WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 220,695: 33,552 65,310 19,106 147,674 106,115 200,332 190,531: 20,363 30,164
Old : 219,616: 33,528 65,120 19,095 146,912 105,694 199,535 189,909: 20,081 29,707
Other: 1,079: 32 198 3 762 421 797 622: 282 457
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,151: -165 4,518 6,508 5,040 3,847 11,383 14,873: -1,232 -4,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 29.6 8.7 66.9 48.1 90.8 86.3: 9.2 13.7
Old : 100.0: 15.3 29.7 8.7 66.9 48.1 90.9 86.5: 9.1 13.5
Other: 100.0: 3.0 18.4 0.3 70.6 39.0 73.9 57.6: 26.1 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 51 105 46 44 58 129 183:
Old : 235: 51 105 46 43 58 128 183:
Other: 31: 3 4 2 4 20 7 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 29.2 53.2 36.7 36.6 26.7 52.5 32.5
Old : 37.5 29.3 53.5 36.9 36.8 27.0 52.8 32.7
Other: 70.6 37.9 73.9 46.7 70.6 37.9 73.6 46.7
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 210,544: 33,717 60,792 12,598 142,634 102,268 188,949 175,658: 21,595 34,886
Old : 209,477: 33,697 60,692 12,584 141,887 101,864 188,168 175,140: 21,309 34,337
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -7,876: -637 3,793 -1,844 931 -5,704 -1,550 -3,755: -6,326 -4,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 28.9 6.0 67.7 48.6 89.7 83.4: 10.3 16.6
Old : 100.0: 16.1 29.0 6.0 67.7 48.6 89.8 83.6: 10.2 16.4
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 49 96 45 41 54 125 169:
Old : 221: 49 97 44 40 54 123 169:
Other: 30: 3 3 2 4 19 8 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 30.3 55.6 36.6 38.3 28.8 55.2 34.2
Old : 38.8 30.5 55.9 36.8 38.5 29.0 55.5 34.6
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 695,774: 104,112 97,383 85,163 393,487 325,740 582,762 508,286: 113,012 187,488
Old : 423,539: 81,702 106,830 22,498 252,166 212,220 356,366 341,548: 67,173 81,991
Other: 272,235: 77,155 45,298 7,920 141,321 113,520 226,396 166,738: 45,839 105,497
: : :
: : Changes in Commitments from: June 7, 2005 :
: 12,947: 4,683 6,284 21,274 -3,625 -6,435 22,332 21,123: -9,385 -8,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.0 12.2 56.6 46.8 83.8 73.1: 16.2 26.9
Old : 100.0: 19.3 25.2 5.3 59.5 50.1 84.1 80.6: 15.9 19.4
Other: 100.0: 28.3 16.6 2.9 51.9 41.7 83.2 61.2: 16.8 38.8
: : :
:# Traders : Number of Traders in Each Category :
All : 517: 142 106 124 164 191 387 378:
Old : 465: 121 123 62 113 154 282 300:
Other: 394: 116 63 45 114 164 254 253:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 16.8 31.0 21.7 21.6 14.3 30.7 18.8
Old : 30.6 23.0 41.7 28.4 30.6 22.5 41.7 27.6
Other: 24.1 11.4 31.8 16.7 24.0 8.5 31.4 13.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 682,827: 99,429 91,099 63,889 397,112 332,175 560,430 487,163: 122,397 195,664
Old : 432,673: 79,054 114,938 6,325 270,199 218,698 355,578 339,961: 77,095 92,712
Other: 250,154: 72,337 28,123 5,602 126,913 113,477 204,852 147,202: 45,302 102,952
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,552: 1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262: -2,085 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 13.3 9.4 58.2 48.6 82.1 71.3: 17.9 28.7
Old : 100.0: 18.3 26.6 1.5 62.4 50.5 82.2 78.6: 17.8 21.4
Other: 100.0: 28.9 11.2 2.2 50.7 45.4 81.9 58.8: 18.1 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 486: 136 99 106 157 183 356 350:
Old : 450: 121 122 47 109 153 258 295:
Other: 359: 101 55 29 108 162 223 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 17.6 32.4 22.8 21.7 14.5 32.2 19.1
Old : 32.0 23.4 43.5 28.7 32.0 21.6 43.4 26.9
Other: 20.1 12.0 28.6 17.7 19.7 7.8 27.3 13.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,881: 2,596 1,203 46 2,073 4,519 4,715 5,768: 3,166 2,113
Old : 7,881: 2,596 1,203 46 2,073 4,519 4,715 5,768: 3,166 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -311: 439 -194 -119 184 -6 504 -319: -815 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.3 0.6 26.3 57.3 59.8 73.2: 40.2 26.8
Old : 100.0: 32.9 15.3 0.6 26.3 57.3 59.8 73.2: 40.2 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 13 3 9 14 23 27:
Old : 41: 11 13 3 9 14 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 29.1 38.8 45.0 23.1 29.1 35.4 42.3
Old : 24.6 29.1 38.8 45.0 23.1 29.1 35.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Old : 8,192: 2,157 1,397 165 1,889 4,525 4,211 6,087: 3,981 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -127: 229 -509 -71 -83 429 75 -151: -202 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
Old : 100.0: 26.3 17.1 2.0 23.1 55.2 51.4 74.3: 48.6 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 13 4 9 15 22 29:
Old : 41: 9 13 4 9 15 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
Old : 21.6 25.1 34.2 40.4 20.3 24.6 32.3 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 305,060: 81,562 23,957 31,121 128,749 164,341 241,432 219,419: 63,628 85,641
Old : 139,001: 53,879 24,501 7,166 43,024 72,116 104,069 103,783: 34,932 35,218
Other: 166,059: 46,270 18,043 5,368 85,725 92,225 137,363 115,636: 28,696 50,423
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,256: 3,707 -3,533 -3,974 -1,677 7,009 -1,944 -498: 3,200 1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 7.9 10.2 42.2 53.9 79.1 71.9: 20.9 28.1
Old : 100.0: 38.8 17.6 5.2 31.0 51.9 74.9 74.7: 25.1 25.3
Other: 100.0: 27.9 10.9 3.2 51.6 55.5 82.7 69.6: 17.3 30.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 134 65 82 82 121 265 239:
Old : 314: 107 71 38 63 107 193 196:
Other: 261: 89 49 36 61 94 169 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 18.5 29.5 28.6 20.2 16.3 27.9 23.9
Old : 17.0 21.9 25.3 31.4 17.0 19.8 25.3 28.4
Other: 26.3 21.0 39.7 29.9 26.3 17.8 39.7 25.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 303,804: 77,855 27,490 35,095 130,426 157,332 243,376 219,917: 60,428 83,887
Old : 179,301: 58,257 39,722 8,002 77,521 92,779 143,780 140,503: 35,521 38,798
Other: 124,503: 41,645 9,815 5,046 52,905 64,553 99,596 79,414: 24,907 45,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,566: 11,778 2,041 -403 -965 8,922 10,410 10,560: 1,156 1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.0 11.6 42.9 51.8 80.1 72.4: 19.9 27.6
Old : 100.0: 32.5 22.2 4.5 43.2 51.7 80.2 78.4: 19.8 21.6
Other: 100.0: 33.4 7.9 4.1 42.5 51.8 80.0 63.8: 20.0 36.2
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 121 79 85 76 114 253 243:
Old : 322: 94 98 38 56 105 176 215:
Other: 256: 96 40 36 60 88 173 151:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.6 30.5 27.0 20.3 15.4 28.1 22.9
Old : 23.0 20.9 33.1 30.8 23.0 19.3 32.1 28.6
Other: 21.1 17.0 30.6 26.6 21.1 15.6 29.3 22.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,889: 11,747 1,738 1,249 0 822 12,996 3,809: 3,893 13,080
