WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,720
COMMITMENTS
32,584 36,820 41,004 147,963 127,511 221,551 205,335 23,169 39,385
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,009)
-4,991 -242 1,049 1,277 -6,993 -2,665 -6,187 -1,344 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 15.0 16.8 60.5 52.1 90.5 83.9 9.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
62 73 63 43 57 145 159
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,729
COMMITMENTS
37,574 37,062 39,956 146,686 134,504 224,216 211,521 24,513 37,208
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -32,281)
611 -1,567 -16,374 -13,127 -14,240 -28,891 -32,181 -3,390 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 14.9 16.1 59.0 54.1 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 83 66 48 55 160 163
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 813,921
COMMITMENTS
86,489 131,837 121,571 470,868 344,085 678,928 597,493 134,993 216,428
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 24,731)
194 32,752 16,969 22,261 -20,699 39,424 29,023 -14,693 -4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 14.9 57.9 42.3 83.4 73.4 16.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
112 135 137 195 184 386 395
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,190
COMMITMENTS
86,295 99,085 104,602 448,607 364,784 639,504 568,470 149,686 220,720
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -51,576)
-1,725 -16,844 -24,325 -27,270 -5,942 -53,320 -47,110 1,744 -4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.6 13.3 56.8 46.2 81.0 72.0 19.0 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
107 117 119 208 202 386 378
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,721
COMMITMENTS
1,947 912 845 1,780 5,290 4,573 7,048 4,148 1,673
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -590)
-771 833 101 645 -1,810 -26 -876 -563 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.5 9.7 20.4 60.7 52.4 80.8 47.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 8 5 11 16 22 26
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,311
COMMITMENTS
2,718 79 745 1,136 7,100 4,599 7,923 4,712 1,387
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -380)
-223 75 119 -382 -449 -486 -255 106 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 0.8 8.0 12.2 76.3 49.4 85.1 50.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 3 5 9 16 24 22
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,132
COMMITMENTS
45,332 24,903 67,846 147,156 136,561 260,335 229,310 64,797 95,822
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,947)
-10,463 2,459 4,733 1,098 -9,206 -4,632 -2,014 -3,314 -5,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.7 20.9 45.3 42.0 80.1 70.5 19.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
106 88 113 93 101 263 247
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,078
COMMITMENTS
55,795 22,444 63,113 146,058 145,767 264,967 231,324 68,111 101,754
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -49,700)
-796 -3,617 -21,891 -22,233 -13,342 -44,920 -38,851 -4,780 -10,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.7 18.9 43.9 43.8 79.6 69.5 20.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
111 75 106 95 103 268 236
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 14,028
COMMITMENTS
10,987 2,924 264 121 722 11,372 3,910 2,656 10,118
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 57)
245 1,178 -29 -304 -178 -88 971 145 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 20.8 1.9 0.9 5.1 81.1 27.9 18.9 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 6 1 3 15 13
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 13,971
COMMITMENTS
10,742 1,746 293 425 900 11,460 2,939 2,511 11,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,582)
69 -1,149 -699 0 -280 -630 -2,128 -952 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 12.5 2.1 3.0 6.4 82.0 21.0 18.0 79.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 5 7 3 4 16 13
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,643
COMMITMENTS
26,417 14,373 25,284 79,199 101,907 130,899 141,563 25,744 15,079
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 524)
-981 3,029 155 2,478 -4,077 1,652 -893 -1,128 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 9.2 16.1 50.6 65.1 83.6 90.4 16.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 28 36 48 46 111 100
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 156,119
COMMITMENTS
27,397 11,343 25,129 76,721 105,984 129,247 142,456 26,872 13,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -7,637)
-2,103 -241 -790 -2,880 -4,170 -5,773 -5,201 -1,864 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 7.3 16.1 49.1 67.9 82.8 91.2 17.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
46 22 36 43 46 108 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 910,946
COMMITMENTS
91,641 101,480 136,725 519,688 490,576 748,054 728,781 162,892 182,165
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 35,559)
-1,640 1,635 17,819 1,515 19,479 17,695 38,933 17,865 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.1 15.0 57.0 53.9 82.1 80.0 17.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 44 45 79 88 139 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,387
COMMITMENTS
93,281 99,845 118,906 518,173 471,097 730,359 689,848 145,028 185,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -59,756)
4,924 -43,211 -26,792 -30,323 6,270 -52,192 -63,734 -7,565 3,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.4 13.6 59.2 53.8 83.4 78.8 16.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
37 36 45 78 87 139 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,110
COMMITMENTS
29,952 9,539 23,275 62,782 92,809 116,009 125,623 32,101 22,486
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -10,590)
-3,994 -620 -1,112 -3,011 -8,163 -8,116 -9,895 -2,474 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.4 15.7 42.4 62.7 78.3 84.8 21.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
46 26 37 51 62 122 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 158,700
COMMITMENTS
33,945 10,160 24,386 65,793 100,972 124,125 135,518 34,575 23,182
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,002)
4,968 -1,293 -3,751 -690 7,188 527 2,144 474 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.4 15.4 41.5 63.6 78.2 85.4 21.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 22 38 56 63 129 113
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,813
COMMITMENTS
3,463 1,110 1,110 806 4,478 5,380 6,699 2,433 1,114
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -49)
-109 -240 291 -412 -112 -230 -61 181 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 14.2 14.2 10.3 57.3 68.9 85.7 31.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
21 6 10 10 15 32 30
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,572 1,350 820 1,219 4,590 5,610 6,760 2,252 1,102
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -204)
16 107 -435 202 98 -217 -230 12 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 17.2 10.4 15.5 58.4 71.4 86.0 28.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 6 9 12 15 34 29
