WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 299,546: 56,446 27,574 65,734 145,926 165,915 268,106 259,223: 31,440 40,323
Old : 170,372: 39,900 31,947 20,882 91,949 100,204 152,732 153,034: 17,640 17,338
Other: 129,174: 27,926 7,007 33,471 53,977 65,711 115,374 106,189: 13,800 22,985
: : :
: : Changes in Commitments from: March 22, 2005 :
: -10,396: -6,600 2,226 -4,741 723 -5,282 -10,618 -7,798: 222 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.2 21.9 48.7 55.4 89.5 86.5: 10.5 13.5
Old : 100.0: 23.4 18.8 12.3 54.0 58.8 89.6 89.8: 10.4 10.2
Other: 100.0: 21.6 5.4 25.9 41.8 50.9 89.3 82.2: 10.7 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 91 66 77 46 61 183 166:
Old : 203: 65 75 46 30 52 126 142:
Other: 165: 76 28 49 39 52 127 118:
:----------------------------------------------------------------------------------------------------
: 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 35.3 38.3 43.1 26.3 33.8 36.5 38.7
Old : 34.7 40.5 48.6 47.8 33.6 40.4 47.4 46.9
Other: 28.8 31.3 39.9 40.9 26.2 27.1 31.2 31.7
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 309,942: 63,046 25,349 70,475 145,203 171,197 278,724 267,021: 31,218 42,921
Old : 184,162: 44,885 29,895 26,491 95,356 109,048 166,732 165,434: 17,430 18,728
Other: 125,780: 29,074 6,367 33,070 49,847 62,149 111,991 101,587: 13,788 24,193
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,053: 1,873 -4,465 6,592 5,449 7,775 13,914 9,903: -2,860 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.2 22.7 46.8 55.2 89.9 86.2: 10.1 13.8
Old : 100.0: 24.4 16.2 14.4 51.8 59.2 90.5 89.8: 9.5 10.2
Other: 100.0: 23.1 5.1 26.3 39.6 49.4 89.0 80.8: 11.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 87 76 79 48 62 192 169:
Old : 209: 70 76 45 31 50 131 141:
Other: 165: 72 29 46 40 51 129 113:
:----------------------------------------------------------------------------------------------------
: 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 35.2 36.7 43.3 24.8 33.6 34.9 38.4
Old : 32.7 40.4 46.1 48.2 31.2 40.3 44.6 46.7
Other: 27.5 30.5 37.9 40.1 25.1 25.7 30.5 29.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 809,917: 107,707 77,665 108,763 452,327 391,124 668,797 577,552: 141,120 232,365
Old : 599,235: 91,370 83,230 71,044 327,964 301,923 490,379 456,197: 108,856 143,038
Other: 210,682: 26,810 4,909 27,245 124,363 89,201 178,419 121,355: 32,264 89,327
: : :
: : Changes in Commitments from: March 22, 2005 :
: -18,079: -10,104 11,247 -2,601 -5,255 -23,915 -17,959 -15,269: -120 -2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.6 13.4 55.8 48.3 82.6 71.3: 17.4 28.7
Old : 100.0: 15.2 13.9 11.9 54.7 50.4 81.8 76.1: 18.2 23.9
Other: 100.0: 12.7 2.3 12.9 59.0 42.3 84.7 57.6: 15.3 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 480: 128 87 114 216 212 406 363:
Old : 468: 118 102 96 193 198 370 340:
Other: 323: 74 39 51 115 170 210 239:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 16.5 25.9 21.6 14.1 9.1 22.6 13.1
Old : 18.0 19.5 29.6 24.8 17.6 14.7 27.0 19.5
Other: 36.1 10.0 43.9 15.8 30.5 6.4 36.8 11.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 827,996: 117,810 66,418 111,364 457,582 415,039 686,756 592,821: 141,240 235,175
Old : 622,556: 100,037 71,108 76,207 334,793 328,266 511,037 475,581: 111,519 146,975
Other: 205,440: 26,579 4,116 26,351 122,789 86,773 175,719 117,240: 29,721 88,200
: : :
: : Changes in Commitments from: March 15, 2005 :
: -11,041: -10,498 -9,572 -1,774 13,612 -1,324 1,340 -12,670: -12,381 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.0 13.4 55.3 50.1 82.9 71.6: 17.1 28.4
Old : 100.0: 16.1 11.4 12.2 53.8 52.7 82.1 76.4: 17.9 23.6
Other: 100.0: 12.9 2.0 12.8 59.8 42.2 85.5 57.1: 14.5 42.9
: : :
:# Traders : Number of Traders in Each Category :
All : 492: 127 95 117 220 219 415 374:
Old : 477: 119 105 101 198 205 379 351:
Other: 324: 74 37 52 115 171 209 241:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 18.2 25.4 23.0 14.1 10.8 22.6 14.3
Old : 17.5 21.3 28.7 25.8 17.5 16.4 26.6 20.1
Other: 37.0 10.2 44.8 16.2 31.1 6.5 37.3 11.2
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,497: 2,407 730 462 921 5,659 3,790 6,851: 4,706 1,646
Old : 6,233: 2,310 647 172 767 4,384 3,249 5,203: 2,984 1,030
Other: 2,264: 135 120 253 154 1,275 541 1,648: 1,722 616
: : :
: : Changes in Commitments from: March 22, 2005 :
: 359: 247 -11 63 -107 339 202 391: 156 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 8.6 5.4 10.8 66.6 44.6 80.6: 55.4 19.4
Old : 100.0: 37.1 10.4 2.8 12.3 70.3 52.1 83.5: 47.9 16.5
Other: 100.0: 6.0 5.3 11.2 6.8 56.3 23.9 72.8: 76.1 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 5 10 16 25 25:
Old : 36: 14 4 3 9 14 24 20:
Other: 26: 5 5 5 6 13 15 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 : 22.6 39.4 29.6 54.5 22.6 39.0 28.4 54.0
Old : 30.2 45.5 38.7 63.2 30.2 45.2 37.3 62.7
Other: 12.9 41.4 20.1 56.3 7.2 41.1 10.6 53.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 8,138: 2,161 741 400 1,028 5,319 3,588 6,460: 4,550 1,678
Old : 6,034: 2,032 655 160 886 4,186 3,077 5,001: 2,957 1,033
Other: 2,104: 130 87 239 142 1,134 511 1,459: 1,593 645
: : :
: : Changes in Commitments from: March 15, 2005 :
: -319: -80 30 6 -56 -449 -130 -414: -189 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.1 4.9 12.6 65.4 44.1 79.4: 55.9 20.6
Old : 100.0: 33.7 10.9 2.7 14.7 69.4 51.0 82.9: 49.0 17.1
Other: 100.0: 6.2 4.1 11.4 6.7 53.9 24.3 69.4: 75.7 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 7 4 10 14 24 22:
Old : 33: 12 5 3 7 12 20 19:
Other: 22: 5 4 4 6 11 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 39.6 28.7 54.9 21.1 37.5 27.1 52.7
Old : 27.9 46.1 37.4 63.7 27.9 43.7 35.1 60.8
Other: 13.0 42.8 20.7 58.5 7.7 42.5 11.4 55.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 409,844: 59,551 24,101 85,650 193,787 177,726 338,987 287,476: 70,857 122,369
Old : 337,033: 55,471 28,341 66,618 161,095 155,173 283,184 250,132: 53,849 86,901
Other: 72,811: 11,620 3,300 11,491 32,692 22,553 55,804 37,344: 17,008 35,467
: : :
: : Changes in Commitments from: March 22, 2005 :
: -26,038: -7,167 -1,361 -11,419 -6,741 -9,437 -25,328 -22,217: -710 -3,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.9 20.9 47.3 43.4 82.7 70.1: 17.3 29.9
Old : 100.0: 16.5 8.4 19.8 47.8 46.0 84.0 74.2: 16.0 25.8
Other: 100.0: 16.0 4.5 15.8 44.9 31.0 76.6 51.3: 23.4 48.7
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 115 116 136 104 115 306 289:
Old : 365: 104 126 119 90 111 274 280:
Other: 189: 65 35 44 54 69 136 132:
:----------------------------------------------------------------------------------------------------
: 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 15.8 32.0 23.5 13.1 6.7 19.9 10.8
Old : 22.8 17.5 35.1 26.5 16.0 7.9 22.2 12.3
Other: 24.4 11.5 36.2 18.6 22.8 7.4 30.8 12.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 435,882: 66,718 25,462 97,069 200,528 187,162 364,315 309,693: 71,567 126,190
Old : 364,296: 62,387 31,259 78,045 168,917 164,919 309,349 274,223: 54,948 90,074
Other: 71,586: 12,636 2,507 10,720 31,611 22,243 54,966 35,470: 16,619 36,116
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,736: -651 -10,663 457 -544 1,844 -739 -8,362: -7,997 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.8 22.3 46.0 42.9 83.6 71.0: 16.4 29.0
Old : 100.0: 17.1 8.6 21.4 46.4 45.3 84.9 75.3: 15.1 24.7
Other: 100.0: 17.7 3.5 15.0 44.2 31.1 76.8 49.5: 23.2 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 132 119 149 110 116 326 306:
Old : 386: 116 135 129 98 113 295 296:
Other: 192: 73 28 42 55 71 140 130:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 15.5 31.8 24.2 12.7 6.2 19.1 10.2
Old : 22.4 17.5 34.1 27.2 15.0 6.9 20.5 11.5
Other: 23.6 10.7 35.1 18.1 22.3 7.3 31.4 12.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,753: 12,957 3,632 416 312 865 13,685 4,913: 3,068 11,840
Old : 9,001: 5,978 2,982 317 302 499 6,597 3,798: 2,404 5,203
Other: 7,752: 7,061 732 17 10 366 7,088 1,115: 664 6,637
: : :
: : Changes in Commitments from: March 22, 2005 :
: -511: -1,048 -634 103 0 2 -945 -529: 434 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 21.7 2.5 1.9 5.2 81.7 29.3: 18.3 70.7
Old : 100.0: 66.4 33.1 3.5 3.4 5.5 73.3 42.2: 26.7 57.8
Other: 100.0: 91.1 9.4 0.2 0.1 4.7 91.4 14.4: 8.6 85.6
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 13 8 9 2 3 20 15:
Old : 24: 11 10 5 2 2 18 12:
Other: 14: 8 4 4 1 2 10 9:
:----------------------------------------------------------------------------------------------------
: 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 : 57.4 17.0 70.6 24.9 57.4 17.0 70.3 24.1
Old : 46.3 26.1 61.0 38.8 46.3 25.6 61.0 35.7
Other: 82.4 14.0 91.3 14.4 82.2 13.8 91.1 14.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,264: 14,005 4,266 313 312 863 14,630 5,442: 2,634 11,822
Old : 9,350: 6,918 3,595 226 302 499 7,446 4,320: 1,904 5,030
Other: 7,914: 7,158 742 16 10 364 7,184 1,122: 730 6,792
: : :
: : Changes in Commitments from: March 15, 2005 :
: 156: 908 113 116 -176 15 848 244: -692 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 24.7 1.8 1.8 5.0 84.7 31.5: 15.3 68.5
Old : 100.0: 74.0 38.4 2.4 3.2 5.3 79.6 46.2: 20.4 53.8
Other: 100.0: 90.4 9.4 0.2 0.1 4.6 90.8 14.2: 9.2 85.8
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 15 8 10 2 3 23 16:
Old : 27: 14 9 4 2 2 19 13:
Other: 17: 10 5 3 1 2 12 9:
:----------------------------------------------------------------------------------------------------
: 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 : 58.6 18.7 71.7 26.3 58.5 18.6 71.5 26.0
Old : 49.9 28.5 63.5 41.1 49.9 28.5 63.2 41.0
Other: 80.4 13.3 90.5 14.2 80.3 13.1 90.3 13.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 180,379: 32,646 11,687 32,681 84,427 120,568 149,754 164,937: 30,625 15,442
Old : 151,631: 30,990 13,633 24,891 70,627 99,775 126,508 138,299: 25,123 13,331
Other: 28,748: 4,619 1,017 4,827 13,799 20,793 23,246 26,637: 5,502 2,111
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,372: -1,868 126 642 -2,311 -3,559 -3,536 -2,791: 1,164 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.5 18.1 46.8 66.8 83.0 91.4: 17.0 8.6
Old : 100.0: 20.4 9.0 16.4 46.6 65.8 83.4 91.2: 16.6 8.8
Other: 100.0: 16.1 3.5 16.8 48.0 72.3 80.9 92.7: 19.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 40 31 37 44 47 110 98:
Old : 138: 42 33 33 43 47 105 98:
Other: 49: 12 8 16 19 20 38 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 36.4 27.4 48.2 16.9 32.2 25.5 41.1
Old : 17.0 33.7 28.2 46.8 17.0 32.4 25.9 40.6
Other: 43.8 58.0 56.6 71.0 40.1 51.0 48.7 59.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 182,751: 34,514 11,561 32,039 86,737 124,127 153,290 167,727: 29,460 15,023
Old : 153,853: 33,256 13,658 23,699 72,564 103,297 129,519 140,653: 24,334 13,200
Other: 28,898: 4,841 1,486 4,757 14,173 20,831 23,771 27,074: 5,126 1,823
: : :
: : Changes in Commitments from: March 15, 2005 :
: -9,236: -4,642 283 -4,105 3,092 -4,907 -5,655 -8,729: -3,580 -507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.3 17.5 47.5 67.9 83.9 91.8: 16.1 8.2
Old : 100.0: 21.6 8.9 15.4 47.2 67.1 84.2 91.4: 15.8 8.6
Other: 100.0: 16.8 5.1 16.5 49.0 72.1 82.3 93.7: 17.7 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 48 28 39 44 47 113 102:
Old : 143: 48 33 35 43 47 108 102:
Other: 50: 11 11 16 19 18 40 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 : 17.3 38.5 28.1 49.7 16.9 34.0 25.4 43.1
Old : 17.8 36.4 28.9 48.6 17.1 35.1 26.1 43.8
Other: 45.2 57.8 57.6 71.4 42.1 50.7 50.6 60.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Old : 956,174: 102,075 153,214 149,274 573,089 460,047 824,438 762,536: 131,735 193,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -54,098: -21,902 -6,244 -14,415 -8,593 -24,461 -44,910 -45,120: -9,188 -8,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
Old : 100.0: 10.7 16.0 15.6 59.9 48.1 86.2 79.7: 13.8 20.3
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 : 177: 37 42 54 74 81 137 151:
Old : 177: 37 42 54 74 81 137 151:
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 : 25.6 14.8 34.1 25.3 18.1 12.5 24.0 19.3