Old : 5,224: 3,188 1,985 22 0 48 3,210 2,055: 2,014 3,169
Other: 11,665: 9,691 885 95 0 774 9,786 1,754: 1,879 9,911
: : :
: : Changes in Commitments from: June 7, 2005 :
: 719: -257 -51 428 0 45 171 422: 548 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 10.3 7.4 0.0 4.9 76.9 22.6: 23.1 77.4
Old : 100.0: 61.0 38.0 0.4 0.0 0.9 61.4 39.3: 38.6 60.7
Other: 100.0: 83.1 7.6 0.8 0.0 6.6 83.9 15.0: 16.1 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 8 0 3 14 15:
Old : 20: 10 7 2 0 3 11 11:
Other: 16: 9 4 3 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 10.2 70.8 16.8 61.3 8.2 67.5 13.5
Old : 45.9 30.0 59.2 38.7 45.9 30.0 59.2 38.5
Other: 76.9 10.4 83.8 14.7 76.4 10.4 83.0 14.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 147,667: 29,723 11,095 18,958 73,352 104,711 122,033 134,764: 25,634 12,903
Old : 79,363: 31,276 9,156 4,673 26,811 56,772 62,760 70,601: 16,603 8,762
Other: 68,304: 8,555 12,047 4,177 46,541 47,939 59,273 64,163: 9,031 4,141
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,212: 3,599 235 2,041 2,099 6,566 7,739 8,842: 1,473 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.5 12.8 49.7 70.9 82.6 91.3: 17.4 8.7
Old : 100.0: 39.4 11.5 5.9 33.8 71.5 79.1 89.0: 20.9 11.0
Other: 100.0: 12.5 17.6 6.1 68.1 70.2 86.8 93.9: 13.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 56 19 33 41 42 112 90:
Old : 137: 56 23 21 37 40 100 79:
Other: 87: 24 21 15 28 26 62 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 34.9 31.0 48.7 20.8 31.5 29.8 42.5
Old : 15.8 28.1 25.1 44.4 14.6 24.3 22.5 38.9
Other: 39.3 47.0 54.0 64.8 39.3 44.1 53.6 58.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 138,455: 26,124 10,860 16,917 71,253 98,145 114,294 125,922: 24,161 12,533
Old : 91,177: 24,382 12,172 7,960 42,683 61,889 75,025 82,021: 16,152 9,156
Other: 47,278: 6,992 3,938 3,707 28,570 36,256 39,269 43,901: 8,009 3,377
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,170: 1,125 -3,047 3,389 -1,491 1,977 3,023 2,319: 147 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.8 12.2 51.5 70.9 82.5 90.9: 17.5 9.1
Old : 100.0: 26.7 13.3 8.7 46.8 67.9 82.3 90.0: 17.7 10.0
Other: 100.0: 14.8 8.3 7.8 60.4 76.7 83.1 92.9: 16.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 54 22 34 41 42 111 91:
Old : 141: 55 26 25 37 42 102 84:
Other: 76: 20 16 19 27 22 60 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 32.8 31.9 47.0 22.2 31.2 31.4 42.4
Old : 20.8 27.4 32.6 43.3 20.2 26.5 30.9 41.2
Other: 30.7 49.8 45.4 65.3 30.7 46.0 43.4 58.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 659,461: 143,742 100,599 9,457 373,491 379,934 526,690 489,990: 132,771 169,471
Old : 659,461: 143,742 100,599 9,457 373,491 379,934 526,690 489,990: 132,771 169,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -27,075: -16,279 -10,553 -1,664 -4,904 -14,666 -22,847 -26,883: -4,228 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 15.3 1.4 56.6 57.6 79.9 74.3: 20.1 25.7
Old : 100.0: 21.8 15.3 1.4 56.6 57.6 79.9 74.3: 20.1 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 40 31 21 59 72 109 115:
Old : 165: 40 31 21 59 72 109 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 17.6 40.7 27.6 29.0 14.7 35.6 22.8
Old : 31.5 17.6 40.7 27.6 29.0 14.7 35.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Old : 686,536: 160,021 111,152 11,121 378,395 394,600 549,537 516,873: 136,999 169,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -68,673: 13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048: -24,143 -27,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
Old : 100.0: 23.3 16.2 1.6 55.1 57.5 80.0 75.3: 20.0 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 36 36 21 60 78 107 125:
Old : 170: 36 36 21 60 78 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
Old : 29.6 15.5 37.8 25.5 27.1 12.6 33.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 149,521: 47,678 10,660 13,668 50,701 102,635 112,047 126,963: 37,474 22,558
Old : 92,685: 40,078 9,185 4,836 21,732 64,088 66,646 78,109: 26,039 14,576
Other: 56,836: 10,531 4,406 5,901 28,969 38,547 45,401 48,854: 11,435 7,982
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,471: 3,369 -2,942 352 -1,339 6,674 2,382 4,084: 3,089 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 7.1 9.1 33.9 68.6 74.9 84.9: 25.1 15.1
Old : 100.0: 43.2 9.9 5.2 23.4 69.1 71.9 84.3: 28.1 15.7
Other: 100.0: 18.5 7.8 10.4 51.0 67.8 79.9 86.0: 20.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 46 26 32 46 53 118 97:
Old : 136: 47 25 23 41 50 105 84:
Other: 88: 19 21 16 33 32 64 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 33.5 21.6 46.2 9.9 25.7 18.1 36.2
Old : 13.7 36.6 23.5 47.3 13.7 34.7 23.5 45.4
Other: 25.4 36.4 37.8 53.0 18.0 32.8 29.7 44.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 144,050: 44,309 13,602 13,316 52,040 95,961 109,665 122,879: 34,385 21,171
Old : 97,769: 42,907 13,760 4,425 24,944 64,502 72,276 82,687: 25,493 15,082
Other: 46,281: 5,019 3,459 5,274 27,096 31,459 37,389 40,192: 8,892 6,089
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,297: 7,002 59 -2,340 -1,942 5,059 2,720 2,778: -423 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 9.4 9.2 36.1 66.6 76.1 85.3: 23.9 14.7
Old : 100.0: 43.9 14.1 4.5 25.5 66.0 73.9 84.6: 26.1 15.4
Other: 100.0: 10.8 7.5 11.4 58.5 68.0 80.8 86.8: 19.2 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 42 32 33 51 56 122 103:
Old : 145: 44 32 22 44 51 107 89:
Other: 86: 19 15 18 37 33 64 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 32.6 22.1 43.6 10.1 24.6 17.6 34.7
Old : 13.6 35.9 23.7 45.6 13.6 34.6 23.7 44.3
Other: 31.5 32.9 44.4 50.8 24.2 31.4 35.9 45.2
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,858: 3,769 1,063 1,243 1,593 3,855 6,605 6,161: 1,253 1,697
Old : 3,202: 2,003 812 1 493 1,519 2,497 2,332: 705 870
Other: 4,656: 2,476 961 532 1,100 2,336 4,108 3,829: 548 827
: : :
: : Changes in Commitments from: June 7, 2005 :
: 121: 261 45 -129 56 -140 188 -224: -67 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 13.5 15.8 20.3 49.1 84.1 78.4: 15.9 21.6
Old : 100.0: 62.6 25.4 0.0 15.4 47.4 78.0 72.8: 22.0 27.2
Other: 100.0: 53.2 20.6 11.4 23.6 50.2 88.2 82.2: 11.8 17.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 12 9 11 15 32 30:
Old : 34: 17 6 1 4 8 21 15:
Other: 35: 11 8 8 9 11 26 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 34.6 55.7 52.7 36.0 31.3 47.0 40.0
Old : 34.5 51.5 52.7 65.0 34.5 51.5 52.7 64.6
Other: 50.3 41.7 69.7 60.8 48.0 35.6 62.5 49.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,737: 3,508 1,018 1,372 1,537 3,995 6,417 6,385: 1,320 1,352