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,446
COMMITMENTS
113,492 83,691 1,790 158,812 147,624 274,094 233,105 61,352 102,341
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 19,930)
8,069 10,180 1,567 13,201 5,480 22,837 17,227 -2,907 2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 24.9 0.5 47.3 44.0 81.7 69.5 18.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 28 4 39 43 61 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 315,516
COMMITMENTS
105,423 73,511 223 145,611 142,144 251,257 215,878 64,259 99,638
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 11,527)
9,550 12,695 212 3,844 -3,178 13,606 9,728 -2,078 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 23.3 0.1 46.2 45.1 79.6 68.4 20.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 27 3 37 40 59 67
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,909,777
COMMITMENTS
350,762 368,019 620,631 1666586 1471518 2637979 2460168 271,798 449,609
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 158,490)
16,538 -35,855 131,668 11,160 92,927 159,365 188,740 -875 -30,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.6 21.3 57.3 50.6 90.7 84.5 9.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
51 88 89 114 155 221 276
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,751,287
COMMITMENTS
334,224 403,874 488,963 1655427 1378591 2478614 2271428 272,673 479,859
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -86,156)
48,747 -1,738 -82,644 -72,427 -19,593 -106,325 -103,975 20,169 17,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.7 17.8 60.2 50.1 90.1 82.6 9.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
51 78 84 110 150 211 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,706,068
COMMITMENTS
138,516 290,599 255,206 1141021 857,673 1534742 1403479 171,326 302,590
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 42,260)
7,299 2,387 39,896 -4,707 11,626 42,488 53,909 -228 -11,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.0 15.0 66.9 50.3 90.0 82.3 10.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
31 55 51 80 103 142 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,808
COMMITMENTS
131,217 288,212 215,310 1145728 846,047 1492255 1349569 171,553 314,239
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -69,563)
782 -17,232 -36,065 -12,245 632 -47,528 -52,665 -22,035 -16,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 17.3 12.9 68.9 50.9 89.7 81.1 10.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
32 52 49 71 94 131 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 576,125
COMMITMENTS
158,943 29,831 173,514 207,532 342,510 539,989 545,855 36,137 30,271
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -105,154)
-58,114 -1,046 -29,709 -12,103 -69,971 -99,926 -100,726 -5,228 -4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.2 30.1 36.0 59.5 93.7 94.7 6.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 18 43 49 55 103 101
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,280
COMMITMENTS
217,057 30,877 203,223 219,635 412,481 639,915 646,581 41,365 34,699
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 30,140)
34,085 5,653 3,301 -3,976 22,684 33,409 31,637 -3,269 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 4.5 29.8 32.2 60.5 93.9 94.9 6.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
43 24 47 52 59 112 113
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,902
COMMITMENTS
10,678 5,236 1,595 20,928 28,608 33,200 35,439 10,702 8,463
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 407)
595 -6,748 243 -257 6,482 581 -22 -174 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.9 3.6 47.7 65.2 75.6 80.7 24.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 17 12 20 14 50 33
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,495
COMMITMENTS
10,083 11,984 1,351 21,185 22,125 32,619 35,461 10,876 8,034
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,136)
1,278 -355 190 101 357 1,569 192 -433 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 27.6 3.1 48.7 50.9 75.0 81.5 25.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 16 9 19 12 46 31
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,433
COMMITMENTS
8,011 25,240 3,656 41,226 19,937 52,892 48,833 16,540 20,600
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,081)
-1,092 715 752 3,350 -1,613 3,010 -147 1,071 4,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 36.4 5.3 59.4 28.7 76.2 70.3 23.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 29 19 13 17 44 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,352
COMMITMENTS
9,103 24,525 2,904 37,876 21,550 49,883 48,979 15,469 16,373
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,737)
-2,669 4,625 889 9,864 -1,395 8,084 4,118 -3,347 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 37.5 4.4 58.0 33.0 76.3 74.9 23.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 27 17 16 16 45 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,423
COMMITMENTS
4,372 5,958 1,046 29,891 27,883 35,309 34,887 1,114 1,536
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 896)
410 137 0 207 636 617 773 279 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 16.4 2.9 82.1 76.6 96.9 95.8 3.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 20 4 17 19 28 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,527
COMMITMENTS
3,962 5,821 1,046 29,684 27,247 34,692 34,114 835 1,413
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 368)
1,025 167 0 -701 774 324 941 44 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.4 2.9 83.6 76.7 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 22 4 20 21 30 44
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,323
COMMITMENTS
0 1,039 0 14,025 12,946 14,025 13,985 298 338
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,634)
0 1 0 1,642 1,695 1,642 1,696 -8 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.0 97.9 90.4 97.9 97.6 2.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 12,689
COMMITMENTS
0 1,038 0 12,383 11,251 12,383 12,289 306 400
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 797)
0 -206 0 739 947 739 741 58 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 0.0 97.6 88.7 97.6 96.8 2.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 7 0 5 12 5 19
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,982
COMMITMENTS
1,207 1,867 3,916 14,957 13,374 20,080 19,158 5,902 6,824
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,106)
-485 -292 -1,077 -1,706 -1,814 -3,268 -3,183 -837 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.2 15.1 57.6 51.5 77.3 73.7 22.7 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 6 12 21 18 34 32
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,088
COMMITMENTS
1,692 2,159 4,993 16,663 15,189 23,349 22,342 6,739 7,746
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,288)
-39 68 407 1,142 516 1,510 990 -222 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.2 16.6 55.4 50.5 77.6 74.3 22.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 6 14 23 18 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,146
