 7 22 4 20 21 30 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Old : 55.5 43.8 71.6 64.5 55.4 40.2 71.5 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Old : 35,159: 2,937 5,654 1,046 30,385 26,473 34,368 33,173: 791 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,267: -1,230 -586 0 1,903 1,251 673 665: 594 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Old : 100.0: 8.4 16.1 3.0 86.4 75.3 97.8 94.4: 2.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 21 4 20 21 30 43:
Old : 62: 7 21 4 20 21 30 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Old : 56.1 44.3 72.3 63.4 56.0 40.7 72.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Old : 12,689: 0 1,038 0 12,383 11,251 12,383 12,289: 306 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 797: 0 -206 0 739 947 739 741: 58 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Old : 100.0: 0.0 8.2 0.0 97.6 88.7 97.6 96.8: 2.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 7 0 5 12 5 19:
Old : 24: 0 7 0 5 12 5 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Old : 95.7 75.4 97.6 85.9 95.7 75.4 97.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Old : 11,892: 0 1,244 0 11,644 10,304 11,644 11,548: 248 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,462: 0 -782 0 -1,709 -924 -1,709 -1,706: 247 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Old : 100.0: 0.0 10.5 0.0 97.9 86.6 97.9 97.1: 2.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 8 0 5 9 5 17:
Old : 22: 0 8 0 5 9 5 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Old : 97.6 75.8 97.9 86.4 97.6 75.8 97.9 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Old : 24,292: 3,020 2,206 1,234 14,280 14,195 18,534 17,635: 5,758 6,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 877: -75 15 188 903 452 1,016 655: -139 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
Old : 100.0: 12.4 9.1 5.1 58.8 58.4 76.3 72.6: 23.7 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 6 12 20 16 35 31:
Old : 43: 12 6 12 20 16 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
Old : 47.3 32.3 62.6 52.8 45.5 30.1 58.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Old : 23,415: 3,095 2,191 1,046 13,377 13,743 17,518 16,980: 5,897 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,182: 140 -71 88 611 567 839 584: 343 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 27.5
Old : 100.0: 13.2 9.4 4.5 57.1 58.7 74.8 72.5: 25.2 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 6 9 21 16 35 28:
Old : 43: 11 6 9 21 16 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
Old : 44.8 32.7 60.4 52.7 42.7 30.4 56.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 95,292: 16,801 10,903 21,063 42,030 36,206 79,894 68,172: 15,398 27,120
Old : 89,040: 16,376 10,950 19,445 39,360 34,174 75,181 64,569: 13,859 24,471
Other: 6,252: 1,871 1,399 172 2,670 2,032 4,713 3,603: 1,539 2,649
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,750: 1,308 3,623 2,553 -41 -1,025 3,820 5,151: -70 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.4 22.1 44.1 38.0 83.8 71.5: 16.2 28.5
Old : 100.0: 18.4 12.3 21.8 44.2 38.4 84.4 72.5: 15.6 27.5
Other: 100.0: 29.9 22.4 2.8 42.7 32.5 75.4 57.6: 24.6 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 42 40 53 21 31 98 107:
Old : 143: 41 40 53 20 31 96 107:
Other: 30: 11 4 3 5 12 17 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 18.5 40.6 28.2 28.2 18.3 38.4 26.9
Old : 30.2 18.6 43.4 29.0 30.2 18.5 41.1 28.4
Other: 57.9 38.5 68.4 49.6 56.4 36.2 66.4 47.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 91,542: 15,493 7,280 18,510 42,071 37,231 76,074 63,021: 15,468 28,521
Old : 85,944: 15,423 7,248 17,163 39,504 35,354 72,090 59,765: 13,854 26,179
Other: 5,598: 1,364 1,326 53 2,567 1,877 3,984 3,256: 1,614 2,342
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,019: -411 -661 1,506 -1,210 -1,140 -115 -295: -904 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.0 20.2 46.0 40.7 83.1 68.8: 16.9 31.2
Old : 100.0: 17.9 8.4 20.0 46.0 41.1 83.9 69.5: 16.1 30.5
Other: 100.0: 24.4 23.7 0.9 45.9 33.5 71.2 58.2: 28.8 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 36 33 50 21 27 92 93:
Old : 129: 35 34 50 21 27 92 93:
Other: 28: 9 4 2 4 12 13 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 19.3 41.6 30.7 29.2 18.9 39.8 28.1
Old : 31.1 19.4 44.3 31.5 31.1 19.0 42.2 30.8
Other: 63.5 40.3 69.8 51.2 61.8 40.3 67.6 51.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,705: 426 1,504 312 1,639 765 2,377 2,581: 1,328 1,124
Old : 3,685: 423 1,504 311 1,624 765 2,358 2,580: 1,327 1,105
Other: 20: 3 0 1 15 0 19 1: 1 19
: : :
: : Changes in Commitments from: April 19, 2005 :
: 717: 256 536 29 49 -37 334 528: 383 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 40.6 8.4 44.2 20.6 64.2 69.7: 35.8 30.3
Old : 100.0: 11.5 40.8 8.4 44.1 20.8 64.0 70.0: 36.0 30.0
Other: 100.0: 15.0 0.0 5.0 75.0 0.0 95.0 5.0: 5.0 95.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 10 13 5 8 3 20 19:
Old : 33: 10 13 5 8 3 20 19:
Other: 2: 1 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 45.3 49.6 59.4 34.0 42.3 41.0 50.1
Old : 37.6 45.5 49.4 59.7 33.8 42.5 40.8 50.4
Other: 95.0 5.0 95.0 5.0 90.0 0.0 90.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,988: 170 968 283 1,590 802 2,043 2,053: 945 935
Old : 2,969: 170 968 281 1,574 797 2,025 2,046: 944 923
Other: 19: 1 1 1 16 5 18 7: 1 12
: : :
: : Changes in Commitments from: April 12, 2005 :
: 613: -13 430 193 23 48 203 671: 410 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 32.4 9.5 53.2 26.8 68.4 68.7: 31.6 31.3
Old : 100.0: 5.7 32.6 9.5 53.0 26.8 68.2 68.9: 31.8 31.1
Other: 100.0: 5.3 5.3 5.3 84.2 26.3 94.7 36.8: 5.3 63.2
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 7 9 5 10 4 18 17:
Old : 28: 7 9 5 10 4 18 17:
Other: 4: 1 1 1 2 1 3 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 43.4 55.7 57.6 35.8 39.0 42.9 46.9
Old : 42.3 43.6 55.5 57.9 35.5 39.2 42.6 47.2
Other: 94.7 36.8 94.7 36.8 84.2 26.3 84.2 26.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Old : 142,633: 45,428 18,159 12,367 67,684 72,913 125,479 103,439: 17,154 39,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 4,022: 4,774 1,587 1,235 -3,029 -1,519 2,980 1,303: 1,042 2,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 27.5
Old : 100.0: 31.8 12.7 8.7 47.5 51.1 88.0 72.5: 12.0 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 55 33 33 49 93 126 145:
Old : 201: 55 33 33 49 93 126 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
Old : 22.8 14.9 38.0 24.7 22.8 14.8 35.6 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Old : 138,611: 40,654 16,572 11,132 70,713 74,432 122,499 102,136: 16,112 36,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,355: -1,993 2,019 473 1,784 -3,100 264 -608: -1,619 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 26.3
Old : 100.0: 29.3 12.0 8.0 51.0 53.7 88.4 73.7: 11.6 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 47 36 37 64 97 137 152:
Old : 204: 47 36 37 64 97 137 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
Old : 23.2 16.2 39.1 25.9 23.2 15.9 36.7 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Old : 4,444: 1,236 531 113 1,206 2,551 2,555 3,195: 1,889 1,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -37: -137 93 -46 -59 -236 -242 -189: 205 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 28.1
Old : 100.0: 27.8 11.9 2.5 27.1 57.4 57.5 71.9: 42.5 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 7 6 18 12 35 23:
Old : 45: 15 7 6 18 12 35 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 57.1
Old : 21.5 46.4 32.2 57.6 19.8 46.4 28.4 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Old : 4,481: 1,373 438 159 1,265 2,787 2,797 3,384: 1,684 1,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -303: -117 -77 69 27 -50 -21 -58: -282 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Old : 100.0: 30.6 9.8 3.5 28.2 62.2 62.4 75.5: 37.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 9 8 15 15 36 26:
Old : 45: 15 9 8 15 15 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
Old : 22.4 49.3 35.1 59.7 22.1 49.3 32.2 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Old : 27,405: 10,368 3,805 3,379 8,760 6,481 22,507 13,665: 4,898 13,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 507: -212 798 -9 107 -376 -114 413: 621 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
Old : 100.0: 37.8 13.9 12.3 32.0 23.6 82.1 49.9: 17.9 50.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 49 25 23 32 48 94 88:
Old : 144: 49 25 23 32 48 94 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
Old : 17.6 11.8 29.6 17.4 16.8 8.2 27.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Old : 26,898: 10,580 3,007 3,388 8,653 6,857 22,621 13,252: 4,277 13,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,027: 197 238 -2,064 934 133 -933 -1,693: -94 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
Old : 100.0: 39.3 11.2 12.6 32.2 25.5 84.1 49.3: 15.9 50.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 48 20 17 33 52 90 83:
Old : 140: 48 20 17 33 52 90 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
Old : 20.8 13.9 33.7 19.4 17.9 7.5 28.0 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Old : 85,837: 13,776 38,495 586 46,257 28,509 60,619 67,590: 25,218 18,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 9,066: -129 8,232 0 9,543 -1,368 9,414 6,864: -348 2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
Old : 100.0: 16.0 44.8 0.7 53.9 33.2 70.6 78.7: 29.4 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 16 2 26 19 43 36:
Old : 68: 16 16 2 26 19 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
Old : 31.8 33.1 45.2 48.9 30.9 33.0 44.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Old : 76,771: 13,905 30,263 586 36,714 29,877 51,205 60,726: 25,566 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7,479: -2,046 6,878 -31 12,480 -400 10,403 6,447: -2,924 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
Old : 100.0: 18.1 39.4 0.8 47.8 38.9 66.7 79.1: 33.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 17 15 2 23 20 41 36:
Old : 68: 17 15 2 23 20 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
Old : 25.2 29.8 38.5 48.5 25.2 29.7 37.3 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Old : 34,396: 3,504 12,129 1 21,121 7,719 24,626 19,849: 9,770 14,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,426: -81 -3,177 0 -1,584 1,107 -1,665 -2,070: 239 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
Old : 100.0: 10.2 35.3 0.0 61.4 22.4 71.6 57.7: 28.4 42.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 7 1 10 8 16 15:
Old : 28: 5 7 1 10 8 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
Old : 38.4 29.4 57.8 44.9 38.4 29.2 55.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Old : 35,822: 3,585 15,306 1 22,705 6,612 26,291 21,919: 9,531 13,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,870: 1,908 -9,135 0 -11,902 1,007 -9,994 -8,128: 124 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
Old : 100.0: 10.0 42.7 0.0 63.4 18.5 73.4 61.2: 26.6 38.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 12 1 10 7 16 19:
Old : 32: 5 12 1 10 7 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
Old : 42.9 29.0 61.4 44.1 42.9 29.0 57.6 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Old : 98,729: 71,259 4,917 0 19,169 91,147 90,428 96,064: 8,301 2,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 6,270: 6,436 1,028 0 -504 4,860 5,932 5,888: 338 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
Old : 100.0: 72.2 5.0 0.0 19.4 92.3 91.6 97.3: 8.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 53 15 0 16 17 69 32:
Old : 98: 53 15 0 16 17 69 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
Old : 36.0 59.4 50.6 82.1 36.0 59.2 50.6 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Old : 92,459: 64,823 3,889 0 19,673 86,287 84,496 90,176: 7,963 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 14,589: 13,162 140 0 2,557 15,612 15,719 15,752: -1,130 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
Old : 100.0: 70.1 4.2 0.0 21.3 93.3 91.4 97.5: 8.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 53 9 0 16 17 69 26:
Old : 92: 53 9 0 16 17 69 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
Old : 31.5 58.8 48.1 81.9 31.5 58.6 48.1 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Old : 85,465: 29,282 5,571 1 33,392 70,335 62,675 75,907: 22,790 9,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -1,084: -4,535 -1,448 -28 -287 1,575 -4,850 99: 3,766 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
Old : 100.0: 34.3 6.5 0.0 39.1 82.3 73.3 88.8: 26.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 21 10 1 16 15 38 25:
Old : 56: 21 10 1 16 15 38 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
Old : 26.8 59.6 39.7 76.6 26.0 58.8 38.9 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Old : 86,549: 33,817 7,019 29 33,679 68,760 67,525 75,808: 19,024 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,025: 6,993 566 28 -4,105 4,074 2,916 4,668: 1,109 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Old : 100.0: 39.1 8.1 0.0 38.9 79.4 78.0 87.6: 22.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 20 11 2 17 15 39 26:
Old : 57: 20 11 2 17 15 39 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
Old : 30.6 57.3 44.9 74.4 29.9 56.7 44.2 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Old : 138,788: 11,215 43,717 753 102,423 71,356 114,391 115,826: 24,397 22,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -4,390: 4,288 -17,907 -14 -8,801 16,642 -4,527 -1,279: 137 -3,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
Old : 100.0: 8.1 31.5 0.5 73.8 51.4 82.4 83.5: 17.6 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 14 25 2 29 23 44 49:
Old : 80: 14 25 2 29 23 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
Old : 51.5 37.1 65.7 49.4 51.5 37.1 61.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Old : 143,178: 6,927 61,624 767 111,224 54,714 118,918 117,105: 24,260 26,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 9,950: -5,027 5,474 120 15,722 8,505 10,815 14,099: -865 -4,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
Old : 100.0: 4.8 43.0 0.5 77.7 38.2 83.1 81.8: 16.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 11 33 2 28 21 41 54:
Old : 83: 11 33 2 28 21 41 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Old : 53.5 32.4 67.0 44.7 51.8 31.9 63.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Old : 133,030: 23,524 19,305 1,194 63,574 69,751 88,292 90,250: 44,738 42,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,449: -89 713 837 8,764 4,209 9,512 5,759: 4,937 8,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
Old : 100.0: 17.7 14.5 0.9 47.8 52.4 66.4 67.8: 33.6 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 30 22 6 26 24 60 48:
Old : 90: 30 22 6 26 24 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
Old : 26.3 33.6 37.5 46.6 26.3 32.4 37.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Old : 118,581: 23,613 18,592 357 54,810 65,542 78,780 84,491: 39,801 34,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -12,444: -6,479 -5,740 -165 -3,613 -3,435 -10,257 -9,340: -2,187 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
Old : 100.0: 19.9 15.7 0.3 46.2 55.3 66.4 71.3: 33.6 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 20 5 26 24 57 46:
Old : 85: 28 20 5 26 24 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
Old : 25.9 34.4 37.3 47.5 25.9 33.0 36.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Old : 75,436: 31,384 6,000 168 41,254 62,100 72,806 68,268: 2,630 7,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,888: 327 6,000 110 7,860 1,330 8,297 7,440: -409 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Old : 100.0: 41.6 8.0 0.2 54.7 82.3 96.5 90.5: 3.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 2 14 18 18 22:
Old : 29: 4 2 2 14 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Old : 65.9 57.0 87.1 74.1 63.4 56.3 81.9 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Old : 67,548: 31,057 0 58 33,394 60,770 64,509 60,828: 3,039 6,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -27,220: -4,057 -2,277 58 -21,563 -23,043 -25,562 -25,262: -1,658 -1,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Old : 100.0: 46.0 0.0 0.1 49.4 90.0 95.5 90.1: 4.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Old : 72.8 62.8 89.6 75.6 68.6 61.5 83.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Old : 8,302,013: 687,554 920,284 862,060 5,689,166 4,875,542 7,238,780 6,657,886: 1,063,233 1,644,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 219,368: 20,965 49,058 -11,451 140,847 81,343 150,361 118,950: 69,007 100,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Old : 100.0: 8.3 11.1 10.4 68.5 58.7 87.2 80.2: 12.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 50 62 87 122 134 223 242:
Old : 262: 50 62 87 122 134 223 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