Old : 3,683: 2,212 790 12 484 1,996 2,708 2,798: 975 885
Other: 4,054: 2,166 1,098 490 1,053 1,999 3,709 3,587: 345 467
: : :
: : Changes in Commitments from: May 31, 2005 :
: -75: -144 93 91 126 -348 73 -164: -148 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 13.2 17.7 19.9 51.6 82.9 82.5: 17.1 17.5
Old : 100.0: 60.1 21.4 0.3 13.1 54.2 73.5 76.0: 26.5 24.0
Other: 100.0: 53.4 27.1 12.1 26.0 49.3 91.5 88.5: 8.5 11.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 13 13 11 12 15 33 31:
Old : 38: 18 5 2 4 12 22 19:
Other: 33: 8 9 8 10 10 25 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 33.6 55.1 51.9 35.8 30.1 46.3 40.7
Old : 32.1 46.3 49.0 60.7 32.0 46.3 48.7 60.3
Other: 58.5 43.3 77.9 64.9 54.1 37.3 66.3 54.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 378,232: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,532 111,513
Old : 378,232: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,532 111,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,615: -6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634: -5,984 10,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Old : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 17 4 45 42 62 61:
Old : 92: 15 17 4 45 42 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 25.0 47.2 35.6 29.9 23.5 44.3 32.0
Old : 31.0 25.0 47.2 35.6 29.9 23.5 44.3 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Old : 399,847: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,516 101,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,285: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,089 -10,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,937,830: 469,385 499,938 95,652 1,117,949 924,104 1,682,986 1,519,694: 254,844 418,136
Old : 1,937,830: 469,385 499,938 95,652 1,117,949 924,104 1,682,986 1,519,694: 254,844 418,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,716: 12,445 63,133 -8,841 -14,541 -60,139 -10,937 -5,847: 6,221 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.8 4.9 57.7 47.7 86.8 78.4: 13.2 21.6
Old : 100.0: 24.2 25.8 4.9 57.7 47.7 86.8 78.4: 13.2 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 49 83 39 80 115 154 212:
Old : 270: 49 83 39 80 115 154 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 15.3 48.6 25.5 27.5 11.6 39.6 17.1
Old : 33.5 15.3 48.6 25.5 27.5 11.6 39.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Old : 1,942,546: 456,940 436,805 104,493 1,132,490 984,243 1,693,923 1,525,541: 248,623 417,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -20,705: 8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301: -30,887 -12,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 21.5
Old : 100.0: 23.5 22.5 5.4 58.3 50.7 87.2 78.5: 12.8 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 48 76 38 76 116 146 208:
Old : 259: 48 76 38 76 116 146 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
Old : 35.5 16.0 49.5 26.1 27.9 10.7 39.7 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,142,528: 231,402 228,600 17,128 710,841 620,928 959,371 866,656: 183,157 275,872
Old : 1,142,528: 231,402 228,600 17,128 710,841 620,928 959,371 866,656: 183,157 275,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,163: 57,895 -12,014 -12,866 -29,116 -2,330 15,913 -27,210: -8,750 34,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 20.0 1.5 62.2 54.3 84.0 75.9: 16.0 24.1
Old : 100.0: 20.3 20.0 1.5 62.2 54.3 84.0 75.9: 16.0 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 36 46 16 59 73 105 125:
Old : 179: 36 46 16 59 73 105 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 22.7 40.0 31.5 23.8 21.8 37.0 29.7
Old : 24.8 22.7 40.0 31.5 23.8 21.8 37.0 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Old : 1,135,365: 173,507 240,614 29,994 739,957 623,258 943,458 893,866: 191,907 241,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -62,734: 10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350: 8,936 -24,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Old : 100.0: 15.3 21.2 2.6 65.2 54.9 83.1 78.7: 16.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 27 47 20 63 81 104 134:
Old : 175: 27 47 20 63 81 104 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
Old : 26.8 21.2 41.3 30.4 25.6 20.3 37.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 397,586: 84,037 60,353 47,977 219,831 258,550 351,845 366,880: 45,741 30,706
Old : 397,586: 84,037 60,353 47,977 219,831 258,550 351,845 366,880: 45,741 30,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 16,279: 12,737 8,781 -16,416 15,709 22,075 12,030 14,440: 4,249 1,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.2 12.1 55.3 65.0 88.5 92.3: 11.5 7.7
Old : 100.0: 21.1 15.2 12.1 55.3 65.0 88.5 92.3: 11.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 23 20 29 43 45 81 79:
Old : 102: 23 20 29 43 45 81 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 36.5 47.6 50.7 17.2 20.5 24.6 31.2
Old : 35.8 36.5 47.6 50.7 17.2 20.5 24.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Old : 381,307: 71,300 51,572 64,393 204,122 236,475 339,815 352,440: 41,492 28,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -76,583: -27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647: -777 5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 7.6
Old : 100.0: 18.7 13.5 16.9 53.5 62.0 89.1 92.4: 10.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 25 21 32 45 42 88 78:
Old : 101: 25 21 32 45 42 88 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
Old : 37.0 40.3 48.4 56.7 15.0 22.0 22.0 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 51,592: 12,595 4,039 1,383 20,356 35,589 34,334 41,011: 17,258 10,581
Old : 51,592: 12,595 4,039 1,383 20,356 35,589 34,334 41,011: 17,258 10,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,094: 241 -738 727 3,687 5,478 4,655 5,467: 4,439 3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 7.8 2.7 39.5 69.0 66.5 79.5: 33.5 20.5
Old : 100.0: 24.4 7.8 2.7 39.5 69.0 66.5 79.5: 33.5 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 8 7 22 21 47 35:
Old : 63: 24 8 7 22 21 47 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 45.9 37.5 57.3 20.2 45.5 29.3 53.6
Old : 23.2 45.9 37.5 57.3 20.2 45.5 29.3 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Old : 42,498: 12,354 4,777 656 16,669 30,111 29,679 35,544: 12,819 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,528: -311 226 217 834 1,778 740 2,221: 1,788 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
Old : 100.0: 29.1 11.2 1.5 39.2 70.9 69.8 83.6: 30.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 10 2 19 14 44 25:
Old : 63: 24 10 2 19 14 44 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