COMMITMENTS
16,722 8,318 24,085 44,345 39,855 85,153 72,258 17,993 30,888
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,350)
-75 -751 -90 1,865 2,430 1,700 1,589 1,650 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.1 23.4 43.0 38.6 82.6 70.1 17.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 36 60 30 37 114 114
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,796
COMMITMENTS
16,797 9,069 24,175 42,481 37,425 83,453 70,669 16,343 29,127
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,890)
1,319 3,814 2,528 40 -1,024 3,886 5,318 4 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.1 24.2 42.6 37.5 83.6 70.8 16.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
46 38 59 28 35 110 113
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,707
COMMITMENTS
593 1,457 336 1,461 794 2,389 2,587 1,317 1,119
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -120)
201 -29 -85 -178 29 -62 -84 -58 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 39.3 9.1 39.4 21.4 64.5 69.8 35.5 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 10 8 6 3 21 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,826
COMMITMENTS
392 1,486 420 1,639 765 2,451 2,671 1,375 1,155
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 758)
208 516 98 49 -37 355 577 403 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 38.8 11.0 42.8 20.0 64.1 69.8 35.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 12 8 8 3 22 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,547
COMMITMENTS
44,433 11,936 20,508 68,416 78,831 133,358 111,275 19,189 41,272
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,128)
-1,512 461 -876 -1,635 -1,126 -4,023 -1,540 -105 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.8 13.4 44.8 51.7 87.4 72.9 12.6 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
64 29 43 66 107 155 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,675
COMMITMENTS
45,945 11,475 21,384 70,051 79,957 137,381 112,816 19,294 43,860
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,039)
4,826 1,035 2,178 -2,669 -556 4,335 2,657 1,704 3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.3 13.6 44.7 51.0 87.7 72.0 12.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
61 31 42 63 102 150 156
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,111
COMMITMENTS
1,211 376 133 932 2,400 2,276 2,910 1,835 1,201
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -768)
11 -65 -269 -283 -233 -541 -568 -227 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 3.2 22.7 58.4 55.4 70.8 44.6 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 9 5 11 15 27 27
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,879
COMMITMENTS
1,200 442 402 1,215 2,634 2,817 3,478 2,062 1,401
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -50)
-193 147 -34 -73 -305 -300 -193 250 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.1 8.2 24.9 54.0 57.7 71.3 42.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 7 8 19 16 37 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,520
COMMITMENTS
9,976 2,420 4,454 8,500 6,410 22,931 13,285 5,589 15,236
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,331)
-311 127 -1,842 -813 -1,035 -2,966 -2,751 -365 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 8.5 15.6 29.8 22.5 80.4 46.6 19.6 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
52 23 27 46 47 112 86
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,852
COMMITMENTS
10,287 2,293 6,297 9,313 7,446 25,897 16,035 5,955 15,816
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 851)
-254 800 208 145 -340 99 668 751 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 7.2 19.8 29.2 23.4 81.3 50.3 18.7 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
53 25 31 49 50 119 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,194
COMMITMENTS
13,004 45,620 2,566 58,620 26,848 74,191 75,034 27,003 26,160
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 8,828)
-708 7,502 216 10,580 -4,084 10,088 3,634 -1,260 5,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 45.1 2.5 57.9 26.5 73.3 74.1 26.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 21 8 32 20 53 43
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,366
COMMITMENTS
13,713 38,118 2,350 48,040 30,932 64,103 71,399 28,264 20,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 9,571)
142 8,191 153 9,546 -1,061 9,841 7,283 -270 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 41.3 2.5 52.0 33.5 69.4 77.3 30.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 15 6 27 20 47 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 39,446
COMMITMENTS
4,889 15,947 318 24,753 8,486 29,959 24,750 9,487 14,696
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 4,382)
1,385 3,818 317 3,631 767 5,332 4,901 -950 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 40.4 0.8 62.8 21.5 75.9 62.7 24.1 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 11 2 13 10 21 21
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 35,064
COMMITMENTS
3,504 12,129 1 21,122 7,719 24,627 19,849 10,437 15,215
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -1,371)
-81 -3,177 0 -1,584 1,107 -1,665 -2,070 295 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 34.6 0.0 60.2 22.0 70.2 56.6 29.8 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 7 1 10 8 16 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 109,535
COMMITMENTS
80,774 4,729 57 19,753 102,223 100,585 107,009 8,950 2,526
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 10,388)
9,498 -468 0 329 11,074 9,827 10,607 561 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 4.3 0.1 18.0 93.3 91.8 97.7 8.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
60 13 2 19 19 80 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,147
COMMITMENTS
71,277 5,197 57 19,424 91,149 90,758 96,402 8,390 2,745
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,278)
6,435 1,042 -1 -491 4,859 5,944 5,900 334 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 5.2 0.1 19.6 91.9 91.5 97.2 8.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
53 16 2 18 18 72 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,174
COMMITMENTS
25,847 6,019 764 39,108 73,711 65,719 80,494 25,455 10,680
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 3,297)
-3,451 545 -55 5,374 3,201 1,868 3,691 1,429 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.6 0.8 42.9 80.8 72.1 88.3 27.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 11 5 18 17 41 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 87,877
COMMITMENTS
29,298 5,474 818 33,734 70,510 63,850 76,803 24,026 11,074
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,786)
-3,036 -965 -2,083 -995 1,602 -6,114 -1,446 3,327 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 6.2 0.9 38.4 80.2 72.7 87.4 27.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 9 4 16 15 41 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,611
COMMITMENTS
21,190 34,971 4,869 131,491 124,697 157,550 164,536 31,061 24,075
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 23,076)