Old : 25.6 14.8 34.1 25.3 18.1 12.5 24.0 19.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Old : 1,010,271: 123,977 159,459 163,689 581,682 484,508 869,349 807,656: 140,923 202,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,354: 1,429 11,441 -16,032 13,510 191 -1,093 -4,400: -6,262 -2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
Old : 100.0: 12.3 15.8 16.2 57.6 48.0 86.1 79.9: 13.9 20.1
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 : 190: 38 49 59 84 86 154 162:
Old : 190: 38 49 59 84 86 154 162:
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 : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
Old : 23.1 14.3 30.7 24.1 16.1 12.1 21.0 18.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 158,594: 31,059 12,031 28,841 66,425 94,875 126,325 135,747: 32,269 22,847
Old : 128,608: 30,505 12,249 22,461 48,451 74,281 101,417 108,991: 27,191 19,617
Other: 29,986: 1,846 1,074 5,088 17,974 20,594 24,908 26,756: 5,078 3,230
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,095: -4,165 -105 -554 870 -3,504 -3,849 -4,163: -246 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.6 18.2 41.9 59.8 79.7 85.6: 20.3 14.4
Old : 100.0: 23.7 9.5 17.5 37.7 57.8 78.9 84.7: 21.1 15.3
Other: 100.0: 6.2 3.6 17.0 59.9 68.7 83.1 89.2: 16.9 10.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 46 31 39 56 54 130 109:
Old : 159: 51 31 37 54 52 126 107:
Other: 70: 14 14 20 31 28 56 51:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 26.9 24.3 39.5 10.8 20.3 16.5 29.0
Old : 12.4 28.1 22.0 38.2 11.4 23.6 18.1 32.0
Other: 41.3 50.7 51.4 62.2 37.7 50.1 46.1 58.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 162,689: 35,223 12,137 29,395 65,555 98,379 130,174 139,910: 32,516 22,779
Old : 133,561: 34,122 12,418 22,912 48,728 79,073 105,761 114,403: 27,799 19,158
Other: 29,128: 2,682 1,298 4,903 16,827 19,306 24,412 25,507: 4,716 3,621
: : :
: : Changes in Commitments from: March 15, 2005 :
: -10,287: -2,018 225 1,842 -7,193 -12,185 -7,368 -10,118: -2,919 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.5 18.1 40.3 60.5 80.0 86.0: 20.0 14.0
Old : 100.0: 25.5 9.3 17.2 36.5 59.2 79.2 85.7: 20.8 14.3
Other: 100.0: 9.2 4.5 16.8 57.8 66.3 83.8 87.6: 16.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 50 33 43 54 55 134 114:
Old : 164: 54 33 41 52 53 130 112:
Other: 68: 18 11 19 28 26 54 48:
:----------------------------------------------------------------------------------------------------
: 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 : 15.3 28.2 24.0 40.8 10.7 22.3 16.5 30.5
Old : 12.4 30.9 21.5 40.4 11.2 26.3 18.1 34.7
Other: 43.5 48.4 55.0 61.6 39.3 47.8 47.6 56.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 6,683: 3,289 1,679 568 865 3,183 4,722 5,430: 1,961 1,253
Old : 6,369: 3,279 1,671 448 843 3,060 4,570 5,179: 1,799 1,190
Other: 314: 22 21 107 22 123 152 251: 162 63
: : :
: : Changes in Commitments from: March 22, 2005 :
: 239: 265 -43 65 -79 218 251 240: -12 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 25.1 8.5 12.9 47.6 70.7 81.2: 29.3 18.8
Old : 100.0: 51.5 26.2 7.0 13.2 48.0 71.8 81.3: 28.2 18.7
Other: 100.0: 7.2 6.5 34.1 7.0 39.2 48.3 79.8: 51.7 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 16 10 9 9 13 28 29:
Old : 41: 15 11 9 9 13 28 29:
Other: 13: 5 2 5 2 5 9 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 : 37.7 33.8 49.5 53.0 37.7 30.3 46.7 46.8
Old : 39.6 34.4 50.8 54.3 39.6 30.8 49.0 47.9
Other: 42.6 64.5 47.6 77.5 12.4 39.6 13.5 45.1
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 6,444: 3,024 1,722 503 944 2,965 4,471 5,190: 1,973 1,254
Old : 6,174: 3,025 1,712 396 922 2,874 4,343 4,981: 1,831 1,193
Other: 270: 5 16 101 22 92 128 208: 142 62
: : :
: : Changes in Commitments from: March 15, 2005 :
: 138: 64 58 -34 20 288 49 312: 88 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 26.7 7.8 14.7 46.0 69.4 80.5: 30.6 19.5
Old : 100.0: 49.0 27.7 6.4 14.9 46.5 70.3 80.7: 29.7 19.3
Other: 100.0: 1.9 6.1 37.2 8.1 33.9 47.2 77.2: 52.8 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 11 6 9 13 25 27:
Old : 39: 14 10 6 9 13 25 27:
Other: 10: 2 2 4 2 5 6 9:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 32.8 49.9 52.4 37.6 29.0 47.3 45.1
Old : 39.2 33.5 51.3 53.7 39.2 29.6 49.4 46.2
Other: 45.0 62.5 47.2 75.3 9.3 34.3 9.3 39.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Old : 331,639: 114,442 79,228 145 164,377 145,686 278,964 225,059: 52,675 106,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,103: -861 3,689 -724 7,874 -1,678 6,289 1,287: -5,186 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
Old : 100.0: 34.5 23.9 0.0 49.6 43.9 84.1 67.9: 15.9 32.1
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 : 104: 18 28 2 41 43 60 72:
Old : 104: 18 28 2 41 43 60 72:
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 : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
Old : 30.0 18.4 42.0 28.9 29.7 16.5 41.3 26.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Old : 330,537: 115,303 75,539 869 156,503 147,364 272,675 223,772: 57,862 106,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 8,957: 10,735 3,706 -1,422 -4,305 9,710 5,008 11,994: 3,949 -3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
Old : 100.0: 34.9 22.9 0.3 47.3 44.6 82.5 67.7: 17.5 32.3
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 : 104: 17 29 3 38 45 56 76:
Old : 104: 17 29 3 38 45 56 76:
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 : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
Old : 29.7 16.9 41.2 26.1 29.4 15.5 40.3 24.7
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Old : 2,808,860: 414,770 641,609 424,851 1,765,382 1,207,442 2,605,003 2,273,902: 203,857 534,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -195,956: 14,200 2,175 -66,660 -101,210 -37,346 -153,670 -101,831: -42,286 -94,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 19.0
Old : 100.0: 14.8 22.8 15.1 62.9 43.0 92.7 81.0: 7.3 19.0
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 : 267: 36 84 75 103 133 188 243:
Old : 267: 36 84 75 103 133 188 243:
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 : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
Old : 33.2 12.3 50.3 20.0 30.1 10.6 42.1 16.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Old : 3,004,816: 400,570 639,434 491,512 1,866,592 1,244,788 2,758,674 2,375,734: 246,143 629,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 98,529: 5,820 90,422 6,800 86,613 10,138 99,233 107,360: -703 -8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 20.9
Old : 100.0: 13.3 21.3 16.4 62.1 41.4 91.8 79.1: 8.2 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 : 291: 39 94 82 117 145 210 267:
Old : 291: 39 94 82 117 145 210 267:
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 10.8 49.0 18.2 29.3 9.7 41.5 14.4
Old : 32.4 10.8 49.0 18.2 29.3 9.7 41.5 14.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Old : 1,717,417: 202,782 311,433 282,992 1,081,161 749,008 1,566,934 1,343,433: 150,483 373,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -90,125: -29,549 -21,516 -41,618 -1,476 -4,604 -72,643 -67,739: -17,482 -22,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 21.8
Old : 100.0: 11.8 18.1 16.5 63.0 43.6 91.2 78.2: 8.8 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 : 185: 33 53 47 68 84 126 159:
Old : 185: 33 53 47 68 84 126 159:
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 : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
Old : 29.8 16.9 41.0 26.6 20.9 11.5 30.6 18.0
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Old : 1,807,542: 232,331 332,949 324,610 1,082,637 753,613 1,639,577 1,411,172: 167,965 396,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -22,430: -3,059 -39,409 20,318 -55,818 -33,056 -38,559 -52,147: 16,129 29,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 21.9
Old : 100.0: 12.9 18.4 18.0 59.9 41.7 90.7 78.1: 9.3 21.9
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 : 198: 45 52 54 71 88 139 171:
Old : 198: 45 52 54 71 88 139 171:
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 : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
Old : 25.5 15.1 37.3 24.3 19.4 10.6 28.1 16.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Old : 685,250: 199,805 45,841 188,479 253,064 411,945 641,348 646,265: 43,902 38,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,370: -30,299 -6,772 13,556 13,698 -11,651 -3,046 -4,867: -5,324 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 5.7
Old : 100.0: 29.2 6.7 27.5 36.9 60.1 93.6 94.3: 6.4 5.7
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 : 123: 38 19 41 58 58 111 105:
Old : 123: 38 19 41 58 58 111 105:
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 : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
Old : 36.1 34.8 51.0 46.6 25.0 29.5 32.5 36.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Old : 693,619: 230,104 52,613 174,923 239,366 423,596 644,393 651,132: 49,226 42,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 43,516: 970 880 4,798 29,251 34,231 35,018 39,910: 8,498 3,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 6.1
Old : 100.0: 33.2 7.6 25.2 34.5 61.1 92.9 93.9: 7.1 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 : 119: 38 18 39 55 56 106 101:
Old : 119: 38 18 39 55 56 106 101:
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 : 36.4 37.3 53.9 49.3 28.0 32.4 36.5 40.7
Old : 36.4 37.3 53.9 49.3 28.0 32.4 36.5 40.7
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Old : 40,061: 9,777 6,330 616 20,557 26,635 30,950 33,581: 9,111 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 10: -284 1,016 44 -877 96 -1,117 1,155: 1,127 -1,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 16.2
Old : 100.0: 24.4 15.8 1.5 51.3 66.5 77.3 83.8: 22.7 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 : 58: 18 13 6 18 12 41 26:
Old : 58: 18 13 6 18 12 41 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 : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
Old : 35.1 60.6 49.0 69.9 35.1 60.5 49.0 69.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Old : 40,051: 10,061 5,314 572 21,434 26,539 32,067 32,426: 7,984 7,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,515: -4,625 1,642 -2,660 -15,849 -17,350 -23,135 -18,369: -2,381 -7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
Old : 100.0: 25.1 13.3 1.4 53.5 66.3 80.1 81.0: 19.9 19.0
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 : 58: 22 9 6 19 11 44 23:
Old : 58: 22 9 6 19 11 44 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 : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
Old : 36.2 60.8 50.3 69.9 36.2 60.7 50.3 69.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Old : 37,839: 9,785 10,011 3,775 12,565 16,221 26,125 30,007: 11,714 7,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,363: 732 2,034 580 1,753 -2,105 3,066 510: -1,703 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
Old : 100.0: 25.9 26.5 10.0 33.2 42.9 69.0 79.3: 31.0 20.7
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 : 71: 31 20 20 12 14 48 49:
Old : 71: 31 20 20 12 14 48 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 : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
Old : 31.6 36.2 40.7 50.7 26.0 35.3 34.0 46.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Old : 36,476: 9,053 7,977 3,195 10,811 18,326 23,059 29,498: 13,417 6,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46,112: -2,932 -15,170 -8,403 -26,545 -17,135 -37,881 -40,708: -8,230 -5,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 19.1
Old : 100.0: 24.8 21.9 8.8 29.6 50.2 63.2 80.9: 36.8 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 : 68: 28 18 19 11 18 45 49:
Old : 68: 28 18 19 11 18 45 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 : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
Old : 27.3 35.3 37.4 49.2 23.2 35.3 31.8 46.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Old : 34,368: 4,243 6,863 1,046 28,921 24,692 34,210 32,601: 158 1,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -247: 61 289 0 -308 -881 -247 -592: 0 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