Old : 24.9 56.1 38.9 66.7 24.9 55.1 36.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 87,585: 13,286 39,506 4,229 55,413 14,550 72,928 58,285: 14,657 29,300
Old : 87,585: 13,286 39,506 4,229 55,413 14,550 72,928 58,285: 14,657 29,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 15,001: 927 3,934 3,609 8,048 3,013 12,584 10,556: 2,417 4,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 45.1 4.8 63.3 16.6 83.3 66.5: 16.7 33.5
Old : 100.0: 15.2 45.1 4.8 63.3 16.6 83.3 66.5: 16.7 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 31 16 24 17 53 55:
Old : 79: 20 31 16 24 17 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 22.5 57.7 34.5 46.5 21.9 55.9 32.7
Old : 48.2 22.5 57.7 34.5 46.5 21.9 55.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Old : 72,584: 12,359 35,572 620 47,365 11,537 60,344 47,729: 12,240 24,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,436: 1,259 449 125 1,644 772 3,028 1,346: 408 2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
Old : 100.0: 17.0 49.0 0.9 65.3 15.9 83.1 65.8: 16.9 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 16 34 3 15 12 33 47:
Old : 73: 16 34 3 15 12 33 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 23.7 65.8 34.3 53.5 23.7 63.7 34.1
Old : 55.5 23.7 65.8 34.3 53.5 23.7 63.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Old : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,318: -2,924 -726 0 -1,204 -3,668 -4,128 -4,394: -190 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Old : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 18 4 19 20 29 39:
Old : 59: 7 18 4 19 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Old : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,691: 2,649 1,863 967 13,985 11,920 17,601 14,750: 4,090 6,941
Old : 21,691: 2,649 1,863 967 13,985 11,920 17,601 14,750: 4,090 6,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 533: 186 -67 61 323 414 570 408: -37 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.6 4.5 64.5 55.0 81.1 68.0: 18.9 32.0
Old : 100.0: 12.2 8.6 4.5 64.5 55.0 81.1 68.0: 18.9 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 6 8 22 16 34 27:
Old : 40: 8 6 8 22 16 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 32.3 61.4 51.0 46.8 28.7 59.0 45.6
Old : 46.8 32.3 61.4 51.0 46.8 28.7 59.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Old : 21,158: 2,463 1,930 906 13,662 11,506 17,031 14,342: 4,127 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,532: -824 -137 -223 -1,370 -1,852 -2,417 -2,212: -115 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
Old : 100.0: 11.6 9.1 4.3 64.6 54.4 80.5 67.8: 19.5 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 6 8 21 15 32 26:
Old : 38: 8 6 8 21 15 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
Old : 47.6 32.4 62.3 51.1 47.6 29.0 60.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 92,540: 10,607 24,227 15,069 50,907 25,812 76,583 65,108: 15,957 27,432
Old : 79,532: 8,960 24,089 11,745 45,123 21,546 65,828 57,380: 13,704 22,152
Other: 13,008: 4,046 2,537 925 5,784 4,266 10,755 7,728: 2,253 5,280
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,911: 274 2,776 -4,454 2,003 -1,006 -2,177 -2,684: 266 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.2 16.3 55.0 27.9 82.8 70.4: 17.2 29.6
Old : 100.0: 11.3 30.3 14.8 56.7 27.1 82.8 72.1: 17.2 27.9
Other: 100.0: 31.1 19.5 7.1 44.5 32.8 82.7 59.4: 17.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 30 58 37 29 32 82 108:
Old : 138: 33 54 35 27 32 78 107:
Other: 49: 16 12 3 7 17 25 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 15.8 46.2 25.2 31.5 13.3 45.8 20.3
Old : 36.6 15.5 50.0 25.7 36.6 13.4 49.5 21.4
Other: 51.5 29.0 68.0 42.6 50.1 25.0 64.9 36.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,451: 10,333 21,451 19,523 48,904 26,818 78,760 67,792: 15,691 26,659
Old : 81,997: 9,645 22,200 15,338 43,344 22,841 68,327 60,379: 13,670 21,618
Other: 12,454: 4,315 2,878 558 5,560 3,977 10,433 7,413: 2,021 5,041
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,253: -659 3,661 -6,714 2,062 -2,037 -5,311 -5,090: 1,058 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 22.7 20.7 51.8 28.4 83.4 71.8: 16.6 28.2
Old : 100.0: 11.8 27.1 18.7 52.9 27.9 83.3 73.6: 16.7 26.4
Other: 100.0: 34.6 23.1 4.5 44.6 31.9 83.8 59.5: 16.2 40.5
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 31 63 57 24 33 97 126:
Old : 155: 35 63 56 22 33 95 124:
Other: 53: 20 14 3 6 16 28 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 14.8 45.2 25.1 30.7 13.8 44.4 19.7
Old : 35.5 15.1 48.8 25.6 35.4 14.2 48.1 21.1
Other: 51.3 29.5 69.5 40.7 50.0 26.3 66.4 37.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,992: 694 1,597 485 1,227 744 2,406 2,826: 1,586 1,166
Old : 3,913: 699 1,629 428 1,210 744 2,337 2,801: 1,576 1,112
Other: 79: 51 24 1 17 0 69 25: 10 54
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86: 129 -106 -26 -87 28 16 -104: 70 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 40.0 12.1 30.7 18.6 60.3 70.8: 39.7 29.2
Old : 100.0: 17.9 41.6 10.9 30.9 19.0 59.7 71.6: 40.3 28.4
Other: 100.0: 64.6 30.4 1.3 21.5 0.0 87.3 31.6: 12.7 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 14 10 6 5 23 26:
Old : 37: 12 15 7 5 5 22 23:
Other: 9: 4 3 1 2 0 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 49.2 44.6 59.2 28.8 44.6 36.6 49.4
Old : 31.9 50.2 43.8 60.4 28.9 45.5 37.1 50.5
Other: 82.3 31.6 87.3 31.6 81.0 30.4 86.1 30.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,906: 565 1,703 511 1,314 716 2,390 2,930: 1,516 976
Old : 3,835: 575 1,751 452 1,299 716 2,326 2,919: 1,509 916
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2: 31 15 246 -142 -28 135 233: -133 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 43.6 13.1 33.6 18.3 61.2 75.0: 38.8 25.0
Old : 100.0: 15.0 45.7 11.8 33.9 18.7 60.7 76.1: 39.3 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 17 10 5 4 22 27:
Old : 38: 10 18 9 5 4 22 26:
Other: 5: 3 1 1 1 0 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 48.0 44.8 60.0 29.2 45.2 38.0 49.7
Old : 32.6 48.9 43.9 61.1 29.4 46.1 38.3 50.6
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 133,331: 30,832 21,561 16,530 70,017 63,749 117,379 101,840: 15,952 31,491
Old : 133,331: 30,832 21,561 16,530 70,017 63,749 117,379 101,840: 15,952 31,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -8,012: -4,408 5,277 -1,413 684 -7,474 -5,137 -3,610: -2,875 -4,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.2 12.4 52.5 47.8 88.0 76.4: 12.0 23.6
Old : 100.0: 23.1 16.2 12.4 52.5 47.8 88.0 76.4: 12.0 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 46 55 41 57 82 128 162:
Old : 212: 46 55 41 57 82 128 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 14.1 40.8 24.3 26.3 13.5 39.6 23.1