10,788 -7,680 556 7,992 32,087 19,335 24,963 3,741 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 18.5 2.6 69.7 66.1 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 17 13 30 31 54 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 165,535
COMMITMENTS
10,403 42,651 4,313 123,500 92,610 138,215 139,573 27,320 25,962
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,128)
3,527 -18,644 1,388 -8,262 16,910 -3,347 -347 218 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 25.8 2.6 74.6 55.9 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 25 8 31 29 48 60
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,738
COMMITMENTS
29,189 21,392 16,053 74,376 85,279 119,618 122,724 53,120 50,014
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 7,210)
5,483 3,105 -1,874 2,664 5,843 6,273 7,074 937 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.4 9.3 43.1 49.4 69.2 71.0 30.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 37 27 31 30 79 74
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,528
COMMITMENTS
23,706 18,287 17,927 71,711 79,436 113,344 115,651 52,183 49,877
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 13,596)
1,547 572 -392 8,098 5,155 9,253 5,336 4,343 8,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.0 10.8 43.3 48.0 68.5 69.9 31.5 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 26 26 33 27 76 67
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,020
COMMITMENTS
30,384 6,000 618 40,531 61,374 71,533 67,992 3,487 7,028
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -416)
-1,000 0 450 -723 -726 -1,273 -276 857 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 8.0 0.8 54.0 81.8 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 3 14 19 18 24
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 75,436
COMMITMENTS
31,384 6,000 168 41,254 62,100 72,806 68,268 2,630 7,168
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 7,888)
327 6,000 110 7,860 1,330 8,297 7,440 -409 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.0 0.2 54.7 82.3 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 2 2 14 18 18 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,296,693
COMMITMENTS
673,843 693,903 3817259 7588380 6946053 12079483 11457216 1217211 1839478
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 286,476)
44,604 -13,946 48,368 154,242 183,929 247,214 218,352 39,262 68,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.2 28.7 57.1 52.2 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
55 70 110 142 142 263 263
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,010,217
COMMITMENTS
629,239 707,849 3768891 7434138 6762124 11832269 11238864 1177948 1771353
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 94,709)
59,749 71,346 -131,663 149,317 79,951 77,403 19,633 17,306 75,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.4 29.0 57.1 52.0 90.9 86.4 9.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
57 67 109 137 141 254 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 764,757
COMMITMENTS
60,862 72,820 53,312 502,787 515,375 616,961 641,507 147,796 123,250
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,344)
-3,030 -1,204 2,843 1,514 -4,380 1,328 -2,741 -4,672 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.5 7.0 65.7 67.4 80.7 83.9 19.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 49 60 102 67 185 138
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,101
COMMITMENTS
63,892 74,024 50,468 501,273 519,756 615,633 644,248 152,468 123,853
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,928)
-1,088 -5,494 3,920 6,139 10,812 8,971 9,237 12,958 12,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.6 6.6 65.3 67.7 80.2 83.9 19.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 39 57 102 68 183 135
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,000,703
COMMITMENTS
184,888 207,305 24,911 477,498 650,742 687,297 882,957 313,407 117,746
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 15,097)
-25,176 -5,084 3,049 23,694 6,704 1,566 4,669 13,531 10,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.7 2.5 47.7 65.0 68.7 88.2 31.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
41 54 29 58 62 116 128
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,606
COMMITMENTS
210,064 212,389 21,862 453,804 644,038 685,730 878,288 299,876 107,318
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -11,003)
3,566 -8,997 814 2,474 -5,510 6,854 -13,693 -17,857 2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 21.5 2.2 46.0 65.3 69.6 89.1 30.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 52 26 56 63 115 127
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,741
COMMITMENTS
725 1,232 0 5,827 9,263 6,552 10,495 5,189 1,246
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -107)
0 -6 0 383 0 383 -6 -490 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.5 0.0 49.6 78.9 55.8 89.4 44.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 0 11 13 12 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,848
COMMITMENTS
725 1,238 0 5,444 9,263 6,169 10,501 5,679 1,347
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 34)
0 -33 0 -353 -29 -353 -62 387 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.4 0.0 45.9 78.2 52.1 88.6 47.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 10 13 11 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 25,117
COMMITMENTS
8,665 2,054 0 13,133 16,499 21,798 18,553 3,319 6,564
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,152)
1,350 1,289 -82 -3,446 -1,429 -2,178 -222 26 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 8.2 0.0 52.3 65.7 86.8 73.9 13.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 0 17 18 22 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,269
COMMITMENTS
7,315 765 82 16,579 17,928 23,976 18,775 3,293 8,494
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -143)
1,682 270 -17 -901 -146 764 107 -907 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.8 0.3 60.8 65.7 87.9 68.9 12.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 2 19 18 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,606
COMMITMENTS
4,790 19,188 81 36,053 27,495 40,924 46,764 17,682 11,842
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,786)
-2,054 -1,252 -2 -23 -408 -2,079 -1,662 -707 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.7 0.1 61.5 46.9 69.8 79.8 30.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 25 2 35 34 48 60
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,392
COMMITMENTS
6,844 20,440 83 36,076 27,903 43,003 48,426 18,389 12,967
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,237)
1,512 2,027 -45 -57 1,762 1,410 3,744 1,827 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 33.3 0.1 58.8 45.4 70.0 78.9 30.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
17 25 2 35 34 53 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,410
COMMITMENTS
66,067 144,023 1,909 226,217 129,030 294,193 274,963 46,217 65,447
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,980)