Old : 100.0: 12.3 20.0 3.0 84.2 71.8 99.5 94.9: 0.5 5.1
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 : 62: 5 23 4 19 21 27 45:
Old : 62: 5 23 4 19 21 27 45:
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 : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
Old : 41.5 44.9 71.9 62.6 41.5 44.4 71.8 62.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Old : 34,615: 4,182 6,574 1,046 29,229 25,573 34,457 33,193: 158 1,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,886: 109 -302 -65 -1,992 -1,731 -1,948 -2,098: 62 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
Old : 100.0: 12.1 19.0 3.0 84.4 73.9 99.5 95.9: 0.5 4.1
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 : 61: 5 23 4 18 20 26 44:
Old : 61: 5 23 4 18 20 26 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 : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
Old : 45.4 45.6 73.3 63.8 45.4 45.1 73.2 63.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Old : 12,983: 0 2,204 0 12,838 10,666 12,838 12,870: 145 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,202: 0 -477 0 -287 0 -287 -477: -915 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
Old : 100.0: 0.0 17.0 0.0 98.9 82.2 98.9 99.1: 1.1 0.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 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 : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
Old : 96.6 71.9 98.9 83.3 96.6 71.9 98.9 83.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Old : 14,185: 0 2,681 0 13,125 10,666 13,125 13,347: 1,060 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 147: 0 -329 0 -912 -250 -912 -579: 1,059 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
Old : 100.0: 0.0 18.9 0.0 92.5 75.2 92.5 94.1: 7.5 5.9
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 : 24: 0 10 0 5 9 5 19:
Old : 24: 0 10 0 5 9 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 : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Old : 90.4 65.9 92.5 77.8 90.4 65.9 92.5 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Old : 31,750: 1,521 2,469 5,543 17,971 16,702 25,035 24,714: 6,714 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 439: 179 -43 111 35 268 324 336: 115 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 22.2
Old : 100.0: 4.8 7.8 17.5 56.6 52.6 78.9 77.8: 21.1 22.2
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 : 48: 14 5 16 23 20 40 38:
Old : 48: 14 5 16 23 20 40 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 : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 41.8
Old : 44.1 29.9 57.5 50.1 40.4 28.7 46.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Old : 31,310: 1,342 2,512 5,433 17,936 16,434 24,711 24,379: 6,600 6,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,250: -201 182 629 1,386 958 1,814 1,769: 436 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
Old : 100.0: 4.3 8.0 17.4 57.3 52.5 78.9 77.9: 21.1 22.1
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 : 47: 10 8 15 23 20 39 37:
Old : 47: 10 8 15 23 20 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 : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
Old : 44.9 29.9 57.9 50.1 40.9 28.7 46.8 41.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 95,215: 17,710 4,590 16,242 44,470 41,765 78,422 62,598: 16,793 32,618
Old : 91,589: 17,915 4,707 15,576 42,371 40,302 75,862 60,586: 15,727 31,003
Other: 3,626: 366 453 96 2,099 1,463 2,560 2,012: 1,066 1,615
: : :
: : Changes in Commitments from: March 22, 2005 :
: -941: -560 -191 -299 -201 -666 -1,061 -1,156: 119 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.8 17.1 46.7 43.9 82.4 65.7: 17.6 34.3
Old : 100.0: 19.6 5.1 17.0 46.3 44.0 82.8 66.1: 17.2 33.9
Other: 100.0: 10.1 12.5 2.6 57.9 40.3 70.6 55.5: 29.4 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 55 26 53 28 35 110 100:
Old : 139: 52 29 53 28 35 110 100:
Other: 31: 12 4 4 3 13 16 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 : 27.5 19.8 38.8 30.8 27.4 19.3 38.1 27.5
Old : 28.5 19.8 39.2 31.2 28.5 19.3 39.1 28.9
Other: 62.2 33.5 68.4 46.1 60.2 33.5 64.2 46.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 96,157: 18,270 4,781 16,541 44,672 42,432 79,483 63,754: 16,673 32,403
Old : 92,737: 18,482 4,879 16,019 42,688 41,133 77,189 62,031: 15,548 30,706
Other: 3,420: 291 405 19 1,984 1,299 2,294 1,723: 1,126 1,697
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,379: -378 -1,239 1,565 1,317 1,031 2,503 1,357: -1,124 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 5.0 17.2 46.5 44.1 82.7 66.3: 17.3 33.7
Old : 100.0: 19.9 5.3 17.3 46.0 44.4 83.2 66.9: 16.8 33.1
Other: 100.0: 8.5 11.8 0.6 58.0 38.0 67.1 50.4: 32.9 49.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 56 22 51 30 37 113 97:
Old : 138: 55 23 49 29 37 111 96:
Other: 30: 9 6 3 4 13 15 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 : 28.1 19.9 38.9 30.6 28.1 19.2 38.7 27.8
Old : 29.1 19.9 39.8 31.1 29.1 19.3 39.4 29.5
Other: 60.9 32.1 64.8 45.0 58.7 32.1 62.5 44.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 2,543: 102 605 84 1,718 611 1,905 1,300: 638 1,243
Old : 2,541: 102 605 83 1,717 610 1,903 1,298: 638 1,243
Other: 2: 0 0 1 1 1 2 2: -0 -0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -197: -30 -260 -43 -26 128 -100 -176: -97 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Old : 100.0: 4.0 23.8 3.3 67.6 24.0 74.9 51.1: 25.1 48.9
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: -0.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 9 3 10 3 16 13:
Old : 24: 4 9 3 10 3 16 13:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 31.2 66.5 44.7 50.5 30.2 60.5 38.9
Old : 55.9 31.2 66.6 44.7 50.6 30.2 60.5 38.9
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 2,739: 133 865 127 1,744 483 2,004 1,476: 735 1,263
Old : 2,737: 133 865 126 1,744 483 2,003 1,475: 734 1,262
Other: 2: 0 0 1 0 0 1 1: 1 1
: : :
: : Changes in Commitments from: March 15, 2005 :
: -290: -214 -507 -37 -13 65 -264 -480: -26 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 31.6 4.7 63.7 17.6 73.2 53.9: 26.8 46.1
Old : 100.0: 4.9 31.6 4.6 63.7 17.6 73.2 53.9: 26.8 46.1
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 14 3 8 2 15 16:
Old : 27: 4 14 3 8 2 15 16:
Other: 1: 0 0 1 0 0 1 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 : 54.0 26.9 64.5 39.9 50.6 26.9 60.7 38.8
Old : 54.0 26.9 64.6 39.9 50.6 26.9 60.7 38.8
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Old : 171,153: 46,651 8,256 25,661 76,418 90,627 148,730 124,544: 22,424 46,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,646: -640 1,470 1,436 587 364 1,383 3,270: 1,263 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
Old : 100.0: 27.3 4.8 15.0 44.6 53.0 86.9 72.8: 13.1 27.2
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 : 242: 72 26 52 92 126 190 187:
Old : 242: 72 26 52 92 126 190 187:
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 13.3 31.3 22.2 18.5 12.6 29.7 19.1
Old : 18.7 13.3 31.3 22.2 18.5 12.6 29.7 19.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Old : 168,507: 47,291 6,786 24,225 75,831 90,263 147,347 121,274: 21,161 47,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,048: -6,477 -1,507 2,185 5,430 2,369 1,138 3,046: 910 -998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 28.0
Old : 100.0: 28.1 4.0 14.4 45.0 53.6 87.4 72.0: 12.6 28.0
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 : 241: 64 31 51 91 124 186 185:
Old : 241: 64 31 51 91 124 186 185:
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 : 19.8 12.8 32.8 20.9 19.4 11.8 30.8 18.6
Old : 19.8 12.8 32.8 20.9 19.4 11.8 30.8 18.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Old : 5,603: 2,003 287 437 1,081 3,554 3,521 4,278: 2,083 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 34: 91 -35 24 9 136 124 125: -91 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
Old : 100.0: 35.7 5.1 7.8 19.3 63.4 62.8 76.3: 37.2 23.7
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 : 54: 22 8 8 16 19 42 31:
Old : 54: 22 8 8 16 19 42 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 : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
Old : 17.7 46.6 28.1 57.0 17.3 46.4 26.8 56.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Old : 5,570: 1,911 322 413 1,072 3,418 3,396 4,153: 2,173 1,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 191: -108 85 -12 293 212 173 285: 18 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 25.4
Old : 100.0: 34.3 5.8 7.4 19.2 61.4 61.0 74.6: 39.0 25.4
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 : 53: 21 8 8 15 19 40 31:
Old : 53: 21 8 8 15 19 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 : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
Old : 17.9 45.6 28.0 55.7 17.5 45.6 26.4 55.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Old : 29,976: 9,838 825 7,988 7,216 7,343 25,041 16,155: 4,934 13,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,375: -1,009 -151 -254 -260 -407 -1,522 -812: 147 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
Old : 100.0: 32.8 2.8 26.6 24.1 24.5 83.5 53.9: 16.5 46.1
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 : 129: 50 14 21 36 44 97 71:
Old : 129: 50 14 21 36 44 97 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 : 22.9 17.5 34.8 24.7 13.7 6.6 21.8 11.0
Old : 22.9 17.5 34.8 24.7 13.7 6.6 21.8 11.0
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Old : 31,351: 10,847 976 8,241 7,475 7,750 26,564 16,968: 4,787 14,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 752: 382 295 484 -89 308 777 1,087: -25 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
Old : 100.0: 34.6 3.1 26.3 23.8 24.7 84.7 54.1: 15.3 45.9
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 : 137: 54 17 27 36 51 103 83:
Old : 137: 54 17 27 36 51 103 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 : 23.6 16.7 36.3 23.7 14.1 5.8 23.0 10.2
Old : 23.6 16.7 36.3 23.7 14.1 5.8 23.0 10.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Old : 87,203: 35,542 8,844 1,580 15,917 57,815 53,039 68,238: 34,165 18,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -8,468: -7,822 -2,856 105 -324 -6,614 -8,041 -9,365: -427 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 21.7
Old : 100.0: 40.8 10.1 1.8 18.3 66.3 60.8 78.3: 39.2 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 : 64: 22 11 6 16 22 43 34:
Old : 64: 22 11 6 16 22 43 34:
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 : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
Old : 20.5 30.5 32.8 48.4 20.5 30.4 32.8 48.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Old : 95,671: 43,364 11,699 1,475 16,240 64,428 61,080 77,603: 34,592 18,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -34,914: 6,959 1,524 -335 -37,441 -14,602 -30,817 -13,412: -4,097 -21,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 18.9
Old : 100.0: 45.3 12.2 1.5 17.0 67.3 63.8 81.1: 36.2 18.9
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 : 70: 23 14 6 17 23 45 38:
Old : 70: 23 14 6 17 23 45 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 : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
Old : 23.0 34.3 36.0 51.2 23.0 34.3 36.0 51.1
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Old : 43,153: 2,168 16,210 1 30,984 11,683 33,153 27,894: 10,000 15,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,118: -3,074 -388 0 10,872 -113 7,798 -501: -3,680 4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
Old : 100.0: 5.0 37.6 0.0 71.8 27.1 76.8 64.6: 23.2 35.4
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 : 28: 4 8 1 13 4 18 12:
Old : 28: 4 8 1 13 4 18 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 : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
Old : 49.2 45.8 63.3 58.5 49.2 45.8 61.0 57.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Old : 39,035: 5,242 16,598 1 20,112 11,796 25,355 28,395: 13,680 10,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -3,292: -5,413 6,103 0 5,213 -10,728 -200 -4,625: -3,092 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 27.3