Old : 26.3 14.1 40.8 24.3 26.3 13.5 39.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Old : 141,343: 35,240 16,284 17,943 69,333 71,223 122,516 105,450: 18,827 35,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,824: -5,246 123 1,630 -1,106 -5,791 -4,722 -4,038: -1,102 -1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
Old : 100.0: 24.9 11.5 12.7 49.1 50.4 86.7 74.6: 13.3 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 57 45 46 63 89 145 165:
Old : 218: 57 45 46 63 89 145 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 23.7
Old : 24.6 14.5 37.8 25.0 24.6 14.0 35.9 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,640: 1,176 655 129 1,217 1,689 2,522 2,473: 1,118 1,167
Old : 3,640: 1,176 655 129 1,217 1,689 2,522 2,473: 1,118 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 221: -57 154 15 121 -147 79 22: 142 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.0 3.5 33.4 46.4 69.3 67.9: 30.7 32.1
Old : 100.0: 32.3 18.0 3.5 33.4 46.4 69.3 67.9: 30.7 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 9 5 18 16 33 29:
Old : 48: 12 9 5 18 16 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 37.7 40.7 49.3 26.3 36.0 38.0 46.2
Old : 27.0 37.7 40.7 49.3 26.3 36.0 38.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Old : 3,419: 1,233 501 114 1,096 1,836 2,443 2,451: 976 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -90: -26 110 -19 92 -125 47 -34: -137 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
Old : 100.0: 36.1 14.7 3.3 32.1 53.7 71.5 71.7: 28.5 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 11 10 5 17 15 31 27:
Old : 45: 11 10 5 17 15 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
Old : 29.9 40.6 43.7 51.2 28.5 38.8 41.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,853: 8,346 3,726 1,371 7,289 3,729 17,006 8,826: 4,847 13,027
Old : 21,853: 8,346 3,726 1,371 7,289 3,729 17,006 8,826: 4,847 13,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,445: -1,570 -786 -5 263 424 -1,312 -367: -133 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 17.1 6.3 33.4 17.1 77.8 40.4: 22.2 59.6
Old : 100.0: 38.2 17.1 6.3 33.4 17.1 77.8 40.4: 22.2 59.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 33 23 17 27 37 74 66:
Old : 115: 33 23 17 27 37 74 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 11.1 30.6 18.2 18.7 10.2 30.6 15.6
Old : 18.7 11.1 30.6 18.2 18.7 10.2 30.6 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Old : 23,298: 9,916 4,512 1,376 7,026 3,305 18,318 9,193: 4,980 14,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,471: -418 372 553 910 -113 1,045 812: 426 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
Old : 100.0: 42.6 19.4 5.9 30.2 14.2 78.6 39.5: 21.4 60.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 29 16 24 36 78 71:
Old : 130: 42 29 16 24 36 78 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
Old : 19.7 12.4 32.2 16.9 19.7 10.2 32.2 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 63,187: 10,932 28,521 647 26,421 15,297 38,000 44,465: 25,187 18,722
Old : 63,187: 10,932 28,521 647 26,421 15,297 38,000 44,465: 25,187 18,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -30,999: 1,257 -7,715 52 -30,511 -20,903 -29,202 -28,566: -1,797 -2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 45.1 1.0 41.8 24.2 60.1 70.4: 39.9 29.6
Old : 100.0: 17.3 45.1 1.0 41.8 24.2 60.1 70.4: 39.9 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 19 4 25 20 40 41:
Old : 67: 13 19 4 25 20 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.4 38.3 38.2 23.4 22.3 34.8 37.8
Old : 25.8 22.4 38.3 38.2 23.4 22.3 34.8 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Old : 94,186: 9,675 36,236 595 56,932 36,200 67,202 73,031: 26,984 21,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -514: -849 -5,528 -52 -3,678 5,286 -4,579 -294: 4,065 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
Old : 100.0: 10.3 38.5 0.6 60.4 38.4 71.4 77.5: 28.6 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 9 21 4 24 21 35 44:
Old : 62: 9 21 4 24 21 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
Old : 35.7 28.5 47.8 43.8 34.2 24.6 44.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,534: 2,905 46,486 0 64,004 4,362 66,909 50,848: 6,625 22,686
Old : 73,534: 2,905 46,486 0 64,004 4,362 66,909 50,848: 6,625 22,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -16,486: 962 -769 -1 -14,427 -14,649 -13,466 -15,419: -3,020 -1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 63.2 0.0 87.0 5.9 91.0 69.1: 9.0 30.9
Old : 100.0: 4.0 63.2 0.0 87.0 5.9 91.0 69.1: 9.0 30.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 26 0 12 3 14 29:
Old : 42: 2 26 0 12 3 14 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 25.5 85.1 40.2 68.6 25.5 84.7 40.2
Old : 68.6 25.5 85.1 40.2 68.6 25.5 84.7 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Old : 90,020: 1,943 47,255 1 78,431 19,011 80,375 66,267: 9,645 23,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 20,983: 1,093 7,006 -52 19,672 12,073 20,713 19,027: 270 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
Old : 100.0: 2.2 52.5 0.0 87.1 21.1 89.3 73.6: 10.7 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
Old : 49.6 21.1 69.1 36.8 41.7 19.9 57.3 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 102,424: 82,315 4,367 121 10,557 92,040 92,993 96,528: 9,431 5,896
Old : 102,424: 82,315 4,367 121 10,557 92,040 92,993 96,528: 9,431 5,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -18,456: 1,817 1,127 -2,743 -16,831 -17,515 -17,757 -19,131: -699 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 4.3 0.1 10.3 89.9 90.8 94.2: 9.2 5.8
Old : 100.0: 80.4 4.3 0.1 10.3 89.9 90.8 94.2: 9.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 62 7 1 11 18 74 25:
Old : 95: 62 7 1 11 18 74 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 65.9 50.5 83.0 30.9 65.6 50.5 82.7
Old : 30.9 65.9 50.5 83.0 30.9 65.6 50.5 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Old : 120,880: 80,498 3,240 2,864 27,388 109,555 110,750 115,659: 10,130 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,059: -3,332 -160 2,225 10,905 7,943 9,798 10,008: 1,261 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 4.3
Old : 100.0: 66.6 2.7 2.4 22.7 90.6 91.6 95.7: 8.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 62 12 6 17 21 82 37:
Old : 106: 62 12 6 17 21 82 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
Old : 27.3 56.4 44.7 78.1 27.3 53.3 42.5 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 68,775: 14,197 31,146 543 36,280 18,422 51,020 50,111: 17,755 18,664