-13,168 -2,872 470 4,821 1,692 -7,876 -709 5,896 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 42.3 0.6 66.5 37.9 86.4 80.8 13.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 75 10 50 36 91 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,390
COMMITMENTS
79,234 146,895 1,439 221,396 127,338 302,069 275,672 40,320 66,717
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 14,503)
-716 -1,587 112 24,300 -1,528 23,697 -3,003 -9,193 17,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 42.9 0.4 64.7 37.2 88.2 80.5 11.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 84 8 47 36 90 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 94,592
COMMITMENTS
31,258 3,569 4,527 36,694 75,347 72,479 83,442 22,113 11,149
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,684)
2,809 -633 -3,839 710 1,595 -320 -2,877 -1,364 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 3.8 4.8 38.8 79.7 76.6 88.2 23.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 3 6 19 17 40 25
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,275
COMMITMENTS
28,449 4,203 8,366 35,983 73,751 72,799 86,320 23,477 9,956
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,931)
7,281 -1,016 1,879 -4,772 8,799 4,388 9,663 542 -4,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.4 8.7 37.4 76.6 75.6 89.7 24.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 6 6 20 18 41 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,260
COMMITMENTS
1,121 13,568 5 28,663 16,930 29,789 30,503 5,471 4,757
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 755)
0 292 0 631 303 631 595 125 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.3 48.0 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 28 29 42
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,505
COMMITMENTS
1,121 13,276 5 28,032 16,626 29,158 29,907 5,347 4,597
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,501)
0 812 0 714 1,212 714 2,024 787 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 38.5 0.0 81.2 48.2 84.5 86.7 15.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 14 1 26 29 29 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 235,346
COMMITMENTS
60,123 34,939 2,161 165,353 182,864 227,637 219,964 7,708 15,382
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 16,511)
3,882 6,394 127 17,448 13,097 21,458 19,618 -4,947 -3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.8 0.9 70.3 77.7 96.7 93.5 3.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
22 35 10 33 43 59 84
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 218,835
COMMITMENTS
56,240 28,545 2,035 147,905 169,766 206,180 200,346 12,655 18,489
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,109)
5,687 -82 224 11,149 14,991 17,060 15,133 5,049 6,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 13.0 0.9 67.6 77.6 94.2 91.6 5.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
19 38 11 30 43 54 87
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,490
COMMITMENTS
10,215 5,828 551 15,234 23,252 26,000 29,631 12,490 8,859
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 471)
-55 -869 316 -48 1,735 213 1,182 258 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 15.1 1.4 39.6 60.4 67.5 77.0 32.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 15 4 16 24 43 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,020
COMMITMENTS
10,270 6,697 235 15,282 21,517 25,787 28,449 12,233 9,571
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -316)
201 -1,592 0 -938 120 -737 -1,472 421 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 17.6 0.6 40.2 56.6 67.8 74.8 32.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 13 2 17 25 42 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,339
COMMITMENTS
7,322 660 20 14,575 2,025 21,917 2,705 3,422 22,634
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -2,333)
-1,130 -6 5 796 306 -329 305 -2,004 -2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.6 0.1 57.5 8.0 86.5 10.7 13.5 89.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 2 1 11 4 20 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,672
COMMITMENTS
8,452 666 15 13,779 1,719 22,246 2,400 5,426 25,272
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 40)
-537 -238 0 1,036 93 499 -145 -459 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.4 0.1 49.8 6.2 80.4 8.7 19.6 91.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 2 1 9 4 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 71,127
COMMITMENTS
3,578 4,144 443 51,475 26,850 55,496 31,437 15,631 39,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,888)
2 0 0 -549 2,788 -547 2,788 2,435 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.8 0.6 72.4 37.7 78.0 44.2 22.0 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 18 28 22 41
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 69,239
COMMITMENTS
3,576 4,144 443 52,024 24,062 56,043 28,649 13,196 40,590
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -394)
-2,091 0 -136 121 1,289 -2,106 1,153 1,712 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.0 0.6 75.1 34.8 80.9 41.4 19.1 58.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 1 19 27 23 40
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,662
COMMITMENTS
37,367 17,941 16,935 31,153 76,021 85,455 110,896 35,207 9,766
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -6,675)
-7,580 13,999 -1,562 5,858 -14,841 -3,284 -2,405 -3,391 -4,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 14.9 14.0 25.8 63.0 70.8 91.9 29.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
91 34 46 28 35 140 98
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,337
COMMITMENTS
44,947 3,942 18,497 25,295 90,862 88,739 113,301 38,598 14,036
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 419)
2,967 581 -1,809 -2,842 828 -1,685 -400 2,104 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 3.1 14.5 19.9 71.4 69.7 89.0 30.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
91 19 43 21 35 125 89
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,419
COMMITMENTS
34,121 14,513 21,948 40,867 60,827 96,936 97,288 13,484 13,131
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,618)
-517 2,437 -2,222 -4,042 -8,997 -6,780 -8,782 -1,838 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 13.1 19.9 37.0 55.1 87.8 88.1 12.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
62 55 34 42 42 124 116
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,037
COMMITMENTS
34,638 12,076 24,169 44,909 69,824 103,716 106,069 15,321 12,968
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -2,440)
2,422 -254 -1,461 -3,358 -1,044 -2,397 -2,759 -43 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.1 20.3 37.7 58.7 87.1 89.1 12.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
61 45 39 40 42 124 111
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,277
COMMITMENTS
153,235 36,671 59,028 93,026 241,829 305,288 337,528 54,990 22,750
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -16,344)
-22,590 10,107 -154 9,363 -26,014 -13,381 -16,062 -2,963 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.2 16.4 25.8 67.1 84.7 93.7 15.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
136 55 58 39 42 203 133