Old : 100.0: 13.4 42.5 0.0 51.5 30.2 65.0 72.7: 35.0 27.3
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: 6 7 1 11 4 18 11:
Old : 26: 6 7 1 11 4 18 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 : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
Old : 35.5 58.1 50.4 69.2 35.4 58.1 49.0 66.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Old : 60,731: 32,567 8,882 434 20,643 47,478 53,644 56,794: 7,087 3,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -5,259: -5,095 4,083 165 3,670 -8,984 -1,261 -4,737: -3,999 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 6.5
Old : 100.0: 53.6 14.6 0.7 34.0 78.2 88.3 93.5: 11.7 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 : 86: 39 16 3 16 18 58 35:
Old : 86: 39 16 3 16 18 58 35:
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 : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
Old : 27.9 54.6 45.6 76.7 27.9 54.6 45.6 76.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Old : 65,991: 37,662 4,799 269 16,973 56,462 54,905 61,530: 11,086 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,181: -11,948 -389 9 2,762 -7,093 -9,177 -7,473: 2,996 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 6.8
Old : 100.0: 57.1 7.3 0.4 25.7 85.6 83.2 93.2: 16.8 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 : 87: 42 16 3 16 18 60 35:
Old : 87: 42 16 3 16 18 60 35:
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 : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
Old : 24.9 59.2 41.7 79.7 24.9 59.2 41.7 79.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Old : 69,268: 18,568 6,760 1,193 27,760 48,196 47,520 56,148: 21,748 13,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,623: -12,760 2,043 346 11,423 -8,990 -991 -6,601: -3,631 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 18.9
Old : 100.0: 26.8 9.8 1.7 40.1 69.6 68.6 81.1: 31.4 18.9
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 : 53: 20 10 6 17 13 38 28:
Old : 53: 20 10 6 17 13 38 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 : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
Old : 23.6 57.4 37.5 67.3 22.8 55.0 36.6 64.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Old : 73,891: 31,328 4,717 846 16,337 57,186 48,512 62,749: 25,379 11,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,404: -10,734 388 358 6,383 -8,924 -3,993 -8,177: -3,411 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 15.1
Old : 100.0: 42.4 6.4 1.1 22.1 77.4 65.7 84.9: 34.3 15.1
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 : 55: 26 8 7 13 15 40 29:
Old : 55: 26 8 7 13 15 40 29:
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 : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
Old : 21.4 63.1 34.3 73.1 20.5 61.5 33.4 71.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Old : 139,691: 11,219 41,594 3,117 97,134 67,824 111,470 112,535: 28,221 27,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 6,248: -4,895 14,009 826 11,181 -12,074 7,112 2,762: -864 3,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 19.4
Old : 100.0: 8.0 29.8 2.2 69.5 48.6 79.8 80.6: 20.2 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 : 84: 18 28 10 28 24 50 58:
Old : 84: 18 28 10 28 24 50 58:
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 : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
Old : 48.7 32.0 59.7 44.9 38.1 23.4 45.5 34.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Old : 133,444: 16,114 27,585 2,291 85,954 79,897 104,359 109,774: 29,085 23,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,081: 1,543 8,277 677 1,895 -10,435 4,114 -1,481: -2,034 3,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 17.7
Old : 100.0: 12.1 20.7 1.7 64.4 59.9 78.2 82.3: 21.8 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 : 67: 19 17 8 20 23 40 47:
Old : 67: 19 17 8 20 23 40 47:
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 : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
Old : 50.7 37.6 60.9 52.0 39.7 29.3 47.4 40.9
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Old : 149,283: 29,904 14,596 15,077 46,698 72,332 91,680 102,005: 57,604 47,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 8,838: -5,585 4,037 4,101 13,021 2,451 11,537 10,589: -2,699 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
Old : 100.0: 20.0 9.8 10.1 31.3 48.5 61.4 68.3: 38.6 31.7
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: 36 24 32 33 25 82 68:
Old : 98: 36 24 32 33 25 82 68:
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 : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
Old : 17.1 27.5 24.8 42.1 15.7 25.2 21.5 36.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Old : 140,445: 35,489 10,559 10,976 33,677 69,881 80,142 91,416: 60,303 49,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,875: -4,193 -657 -1,030 -1,094 -4,282 -6,317 -5,969: 442 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
Old : 100.0: 25.3 7.5 7.8 24.0 49.8 57.1 65.1: 42.9 34.9
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 : 83: 33 15 22 29 24 68 55:
Old : 83: 33 15 22 29 24 68 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 : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
Old : 15.0 29.6 24.0 42.8 14.0 27.6 21.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Old : 10,026: 6,097 705 0 2,303 8,695 8,400 9,400: 1,626 626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 6.2
Old : 100.0: 60.8 7.0 0.0 23.0 86.7 83.8 93.8: 16.2 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 : 20: 5 2 0 7 8 12 10:
Old : 20: 5 2 0 7 8 12 10:
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 : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
Old : 71.0 76.6 80.1 90.9 71.0 76.5 80.1 90.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Old : 79,158: 29,932 1,522 0 44,276 69,963 74,208 71,485: 4,950 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,412: -467 -1,739 0 5,600 5,703 5,133 3,964: -721 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 9.7
Old : 100.0: 37.8 1.9 0.0 55.9 88.4 93.7 90.3: 6.3 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 : 29: 3 1 0 17 18 20 19:
Old : 29: 3 1 0 17 18 20 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 : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
Old : 63.4 49.4 84.8 70.6 61.6 44.7 77.6 65.4
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Old : 74,746: 30,399 3,261 0 38,676 64,260 69,075 67,521: 5,671 7,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 11,500: 10,121 100 0 477 9,623 10,598 9,723: 902 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 9.7
Old : 100.0: 40.7 4.4 0.0 51.7 86.0 92.4 90.3: 7.6 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 : 30: 4 2 0 15 17 19 19:
Old : 30: 4 2 0 15 17 19 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 : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
Old : 63.8 47.4 79.9 69.0 60.1 43.7 73.3 64.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Old :13,526,398: 733,633 1,022,844 4,340,486 7,450,413 6,488,070 12,524,532 11,851,399: 1,001,865 1,674,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 218,435: 16,661 -193,257 315,760 30,288 195,962 362,710 318,466: -144,274 -100,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 12.4
Old : 100.0: 5.4 7.6 32.1 55.1 48.0 92.6 87.6: 7.4 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 : 267: 56 75 98 120 132 230 252:
Old : 267: 56 75 98 120 132 230 252:
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 : 19.7 15.8 34.4 25.4 16.4 8.5 22.1 12.3
Old : 19.7 15.8 34.4 25.4 16.4 8.5 22.1 12.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Old :13,307,962: 716,972 1,216,101 4,024,725 7,420,125 6,292,107 12,161,822 11,532,933: 1,146,140 1,775,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 914,845: 50,091 60,756 432,723 367,610 355,543 850,424 849,022: 64,421 65,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 13.3
Old : 100.0: 5.4 9.1 30.2 55.8 47.3 91.4 86.7: 8.6 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 : 267: 59 73 101 118 130 230 254:
Old : 267: 59 73 101 118 130 230 254:
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 : 19.7 15.2 33.7 24.6 16.5 8.7 22.5 12.4
Old : 19.7 15.2 33.7 24.6 16.5 8.7 22.5 12.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Old : 738,034: 57,540 82,197 37,985 489,993 502,313 585,518 622,495: 152,516 115,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,878: -771 -5,358 3,047 -0 4,784 2,275 2,474: 1,602 1,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 15.7
Old : 100.0: 7.8 11.1 5.1 66.4 68.1 79.3 84.3: 20.7 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 : 202: 48 36 52 99 68 171 132:
Old : 202: 48 36 52 99 68 171 132:
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 : 19.1 29.7 27.1 42.8 18.9 29.5 26.0 42.6
Old : 19.1 29.7 27.1 42.8 18.9 29.5 26.0 42.6
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Old : 734,156: 58,312 87,555 34,938 489,993 497,529 583,243 620,021: 150,914 114,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -124,549: -8,997 -15,563 -10,610 -66,945 -85,969 -86,552 -112,142: -37,997 -12,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 15.5
Old : 100.0: 7.9 11.9 4.8 66.7 67.8 79.4 84.5: 20.6 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 : 202: 47 38 49 98 67 169 130:
Old : 202: 47 38 49 98 67 169 130:
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 : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
Old : 19.2 29.6 27.5 42.7 19.0 29.4 26.3 42.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Old : 886,772: 146,743 166,938 22,317 389,612 582,939 558,671 772,194: 328,101 114,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 21,529: -5,779 86 6,530 24,412 3,269 25,163 9,885: -3,634 11,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 12.9
Old : 100.0: 16.5 18.8 2.5 43.9 65.7 63.0 87.1: 37.0 12.9
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 : 167: 38 50 24 50 51 99 114:
Old : 167: 38 50 24 50 51 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 : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
Old : 19.9 35.1 29.8 45.8 16.6 29.9 24.9 39.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Old : 865,243: 152,522 166,852 15,787 365,200 579,669 533,508 762,308: 331,735 102,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -390,910: -124,323 -62,310 -51,159 -235,761 -181,885 -411,243 -295,353: 20,333 -95,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 11.9
Old : 100.0: 17.6 19.3 1.8 42.2 67.0 61.7 88.1: 38.3 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 : 161: 42 46 16 47 48 98 101:
Old : 161: 42 46 16 47 48 98 101:
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 : 19.3 36.3 28.5 47.8 17.0 30.8 24.4 41.6
Old : 19.3 36.3 28.5 47.8 17.0 30.8 24.4 41.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Old : 11,750: 725 2,015 0 6,619 8,687 7,344 10,702: 4,406 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 45: -739 -98 0 550 151 -189 53: 234 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
Old : 100.0: 6.2 17.1 0.0 56.3 73.9 62.5 91.1: 37.5 8.9
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 : 31: 1 5 0 14 12 15 17:
Old : 31: 1 5 0 14 12 15 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 : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
Old : 29.7 40.5 46.4 65.0 28.2 40.5 45.0 65.0
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Old : 11,705: 1,464 2,113 0 6,069 8,536 7,533 10,649: 4,172 1,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -8,082: -1,246 1,505 -1,287 -2,809 -6,135 -5,342 -5,917: -2,740 -2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
Old : 100.0: 12.5 18.1 0.0 51.8 72.9 64.4 91.0: 35.6 9.0
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 : 30: 3 4 0 13 11 16 15:
Old : 30: 3 4 0 13 11 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 : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
Old : 29.0 39.3 45.9 68.3 27.6 39.3 44.5 68.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Old : 25,341: 9,559 1,551 25 10,207 17,547 19,791 19,123: 5,550 6,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,778: 1,870 -63 23 591 2,382 2,484 2,342: 294 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 24.5