Old : 29.1 16.0 44.7 25.4 27.7 13.9 37.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Old : 8,082,645: 666,589 871,226 873,511 5,548,319 4,794,199 7,088,419 6,538,936: 994,226 1,543,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -140,869: -48,375 -367,044 6,468 -187,868 238,474 -229,775 -122,102: 88,906 -18,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
Old : 100.0: 8.2 10.8 10.8 68.6 59.3 87.7 80.9: 12.3 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 47 70 88 116 129 219 238:
Old : 259: 47 70 88 116 129 219 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.6 45.5 25.7 28.5 14.6 38.7 21.2
Old : 29.9 16.6 45.5 25.7 28.5 14.6 38.7 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Old : 690,337: 61,084 72,398 9,565 483,691 499,919 554,340 581,882: 135,997 108,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 17,114: -2,478 -4,843 1,205 4,794 10,044 3,521 6,406: 13,593 10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
Old : 100.0: 8.8 10.5 1.4 70.1 72.4 80.3 84.3: 19.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 36 35 17 95 62 143 102:
Old : 192: 36 35 17 95 62 143 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
Old : 20.1 34.4 28.9 47.7 19.5 34.2 27.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Old : 673,223: 63,562 77,241 8,360 478,897 489,875 550,819 575,476: 122,404 97,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 867: 2,694 780 154 4,652 6,989 7,500 7,923: -6,633 -7,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
Old : 100.0: 9.4 11.5 1.2 71.1 72.8 81.8 85.5: 18.2 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 37 37 16 92 63 144 101:
Old : 194: 37 37 16 92 63 144 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
Old : 20.7 33.9 29.5 48.1 19.9 33.6 28.4 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Old : 960,079: 209,318 211,009 13,825 441,747 631,567 664,890 856,401: 295,189 103,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -14,800: 3,738 -9,036 -871 -340 -7,932 2,527 -17,839: -17,327 3,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
Old : 100.0: 21.8 22.0 1.4 46.0 65.8 69.3 89.2: 30.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 41 53 16 52 62 104 120:
Old : 185: 41 53 16 52 62 104 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 25.7 33.3 38.2 17.4 21.4 25.9 31.7
Old : 22.4 25.7 33.3 38.2 17.4 21.4 25.9 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Old : 974,879: 205,580 220,045 14,696 442,087 639,499 662,363 874,240: 312,516 100,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 92,694: 34,782 28,721 4,041 71,591 41,591 110,414 74,353: -17,720 18,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 10.3
Old : 100.0: 21.1 22.6 1.5 45.3 65.6 67.9 89.7: 32.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 43 52 17 48 59 100 119:
Old : 182: 43 52 17 48 59 100 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 29.6 31.9 40.6 17.5 24.9 25.3 34.9
Old : 22.4 29.6 31.9 40.6 17.5 24.9 25.3 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Old : 11,848: 725 1,238 0 5,444 9,263 6,169 10,501: 5,679 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 34: 0 -33 0 -353 -29 -353 -62: 387 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Old : 100.0: 6.1 10.4 0.0 45.9 78.2 52.1 88.6: 47.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 0 10 13 11 16:
Old : 26: 1 3 0 10 13 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Old : 29.9 39.7 45.3 65.3 28.4 39.7 43.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Old : 11,814: 725 1,271 0 5,797 9,292 6,522 10,563: 5,292 1,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 25: 0 -2 0 -243 271 -243 269: 268 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Old : 100.0: 6.1 10.8 0.0 49.1 78.7 55.2 89.4: 44.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 0 11 13 12 16:
Old : 27: 1 3 0 11 13 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Old : 29.6 40.1 45.3 65.7 28.1 40.1 43.9 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Old : 27,269: 7,315 765 82 16,579 17,928 23,976 18,775: 3,293 8,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -143: 1,682 270 -17 -901 -146 764 107: -907 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Old : 100.0: 26.8 2.8 0.3 60.8 65.7 87.9 68.9: 12.1 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 3 2 19 18 26 22:
Old : 39: 6 3 2 19 18 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Old : 40.8 39.9 62.6 54.2 40.8 36.5 61.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Old : 27,412: 5,633 495 99 17,480 18,074 23,212 18,668: 4,200 8,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 3,168: -166 -684 -19 4,181 1,802 3,996 1,099: -828 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Old : 100.0: 20.5 1.8 0.4 63.8 65.9 84.7 68.1: 15.3 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 2 1 18 18 27 21:
Old : 41: 9 2 1 18 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Old : 38.2 40.0 56.8 55.9 38.2 37.3 56.6 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Old : 60,963: 6,844 20,407 1 35,894 27,784 42,739 48,192: 18,224 12,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,236: 1,512 2,029 -44 -59 1,765 1,409 3,750: 1,827 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 20.9
Old : 100.0: 11.2 33.5 0.0 58.9 45.6 70.1 79.1: 29.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 23 1 33 31 50 55:
Old : 92: 17 23 1 33 31 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
Old : 30.4 27.0 40.6 41.1 29.2 24.3 38.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Old : 57,727: 5,332 18,378 45 35,953 26,019 41,330 44,442: 16,397 13,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,329: 1,117 1,533 41 -231 -544 927 1,030: 4,402 4,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 23.0
Old : 100.0: 9.2 31.8 0.1 62.3 45.1 71.6 77.0: 28.4 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 15 24 2 34 28 49 54:
Old : 90: 15 24 2 34 28 49 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
Old : 31.6 24.6 43.3 39.9 30.4 21.4 39.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Old : 341,508: 79,223 146,939 1,362 220,926 126,807 301,511 275,108: 39,997 66,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 14,432: -716 -1,606 113 24,244 -1,554 23,641 -3,047: -9,209 17,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
Old : 100.0: 23.2 43.0 0.4 64.7 37.1 88.3 80.6: 11.7 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 38 84 6 45 36 87 122:
Old : 191: 38 84 6 45 36 87 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
Old : 37.3 26.8 55.7 38.6 35.4 19.8 48.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Old : 327,076: 79,939 148,545 1,249 196,682 128,361 277,870 278,155: 49,206 48,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 46,579: 678 30,146 131 30,386 3,720 31,195 33,997: 15,384 12,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 15.0
Old : 100.0: 24.4 45.4 0.4 60.1 39.2 85.0 85.0: 15.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 46 75 6 50 36 99 114:
Old : 194: 46 75 6 50 36 99 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
Old : 36.4 28.3 52.6 40.1 34.1 22.2 45.6 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Old : 89,273: 33,986 6,692 0 32,727 73,094 66,713 79,786: 22,560 9,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,696: 8,741 -230 0 -5,450 8,698 3,291 8,468: 405 -4,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 10.6
Old : 100.0: 38.1 7.5 0.0 36.7 81.9 74.7 89.4: 25.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 17 7 0 16 18 33 25:
Old : 51: 17 7 0 16 18 33 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
Old : 41.6 64.9 51.9 75.9 41.5 63.8 51.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Old : 85,577: 25,245 6,922 0 38,177 64,396 63,422 71,318: 22,155 14,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 414: -6,464 636 0 3,456 -5,205 -3,008 -4,569: 3,422 4,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 16.7
Old : 100.0: 29.5 8.1 0.0 44.6 75.2 74.1 83.3: 25.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 12 8 0 16 16 28 24:
Old : 45: 12 8 0 16 16 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
Old : 45.3 61.0 55.4 71.8 45.2 60.0 54.8 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Old : 34,496: 1,121 13,276 5 28,030 16,619 29,156 29,900: 5,340 4,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,501: 0 812 0 715 1,211 715 2,023: 786 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
Old : 100.0: 3.2 38.5 0.0 81.3 48.2 84.5 86.7: 15.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 14 1 26 28 29 42:
Old : 61: 2 14 1 26 28 29 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
Old : 56.6 37.3 66.9 49.7 55.5 36.9 65.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Old : 32,995: 1,121 12,464 5 27,315 15,408 28,441 27,877: 4,554 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,877: -71 1,614 5 1,829 429 1,763 2,048: 114 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Old : 100.0: 3.4 37.8 0.0 82.8 46.7 86.2 84.5: 13.8 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 13 1 26 27 29 40:
Old : 60: 2 13 1 26 27 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
Old : 55.5 36.9 66.7 48.1 54.3 36.6 65.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Old : 217,677: 56,240 28,765 1,464 147,635 169,136 205,339 199,365: 12,338 18,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,824: 5,605 110 49 11,195 14,683 16,849 14,842: 4,975 6,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
Old : 100.0: 25.8 13.2 0.7 67.8 77.7 94.3 91.6: 5.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 19 38 8 30 42 53 84:
Old : 114: 19 38 8 30 42 53 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
Old : 59.1 36.9 71.0 51.4 56.1 33.5 67.6 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Old : 195,853: 50,635 28,655 1,415 136,440 154,453 188,490 184,523: 7,363 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 20,382: 7,433 -1,126 225 15,321 21,784 22,979 20,883: -2,597 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 5.8
Old : 100.0: 25.9 14.6 0.7 69.7 78.9 96.2 94.2: 3.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 19 32 6 30 39 52 74:
Old : 105: 19 32 6 30 39 52 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
Old : 56.0 38.1 70.1 53.5 53.2 34.4 66.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Old : 37,069: 10,470 6,697 35 14,332 21,017 24,837 27,749: 12,232 9,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -316: 201 -1,592 0 -938 120 -737 -1,472: 421 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
Old : 100.0: 28.2 18.1 0.1 38.7 56.7 67.0 74.9: 33.0 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 24 13 1 17 25 42 38:
Old : 76: 24 13 1 17 25 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
Old : 22.1 28.3 32.8 40.1 21.6 25.7 31.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Old : 37,385: 10,269 8,289 35 15,270 20,897 25,574 29,221: 11,811 8,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,933: -1,359 -1,998 -42 1,611 2,724 210 684: 1,723 1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 21.8
Old : 100.0: 27.5 22.2 0.1 40.8 55.9 68.4 78.2: 31.6 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 23 13 1 18 24 42 37:
Old : 74: 23 13 1 18 24 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
Old : 22.1 29.6 33.4 44.4 21.9 26.6 31.6 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Old : 27,672: 8,452 666 15 13,779 1,719 22,246 2,400: 5,426 25,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 40: -537 -238 0 1,036 93 499 -145: -459 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Old : 100.0: 30.5 2.4 0.1 49.8 6.2 80.4 8.7: 19.6 91.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 2 1 9 4 18 7:
Old : 23: 9 2 1 9 4 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Old : 58.0 7.8 69.8 8.7 58.0 7.8 69.7 8.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Old : 27,632: 8,989 904 15 12,743 1,626 21,747 2,545: 5,885 25,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Old : 100.0: 32.5 3.3 0.1 46.1 5.9 78.7 9.2: 21.3 90.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 3 1 9 3 17 7:
Old : 22: 8 3 1 9 3 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Old : 55.8 7.9 69.3 9.2 55.8 7.9 69.3 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Old : 69,239: 3,576 4,144 443 52,024 24,062 56,043 28,649: 13,196 40,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -394: -2,091 0 -136 121 1,289 -2,106 1,153: 1,712 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Old : 100.0: 5.2 6.0 0.6 75.1 34.8 80.9 41.4: 19.1 58.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 12 1 19 27 23 40:
Old : 47: 3 12 1 19 27 23 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Old : 63.7 17.9 72.4 26.2 54.9 10.7 60.0 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Old : 69,633: 5,667 4,144 579 51,903 22,773 58,149 27,496: 11,484 42,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 7: 2,172 -1,218 -365 -1,445 -61 362 -1,644: -355 1,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Old : 100.0: 8.1 6.0 0.8 74.5 32.7 83.5 39.5: 16.5 60.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 12 2 19 25 23 39:
Old : 46: 3 12 2 19 25 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Old : 66.3 17.7 75.0 25.6 57.7 10.0 62.5 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 111,987: 44,601 4,236 9,658 23,703 86,601 77,962 100,495: 34,025 11,492
Old : 111,987: 44,601 4,236 9,658 23,703 86,601 77,962 100,495: 34,025 11,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 7,682: 3,692 963 2,049 -1,380 3,234 4,361 6,246: 3,321 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 3.8 8.6 21.2 77.3 69.6 89.7: 30.4 10.3
Old : 100.0: 39.8 3.8 8.6 21.2 77.3 69.6 89.7: 30.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 79 19 32 18 32 111 75:
Old : 143: 79 19 32 18 32 111 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 36.7 27.7 54.4 13.8 29.9 20.2 46.5
Old : 18.7 36.7 27.7 54.4 13.8 29.9 20.2 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 104,305: 40,909 3,273 7,609 25,083 83,367 73,601 94,249: 30,704 10,056
Old : 104,305: 40,909 3,273 7,609 25,083 83,367 73,601 94,249: 30,704 10,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 2,137: -43 -995 338 2,209 3,241 2,504 2,584: -367 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.1 7.3 24.0 79.9 70.6 90.4: 29.4 9.6
Old : 100.0: 39.2 3.1 7.3 24.0 79.9 70.6 90.4: 29.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 82 18 28 20 33 116 71:
Old : 147: 82 18 28 20 33 116 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 35.1 29.7 53.7 14.0 30.8 20.9 47.5
Old : 20.1 35.1 29.7 53.7 14.0 30.8 20.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 116,212: 35,217 12,857 21,876 44,690 69,374 101,783 104,107: 14,429 12,105
Old : 116,212: 35,217 12,857 21,876 44,690 69,374 101,783 104,107: 14,429 12,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -951: 2,704 -1,016 -207 -3,363 -180 -866 -1,403: -85 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.1 18.8 38.5 59.7 87.6 89.6: 12.4 10.4
Old : 100.0: 30.3 11.1 18.8 38.5 59.7 87.6 89.6: 12.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 61 47 32 38 42 120 108:
Old : 170: 61 47 32 38 42 120 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 30.2 36.8 48.0 18.1 27.6 26.2 40.0
Old : 24.0 30.2 36.8 48.0 18.1 27.6 26.2 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 117,163: 32,513 13,873 22,083 48,053 69,554 102,649 105,510: 14,514 11,653
Old : 117,163: 32,513 13,873 22,083 48,053 69,554 102,649 105,510: 14,514 11,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -14,941: -13,621 -4,115 -3,402 6,089 -4,539 -10,934 -12,056: -4,007 -2,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 11.8 18.8 41.0 59.4 87.6 90.1: 12.4 9.9
Old : 100.0: 27.8 11.8 18.8 41.0 59.4 87.6 90.1: 12.4 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 57 57 40 44 45 129 125:
Old : 181: 57 57 40 44 45 129 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 28.4 37.1 47.4 18.0 26.4 25.7 38.2
Old : 25.7 28.4 37.1 47.4 18.0 26.4 25.7 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 302,084: 173,826 36,049 19,296 57,612 226,901 250,734 282,246: 51,350 19,838
Old : 302,084: 173,826 36,049 19,296 57,612 226,901 250,734 282,246: 51,350 19,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 21,652: 21,011 -2,374 -741 -3,760 21,942 16,510 18,827: 5,142 2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 11.9 6.4 19.1 75.1 83.0 93.4: 17.0 6.6
Old : 100.0: 57.5 11.9 6.4 19.1 75.1 83.0 93.4: 17.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 121 44 30 32 47 175 103:
Old : 226: 121 44 30 32 47 175 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 37.6 37.7 55.3 25.6 32.7 33.7 48.8
Old : 26.8 37.6 37.7 55.3 25.6 32.7 33.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 280,432: 152,815 38,423 20,037 61,372 204,959 234,224 263,419: 46,208 17,013
Old : 280,432: 152,815 38,423 20,037 61,372 204,959 234,224 263,419: 46,208 17,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 887: 2,204 1,156 1,830 -2,754 -1,196 1,280 1,790: -393 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 13.7 7.1 21.9 73.1 83.5 93.9: 16.5 6.1