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 376,622
COMMITMENTS
175,825 26,564 59,182 83,662 267,843 318,669 353,590 57,953 23,032
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 21,584)
22,470 -2,341 -2,053 -3,666 23,331 16,751 18,938 4,833 2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 7.1 15.7 22.2 71.1 84.6 93.9 15.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
143 44 56 40 48 205 129
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,262
COMMITMENTS
7,567 1,079 600 561 9,035 8,728 10,714 3,534 1,548
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 520)
319 -247 101 129 3 549 -143 -29 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 8.8 4.9 4.6 73.7 71.2 87.4 28.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 5 9 5 5 35 18
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,742
COMMITMENTS
7,248 1,326 499 432 9,032 8,179 10,857 3,563 885
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -239)
-1,162 -277 63 195 -318 -904 -532 665 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 11.3 4.2 3.7 76.9 69.7 92.5 30.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 5 8 4 5 33 16
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 68,262
COMMITMENTS
11,542 8,039 6,573 34,877 33,778 52,993 48,390 15,269 19,872
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -3,567)
744 -2,102 -739 -3,966 199 -3,961 -2,641 394 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 11.8 9.6 51.1 49.5 77.6 70.9 22.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 18 21 47 46 81 82
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 71,829
COMMITMENTS
10,798 10,141 7,312 38,843 33,579 56,954 51,031 14,875 20,798
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -15,744)
188 -3,531 -4,463 -11,315 -6,200 -15,590 -14,195 -153 -1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.1 10.2 54.1 46.7 79.3 71.0 20.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
24 28 20 46 44 81 83
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,207
COMMITMENTS
1,965 3,054 1,528 17,495 13,864 20,988 18,446 7,219 9,762
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,869)
189 -687 -698 -441 -192 -950 -1,578 -919 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 10.8 5.4 62.0 49.1 74.4 65.4 25.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 11 7 22 16 33 29
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,076
COMMITMENTS
1,776 3,741 2,227 17,936 14,056 21,938 20,023 8,138 10,053
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -8,842)
-149 -6,375 -326 -6,085 -544 -6,560 -7,245 -2,282 -1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.4 7.4 59.6 46.7 72.9 66.6 27.1 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 12 9 23 17 36 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,274
COMMITMENTS
44,990 4,739 31,563 66,228 117,066 142,781 153,368 19,493 8,906
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -215)
-2,025 1,076 836 2,495 -2,751 1,306 -839 -1,521 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 2.9 19.5 40.8 72.1 88.0 94.5 12.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
102 35 54 60 65 194 131
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 162,489
COMMITMENTS
47,015 3,663 30,727 63,733 119,817 141,476 154,208 21,014 8,282
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 309)
3,541 -120 3,702 -7,964 -1,931 -721 1,650 1,030 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.3 18.9 39.2 73.7 87.1 94.9 12.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
105 33 55 62 65 194 131
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,965
COMMITMENTS
12,811 4,136 5,690 12,595 24,228 31,097 34,055 4,868 1,911
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,088)
-366 585 -492 -2,180 -4,255 -3,038 -4,162 -1,049 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 11.5 15.8 35.0 67.4 86.5 94.7 13.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 19 22 21 17 95 48
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,053
COMMITMENTS
13,178 3,552 6,183 14,775 28,482 34,136 38,217 5,918 1,837
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -769)
902 118 316 -2,284 -939 -1,067 -505 298 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.9 15.4 36.9 71.1 85.2 95.4 14.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
66 15 26 22 18 98 51
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,118
COMMITMENTS
23,615 14,794 12,827 89,148 103,114 125,590 130,735 10,528 5,383
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,592)
23 904 -148 2,486 1,698 2,362 2,455 230 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.9 9.4 65.5 75.8 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
57 34 31 53 42 126 91
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,526
COMMITMENTS
23,592 13,890 12,974 86,662 101,416 123,228 128,280 10,298 5,246
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 4,094)
-1,132 6,884 1,698 4,158 -5,457 4,724 3,126 -630 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 10.4 9.7 64.9 76.0 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
58 35 32 51 40 125 92
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 445,811
COMMITMENTS
72,406 83,453 64,329 238,285 242,433 375,020 390,215 70,791 55,596
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,602)
437 204 980 -2,413 -5,455 -996 -4,271 -3,605 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.7 14.4 53.4 54.4 84.1 87.5 15.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
45 46 39 56 42 121 107
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 450,413
COMMITMENTS
71,968 83,249 63,349 240,698 247,888 376,016 394,486 74,397 55,927
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -667)
8,829 5,730 -379 -3,827 -1,561 4,623 3,790 -5,290 -4,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.5 14.1 53.4 55.0 83.5 87.6 16.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
50 40 36 60 45 124 107
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,218
COMMITMENTS
33,888 9,205 34,229 49,589 80,105 117,706 123,539 13,512 7,679
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -7,330)
-318 349 -5,083 -1,456 -1,798 -6,857 -6,533 -473 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.0 26.1 37.8 61.0 89.7 94.1 10.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
175 51 120 103 112 312 252
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,548
COMMITMENTS
34,206 8,856 39,312 51,045 81,903 124,564 130,071 13,985 8,477
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 6,938)
4,388 1,291 5,642 -4,008 -842 6,022 6,092 917 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.4 28.4 36.8 59.1 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
167 47 110 100 105 301 234
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,716
COMMITMENTS
8,331 4,599 2,770 6,122 11,046 17,223 18,414 3,493 2,302
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 2,220)
1,515 22 61 365 2,494 1,942 2,578 278 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 22.2 13.4 29.6 53.3 83.1 88.9 16.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 14 9 7 5 27 24