Old : 100.0: 37.7 6.1 0.1 40.3 69.2 78.1 75.5: 21.9 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 : 37: 9 4 1 12 18 21 23:
Old : 37: 9 4 1 12 18 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 : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
Old : 40.6 39.3 60.8 54.7 40.4 36.8 60.5 52.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Old : 22,563: 7,689 1,614 2 9,616 15,165 17,307 16,781: 5,256 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -25,311: 3,803 -4,394 -5,244 -19,285 -6,659 -20,726 -16,297: -4,585 -9,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
Old : 100.0: 34.1 7.2 0.0 42.6 67.2 76.7 74.4: 23.3 25.6
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 : 33: 6 4 1 12 17 18 22:
Old : 33: 6 4 1 12 17 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 : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
Old : 46.9 38.4 63.9 55.6 46.9 35.6 61.9 52.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Old : 55,988: 3,986 17,314 116 36,133 27,867 40,235 45,298: 15,753 10,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,056: -1,155 -314 -2 1,799 719 643 404: 1,413 1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 19.1
Old : 100.0: 7.1 30.9 0.2 64.5 49.8 71.9 80.9: 28.1 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 : 87: 10 23 3 37 31 50 54:
Old : 87: 10 23 3 37 31 50 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 : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
Old : 32.5 28.9 45.5 44.2 31.2 25.0 40.7 39.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Old : 53,933: 5,141 17,628 118 34,333 27,148 39,593 44,894: 14,340 9,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -50,219: 916 393 -3,966 -20,253 -43,362 -23,303 -46,935: -26,916 -3,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
Old : 100.0: 9.5 32.7 0.2 63.7 50.3 73.4 83.2: 26.6 16.8
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 : 88: 13 23 2 36 30 51 53:
Old : 88: 13 23 2 36 30 51 53:
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 28.6 44.1 43.1 28.9 24.2 38.4 37.2
Old : 31.6 28.6 44.1 43.1 28.9 24.2 38.4 37.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Old : 281,334: 74,661 116,321 3,684 171,116 115,098 249,460 235,102: 31,874 46,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 12,140: -2,916 -3,681 742 18,780 14,769 16,605 11,829: -4,464 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 16.4
Old : 100.0: 26.5 41.3 1.3 60.8 40.9 88.7 83.6: 11.3 16.4
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 : 167: 36 68 11 39 37 82 109:
Old : 167: 36 68 11 39 37 82 109:
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 : 45.5 24.8 59.0 39.1 44.0 20.9 55.5 31.3
Old : 45.5 24.8 59.0 39.1 44.0 20.9 55.5 31.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Old : 269,194: 77,577 120,002 2,942 152,336 100,329 232,855 223,273: 36,338 45,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -221,458: -10,728 12,557 -7,612 -201,372 -105,890 -219,712 -100,945: -1,745 -120,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
Old : 100.0: 28.8 44.6 1.1 56.6 37.3 86.5 82.9: 13.5 17.1
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 : 170: 45 68 9 33 36 85 106:
Old : 170: 45 68 9 33 36 85 106:
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 : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
Old : 46.4 25.3 58.8 39.2 45.8 24.2 56.0 35.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Old : 89,331: 28,911 3,594 5,796 31,646 70,996 66,354 80,386: 22,978 8,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -22,763: -28,595 193 1,262 10,602 -24,808 -16,731 -23,354: -6,032 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
Old : 100.0: 32.4 4.0 6.5 35.4 79.5 74.3 90.0: 25.7 10.0
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 : 45: 15 3 4 21 16 37 22:
Old : 45: 15 3 4 21 16 37 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 : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
Old : 33.6 61.4 47.8 75.6 30.2 60.7 44.3 73.6
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Old : 112,094: 57,506 3,401 4,534 21,044 95,805 83,085 103,740: 29,009 8,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,301: 1,372 455 676 1,546 1,357 3,595 2,488: -294 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 7.5
Old : 100.0: 51.3 3.0 4.0 18.8 85.5 74.1 92.5: 25.9 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 : 53: 27 2 5 14 18 41 25:
Old : 53: 27 2 5 14 18 41 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 : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
Old : 33.6 58.5 48.8 76.2 33.0 58.5 46.6 75.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Old : 30,288: 1,190 10,246 0 24,338 14,099 25,528 24,345: 4,760 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,438: 0 25 0 1,588 1,950 1,588 1,975: -150 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
Old : 100.0: 3.9 33.8 0.0 80.4 46.5 84.3 80.4: 15.7 19.6
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 : 57: 3 12 0 26 24 29 36:
Old : 57: 3 12 0 26 24 29 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 : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
Old : 53.6 34.2 64.3 46.3 52.6 33.8 63.2 45.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Old : 28,850: 1,190 10,221 0 22,749 12,149 23,939 22,370: 4,910 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -20,348: -504 -8,567 -1,607 -12,828 -11,389 -14,939 -21,563: -5,409 1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 22.5
Old : 100.0: 4.1 35.4 0.0 78.9 42.1 83.0 77.5: 17.0 22.5
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 : 56: 3 11 0 26 24 29 35:
Old : 56: 3 11 0 26 24 29 35:
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 : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
Old : 50.1 35.1 61.7 45.2 49.0 35.1 60.7 45.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Old : 163,479: 33,281 31,832 1,471 111,154 117,247 145,906 150,550: 17,573 12,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 7,491: -4,207 163 119 12,552 6,986 8,464 7,267: -973 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
Old : 100.0: 20.4 19.5 0.9 68.0 71.7 89.3 92.1: 10.7 7.9
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 : 112: 22 36 9 28 41 54 82:
Old : 112: 22 36 9 28 41 54 82:
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 : 40.6 37.7 59.3 50.8 38.2 36.4 56.8 49.1
Old : 40.6 37.7 59.3 50.8 38.2 36.4 56.8 49.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Old : 155,988: 37,488 31,669 1,353 98,601 110,261 137,442 143,283: 18,546 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -94,955: -36,695 -7,142 -13,254 -54,073 -50,802 -104,023 -71,197: 9,068 -23,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
Old : 100.0: 24.0 20.3 0.9 63.2 70.7 88.1 91.9: 11.9 8.1
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 : 106: 21 32 8 28 41 52 78:
Old : 106: 21 32 8 28 41 52 78:
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 : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
Old : 37.8 39.1 56.3 54.8 36.6 38.8 55.0 53.9
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Old : 37,800: 12,140 11,531 351 13,080 16,722 25,571 28,604: 12,229 9,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,060: -412 321 79 2,884 1,682 2,551 2,082: 1,509 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 24.3
Old : 100.0: 32.1 30.5 0.9 34.6 44.2 67.6 75.7: 32.4 24.3
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 : 70: 22 15 3 15 20 39 37:
Old : 70: 22 15 3 15 20 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 : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
Old : 23.8 32.1 35.5 45.2 23.8 32.1 35.3 42.5
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Old : 33,740: 12,552 11,210 272 10,196 15,040 23,020 26,522: 10,720 7,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,613: 968 544 36 363 1,608 1,367 2,188: 246 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 21.4
Old : 100.0: 37.2 33.2 0.8 30.2 44.6 68.2 78.6: 31.8 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 : 66: 21 14 3 14 19 37 35:
Old : 66: 21 14 3 14 19 37 35:
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 37.9 36.9 50.2 25.6 37.9 36.8 50.2
Old : 25.7 37.9 36.9 50.2 25.6 37.9 36.8 50.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Old : 27,064: 10,400 350 0 12,144 1,754 22,544 2,104: 4,520 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
Old : 100.0: 38.4 1.3 0.0 44.9 6.5 83.3 7.8: 16.7 92.2
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 : 22: 10 1 0 8 3 18 4:
Old : 22: 10 1 0 8 3 18 4:
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 : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
Old : 56.4 7.8 72.9 7.8 56.4 7.8 72.9 7.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Old : 67,186: 3,246 7,728 250 49,123 25,570 52,619 33,548: 14,567 33,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -534: 0 100 250 798 -240 1,048 110: -1,582 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 50.1
Old : 100.0: 4.8 11.5 0.4 73.1 38.1 78.3 49.9: 21.7 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 : 50: 3 14 1 19 28 23 43:
Old : 50: 3 14 1 19 28 23 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 : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
Old : 64.4 17.3 71.4 28.6 58.4 15.3 63.0 23.1
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Old : 67,720: 3,246 7,628 0 48,325 25,810 51,571 33,438: 16,149 34,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 242: -230 0 0 346 -461 116 -461: 126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
Old : 100.0: 4.8 11.3 0.0 71.4 38.1 76.2 49.4: 23.8 50.6
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 : 49: 3 13 0 19 29 22 42:
Old : 49: 3 13 0 19 29 22 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 : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Old : 62.6 17.1 69.6 28.4 56.6 15.2 61.2 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 116,597: 38,376 4,697 20,074 22,204 80,826 80,655 105,597: 35,942 10,999
Old : 116,597: 38,376 4,697 20,074 22,204 80,826 80,655 105,597: 35,942 10,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -10,470: -8,253 -950 -2,868 1,057 -5,707 -10,065 -9,525: -405 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 4.0 17.2 19.0 69.3 69.2 90.6: 30.8 9.4
Old : 100.0: 32.9 4.0 17.2 19.0 69.3 69.2 90.6: 30.8 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 : 168: 92 29 51 29 34 146 95:
Old : 168: 92 29 51 29 34 146 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 : 16.2 28.7 22.8 45.1 13.4 26.5 18.7 41.8
Old : 16.2 28.7 22.8 45.1 13.4 26.5 18.7 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 127,066: 46,630 5,647 22,943 21,147 86,533 90,720 115,122: 36,346 11,944
Old : 127,066: 46,630 5,647 22,943 21,147 86,533 90,720 115,122: 36,346 11,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -186: -2,883 2,561 -349 2,957 -1,393 -276 818: 90 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 4.4 18.1 16.6 68.1 71.4 90.6: 28.6 9.4
Old : 100.0: 36.7 4.4 18.1 16.6 68.1 71.4 90.6: 28.6 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 : 174: 98 30 58 28 34 153 101:
Old : 174: 98 30 58 28 34 153 101:
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 : 15.2 27.2 21.3 43.2 12.8 25.5 18.6 38.8
Old : 15.2 27.2 21.3 43.2 12.8 25.5 18.6 38.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 117,948: 40,642 14,006 26,544 34,605 64,041 101,791 104,592: 16,157 13,356
Old : 117,948: 40,642 14,006 26,544 34,605 64,041 101,791 104,592: 16,157 13,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -6,368: -6,699 -1,942 1,032 353 -5,601 -5,315 -6,511: -1,053 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 11.9 22.5 29.3 54.3 86.3 88.7: 13.7 11.3
Old : 100.0: 34.5 11.9 22.5 29.3 54.3 86.3 88.7: 13.7 11.3
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: 68 55 52 41 42 141 125:
Old : 182: 68 55 52 41 42 141 125:
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 : 20.6 30.3 32.8 46.5 17.8 25.6 27.6 39.5
Old : 20.6 30.3 32.8 46.5 17.8 25.6 27.6 39.5