Old : 68,775: 14,197 31,146 543 36,280 18,422 51,020 50,111: 17,755 18,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -32,745: -471 7,903 -180 -25,775 -38,822 -26,426 -31,099: -6,319 -1,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 45.3 0.8 52.8 26.8 74.2 72.9: 25.8 27.1
Old : 100.0: 20.6 45.3 0.8 52.8 26.8 74.2 72.9: 25.8 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 21 2 16 13 29 35:
Old : 56: 12 21 2 16 13 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 25.2 52.1 40.5 34.1 25.2 49.6 39.9
Old : 35.4 25.2 52.1 40.5 34.1 25.2 49.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Old : 101,520: 14,668 23,243 723 62,055 57,244 77,446 81,210: 24,074 20,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,447: 322 -2,174 -70 566 8,890 818 6,646: 5,629 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
Old : 100.0: 14.4 22.9 0.7 61.1 56.4 76.3 80.0: 23.7 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 10 20 3 25 18 36 40:
Old : 61: 10 20 3 25 18 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
Old : 25.2 36.7 43.8 52.7 24.1 32.9 40.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 144,048: 8,991 61,022 929 112,210 53,702 122,130 115,653: 21,918 28,395
Old : 144,048: 8,991 61,022 929 112,210 53,702 122,130 115,653: 21,918 28,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -41,940: 3,696 18,616 93 -39,766 -63,335 -35,977 -44,626: -5,963 2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 42.4 0.6 77.9 37.3 84.8 80.3: 15.2 19.7
Old : 100.0: 6.2 42.4 0.6 77.9 37.3 84.8 80.3: 15.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 14 30 4 32 17 48 49:
Old : 84: 14 30 4 32 17 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 32.8 63.9 49.2 37.7 23.5 49.2 37.5
Old : 45.3 32.8 63.9 49.2 37.7 23.5 49.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Old : 185,988: 5,295 42,406 836 151,976 117,037 158,107 160,279: 27,881 25,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,395: -1,172 -12,496 12 1,035 16,301 -125 3,817: 2,520 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
Old : 100.0: 2.8 22.8 0.4 81.7 62.9 85.0 86.2: 15.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 10 25 3 29 29 41 55:
Old : 76: 10 25 3 29 29 41 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
Old : 59.5 38.9 73.5 52.7 56.0 37.5 67.5 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 140,233: 26,335 46,000 1,613 65,262 42,453 93,210 90,066: 47,023 50,167
Old : 140,233: 26,335 46,000 1,613 65,262 42,453 93,210 90,066: 47,023 50,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -53,474: 3,396 5,290 984 -59,982 -62,855 -55,602 -56,581: 2,128 3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 32.8 1.2 46.5 30.3 66.5 64.2: 33.5 35.8
Old : 100.0: 18.8 32.8 1.2 46.5 30.3 66.5 64.2: 33.5 35.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 30 37 9 26 24 61 65:
Old : 106: 30 37 9 26 24 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 22.1 43.7 32.1 27.2 21.1 41.9 31.1
Old : 28.4 22.1 43.7 32.1 27.2 21.1 41.9 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Old : 193,707: 22,939 40,710 629 125,244 105,308 148,812 146,647: 44,895 47,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,213: -1,272 -1,811 -414 21,649 21,407 19,963 19,182: -16,750 -15,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
Old : 100.0: 11.8 21.0 0.3 64.7 54.4 76.8 75.7: 23.2 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 23 33 6 32 30 59 65:
Old : 100: 23 33 6 32 30 59 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Old : 36.8 35.3 50.6 45.3 34.0 26.3 43.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,409,695: 656,463 669,270 802,568 5,005,162 4,420,553 6,464,193 5,892,391: 945,502 1,517,304
Old : 7,409,695: 656,463 669,270 802,568 5,005,162 4,420,553 6,464,193 5,892,391: 945,502 1,517,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
:-1,543,793: -329,447 -73,851 -238,500 -857,599 -1,179,229 -1,425,546 -1,491,580: -118,247 -52,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 9.0 10.8 67.5 59.7 87.2 79.5: 12.8 20.5
Old : 100.0: 8.9 9.0 10.8 67.5 59.7 87.2 79.5: 12.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 43 58 77 115 128 203 223:
Old : 240: 43 58 77 115 128 203 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.3 45.1 25.9 29.0 12.5 39.3 19.3
Old : 29.9 16.3 45.1 25.9 29.0 12.5 39.3 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Old : 8,953,488: 985,910 743,121 1,041,068 5,862,761 5,599,782 7,889,739 7,383,971: 1,063,749 1,569,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 157,720: 107,091 -22,540 -28,805 6,775 193,525 85,061 142,180: 72,659 15,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 17.5
Old : 100.0: 11.0 8.3 11.6 65.5 62.5 88.1 82.5: 11.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 59 56 90 128 136 234 241:
Old : 262: 59 56 90 128 136 234 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
Old : 26.8 18.3 40.6 27.9 25.3 14.2 33.3 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 772,296: 54,950 69,092 13,260 551,924 565,178 620,134 647,530: 152,162 124,766
Old : 772,296: 54,950 69,092 13,260 551,924 565,178 620,134 647,530: 152,162 124,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 57,501: -3,917 3,614 -1,971 57,995 53,445 52,107 55,088: 5,394 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.9 1.7 71.5 73.2 80.3 83.8: 19.7 16.2
Old : 100.0: 7.1 8.9 1.7 71.5 73.2 80.3 83.8: 19.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 38 30 28 101 68 154 111:
Old : 185: 38 30 28 101 68 154 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 34.0 28.5 46.7 17.3 29.0 24.7 40.8
Old : 19.6 34.0 28.5 46.7 17.3 29.0 24.7 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Old : 714,795: 58,867 65,478 15,231 493,929 511,733 568,027 592,442: 146,768 122,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 14,957: 1,792 -2,977 937 12,928 16,732 15,657 14,692: -700 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 17.1
Old : 100.0: 8.2 9.2 2.1 69.1 71.6 79.5 82.9: 20.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 37 30 20 91 64 141 101:
Old : 183: 37 30 20 91 64 141 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
Old : 19.0 33.6 27.7 46.6 18.6 31.3 26.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,211,683: 202,817 211,222 54,392 592,365 824,970 849,574 1,090,584: 362,109 121,099
Old : 1,211,683: 202,817 211,222 54,392 592,365 824,970 849,574 1,090,584: 362,109 121,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 122,268: 3,700 -2,620 26,541 69,288 75,763 99,529 99,684: 22,739 22,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.4 4.5 48.9 68.1 70.1 90.0: 29.9 10.0
Old : 100.0: 16.7 17.4 4.5 48.9 68.1 70.1 90.0: 29.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 53 48 38 70 62 139 132:
Old : 189: 53 48 38 70 62 139 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 28.7 30.2 41.9 13.4 21.7 19.5 31.9
Old : 21.1 28.7 30.2 41.9 13.4 21.7 19.5 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Old : 1,089,415: 199,117 213,842 27,851 523,077 749,207 750,045 990,900: 339,370 98,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 24,633: 10,519 -9,371 11,318 2,705 16,112 24,542 18,059: 91 6,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
Old : 100.0: 18.3 19.6 2.6 48.0 68.8 68.8 91.0: 31.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 52 23 57 61 120 122:
Old : 193: 49 52 23 57 61 120 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
Old : 18.7 29.0 28.9 42.8 14.2 23.6 21.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Old : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,329: 0 52 82 478 655 560 789: 769 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Old : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Old : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Old : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,125: 416 2,153 749 7,382 8,541 8,547 11,443: 1,578 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Old : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 6 18 21 27 32:
Old : 41: 6 7 6 18 21 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Old : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,607: 8,969 11,637 1,828 43,768 36,571 54,565 50,036: 21,042 25,571
Old : 75,607: 8,969 11,637 1,828 43,768 36,571 54,565 50,036: 21,042 25,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 19,012: -288 164 1,784 7,534 10,121 9,030 12,069: 9,982 6,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 15.4 2.4 57.9 48.4 72.2 66.2: 27.8 33.8
Old : 100.0: 11.9 15.4 2.4 57.9 48.4 72.2 66.2: 27.8 33.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 16 18 5 43 38 61 61:
Old : 91: 16 18 5 43 38 61 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 22.9 38.9 33.0 24.2 16.3 31.9 23.1
Old : 26.9 22.9 38.9 33.0 24.2 16.3 31.9 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Old : 56,595: 9,257 11,473 44 36,234 26,450 45,535 37,967: 11,060 18,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 917: -146 -1,494 42 -287 726 -391 -726: 1,308 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 32.9
Old : 100.0: 16.4 20.3 0.1 64.0 46.7 80.5 67.1: 19.5 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 17 2 30 26 47 45:
Old : 79: 17 17 2 30 26 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
Old : 36.9 24.3 49.0 37.6 35.5 21.7 47.1 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 404,856: 86,234 110,228 15,779 198,864 220,464 300,877 346,471: 103,979 58,385
Old : 404,856: 86,234 110,228 15,779 198,864 220,464 300,877 346,471: 103,979 58,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86,243: 6,364 -1,099 8,448 37,390 41,829 52,202 49,178: 34,041 37,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.2 3.9 49.1 54.5 74.3 85.6: 25.7 14.4
Old : 100.0: 21.3 27.2 3.9 49.1 54.5 74.3 85.6: 25.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 57 54 22 52 41 118 109:
Old : 179: 57 54 22 52 41 118 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 32.2 36.1 45.8 20.3 25.6 26.5 34.8
Old : 28.3 32.2 36.1 45.8 20.3 25.6 26.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Old : 318,613: 79,870 111,327 7,331 161,474 178,635 248,675 297,293: 69,938 21,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,326: 8,179 -722 401 -5,504 16,500 3,076 16,179: 8,250 -4,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.7 56.1 78.0 93.3: 22.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 58 65 12 46 35 108 108:
Old : 191: 58 65 12 46 35 108 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
Old : 33.6 34.4 43.3 49.0 27.3 26.6 34.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 59,436: 19,846 4,587 564 20,750 44,750 41,160 49,901: 18,276 9,535
Old : 59,436: 19,846 4,587 564 20,750 44,750 41,160 49,901: 18,276 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -28,142: 4,318 1,908 -386 -30,999 -25,619 -27,067 -24,097: -1,075 -4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.7 0.9 34.9 75.3 69.3 84.0: 30.7 16.0
Old : 100.0: 33.4 7.7 0.9 34.9 75.3 69.3 84.0: 30.7 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 7 2 11 17 21 24:
Old : 39: 8 7 2 11 17 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 38.7 59.7 60.4 52.9 38.4 59.7 59.5
Old : 52.9 38.7 59.7 60.4 52.9 38.4 59.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Old : 87,578: 15,528 2,679 950 51,749 70,369 68,227 73,998: 19,351 13,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,406: 509 -6,416 886 2,515 11,896 3,910 6,366: 496 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Old : 100.0: 17.7 3.1 1.1 59.1 80.4 77.9 84.5: 22.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 4 2 21 19 30 23:
Old : 40: 7 4 2 21 19 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
Old : 44.0 57.7 56.0 70.2 40.9 52.3 49.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 45,504: 555 14,438 886 35,440 25,523 36,881 40,847: 8,623 4,657
Old : 45,504: 555 14,438 886 35,440 25,523 36,881 40,847: 8,623 4,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,558: -494 558 441 5,278 5,981 5,225 6,980: 1,333 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 31.7 1.9 77.9 56.1 81.1 89.8: 18.9 10.2
Old : 100.0: 1.2 31.7 1.9 77.9 56.1 81.1 89.8: 18.9 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 14 4 31 27 37 42:
Old : 63: 3 14 4 31 27 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 37.1 61.5 50.1 45.3 31.4 52.0 43.1
Old : 50.3 37.1 61.5 50.1 45.3 31.4 52.0 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Old : 38,946: 1,049 13,880 445 30,162 19,542 31,656 33,867: 7,290 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,120: 40 223 338 -1,545 937 -1,167 1,498: 2,287 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 13.0
Old : 100.0: 2.7 35.6 1.1 77.4 50.2 81.3 87.0: 18.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 305,120: 48,353 36,596 21,728 207,352 211,031 277,433 269,355: 27,687 35,765
Old : 305,120: 48,353 36,596 21,728 207,352 211,031 277,433 269,355: 27,687 35,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 56,383: -605 3,471 18,006 21,206 19,037 38,607 40,514: 17,776 15,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.0 7.1 68.0 69.2 90.9 88.3: 9.1 11.7
Old : 100.0: 15.8 12.0 7.1 68.0 69.2 90.9 88.3: 9.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 20 38 19 43 50 75 96:
Old : 124: 20 38 19 43 50 75 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 33.2 63.3 48.6 47.9 29.5 56.2 41.5