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,496
COMMITMENTS
6,816 4,577 2,708 5,757 8,551 15,281 15,836 3,215 2,660
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 737)
-307 274 -35 809 214 467 453 270 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 24.7 14.6 31.1 46.2 82.6 85.6 17.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 13 9 6 6 25 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,310
COMMITMENTS
25,536 25,075 37,568 104,596 113,091 167,699 175,734 31,610 23,576
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -8,054)
-4,663 -431 2,893 -3,632 -7,617 -5,402 -5,155 -2,652 -2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.6 18.8 52.5 56.7 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 26 33 59 58 109 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 207,363
COMMITMENTS
30,199 25,506 34,675 108,228 120,708 173,101 180,889 34,262 26,474
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -3,923)
420 -29 -2,073 -4,118 -2,325 -5,771 -4,427 1,848 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 12.3 16.7 52.2 58.2 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 19 29 58 57 105 96
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 738,908
COMMITMENTS
38,532 52,421 295,820 329,055 349,378 663,406 697,618 75,502 41,290
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 9,065)
-553 6,041 3,341 9,401 -3,474 12,189 5,908 -3,124 3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.1 40.0 44.5 47.3 89.8 94.4 10.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
47 57 77 86 78 174 175
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 729,843
COMMITMENTS
39,085 46,380 292,479 319,654 352,852 651,217 691,710 78,626 38,133
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -34,183)
494 -4,868 -16,697 -14,226 -12,967 -30,429 -34,532 -3,753 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.4 40.1 43.8 48.3 89.2 94.8 10.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 50 71 86 78 171 162
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,482
COMMITMENTS
5,460 2,728 1,908 23,248 18,984 30,616 23,620 3,866 10,862
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.9 5.5 67.4 55.1 88.8 68.5 11.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 12 12 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,393
COMMITMENTS
11,068 644 4,764 77,663 88,900 93,495 94,308 7,898 7,085
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 1,511)
-376 -2,288 3,006 -344 133 2,286 851 -775 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 0.6 4.7 76.6 87.7 92.2 93.0 7.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 25 20 27
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,882
COMMITMENTS
11,444 2,932 1,758 78,007 88,767 91,209 93,457 8,673 6,425
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,050)
998 -1,758 1,758 -498 674 2,258 674 792 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.9 1.8 78.1 88.9 91.3 93.6 8.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 20 26 22 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,900
COMMITMENTS
8,860 9,434 604 40,235 35,274 49,699 45,312 3,201 7,588
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,286)
1,498 -2,230 0 -5,284 -4,105 -3,786 -6,335 -500 2,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.8 1.1 76.1 66.7 93.9 85.7 6.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 11 14 14
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,186
COMMITMENTS
7,362 11,664 604 45,519 39,379 53,485 51,647 3,701 5,539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,473)
1,624 186 0 -333 4,073 1,291 4,259 182 -2,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 20.4 1.1 79.6 68.9 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 11 14 13 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,387
COMMITMENTS
2,510 2,851 2,860 33,885 36,644 39,255 42,355 6,132 3,032
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 587)
2,510 -1,320 -279 -866 3,224 1,365 1,625 -778 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.3 6.3 74.7 80.7 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 15 15 18 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,800
COMMITMENTS
0 4,171 3,139 34,751 33,420 37,890 40,730 6,910 4,070
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 2,140)
0 -721 1,079 999 1,720 2,078 2,078 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.3 7.0 77.6 74.6 84.6 90.9 15.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 15 14 18 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,280
COMMITMENTS
6,710 12,083 2,255 39,470 33,840 48,435 48,178 3,845 4,102
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -4,892)
2,142 5,561 -2,609 -3,315 -5,264 -3,782 -2,312 -1,110 -2,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 23.1 4.3 75.5 64.7 92.6 92.2 7.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 19 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,172
COMMITMENTS
4,568 6,522 4,864 42,785 39,104 52,217 50,490 4,955 6,682
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,662)
-743 2,128 933 4,637 603 4,827 3,664 -1,165 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.4 8.5 74.8 68.4 91.3 88.3 8.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 16 22 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,394
COMMITMENTS
0 3,154 4,449 46,738 45,101 51,187 52,704 11,207 9,690
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 706)
0 242 -186 -318 106 -504 162 1,210 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 7.1 74.9 72.3 82.0 84.5 18.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 19 20 21 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,688
COMMITMENTS
0 2,912 4,635 47,056 44,995 51,691 52,542 9,997 9,146
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -831)
0 -2 -308 -920 -335 -1,228 -645 397 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 7.5 76.3 72.9 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 19 22 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,429
COMMITMENTS
36,508 18,818 120 28,103 47,138 64,731 66,076 4,698 3,353
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -1,957)
346 2,630 120 -2,663 -4,490 -2,197 -1,740 240 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 27.1 0.2 40.5 67.9 93.2 95.2 6.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 17 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,386
COMMITMENTS
36,162 16,188 0 30,766 51,628 66,928 67,816 4,458 3,570
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 15,376)
17,874 9,794 0 -1,960 5,044 15,914 14,838 -538 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 22.7 0.0 43.1 72.3 93.8 95.0 6.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 14 14 16 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,143
COMMITMENTS
2,356 496 0 27,668 31,306 30,024 31,802 2,119 341
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.5 0.0 86.1 97.4 93.4 98.9 6.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 6 12 9 13
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 22,483
COMMITMENTS
2,480 496 0 15,479 20,881 17,959 21,377 4,524 1,106