Old : 100.0: 54.5 13.7 7.1 21.9 73.1 83.5 93.9: 16.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 122 43 28 33 43 172 102:
Old : 223: 122 43 28 33 43 172 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 39.8 39.3 56.8 27.1 34.5 34.3 49.9
Old : 28.4 39.8 39.3 56.8 27.1 34.5 34.3 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Old : 11,742: 7,248 1,326 499 432 9,032 8,179 10,857: 3,563 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -239: -1,162 -277 63 195 -318 -904 -532: 665 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Old : 100.0: 61.7 11.3 4.2 3.7 76.9 69.7 92.5: 30.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 24 5 8 4 5 33 16:
Old : 40: 24 5 8 4 5 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Old : 42.0 85.1 55.3 90.4 42.0 83.8 54.3 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Old : 11,981: 8,410 1,603 436 237 9,350 9,083 11,389: 2,898 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 522: 709 223 1 -38 614 672 838: -150 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Old : 100.0: 70.2 13.4 3.6 2.0 78.0 75.8 95.1: 24.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 23 4 6 2 6 29 14:
Old : 37: 23 4 6 2 6 29 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Old : 45.3 83.5 63.4 93.5 45.3 83.5 63.4 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 64,434: 11,059 10,584 2,705 36,513 31,778 50,277 45,067: 14,157 19,367
Old : 7,379: 0 1,042 0 6,005 3,551 6,005 4,593: 1,374 2,786
Other: 57,055: 11,078 9,561 2,686 30,508 28,227 44,272 40,474: 12,783 16,581
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,060: 73 -6,971 -457 -10,934 -2,169 -11,318 -9,597: 258 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.4 4.2 56.7 49.3 78.0 69.9: 22.0 30.1
Old : 100.0: 0.0 14.1 0.0 81.4 48.1 81.4 62.2: 18.6 37.8
Other: 100.0: 19.4 16.8 4.7 53.5 49.5 77.6 70.9: 22.4 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 25 26 12 41 41 71 76:
Old : 34: 0 3 0 16 18 16 21:
Other: 106: 25 24 12 38 36 68 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 25.5 34.4 34.8 21.7 17.4 29.7 23.9
Old : 63.4 38.6 77.6 52.8 63.4 38.3 77.6 52.5
Other: 24.0 27.5 33.4 37.5 24.0 23.8 33.0 32.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 75,494: 10,986 17,555 3,162 47,447 33,947 61,595 54,664: 13,899 20,830
Old : 18,802: 759 7,819 0 14,570 5,991 15,329 13,810: 3,473 4,992
Other: 56,692: 10,450 9,959 2,939 32,877 27,956 46,266 40,854: 10,426 15,838
: : :
: : Changes in Commitments from: April 12, 2005 :
: 5,100: 1,192 3,908 169 2,731 793 4,092 4,870: 1,008 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.3 4.2 62.8 45.0 81.6 72.4: 18.4 27.6
Old : 100.0: 4.0 41.6 0.0 77.5 31.9 81.5 73.4: 18.5 26.6
Other: 100.0: 18.4 17.6 5.2 58.0 49.3 81.6 72.1: 18.4 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 18 29 14 41 43 70 76:
Old : 60: 3 16 0 20 24 23 40:
Other: 96: 21 22 12 35 34 63 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 25.0 43.4 33.8 23.9 15.4 32.5 22.5
Old : 60.0 26.3 71.2 42.3 60.0 26.2 70.2 41.6
Other: 30.2 31.3 40.1 41.2 29.4 28.7 39.0 37.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 28,737: 2,026 3,739 1,805 17,047 13,669 20,878 19,213: 7,859 9,524
Old : 17,902: 2,846 3,667 766 9,022 8,444 12,634 12,877: 5,268 5,025
Other: 10,835: 160 1,052 59 8,025 5,225 8,244 6,336: 2,591 4,499
: : :
: : Changes in Commitments from: April 19, 2005 :
: -7,730: -289 -6,468 95 -5,933 -507 -6,127 -6,880: -1,603 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.0 6.3 59.3 47.6 72.7 66.9: 27.3 33.1
Old : 100.0: 15.9 20.5 4.3 50.4 47.2 70.6 71.9: 29.4 28.1
Other: 100.0: 1.5 9.7 0.5 74.1 48.2 76.1 58.5: 23.9 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 11 9 22 17 35 33:
Old : 44: 10 9 6 16 16 29 29:
Other: 27: 4 5 3 14 12 19 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 33.4 49.8 45.9 36.0 28.5 45.1 37.3
Old : 37.3 34.0 48.5 48.2 34.6 32.3 45.1 46.3
Other: 43.8 40.2 64.6 50.9 43.7 30.7 59.1 40.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,467: 2,315 10,207 1,710 22,980 14,176 27,005 26,093: 9,462 10,374
Old : 25,547: 3,324 10,177 536 14,998 8,614 18,858 19,327: 6,689 6,220
Other: 10,920: 160 1,199 5 7,982 5,562 8,147 6,766: 2,773 4,154
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,371: 792 5,859 624 3,514 -663 4,930 5,820: 1,441 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 28.0 4.7 63.0 38.9 74.1 71.6: 25.9 28.4
Old : 100.0: 13.0 39.8 2.1 58.7 33.7 73.8 75.7: 26.2 24.3
Other: 100.0: 1.5 11.0 0.0 73.1 50.9 74.6 62.0: 25.4 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 14 9 26 14 40 33:
Old : 51: 13 11 4 24 13 37 28:
Other: 30: 4 6 3 15 12 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 32.1 47.9 47.9 28.4 27.5 38.7 37.6
Old : 34.0 38.1 46.7 53.6 29.8 38.1 41.2 48.3
Other: 45.7 38.1 64.7 50.5 40.8 31.0 54.9 40.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 119,196: 46,222 11,053 3,457 51,799 98,725 101,478 113,235: 17,718 5,961
Old : 97,507: 42,631 10,476 144 40,294 83,584 83,069 94,204: 14,438 3,303
Other: 21,689: 6,247 3,233 657 11,505 15,141 18,409 19,031: 3,280 2,658
: : :
: : Changes in Commitments from: April 19, 2005 :
: -5,633: 3,300 2,899 -785 -8,842 -5,987 -6,327 -3,873: 694 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 9.3 2.9 43.5 82.8 85.1 95.0: 14.9 5.0
Old : 100.0: 43.7 10.7 0.1 41.3 85.7 85.2 96.6: 14.8 3.4
Other: 100.0: 28.8 14.9 3.0 53.0 69.8 84.9 87.7: 15.1 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 86 41 33 48 55 158 110:
Old : 199: 83 46 3 21 52 104 101:
Other: 110: 26 29 15 38 38 76 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 48.5 31.9 59.6 20.8 43.2 30.2 53.4
Old : 25.2 54.0 36.8 64.3 25.2 51.0 36.1 61.2
Other: 27.9 30.5 44.5 43.5 24.4 25.2 35.6 34.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 124,829: 42,922 8,154 4,242 60,641 104,712 107,805 117,108: 17,024 7,721
Old : 103,891: 39,725 8,295 968 49,336 89,392 90,029 98,655: 13,862 5,236
Other: 20,938: 5,787 2,449 684 11,305 15,320 17,776 18,453: 3,162 2,485
: : :
: : Changes in Commitments from: April 12, 2005 :
: 539: -1,809 -10,164 -1,531 4,898 12,632 1,558 937: -1,019 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 6.5 3.4 48.6 83.9 86.4 93.8: 13.6 6.2
Old : 100.0: 38.2 8.0 0.9 47.5 86.0 86.7 95.0: 13.3 5.0
Other: 100.0: 27.6 11.7 3.3 54.0 73.2 84.9 88.1: 15.1 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 88 35 40 53 57 168 115:
Old : 203: 87 42 11 36 54 130 102:
Other: 107: 31 23 16 33 39 72 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 51.1 35.9 61.2 19.4 38.9 28.1 48.2
Old : 28.7 57.1 41.4 65.8 23.3 47.1 33.6 55.6
Other: 30.2 31.9 47.1 46.1 26.7 29.3 38.4 38.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 31,506: 11,391 3,768 1,310 13,805 25,107 26,506 30,185: 5,000 1,321
Old : 31,290: 11,375 3,794 1,205 13,780 25,034 26,360 30,033: 4,930 1,257
Other: 216: 110 68 11 25 73 146 152: 70 64
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,090: 446 79 -414 -2,200 -1,502 -2,168 -1,837: 78 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.0 4.2 43.8 79.7 84.1 95.8: 15.9 4.2
Old : 100.0: 36.4 12.1 3.9 44.0 80.0 84.2 96.0: 15.8 4.0
Other: 100.0: 50.9 31.5 5.1 11.6 33.8 67.6 70.4: 32.4 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 54 21 16 20 15 85 43:
Old : 106: 54 21 15 20 15 84 43:
Other: 11: 4 2 1 3 3 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 54.5 40.2 72.8 22.2 45.5 32.8 62.6
Old : 27.8 54.7 40.4 73.1 22.3 45.8 33.0 62.9
Other: 60.2 63.0 67.6 70.4 55.1 63.0 60.6 63.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 33,596: 10,945 3,689 1,724 16,005 26,609 28,674 32,022: 4,922 1,574
Old : 33,380: 10,925 3,711 1,623 15,980 26,541 28,528 31,875: 4,852 1,505
Other: 216: 110 68 11 25 68 146 147: 70 69
: : :
: : Changes in Commitments from: April 12, 2005 :
: 346: -2,768 900 -528 3,655 249 359 621: -13 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.0 5.1 47.6 79.2 85.3 95.3: 14.7 4.7
Old : 100.0: 32.7 11.1 4.9 47.9 79.5 85.5 95.5: 14.5 4.5
Other: 100.0: 50.9 31.5 5.1 11.6 31.5 67.6 68.1: 32.4 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 50 22 19 21 15 83 46:
Old : 104: 49 23 18 20 15 81 46:
Other: 11: 4 2 1 3 3 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 56.5 44.4 73.8 21.3 43.3 31.5 58.5
Old : 32.8 56.7 44.7 74.1 21.4 43.6 31.7 58.7
Other: 60.2 60.6 67.6 68.1 55.1 60.6 60.6 61.1