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 124,316: 47,341 15,948 25,512 34,252 69,642 107,106 111,103: 17,210 13,213
Old : 124,316: 47,341 15,948 25,512 34,252 69,642 107,106 111,103: 17,210 13,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 5,938: 326 923 4,716 64 -1,205 5,106 4,434: 832 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 12.8 20.5 27.6 56.0 86.2 89.4: 13.8 10.6
Old : 100.0: 38.1 12.8 20.5 27.6 56.0 86.2 89.4: 13.8 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 : 190: 71 59 47 41 44 146 124:
Old : 190: 71 59 47 41 44 146 124:
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 31.2 32.3 48.0 18.3 25.3 27.6 41.4
Old : 20.7 31.2 32.3 48.0 18.3 25.3 27.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 349,778: 139,214 24,445 59,973 93,132 242,876 292,319 327,295: 57,460 22,484
Old : 349,778: 139,214 24,445 59,973 93,132 242,876 292,319 327,295: 57,460 22,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -45,388: -11,030 -6,242 -22,153 -7,110 -14,386 -40,292 -42,781: -5,096 -2,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 7.0 17.1 26.6 69.4 83.6 93.6: 16.4 6.4
Old : 100.0: 39.8 7.0 17.1 26.6 69.4 83.6 93.6: 16.4 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 : 225: 126 40 56 38 40 191 120:
Old : 225: 126 40 56 38 40 191 120:
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 : 23.3 34.4 33.8 52.0 19.9 29.1 26.0 42.9
Old : 23.3 34.4 33.8 52.0 19.9 29.1 26.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 395,166: 150,243 30,687 82,126 100,242 257,263 332,611 370,076: 62,556 25,091
Old : 395,166: 150,243 30,687 82,126 100,242 257,263 332,611 370,076: 62,556 25,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -44,234: -31,064 -8,456 -4,624 -5,877 -31,255 -41,564 -44,335: -2,670 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 7.8 20.8 25.4 65.1 84.2 93.7: 15.8 6.3
Old : 100.0: 38.0 7.8 20.8 25.4 65.1 84.2 93.7: 15.8 6.3
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 : 251: 148 47 70 39 39 217 134:
Old : 251: 148 47 70 39 39 217 134:
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 : 23.5 30.0 33.9 47.4 17.9 24.9 23.7 37.9
Old : 23.5 30.0 33.9 47.4 17.9 24.9 23.7 37.9
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Old : 10,297: 7,388 905 617 299 7,817 8,304 9,339: 1,993 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -302: 695 138 -375 -165 -221 155 -458: -457 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 9.3
Old : 100.0: 71.7 8.8 6.0 2.9 75.9 80.6 90.7: 19.4 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 : 41: 24 5 9 4 5 35 16:
Old : 41: 24 5 9 4 5 35 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 : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
Old : 42.3 78.2 59.4 87.6 42.3 78.1 59.4 84.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Old : 10,599: 6,693 767 992 464 8,038 8,149 9,797: 2,450 802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,415: -472 -669 541 -76 -187 -7 -315: -1,408 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
Old : 100.0: 63.1 7.2 9.4 4.4 75.8 76.9 92.4: 23.1 7.6
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 : 40: 22 6 11 4 5 35 17:
Old : 40: 22 6 11 4 5 35 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 : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
Old : 40.9 76.7 55.9 88.2 40.9 75.1 54.1 81.0
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 81,145: 17,931 5,271 8,508 41,079 45,279 67,518 59,059: 13,627 22,086
Old : 36,790: 8,961 2,241 3,386 18,451 22,510 30,798 28,137: 5,992 8,653
Other: 44,355: 9,541 3,602 4,551 22,628 22,769 36,720 30,922: 7,635 13,434
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,935: -1,404 412 153 234 -795 -1,017 -230: -918 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 6.5 10.5 50.6 55.8 83.2 72.8: 16.8 27.2
Old : 100.0: 24.4 6.1 9.2 50.2 61.2 83.7 76.5: 16.3 23.5
Other: 100.0: 21.5 8.1 10.3 51.0 51.3 82.8 69.7: 17.2 30.3
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 29 19 15 42 51 80 76:
Old : 85: 21 8 11 26 43 50 59:
Other: 92: 24 14 14 33 43 62 66:
:----------------------------------------------------------------------------------------------------
: 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 28.4 36.0 39.9 21.0 21.4 29.5 26.5
Old : 34.0 28.2 50.2 42.6 32.3 26.6 47.0 36.2
Other: 28.2 32.6 41.1 40.9 23.1 28.0 35.5 33.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 83,079: 19,335 4,858 8,356 40,844 46,074 68,535 59,288: 14,545 23,791
Old : 39,749: 10,555 2,580 3,239 19,057 23,979 32,851 29,798: 6,898 9,951
Other: 43,330: 9,631 3,130 4,266 21,788 22,095 35,684 29,491: 7,646 13,840
: : :
: : Changes in Commitments from: March 15, 2005 :
: -922: -316 144 666 297 -1,299 647 -489: -1,568 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 5.8 10.1 49.2 55.5 82.5 71.4: 17.5 28.6
Old : 100.0: 26.6 6.5 8.1 47.9 60.3 82.6 75.0: 17.4 25.0
Other: 100.0: 22.2 7.2 9.8 50.3 51.0 82.4 68.1: 17.6 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 30 18 14 38 47 75 72:
Old : 83: 21 9 10 26 38 51 53:
Other: 84: 19 15 13 29 39 55 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 : 22.5 29.4 34.0 40.5 20.4 22.5 29.4 28.2
Old : 31.7 28.5 46.3 41.6 31.4 28.3 44.7 36.9
Other: 28.5 33.4 42.2 42.1 23.8 29.1 36.4 33.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 35,322: 1,782 1,474 1,528 21,669 19,180 24,979 22,183: 10,342 13,139
Old : 26,092: 2,425 1,317 755 14,779 14,343 17,959 16,416: 8,133 9,677
Other: 9,229: 0 801 129 6,891 4,838 7,020 5,767: 2,209 3,462
: : :
: : Changes in Commitments from: March 22, 2005 :
: -2,579: -53 -480 -529 -1,326 -874 -1,908 -1,883: -671 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.2 4.3 61.3 54.3 70.7 62.8: 29.3 37.2
Old : 100.0: 9.3 5.0 2.9 56.6 55.0 68.8 62.9: 31.2 37.1
Other: 100.0: 0.0 8.7 1.4 74.7 52.4 76.1 62.5: 23.9 37.5
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 8 7 22 17 33 27:
Old : 39: 10 4 6 18 17 29 26:
Other: 26: 0 6 4 12 14 16 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 : 32.9 34.0 49.9 46.4 23.0 19.6 35.6 26.7
Old : 38.0 34.8 51.8 48.8 22.8 27.7 35.9 37.5
Other: 41.7 34.9 67.7 49.5 36.8 30.4 58.1 41.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 37,900: 1,835 1,954 2,057 22,995 20,054 26,887 24,066: 11,013 13,834
Old : 28,504: 2,686 1,898 894 16,157 14,976 19,737 17,768: 8,767 10,736
Other: 9,397: 200 1,107 112 6,838 5,079 7,150 6,298: 2,246 3,098
: : :
: : Changes in Commitments from: March 15, 2005 :
: 169: 298 -231 998 121 -146 1,417 621: -1,248 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.2 5.4 60.7 52.9 70.9 63.5: 29.1 36.5
Old : 100.0: 9.4 6.7 3.1 56.7 52.5 69.2 62.3: 30.8 37.7
Other: 100.0: 2.1 11.8 1.2 72.8 54.0 76.1 67.0: 23.9 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 10 9 24 18 37 30:
Old : 43: 8 8 7 20 18 32 29:
Other: 29: 3 5 4 12 15 18 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 : 33.1 33.0 49.4 43.9 22.9 19.1 35.2 26.2
Old : 38.4 32.9 51.6 45.6 23.8 25.2 36.5 34.7
Other: 42.4 36.0 66.4 53.1 37.8 33.6 57.4 45.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 179,466: 44,998 4,777 47,118 63,893 115,577 156,009 167,472: 23,457 11,993
Old : 146,057: 43,177 7,736 33,887 49,003 95,958 126,067 137,581: 19,990 8,476
Other: 33,408: 4,955 175 10,097 14,890 19,620 29,942 29,892: 3,466 3,517
: : :
: : Changes in Commitments from: March 22, 2005 :
: 5,298: -564 -647 2,592 832 1,948 2,860 3,893: 2,438 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 2.7 26.3 35.6 64.4 86.9 93.3: 13.1 6.7
Old : 100.0: 29.6 5.3 23.2 33.6 65.7 86.3 94.2: 13.7 5.8
Other: 100.0: 14.8 0.5 30.2 44.6 58.7 89.6 89.5: 10.4 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 112 29 59 71 74 203 148:
Old : 226: 95 47 55 61 68 187 141:
Other: 115: 42 10 36 44 48 94 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 34.8 23.4 46.1 12.9 29.7 20.2 39.4
Old : 15.8 39.0 25.2 48.9 15.8 36.5 25.0 45.1
Other: 23.7 23.1 38.0 38.1 19.0 18.3 26.9 27.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 174,168: 45,562 5,425 44,527 63,061 113,629 153,149 163,580: 21,018 10,588
Old : 143,936: 44,412 7,724 32,950 49,005 95,294 126,367 135,967: 17,568 7,968
Other: 30,232: 3,903 454 8,824 14,056 18,335 26,782 27,613: 3,450 2,619
: : :
: : Changes in Commitments from: March 15, 2005 :
: -7,691: -5,500 -599 -1,441 1,587 -4,991 -5,354 -7,030: -2,337 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.1 25.6 36.2 65.2 87.9 93.9: 12.1 6.1
Old : 100.0: 30.9 5.4 22.9 34.0 66.2 87.8 94.5: 12.2 5.5
Other: 100.0: 12.9 1.5 29.2 46.5 60.6 88.6 91.3: 11.4 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 104 39 60 72 71 205 146:
Old : 227: 103 40 58 59 67 188 141:
Other: 112: 27 22 34 45 46 91 83:
:----------------------------------------------------------------------------------------------------
: 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 : 13.8 36.1 23.6 47.4 13.6 31.5 21.2 40.8
Old : 16.4 39.9 26.3 49.9 16.4 37.7 25.8 46.0
Other: 23.5 24.6 36.6 40.2 18.1 19.4 25.5 29.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 44,853: 16,840 4,295 8,100 12,980 30,088 37,920 42,482: 6,933 2,371
Old : 44,624: 16,846 4,309 8,010 12,923 29,980 37,778 42,298: 6,846 2,326
Other: 229: 43 35 41 57 108 142 184: 88 45
: : :
: : Changes in Commitments from: March 22, 2005 :
: 520: -499 327 -77 422 403 -154 654: 674 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.6 18.1 28.9 67.1 84.5 94.7: 15.5 5.3
Old : 100.0: 37.8 9.7 17.9 29.0 67.2 84.7 94.8: 15.3 5.2
Other: 100.0: 18.9 15.3 17.9 25.0 47.0 61.8 80.2: 38.2 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 77 20 33 28 20 123 61:
Old : 137: 77 21 33 28 20 123 61:
Other: 19: 5 7 7 3 5 10 17:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 43.9 29.0 62.6 15.7 37.5 25.1 56.0
Old : 18.2 44.0 29.1 62.8 15.7 37.6 25.2 56.1
Other: 42.5 44.8 59.9 63.1 34.8 44.8 42.2 57.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 44,333: 17,339 3,968 8,176 12,558 29,684 38,073 41,828: 6,259 2,505
Old : 44,120: 17,332 4,004 8,066 12,512 29,581 37,911 41,651: 6,209 2,468
Other: 213: 78 34 39 46 103 163 177: 51 36
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,141: 1,794 -559 -844 832 2,019 1,782 616: -641 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 8.9 18.4 28.3 67.0 85.9 94.4: 14.1 5.6
Old : 100.0: 39.3 9.1 18.3 28.4 67.0 85.9 94.4: 14.1 5.6
Other: 100.0: 36.4 16.0 18.4 21.4 48.5 76.3 83.0: 23.7 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 85 20 36 27 20 133 62:
Old : 145: 84 22 36 27 20 133 62:
Other: 19: 6 7 8 2 5 10 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 : 17.5 43.3 28.3 62.7 15.4 37.1 24.9 55.9
Old : 17.6 43.4 28.4 62.8 15.5 37.2 25.0 56.1
Other: 55.6 46.1 74.3 64.6 48.5 46.1 56.0 59.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 149,571: 35,891 3,778 16,741 83,150 122,006 135,782 142,525: 13,789 7,046
Old : 93,805: 32,667 3,068 14,850 35,822 69,427 83,339 87,344: 10,466 6,461
Other: 55,766: 4,150 1,636 966 47,328 52,579 52,444 55,181: 3,323 585
: : :
: : Changes in Commitments from: March 22, 2005 :
: -15,708: -13,636 -1,944 -2,789 1,669 -10,285 -14,756 -15,018: -952 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.5 11.2 55.6 81.6 90.8 95.3: 9.2 4.7
Old : 100.0: 34.8 3.3 15.8 38.2 74.0 88.8 93.1: 11.2 6.9
Other: 100.0: 7.4 2.9 1.7 84.9 94.3 94.0 99.0: 6.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 72 18 52 46 45 145 106:
Old : 162: 67 23 52 45 44 142 104:
Other: 67: 15 13 13 27 31 51 48:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 37.7 38.8 57.1 16.5 25.6 24.2 35.6
Old : 18.2 32.6 29.1 48.8 15.1 24.9 23.5 38.7
Other: 55.5 62.3 70.6 79.9 39.2 49.8 51.1 59.5
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 165,279: 49,528 5,722 19,531 81,480 132,290 150,538 157,543: 14,741 7,736
Old : 110,853: 46,294 5,643 17,498 33,372 80,579 97,164 103,720: 13,689 7,133
Other: 54,426: 4,193 1,039 1,073 48,108 51,712 53,374 53,823: 1,052 603
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,776: -172 -181 2,949 -1,586 -1,854 1,191 914: 585 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.5 11.8 49.3 80.0 91.1 95.3: 8.9 4.7