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.2 0.0 68.8 92.9 79.9 95.1 20.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 964,588
COMMITMENTS
274,338 74,025 138,729 528,085 737,287 941,152 950,041 23,436 14,547
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -36,895)
238 2,847 -5,908 -30,846 -36,962 -36,516 -40,023 -379 3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.7 14.4 54.7 76.4 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 8 29 81 77 114 107
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,001,483
COMMITMENTS
274,100 71,178 144,637 558,931 774,249 977,668 990,064 23,815 11,419
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 22,229)
-4,536 3,207 -5,060 31,456 24,173 21,860 22,320 369 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.1 14.4 55.8 77.3 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 9 29 85 82 116 113
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,899
COMMITMENTS
18,883 53,319 24,284 83,577 50,254 126,744 127,857 4,155 3,042
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -27,070)
-10,440 7,477 -9,665 -4,825 -8,261 -24,930 -10,449 -2,140 -16,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 40.7 18.6 63.8 38.4 96.8 97.7 3.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 10 15 23 23 39 40
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,969
COMMITMENTS
29,323 45,842 33,949 88,402 58,515 151,674 138,306 6,295 19,663
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 10,115)
2,482 -11,072 3,384 2,332 1,564 8,198 -6,124 1,917 16,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 29.0 21.5 56.0 37.0 96.0 87.6 4.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 15 25 25 43 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,459
COMMITMENTS
16,634 2,803 12,752 28,522 42,836 57,908 58,390 551 69
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 556)
2,343 1,578 -1,124 -971 93 249 547 307 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 4.8 21.8 48.8 73.3 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 4 7 32 30 39 38
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 57,904
COMMITMENTS
14,291 1,225 13,876 29,493 42,743 57,660 57,844 244 60
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 3,505)
-496 -2,060 2,333 1,615 3,277 3,452 3,550 53 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.1 24.0 50.9 73.8 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 4 8 31 30 39 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 21,990
COMMITMENTS
2,042 643 1,591 18,075 18,965 21,708 21,199 282 791
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -849)
-419 318 -190 -284 -1,021 -893 -893 44 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.9 7.2 82.2 86.2 98.7 96.4 1.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 17 18 21 22
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,839
COMMITMENTS
2,461 325 1,781 18,359 19,986 22,601 22,092 238 747
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 1,011)
-244 0 -220 1,519 766 1,055 546 -44 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.4 7.8 80.4 87.5 99.0 96.7 1.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 17 19 21 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,719
COMMITMENTS
172 5,474 856 7,691 2,389 8,719 8,719 0 0
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -693)
-84 -845 0 -609 152 -693 -693 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 62.8 9.8 88.2 27.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 2 11 7 14 10
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,412
COMMITMENTS
256 6,319 856 8,300 2,237 9,412 9,412 0 0
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 67.1 9.1 88.2 23.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 8 14 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 9,220
COMMITMENTS
3,500 2,560 1,640 3,720 4,540 8,860 8,740 360 480
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 27.8 17.8 40.3 49.2 96.1 94.8 3.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 4 14 14 19 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,143
COMMITMENTS
114,966 67,883 357,785 780,672 811,459 1253423 1237127 68,720 85,016
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: 45,878)
-15,156 7,605 29,932 26,571 3,096 41,347 40,633 4,531 5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.1 27.1 59.0 61.4 94.8 93.6 5.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
72 106 130 87 90 237 254
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,276,265
COMMITMENTS
130,122 60,278 327,853 754,102 808,363 1212076 1196494 64,189 79,771
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -291)
-2,535 1,363 13,288 -5,894 -15,547 4,859 -896 -5,150 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.7 25.7 59.1 63.3 95.0 93.7 5.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
83 92 118 87 94 235 248
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,235
COMMITMENTS
8,586 2,773 319 1,563 9,435 10,468 12,527 2,767 708
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -146)
-154 97 169 108 -581 123 -315 -269 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 21.0 2.4 11.8 71.3 79.1 94.7 20.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
63 18 7 11 25 79 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,381
COMMITMENTS
8,740 2,676 150 1,455 10,016 10,345 12,842 3,036 539
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 216)
-23 420 -47 262 -114 192 259 24 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 20.0 1.1 10.9 74.9 77.3 96.0 22.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
65 14 4 12 26 81 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,729
COMMITMENTS
5,898 1,204 93 865 6,695 6,856 7,992 1,873 738
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -460)
-356 126 88 -29 -612 -297 -398 -163 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 13.8 1.1 9.9 76.7 78.5 91.5 21.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 2 5 18 31 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,190
COMMITMENTS
6,254 1,078 5 894 7,307 7,153 8,390 2,037 800
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: 925)
868 71 -1 -7 782 860 852 65 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 11.7 0.1 9.7 79.5 77.8 91.3 22.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 7 1 8 19 34 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,265
COMMITMENTS
31,975 9,209 36,184 101,492 126,985 169,651 172,378 17,613 14,887
CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST: -13,296)
-5,089 1,434 -1,125 -2,195 -10,171 -8,410 -9,862 -4,886 -3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.9 19.3 54.2 67.8 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 29 49 63 77 137 135
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,561
COMMITMENTS
37,064 7,775 37,310 103,687 137,155 178,061 182,240 22,500 18,321
CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST: -10,109)
1,934 1,892 -7,159 -2,843 -5,053 -8,068 -10,320 -2,041 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 3.9 18.6 51.7 68.4 88.8 90.9 11.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
48 26 42 70 79 137 130
Updated May 13, 2005