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 118,881: 25,317 14,158 2,640 81,703 97,426 109,660 114,224: 9,221 4,657
Old : 59,463: 19,258 13,614 642 30,907 41,178 50,807 55,434: 8,656 4,029
Other: 59,418: 7,489 1,974 568 50,796 56,248 58,853 58,790: 565 628
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,574: -788 6,988 -395 3,549 -5,967 2,366 626: -792 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.9 2.2 68.7 82.0 92.2 96.1: 7.8 3.9
Old : 100.0: 32.4 22.9 1.1 52.0 69.2 85.4 93.2: 14.6 6.8
Other: 100.0: 12.6 3.3 1.0 85.5 94.7 99.0 98.9: 1.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 56 26 17 48 38 109 78:
Old : 136: 54 26 10 43 35 101 67:
Other: 72: 20 12 5 29 28 53 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 39.2 45.5 56.9 23.6 31.1 34.2 40.7
Old : 19.7 32.7 33.1 48.1 18.7 31.2 30.3 46.1
Other: 51.7 58.7 69.1 76.5 35.8 44.8 48.9 55.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 117,307: 26,105 7,170 3,035 78,154 103,393 107,294 113,598: 10,013 3,709
Old : 57,865: 20,355 6,981 928 28,079 46,905 49,362 54,814: 8,503 3,051
Other: 59,442: 7,354 1,793 503 50,075 56,488 57,932 58,784: 1,510 658
: : :
: : Changes in Commitments from: April 12, 2005 :
: -11,144: -4,368 2,699 817 -4,094 -11,506 -7,645 -7,990: -3,499 -3,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.1 2.6 66.6 88.1 91.5 96.8: 8.5 3.2
Old : 100.0: 35.2 12.1 1.6 48.5 81.1 85.3 94.7: 14.7 5.3
Other: 100.0: 12.4 3.0 0.8 84.2 95.0 97.5 98.9: 2.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 53 22 19 47 39 111 76:
Old : 135: 52 27 12 39 36 99 67:
Other: 73: 22 10 4 29 29 52 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 39.9 46.1 61.5 22.6 32.4 33.2 43.3
Old : 21.5 38.4 33.2 55.8 19.5 35.5 30.0 52.4
Other: 52.4 58.0 69.3 77.5 37.2 46.2 49.7 56.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 350,292: 68,313 98,292 13,276 206,677 189,503 288,266 301,071: 62,026 49,221
Old : 350,292: 68,313 98,292 13,276 206,677 189,503 288,266 301,071: 62,026 49,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,205: 8,003 3,754 1,126 -2,862 1,190 6,267 6,070: -5,062 -4,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.1 3.8 59.0 54.1 82.3 85.9: 17.7 14.1
Old : 100.0: 19.5 28.1 3.8 59.0 54.1 82.3 85.9: 17.7 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 38 45 20 56 41 106 95:
Old : 148: 38 45 20 56 41 106 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 26.6 32.0 43.5 17.0 22.3 29.8 33.6
Old : 19.0 26.6 32.0 43.5 17.0 22.3 29.8 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 349,087: 60,310 94,538 12,150 209,539 188,313 281,999 295,001: 67,088 54,086
Old : 349,087: 60,310 94,538 12,150 209,539 188,313 281,999 295,001: 67,088 54,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -5,752: -7,001 11,044 -2,400 2,909 -8,550 -6,492 94: 740 -5,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 27.1 3.5 60.0 53.9 80.8 84.5: 19.2 15.5
Old : 100.0: 17.3 27.1 3.5 60.0 53.9 80.8 84.5: 19.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 30 45 23 58 42 103 96:
Old : 140: 30 45 23 58 42 103 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.0 31.1 43.1 16.7 20.9 29.0 32.7
Old : 18.3 26.0 31.1 43.1 16.7 20.9 29.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 98,929: 35,318 9,994 10,450 42,912 72,532 88,680 92,976: 10,249 5,953
Old : 84,900: 35,636 13,501 4,462 35,331 61,980 75,429 79,943: 9,471 4,957
Other: 14,029: 4,731 1,542 939 7,581 10,552 13,251 13,033: 778 996
: : :
: : Changes in Commitments from: April 19, 2005 :
: -521: 2,998 1,301 1,192 -4,583 -3,098 -393 -605: -128 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.1 10.6 43.4 73.3 89.6 94.0: 10.4 6.0
Old : 100.0: 42.0 15.9 5.3 41.6 73.0 88.8 94.2: 11.2 5.8
Other: 100.0: 33.7 11.0 6.7 54.0 75.2 94.5 92.9: 5.5 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 127 40 44 90 99 239 169:
Old : 291: 125 42 31 80 95 221 156:
Other: 125: 22 18 12 54 63 81 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.4 30.6 43.3 16.2 24.2 26.2 35.1
Old : 18.7 30.8 30.9 44.6 18.7 26.0 30.4 38.2
Other: 40.2 38.3 55.7 50.7 35.4 33.4 43.3 44.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 99,450: 32,320 8,693 9,258 47,495 75,630 89,073 93,581: 10,377 5,869
Old : 87,517: 32,887 11,039 4,538 40,107 66,882 77,532 82,459: 9,985 5,058
Other: 11,933: 3,334 1,555 819 7,388 8,748 11,541 11,122: 392 811
: : :
: : Changes in Commitments from: April 12, 2005 :
: -8,217: -5,821 538 -4,312 468 -5,181 -9,665 -8,955: 1,448 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.7 9.3 47.8 76.0 89.6 94.1: 10.4 5.9
Old : 100.0: 37.6 12.6 5.2 45.8 76.4 88.6 94.2: 11.4 5.8
Other: 100.0: 27.9 13.0 6.9 61.9 73.3 96.7 93.2: 3.3 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 127 31 50 91 95 239 164:
Old : 281: 125 36 35 83 93 225 149:
Other: 120: 20 19 11 52 54 78 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.7 31.3 45.1 16.5 23.8 26.2 33.9
Old : 19.0 31.6 32.2 47.0 18.6 26.2 29.6 36.6
Other: 41.2 34.1 55.2 48.3 33.2 27.2 39.9 39.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 17,382: 6,912 4,671 2,025 5,541 8,367 14,478 15,063: 2,904 2,319
Old : 17,382: 6,912 4,671 2,025 5,541 8,367 14,478 15,063: 2,904 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 669: -195 248 -106 716 200 415 342: 254 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 26.9 11.6 31.9 48.1 83.3 86.7: 16.7 13.3
Old : 100.0: 39.8 26.9 11.6 31.9 48.1 83.3 86.7: 16.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 14 3 6 5 20 21:
Old : 37: 12 14 3 6 5 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 69.0 72.8 78.9 52.2 58.2 61.7 66.0
Old : 58.2 69.0 72.8 78.9 52.2 58.2 61.7 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 16,713: 7,107 4,423 2,131 4,825 8,167 14,063 14,721: 2,650 1,992
Old : 16,713: 7,107 4,423 2,131 4,825 8,167 14,063 14,721: 2,650 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -1,031: -88 -726 -12 -622 -193 -722 -931: -309 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 26.5 12.8 28.9 48.9 84.1 88.1: 15.9 11.9
Old : 100.0: 42.5 26.5 12.8 28.9 48.9 84.1 88.1: 15.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 12 4 7 4 24 19:
Old : 38: 15 12 4 7 4 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 71.5 71.1 81.2 50.8 60.1 60.0 67.8
Old : 57.2 71.5 71.1 81.2 50.8 60.1 60.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Old : 181,115: 29,860 26,130 19,884 98,465 109,809 148,209 155,823: 32,906 25,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 932: 472 -900 1,431 -3,730 -1,083 -1,827 -552: 2,759 1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 14.0
Old : 100.0: 16.5 14.4 11.0 54.4 60.6 81.8 86.0: 18.2 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 27 24 29 58 56 105 93:
Old : 116: 27 24 29 58 56 105 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.3 32.2 38.4 14.3 18.0 21.5 25.0
Old : 21.0 28.3 32.2 38.4 14.3 18.0 21.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 180,183: 29,388 27,030 18,453 102,195 110,892 150,036 156,375: 30,147 23,808
Old : 180,183: 29,388 27,030 18,453 102,195 110,892 150,036 156,375: 30,147 23,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,801: 220 -3,969 850 5,549 10,963 6,619 7,844: 182 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.0 10.2 56.7 61.5 83.3 86.8: 16.7 13.2
Old : 100.0: 16.3 15.0 10.2 56.7 61.5 83.3 86.8: 16.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 32 25 31 59 58 110 97:
Old : 124: 32 25 31 59 58 110 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 28.1 32.7 40.8 14.8 19.7 23.3 28.0
Old : 20.4 28.1 32.7 40.8 14.8 19.7 23.3 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Old : 481,312: 36,711 45,073 161,731 210,513 242,063 408,955 448,867: 72,357 32,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -5,155: -1,150 -6,554 1,512 -3,057 -959 -2,695 -6,001: -2,460 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Old : 100.0: 7.6 9.4 33.6 43.7 50.3 85.0 93.3: 15.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 41 52 63 84 74 165 153:
Old : 183: 41 52 63 84 74 165 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Old : 20.6 24.4 30.6 38.1 6.6 10.5 10.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 486,467: 37,861 51,627 160,219 213,570 243,022 411,650 454,868: 74,817 31,599
Old : 486,467: 37,861 51,627 160,219 213,570 243,022 411,650 454,868: 74,817 31,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 11,488: -8,012 622 2,276 4,636 4,342 -1,100 7,240: 12,588 4,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.6 32.9 43.9 50.0 84.6 93.5: 15.4 6.5