Old : 100.0: 41.8 5.1 15.8 30.1 72.7 87.7 93.6: 12.3 6.4
Other: 100.0: 7.7 1.9 2.0 88.4 95.0 98.1 98.9: 1.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 76 37 58 46 44 165 117:
Old : 187: 73 42 57 43 43 160 115:
Other: 71: 23 9 13 27 30 54 48:
:----------------------------------------------------------------------------------------------------
: 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 36.7 35.8 55.6 16.8 24.8 23.4 34.1
Old : 18.6 30.9 28.1 46.9 15.8 24.9 23.7 38.5
Other: 54.9 63.8 71.3 81.9 38.4 51.0 52.4 60.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Old : 474,737: 82,835 34,526 82,559 230,743 299,540 396,137 416,626: 78,600 58,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -4,520: -15,245 17,023 -1,901 16,822 -26,299 -324 -11,177: -4,197 6,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 12.2
Old : 100.0: 17.4 7.3 17.4 48.6 63.1 83.4 87.8: 16.6 12.2
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 : 154: 54 33 42 62 51 132 110:
Old : 154: 54 33 42 62 51 132 110:
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 : 14.4 32.6 24.5 47.0 11.8 26.9 20.0 35.5
Old : 14.4 32.6 24.5 47.0 11.8 26.9 20.0 35.5
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Old : 479,258: 98,080 17,504 84,459 213,921 325,840 396,461 427,803: 82,797 51,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -6,436: -7,966 3,343 -480 7,071 -14,508 -1,375 -11,645: -5,061 5,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 10.7
Old : 100.0: 20.5 3.7 17.6 44.6 68.0 82.7 89.3: 17.3 10.7
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 : 148: 56 27 41 60 52 134 102:
Old : 148: 56 27 41 60 52 134 102:
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 : 13.6 35.6 23.5 49.8 11.6 28.9 20.0 37.5
Old : 13.6 35.6 23.5 49.8 11.6 28.9 20.0 37.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 157,320: 44,888 8,224 44,618 53,582 95,430 143,088 148,272: 14,232 9,048
Old : 143,732: 45,092 11,194 37,412 47,707 86,988 130,211 135,595: 13,521 8,137
Other: 13,588: 3,612 846 3,390 5,875 8,442 12,877 12,677: 711 911
: : :
: : Changes in Commitments from: March 22, 2005 :
: -12,235: -8,428 -2,625 -3,422 -126 -6,199 -11,976 -12,246: -259 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.2 28.4 34.1 60.7 91.0 94.2: 9.0 5.8
Old : 100.0: 31.4 7.8 26.0 33.2 60.5 90.6 94.3: 9.4 5.7
Other: 100.0: 26.6 6.2 24.9 43.2 62.1 94.8 93.3: 5.2 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 179 67 139 103 114 344 275:
Old : 391: 177 73 136 100 114 339 272:
Other: 136: 33 23 33 49 61 96 104:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 19.4 21.7 30.5 11.7 15.3 19.1 25.0
Old : 12.9 19.6 21.8 30.9 12.9 16.1 20.9 26.1
Other: 35.7 25.8 52.0 38.4 26.3 18.8 33.8 27.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 169,555: 53,316 10,849 48,040 53,708 101,629 155,064 160,518: 14,491 9,037
Old : 156,447: 53,363 13,391 41,301 47,886 93,575 142,551 148,267: 13,896 8,180
Other: 13,109: 3,322 826 3,370 5,822 8,055 12,513 12,251: 595 858
: : :
: : Changes in Commitments from: March 15, 2005 :
: -1,925: -2,238 -499 180 1,144 -649 -914 -968: -1,010 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 6.4 28.3 31.7 59.9 91.5 94.7: 8.5 5.3
Old : 100.0: 34.1 8.6 26.4 30.6 59.8 91.1 94.8: 8.9 5.2
Other: 100.0: 25.3 6.3 25.7 44.4 61.4 95.5 93.5: 4.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 183 65 141 100 117 342 283:
Old : 397: 176 79 139 97 116 338 279:
Other: 134: 33 19 30 48 62 93 100:
:----------------------------------------------------------------------------------------------------
: 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 : 12.1 19.4 21.3 30.3 11.5 15.9 19.7 25.9
Old : 12.5 19.4 22.1 30.1 12.5 16.4 21.3 26.8
Other: 34.7 27.3 51.7 39.7 23.8 18.5 32.2 26.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Old : 19,131: 5,158 8,008 2,724 7,694 5,133 15,576 15,865: 3,555 3,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -1,889: 11 -4,130 28 -2,192 2,421 -2,153 -1,681: 264 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
Old : 100.0: 27.0 41.9 14.2 40.2 26.8 81.4 82.9: 18.6 17.1
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 : 44: 12 22 10 6 5 27 29:
Old : 44: 12 22 10 6 5 27 29:
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 53.9 72.7 67.8 52.3 45.9 60.8 55.8
Old : 53.5 53.9 72.7 67.8 52.3 45.9 60.8 55.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Old : 21,020: 5,147 12,138 2,696 9,886 2,712 17,729 17,546: 3,291 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -5,261: -1,896 -6,942 -18 -4,322 1,576 -6,236 -5,384: 975 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 16.5
Old : 100.0: 24.5 57.7 12.8 47.0 12.9 84.3 83.5: 15.7 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 : 49: 10 29 11 4 7 23 39:
Old : 49: 10 29 11 4 7 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 : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
Old : 62.1 39.5 78.8 57.0 61.3 33.5 67.5 46.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Old : 207,690: 36,751 30,942 32,935 105,953 116,115 175,639 179,991: 32,052 27,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -17,218: -619 2,214 -9,829 -7,084 -9,431 -17,532 -17,047: 314 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 13.3
Old : 100.0: 17.7 14.9 15.9 51.0 55.9 84.6 86.7: 15.4 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 : 133: 36 33 31 59 59 116 103:
Old : 133: 36 33 31 59 59 116 103:
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 : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
Old : 18.7 27.6 30.7 38.6 13.3 18.5 20.6 24.4
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 224,909: 37,370 28,728 42,764 113,037 125,546 193,171 197,037: 31,738 27,871
Old : 224,909: 37,370 28,728 42,764 113,037 125,546 193,171 197,037: 31,738 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 14,483: 1,477 -597 4,653 10,139 11,081 16,268 15,137: -1,785 -654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 12.8 19.0 50.3 55.8 85.9 87.6: 14.1 12.4
Old : 100.0: 16.6 12.8 19.0 50.3 55.8 85.9 87.6: 14.1 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 : 138: 37 29 32 64 67 119 111:
Old : 138: 37 29 32 64 67 119 111:
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 : 19.0 25.8 31.9 37.6 12.6 16.7 19.7 21.8
Old : 19.0 25.8 31.9 37.6 12.6 16.7 19.7 21.8
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Old : 713,855: 59,592 53,887 282,173 293,083 340,742 634,848 676,803: 79,006 37,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -45,687: 4,874 -4,617 -20,595 -24,760 -18,707 -40,481 -43,919: -5,205 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
Old : 100.0: 8.3 7.5 39.5 41.1 47.7 88.9 94.8: 11.1 5.2
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 : 197: 64 46 76 81 73 185 159:
Old : 197: 64 46 76 81 73 185 159:
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 : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
Old : 19.4 23.1 31.0 36.1 4.7 8.0 7.2 12.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 759,541: 54,718 58,504 302,768 317,844 359,450 675,330 720,722: 84,212 38,820
Old : 759,541: 54,718 58,504 302,768 317,844 359,450 675,330 720,722: 84,212 38,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 33,924: 7,219 480 13,152 11,124 17,421 31,495 31,053: 2,429 2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.7 39.9 41.8 47.3 88.9 94.9: 11.1 5.1
Old : 100.0: 7.2 7.7 39.9 41.8 47.3 88.9 94.9: 11.1 5.1
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 : 212: 62 56 80 89 81 195 176:
Old : 212: 62 56 80 89 81 195 176:
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 : 19.1 22.9 29.8 35.4 4.6 7.6 6.8 12.4
Old : 19.1 22.9 29.8 35.4 4.6 7.6 6.8 12.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Old : 92,282: 11,434 3,868 180 71,887 83,949 83,501 87,997: 8,781 4,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 2,974: 1,208 -840 180 1,615 2,689 3,003 2,029: -29 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
Old : 100.0: 12.4 4.2 0.2 77.9 91.0 90.5 95.4: 9.5 4.6
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 : 31: 1 1 1 19 24 21 25:
Old : 31: 1 1 1 19 24 21 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 : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
Old : 60.0 36.7 75.8 56.8 60.0 35.2 69.7 53.0
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Old : 89,308: 10,226 4,708 0 70,272 81,260 80,498 85,968: 8,810 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,219: 2,114 0 0 11,271 17,469 13,385 17,469: 1,834 -2,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
Old : 100.0: 11.5 5.3 0.0 78.7 91.0 90.1 96.3: 9.9 3.7
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 : 31: 1 1 0 20 24 21 25:
Old : 31: 1 1 0 20 24 21 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 : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
Old : 58.6 37.4 75.6 57.5 58.6 35.2 67.9 52.6
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Old : 54,009: 0 5,340 3,926 47,924 37,612 51,850 46,878: 2,159 7,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,967: 0 -1,178 1,208 666 3,252 1,874 3,282: 93 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 13.2
Old : 100.0: 0.0 9.9 7.3 88.7 69.6 96.0 86.8: 4.0 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 : 22: 0 3 1 12 13 13 16:
Old : 22: 0 3 1 12 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 : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
Old : 53.2 52.4 81.9 74.0 51.1 50.0 72.2 65.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Old : 52,042: 0 6,518 2,718 47,258 34,360 49,976 43,596: 2,066 8,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 1,460: 0 -604 604 856 818 1,460 818: 0 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 16.2
Old : 100.0: 0.0 12.5 5.2 90.8 66.0 96.0 83.8: 4.0 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 : 20: 0 3 1 11 12 12 15:
Old : 20: 0 3 1 11 12 12 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 : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
Old : 51.0 53.0 82.8 74.3 48.9 50.5 77.7 68.0
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Old : 50,239: 5,183 1,068 3,081 38,169 41,715 46,433 45,864: 3,806 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 3,443: -266 144 -262 4,373 3,253 3,845 3,135: -402 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 8.7
Old : 100.0: 10.3 2.1 6.1 76.0 83.0 92.4 91.3: 7.6 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 : 24: 2 1 3 20 18 23 21:
Old : 24: 2 1 3 20 18 23 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 : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
Old : 59.3 44.8 75.5 65.4 54.9 41.8 64.6 57.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Old : 46,796: 5,449 924 3,343 33,796 38,462 42,588 42,729: 4,208 4,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 3,718: 1,476 924 -319 2,681 3,014 3,838 3,619: -120 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 8.7
Old : 100.0: 11.6 2.0 7.1 72.2 82.2 91.0 91.3: 9.0 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 : 24: 2 1 3 20 17 23 20:
Old : 24: 2 1 3 20 17 23 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 : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
Old : 55.9 43.4 73.8 65.0 51.4 40.2 62.6 56.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Old : 66,424: 148 1,541 4,995 52,658 50,508 57,801 57,044: 8,623 9,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 1,355: -1,908 -676 1,910 193 -905 195 329: 1,160 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 14.1
Old : 100.0: 0.2 2.3 7.5 79.3 76.0 87.0 85.9: 13.0 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 : 24: 1 1 2 20 17 22 19:
Old : 24: 1 1 2 20 17 22 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 : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
Old : 35.2 62.8 59.9 75.3 29.7 48.5 41.7 52.2
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Old : 65,069: 2,056 2,217 3,085 52,465 51,413 57,606 56,715: 7,463 8,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -299: -2,022 182 1,077 513 -361 -432 898: 133 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 12.8