Old : 100.0: 7.8 10.6 32.9 43.9 50.0 84.6 93.5: 15.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 45 51 69 82 73 170 159:
Old : 190: 45 51 69 82 73 170 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 22.8 29.1 36.9 6.6 10.5 10.0 15.7
Old : 19.3 22.8 29.1 36.9 6.6 10.5 10.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Old : 34,482: 5,460 2,728 1,908 23,248 18,984 30,616 23,620: 3,866 10,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Old : 100.0: 15.8 7.9 5.5 67.4 55.1 88.8 68.5: 11.2 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 3 12 12 15 15:
Old : 20: 2 1 3 12 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Old : 51.3 39.4 75.8 57.5 48.4 32.7 63.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Old : 99,882: 11,444 2,932 1,758 78,007 88,767 91,209 93,457: 8,673 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,050: 998 -1,758 1,758 -498 674 2,258 674: 792 2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Old : 100.0: 11.5 2.9 1.8 78.1 88.9 91.3 93.6: 8.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 20 26 22 28:
Old : 34: 2 1 1 20 26 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Old : 62.9 37.4 77.8 55.4 62.7 35.9 70.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Old : 96,832: 10,446 4,690 0 78,505 88,093 88,951 92,783: 7,881 4,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,096: 0 952 0 1,423 231 1,423 1,183: -327 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 4.2
Old : 100.0: 10.8 4.8 0.0 81.1 91.0 91.9 95.8: 8.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 0 19 26 20 28:
Old : 33: 1 2 0 19 26 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
Old : 63.2 38.7 79.4 58.0 62.5 37.3 71.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Old : 57,186: 7,362 11,664 604 45,519 39,379 53,485 51,647: 3,701 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,473: 1,624 186 0 -333 4,073 1,291 4,259: 182 -2,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Old : 100.0: 12.9 20.4 1.1 79.6 68.9 93.5 90.3: 6.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 11 14 13 17:
Old : 23: 1 3 1 11 14 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Old : 55.0 53.3 81.4 72.4 47.0 52.2 72.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Old : 55,713: 5,738 11,478 604 45,852 35,306 52,194 47,388: 3,519 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,474: 3,548 7,430 -3,444 3,017 983 3,121 4,969: 1,353 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Old : 100.0: 10.3 20.6 1.1 82.3 63.4 93.7 85.1: 6.3 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 1 11 13 13 16:
Old : 21: 1 3 1 11 13 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Old : 53.5 55.0 82.0 72.7 46.9 53.9 75.3 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Old : 44,800: 0 4,171 3,139 34,751 33,420 37,890 40,730: 6,910 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 2,140: 0 -721 1,079 999 1,720 2,078 2,078: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Old : 100.0: 0.0 9.3 7.0 77.6 74.6 84.6 90.9: 15.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 15 14 18 17:
Old : 21: 0 3 3 15 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Old : 46.5 52.2 65.6 76.6 17.3 20.1 26.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Old : 42,660: 0 4,892 2,060 33,752 31,700 35,812 38,652: 6,848 4,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Old : 100.0: 0.0 11.5 4.8 79.1 74.3 83.9 90.6: 16.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 3 14 13 17 16:
Old : 20: 0 3 3 14 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
Old : 49.3 51.8 68.9 77.3 18.5 20.0 26.4 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Old : 57,172: 4,568 6,522 4,864 42,785 39,104 52,217 50,490: 4,955 6,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,662: -743 2,128 933 4,637 603 4,827 3,664: -1,165 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Old : 100.0: 8.0 11.4 8.5 74.8 68.4 91.3 88.3: 8.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 16 22 21:
Old : 26: 2 3 4 18 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Old : 56.5 42.5 69.7 64.0 53.2 37.5 62.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Old : 53,510: 5,311 4,394 3,931 38,148 38,501 47,390 46,826: 6,120 6,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 4,211: -1,228 2,020 1,029 2,940 1,375 2,741 4,424: 1,470 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Old : 100.0: 9.9 8.2 7.3 71.3 72.0 88.6 87.5: 11.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 4 18 15 22 20:
Old : 24: 3 2 4 18 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
Old : 56.3 42.8 70.0 66.1 53.1 38.0 62.2 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Old : 61,688: 0 2,912 4,635 47,056 44,995 51,691 52,542: 9,997 9,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -831: 0 -2 -308 -920 -335 -1,228 -645: 397 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Old : 100.0: 0.0 4.7 7.5 76.3 72.9 83.8 85.2: 16.2 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Old : 35.0 59.4 58.9 72.1 27.6 43.5 39.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Old : 62,519: 0 2,914 4,943 47,976 45,330 52,919 53,187: 9,600 9,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,221: 0 -182 182 705 1,066 887 1,066: 334 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Old : 100.0: 0.0 4.7 7.9 76.7 72.5 84.6 85.1: 15.4 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 2 20 19 22 21:
Old : 25: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Old : 35.3 60.5 58.9 71.8 28.2 45.0 40.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Old : 71,386: 36,162 16,188 0 30,766 51,628 66,928 67,816: 4,458 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 15,376: 17,874 9,794 0 -1,960 5,044 15,914 14,838: -538 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Old : 100.0: 50.7 22.7 0.0 43.1 72.3 93.8 95.0: 6.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 14 16 15:
Old : 21: 2 1 0 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Old : 72.2 57.3 86.9 80.7 69.4 56.8 74.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Old : 56,010: 18,288 6,394 0 32,726 46,584 51,014 52,978: 4,996 3,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Old : 100.0: 32.7 11.4 0.0 58.4 83.2 91.1 94.6: 8.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 0 14 13 16 14:
Old : 20: 2 1 0 14 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Old : 63.0 50.2 82.1 77.1 58.0 48.9 64.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Old : 32,143: 2,356 496 0 27,668 31,306 30,024 31,802: 2,119 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Old : 100.0: 7.3 1.5 0.0 86.1 97.4 93.4 98.9: 6.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 6 12 9 13:
Old : 21: 3 1 0 6 12 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Old : 87.2 82.7 93.0 94.7 87.2 82.3 93.0 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Old : 22,483: 2,480 496 0 15,479 20,881 17,959 21,377: 4,524 1,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Old : 100.0: 11.0 2.2 0.0 68.8 92.9 79.9 95.1: 20.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Old : 57.9 66.3 75.5 86.9 52.0 66.3 66.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Old : 1,001,483: 274,100 71,178 144,637 558,931 774,249 977,668 990,064: 23,815 11,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 22,229: -4,536 3,207 -5,060 31,456 24,173 21,860 22,320: 369 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Old : 100.0: 27.4 7.1 14.4 55.8 77.3 97.6 98.9: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 20 9 29 85 82 116 113:
Old : 125: 20 9 29 85 82 116 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Old : 32.4 21.9 44.1 37.3 27.3 18.1 34.5 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Old : 979,254: 278,636 67,971 149,697 527,475 750,076 955,808 967,744: 23,446 11,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 23,551: 488 3,090 6,175 17,482 14,925 24,145 24,190: -594 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Old : 100.0: 28.5 6.9 15.3 53.9 76.6 97.6 98.8: 2.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 22 8 29 82 79 113 111:
Old : 122: 22 8 29 82 79 113 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Old : 32.2 22.8 45.0 38.4 26.9 19.2 35.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Old : 157,969: 29,323 45,842 33,949 88,402 58,515 151,674 138,306: 6,295 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 10,115: 2,482 -11,072 3,384 2,332 1,564 8,198 -6,124: 1,917 16,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Old : 100.0: 18.6 29.0 21.5 56.0 37.0 96.0 87.6: 4.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 8 15 25 25 43 42:
Old : 48: 12 8 15 25 25 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Old : 31.3 45.4 48.3 62.7 21.4 28.6 32.4 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Old : 147,854: 26,841 56,914 30,565 86,070 56,951 143,476 144,430: 4,378 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,913: -3,734 7,284 -51 10,514 -520 6,729 6,713: 184 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 2.3
Old : 100.0: 18.2 38.5 20.7 58.2 38.5 97.0 97.7: 3.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 10 10 15 24 24 43 40:
Old : 46: 10 10 15 24 24 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
Old : 29.3 51.9 47.5 70.8 21.1 35.2 30.7 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Old : 55,413: 14,518 1,260 12,263 28,388 41,830 55,169 55,353: 244 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 3,480: -524 -2,000 2,290 1,634 3,190 3,400 3,480: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 0.1
Old : 100.0: 26.2 2.3 22.1 51.2 75.5 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 4 8 31 29 39 37:
Old : 41: 3 4 8 31 29 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
Old : 52.7 42.1 69.7 64.0 38.4 37.1 45.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 51,933: 15,042 3,260 9,973 26,754 38,640 51,769 51,873: 164 60
Old : 51,933: 15,042 3,260 9,973 26,754 38,640 51,769 51,873: 164 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 6,000: 4,980 320 350 790 5,450 6,120 6,120: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.3 19.2 51.5 74.4 99.7 99.9: 0.3 0.1
Old : 100.0: 29.0 6.3 19.2 51.5 74.4 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 4 8 31 28 39 36:
Old : 40: 4 4 8 31 28 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 44.8 72.3 67.6 38.7 39.7 48.7 49.8
Old : 53.8 44.8 72.3 67.6 38.7 39.7 48.7 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Old : 22,839: 2,461 325 1,781 18,359 19,986 22,601 22,092: 238 747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 1,011: -244 0 -220 1,519 766 1,055 546: -44 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Old : 100.0: 10.8 1.4 7.8 80.4 87.5 99.0 96.7: 1.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 17 19 21 23:
Old : 27: 3 1 4 17 19 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Old : 67.8 51.4 82.9 70.6 65.8 47.1 69.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Old : 21,828: 2,705 325 2,001 16,840 19,220 21,546 21,546: 282 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 1,032: -60 -44 484 564 548 988 988: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 12.4 1.5 9.2 77.1 88.1 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 4 17 18 21 22:
Old : 26: 3 1 4 17 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Old : 69.0 53.3 82.5 72.0 62.4 47.9 67.1 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Old : 9,412: 256 6,319 856 8,300 2,237 9,412 9,412: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 67.1 9.1 88.2 23.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 11 8 14 11:
Old : 21: 1 3 2 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Old : 65.6 85.7 91.0 98.9 65.6 76.6 86.2 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Old : 810,502: 121,606 95,598 125,652 508,385 520,232 755,643 741,482: 54,859 69,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -11,713: -3,694 2,949 6,597 -9,196 -19,760 -6,293 -10,214: -5,420 -1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
Old : 100.0: 15.0 11.8 15.5 62.7 64.2 93.2 91.5: 6.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 68 88 94 85 89 217 216:
Old : 264: 68 88 94 85 89 217 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
Old : 20.3 20.1 31.4 31.5 14.3 13.3 23.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 822,215: 125,300 92,649 119,055 517,581 539,992 761,936 751,696: 60,279 70,519
Old : 822,215: 125,300 92,649 119,055 517,581 539,992 761,936 751,696: 60,279 70,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -14,403: -29,238 -2,239 -17,818 39,226 6,700 -7,830 -13,357: -6,573 -1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.3 14.5 62.9 65.7 92.7 91.4: 7.3 8.6
Old : 100.0: 15.2 11.3 14.5 62.9 65.7 92.7 91.4: 7.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 68 82 84 84 89 207 207:
Old : 254: 68 82 84 84 89 207 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 20.0 31.5 31.2 14.2 12.3 22.2 19.5
Old : 20.7 20.0 31.5 31.2 14.2 12.3 22.2 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, BRENT - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Old : 26,899: 367 0 7,205 16,126 16,454 23,698 23,659: 3,201 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Old : 100.0: 1.4 0.0 26.8 60.0 61.2 88.1 88.0: 11.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 6 14 14 20 20:
Old : 21: 2 0 6 14 14 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Old : 36.5 44.2 60.4 64.2 22.2 22.5 24.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Old : 13,381: 8,740 2,676 150 1,455 10,016 10,345 12,842: 3,036 539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 216: -23 420 -47 262 -114 192 259: 24 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Old : 100.0: 65.3 20.0 1.1 10.9 74.9 77.3 96.0: 22.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 14 4 12 26 81 42:
Old : 117: 65 14 4 12 26 81 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Old : 22.1 43.1 32.1 63.2 22.1 43.1 32.1 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Old : 13,165: 8,763 2,256 197 1,193 10,130 10,153 12,583: 3,012 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 225: -228 278 118 120 -306 10 90: 215 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 4.4
Old : 100.0: 66.6 17.1 1.5 9.1 76.9 77.1 95.6: 22.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 11 6 11 24 80 40:
Old : 112: 64 11 6 11 24 80 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
Old : 23.2 41.6 33.4 61.7 23.2 41.6 33.4 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Old : 9,180: 6,254 1,078 5 894 7,307 7,153 8,390: 2,027 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: 926: 868 71 -1 -7 782 860 852: 66 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 8.6
Old : 100.0: 68.1 11.7 0.1 9.7 79.6 77.9 91.4: 22.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 25 7 1 8 19 34 26:
Old : 55: 25 7 1 8 19 34 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
Old : 35.8 52.6 49.9 67.1 35.8 52.5 49.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,254: 5,386 1,007 6 901 6,525 6,293 7,538: 1,961 716
Old : 8,254: 5,386 1,007 6 901 6,525 6,293 7,538: 1,961 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: 648: 752 307 -80 -25 428 647 655: 1 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 12.2 0.1 10.9 79.1 76.2 91.3: 23.8 8.7
Old : 100.0: 65.3 12.2 0.1 10.9 79.1 76.2 91.3: 23.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 24 6 1 8 16 33 22:
Old : 50: 24 6 1 8 16 33 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 52.2 48.8 69.2 33.9 52.0 48.8 69.0
Old : 33.9 52.2 48.8 69.2 33.9 52.0 48.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Old : 159,754: 38,419 7,202 10,020 93,041 127,637 141,480 144,859: 18,274 14,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2005 :
: -2,308: 1,655 1,586 -666 -1,407 -3,862 -418 -2,942: -1,890 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 9.3
Old : 100.0: 24.0 4.5 6.3 58.2 79.9 88.6 90.7: 11.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 48 21 35 70 77 132 121:
Old : 159: 48 21 35 70 77 132 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Old : 27.3 19.1 39.9 31.0 24.3 12.9 35.1 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, April 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,062: 36,764 5,616 10,686 94,448 131,499 141,898 147,801: 20,164 14,261
Old : 162,062: 36,764 5,616 10,686 94,448 131,499 141,898 147,801: 20,164 14,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2005 :
: -9,529: -3,209 -629 -2,412 -3,101 -7,764 -8,722 -10,805: -807 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.5 6.6 58.3 81.1 87.6 91.2: 12.4 8.8
Old : 100.0: 22.7 3.5 6.6 58.3 81.1 87.6 91.2: 12.4 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 55 14 32 70 81 134 119:
Old : 159: 55 14 32 70 81 134 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 19.0 36.9 30.9 22.0 13.5 32.7 22.0
Old : 24.5 19.0 36.9 30.9 22.0 13.5 32.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2005