Old : 100.0: 3.2 3.4 4.7 80.6 79.0 88.5 87.2: 11.5 12.8
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 : 26: 1 1 1 21 18 22 20:
Old : 26: 1 1 1 21 18 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 : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
Old : 36.2 61.3 61.4 74.5 30.0 50.5 43.4 56.2
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Old : 29,880: 2,100 2,190 0 27,360 26,474 29,460 28,664: 420 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
Old : 100.0: 7.0 7.3 0.0 91.6 88.6 98.6 95.9: 1.4 4.1
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 : 23: 2 2 0 12 9 14 11:
Old : 23: 2 2 0 12 9 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 : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
Old : 76.9 82.1 93.5 92.7 74.8 81.3 91.5 91.1
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Old : 27,343: 2,100 2,370 0 23,909 23,223 26,009 25,593: 1,334 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 6.4
Old : 100.0: 7.7 8.7 0.0 87.4 84.9 95.1 93.6: 4.9 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 : 25: 2 2 0 11 13 13 15:
Old : 25: 2 2 0 11 13 13 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 : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
Old : 53.6 63.7 80.6 83.3 51.3 63.7 76.1 81.1
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Old : 981,941: 269,052 67,265 154,808 532,248 742,692 956,108 964,765: 25,833 17,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 18,844: 7,252 1,289 -2,461 4,466 12,641 9,257 11,469: 9,587 7,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
Old : 100.0: 27.4 6.9 15.8 54.2 75.6 97.4 98.3: 2.6 1.7
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 : 128: 24 6 28 85 80 116 110:
Old : 128: 24 6 28 85 80 116 110:
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 : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
Old : 32.1 22.2 43.8 37.5 26.6 19.2 33.7 30.4
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Old : 963,097: 261,800 65,976 157,269 527,782 730,051 946,851 953,296: 16,246 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 17,259: 5,422 5,656 1,497 10,695 10,344 17,614 17,497: -355 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
Old : 100.0: 27.2 6.9 16.3 54.8 75.8 98.3 99.0: 1.7 1.0
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 : 121: 20 7 28 80 75 111 105:
Old : 121: 20 7 28 80 75 111 105:
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 : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
Old : 32.8 21.8 44.3 38.1 27.0 19.7 33.9 30.7
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Old : 137,371: 29,455 41,819 35,355 67,035 56,647 131,845 133,821: 5,526 3,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 4,916: -3,386 -4,024 10,524 -1,034 -3,277 6,104 3,223: -1,188 1,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
Old : 100.0: 21.4 30.4 25.7 48.8 41.2 96.0 97.4: 4.0 2.6
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 : 43: 10 10 11 21 21 37 36:
Old : 43: 10 10 11 21 21 37 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 : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
Old : 37.1 50.6 58.9 71.9 26.7 32.5 35.8 40.7
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Old : 132,455: 32,841 45,843 24,831 68,069 59,924 125,741 130,598: 6,714 1,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 13,393: 9,134 6,642 -4,458 6,687 12,143 11,363 14,327: 2,030 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
Old : 100.0: 24.8 34.6 18.7 51.4 45.2 94.9 98.6: 5.1 1.4
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 21 23 37 37:
Old : 43: 12 6 12 21 23 37 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 : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
Old : 38.8 55.4 61.1 70.1 30.2 40.3 38.0 47.5
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Old : 48,113: 6,456 2,971 11,883 29,458 33,108 47,797 47,963: 316 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 541: 969 -508 -243 -215 1,422 511 671: 30 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
Old : 100.0: 13.4 6.2 24.7 61.2 68.8 99.3 99.7: 0.7 0.3
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 : 40: 3 7 8 27 27 35 37:
Old : 40: 3 7 8 27 27 35 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 : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
Old : 47.0 50.2 72.1 70.0 35.8 42.9 47.2 48.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 47,571: 5,487 3,479 12,126 29,673 31,687 47,285 47,291: 286 280
Old : 47,571: 5,487 3,479 12,126 29,673 31,687 47,285 47,291: 286 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 2,770: 1,564 404 338 1,119 2,255 3,021 2,997: -251 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.3 25.5 62.4 66.6 99.4 99.4: 0.6 0.6
Old : 100.0: 11.5 7.3 25.5 62.4 66.6 99.4 99.4: 0.6 0.6
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 : 41: 5 6 8 26 27 35 37:
Old : 41: 5 6 8 26 27 35 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 : 46.3 53.1 70.0 71.7 35.3 42.9 46.5 49.7
Old : 46.3 53.1 70.0 71.7 35.3 42.9 46.5 49.7
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Old : 19,052: 3,200 510 1,456 14,158 16,848 18,814 18,814: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: 256: 44 -128 86 126 298 256 256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 1.2
Old : 100.0: 16.8 2.7 7.6 74.3 88.4 98.8 98.8: 1.2 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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 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 : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
Old : 67.6 51.3 82.8 71.5 62.3 45.7 69.7 60.9
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Old : 18,796: 3,156 638 1,370 14,032 16,550 18,558 18,558: 238 238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 718: -172 -510 126 764 1,102 718 718: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 3.4 7.3 74.7 88.1 98.7 98.7: 1.3 1.3
Old : 100.0: 16.8 3.4 7.3 74.7 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 : 27: 4 1 4 17 17 22 21:
Old : 27: 4 1 4 17 17 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 : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
Old : 67.4 52.0 82.8 72.5 62.2 46.5 69.7 62.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Old : 8,994: 348 5,792 856 7,790 2,346 8,994 8,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 64.4 9.5 86.6 26.1 100.0 100.0: 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 13 7 16 10:
Old : 21: 1 3 2 13 7 16 10:
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 : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
Old : 68.9 84.9 90.4 98.5 68.9 75.3 84.2 87.1
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Old : 1,286,514: 169,823 57,821 323,917 720,001 809,960 1,213,741 1,191,698: 72,774 94,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -3,492: -2,527 -5,905 1,065 -5,538 -4,302 -7,001 -9,142: 3,509 5,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
Old : 100.0: 13.2 4.5 25.2 56.0 63.0 94.3 92.6: 5.7 7.4
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 : 276: 89 90 116 77 83 227 236:
Old : 276: 89 90 116 77 83 227 236:
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 : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
Old : 18.2 21.2 28.3 32.8 7.8 9.9 12.4 13.8
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 1,290,006: 172,350 63,726 322,852 725,539 814,262 1,220,742 1,200,840: 69,264 89,166
Old : 1,290,006: 172,350 63,726 322,852 725,539 814,262 1,220,742 1,200,840: 69,264 89,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -27,322: -242 -1,161 -17,928 -4,323 -6,008 -22,493 -25,097: -4,829 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.9 25.0 56.2 63.1 94.6 93.1: 5.4 6.9
Old : 100.0: 13.4 4.9 25.0 56.2 63.1 94.6 93.1: 5.4 6.9
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 : 284: 90 92 118 80 87 233 244:
Old : 284: 90 92 118 80 87 233 244:
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 21.6 29.2 33.1 8.0 10.4 12.8 14.3
Old : 18.7 21.6 29.2 33.1 8.0 10.4 12.8 14.3
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Old : 12,463: 8,476 1,753 75 1,063 10,043 9,614 11,871: 2,849 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -433: -368 351 -9 145 -834 -232 -492: -201 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
Old : 100.0: 68.0 14.1 0.6 8.5 80.6 77.1 95.2: 22.9 4.8
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 : 112: 69 9 2 10 22 81 33:
Old : 112: 69 9 2 10 22 81 33:
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 43.4 34.8 61.3 24.5 43.4 34.8 61.3
Old : 24.5 43.4 34.8 61.3 24.5 43.4 34.8 61.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Old : 12,896: 8,844 1,402 84 918 10,877 9,846 12,363: 3,050 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: -46: 304 23 -99 -170 47 35 -29: -81 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
Old : 100.0: 68.6 10.9 0.7 7.1 84.3 76.3 95.9: 23.7 4.1
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 : 122: 75 12 2 9 25 86 38:
Old : 122: 75 12 2 9 25 86 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 : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
Old : 23.7 43.2 34.4 61.4 23.7 43.2 34.4 61.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Old : 7,960: 4,558 507 66 1,209 6,656 5,833 7,229: 2,127 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -755: -334 4 -20 -174 -518 -528 -534: -227 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 9.2
Old : 100.0: 57.3 6.4 0.8 15.2 83.6 73.3 90.8: 26.7 9.2
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 : 46: 22 4 2 8 16 32 20:
Old : 46: 22 4 2 8 16 32 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 : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
Old : 30.9 59.3 44.6 76.3 30.9 58.5 43.6 75.0
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 8,715: 4,892 503 86 1,383 7,174 6,361 7,763: 2,354 952
Old : 8,715: 4,892 503 86 1,383 7,174 6,361 7,763: 2,354 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 674: 568 -50 80 -186 888 462 918: 212 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 5.8 1.0 15.9 82.3 73.0 89.1: 27.0 10.9
Old : 100.0: 56.1 5.8 1.0 15.9 82.3 73.0 89.1: 27.0 10.9
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 : 44: 22 3 2 5 17 28 21:
Old : 44: 22 3 2 5 17 28 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 : 31.0 56.7 46.9 73.4 30.4 56.7 44.5 73.4
Old : 31.0 56.7 46.9 73.4 30.4 56.7 44.5 73.4
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 with Delta-adjusted Options and Futures Combined, March 29, 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 : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Old : 217,391: 46,886 7,793 41,285 105,949 152,583 194,119 201,660: 23,271 15,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2005 :
: -9,738: -300 1,275 -5,518 -2,990 -6,729 -8,809 -10,973: -929 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
Old : 100.0: 21.6 3.6 19.0 48.7 70.2 89.3 92.8: 10.7 7.2
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 : 182: 59 28 47 76 84 155 142:
Old : 182: 59 28 47 76 84 155 142:
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 : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
Old : 21.2 16.7 31.9 27.7 14.9 10.7 23.8 18.3
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 with Delta-adjusted Options and Futures Combined, March 22, 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 : 227,128: 47,186 6,518 46,803 108,939 159,312 202,928 212,633: 24,201 14,495
Old : 227,128: 47,186 6,518 46,803 108,939 159,312 202,928 212,633: 24,201 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2005 :
: 15,378: 5,587 1,473 4,689 5,430 12,088 15,705 18,250: -327 -2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 2.9 20.6 48.0 70.1 89.3 93.6: 10.7 6.4
Old : 100.0: 20.8 2.9 20.6 48.0 70.1 89.3 93.6: 10.7 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 : 181: 59 27 46 75 81 151 141:
Old : 181: 59 27 46 75 81 151 141:
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 17.3 31.7 28.4 14.3 11.3 22.9 18.4
Old : 21.0 17.3 31.7 28.4 14.3 11.3 22.9 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2005