Old : 53.7 33.2 63.3 48.6 47.9 29.5 56.2 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Old : 248,737: 48,958 33,125 3,722 186,146 191,994 238,826 228,841: 9,911 19,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 990: -3,629 -2,395 901 4,489 -214 1,761 -1,708: -771 2,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 8.0
Old : 100.0: 19.7 13.3 1.5 74.8 77.2 96.0 92.0: 4.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 14 38 9 37 48 57 89:
Old : 119: 14 38 9 37 48 57 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
Old : 62.7 37.5 73.1 52.7 59.4 34.5 69.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,741: 9,951 7,215 88 9,125 14,537 19,164 21,840: 11,577 8,901
Old : 30,741: 9,951 7,215 88 9,125 14,537 19,164 21,840: 11,577 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,574: -4,252 667 -2,520 -7,459 -11,526 -14,231 -13,379: -7,343 -8,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 23.5 0.3 29.7 47.3 62.3 71.0: 37.7 29.0
Old : 100.0: 32.4 23.5 0.3 29.7 47.3 62.3 71.0: 37.7 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 12 1 13 15 35 28:
Old : 60: 22 12 1 13 15 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 41.2 30.7 49.9 18.9 41.2 30.6 49.9
Old : 18.9 41.2 30.7 49.9 18.9 41.2 30.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Old : 52,315: 14,203 6,548 2,608 16,584 26,063 33,395 35,219: 18,920 17,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,401: 636 992 2,465 3,105 2,600 6,206 6,057: 5,195 5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
Old : 100.0: 27.1 12.5 5.0 31.7 49.8 63.8 67.3: 36.2 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 30 18 9 22 27 59 47:
Old : 87: 30 18 9 22 27 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
Old : 15.1 23.6 23.0 33.7 12.3 22.8 20.1 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Old : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,271: -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092: -2,601 -37,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Old : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 3 15 21 20 36:
Old : 42: 4 12 3 15 21 20 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Old : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 14 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 128,442: 59,725 5,778 13,813 24,633 98,583 98,171 118,174: 30,271 10,268
Old : 128,442: 59,725 5,778 13,813 24,633 98,583 98,171 118,174: 30,271 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,585: -5,223 -1,701 5,173 6,843 3,921 6,793 7,393: -208 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 4.5 10.8 19.2 76.8 76.4 92.0: 23.6 8.0
Old : 100.0: 46.5 4.5 10.8 19.2 76.8 76.4 92.0: 23.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 95 23 28 17 40 119 87:
Old : 166: 95 23 28 17 40 119 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 33.1 32.3 53.8 15.3 30.3 24.0 44.1
Old : 20.9 33.1 32.3 53.8 15.3 30.3 24.0 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,857: 64,948 7,479 8,640 17,790 94,662 91,378 110,781: 30,479 11,076
Old : 121,857: 64,948 7,479 8,640 17,790 94,662 91,378 110,781: 30,479 11,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 8,499: 12,191 -2,477 129 -4,731 8,925 7,589 6,577: 910 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 6.1 7.1 14.6 77.7 75.0 90.9: 25.0 9.1
Old : 100.0: 53.3 6.1 7.1 14.6 77.7 75.0 90.9: 25.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 92 30 27 19 43 119 93:
Old : 171: 92 30 27 19 43 119 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 34.6 28.6 50.5 17.2 31.9 27.7 46.7
Old : 17.2 34.6 28.6 50.5 17.2 31.9 27.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 104,947: 36,892 16,080 12,708 41,424 62,980 91,024 91,768: 13,923 13,179
Old : 104,947: 36,892 16,080 12,708 41,424 62,980 91,024 91,768: 13,923 13,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,374: 5,271 2,471 -1,002 882 3,901 5,151 5,370: 223 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.3 12.1 39.5 60.0 86.7 87.4: 13.3 12.6
Old : 100.0: 35.2 15.3 12.1 39.5 60.0 86.7 87.4: 13.3 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 62 50 36 40 44 129 110:
Old : 172: 62 50 36 40 44 129 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 29.4 36.1 44.6 23.1 28.4 32.0 42.9
Old : 24.8 29.4 36.1 44.6 23.1 28.4 32.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 99,573: 31,621 13,609 13,710 40,542 59,079 85,873 86,398: 13,700 13,175
Old : 99,573: 31,621 13,609 13,710 40,542 59,079 85,873 86,398: 13,700 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 7,320: 8,294 -226 -671 -2,534 6,730 5,089 5,833: 2,231 1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 13.7 13.8 40.7 59.3 86.2 86.8: 13.8 13.2
Old : 100.0: 31.8 13.7 13.8 40.7 59.3 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 58 52 37 41 45 126 112:
Old : 169: 58 52 37 41 45 126 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 29.8 35.2 46.1 23.8 28.5 32.8 43.4
Old : 23.8 29.8 35.2 46.1 23.8 28.5 32.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 257,034: 119,458 62,597 22,054 65,549 153,639 207,061 238,290: 49,973 18,744
Old : 257,034: 119,458 62,597 22,054 65,549 153,639 207,061 238,290: 49,973 18,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 4,883: 7,662 -10,092 288 -6,072 14,966 1,878 5,162: 3,005 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 24.4 8.6 25.5 59.8 80.6 92.7: 19.4 7.3
Old : 100.0: 46.5 24.4 8.6 25.5 59.8 80.6 92.7: 19.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 112 54 32 37 40 164 116:
Old : 224: 112 54 32 37 40 164 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 37.8 36.5 55.6 23.7 34.2 29.3 48.1
Old : 28.3 37.8 36.5 55.6 23.7 34.2 29.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 252,151: 111,796 72,689 21,766 71,621 138,673 205,183 233,128: 46,968 19,023
Old : 252,151: 111,796 72,689 21,766 71,621 138,673 205,183 233,128: 46,968 19,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,844: -1,206 -7,348 3,187 -9,120 4,936 -7,139 775: 3,295 -4,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 28.8 8.6 28.4 55.0 81.4 92.5: 18.6 7.5
Old : 100.0: 44.3 28.8 8.6 28.4 55.0 81.4 92.5: 18.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 101 65 31 41 42 158 126:
Old : 225: 101 65 31 41 42 158 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 37.1 37.8 53.2 24.2 34.3 30.6 45.5
Old : 29.3 37.1 37.8 53.2 24.2 34.3 30.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Old : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 834: -458 -153 235 276 474 53 556: 781 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
Old : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 2 10 8 6 39 16:
Old : 40: 22 2 10 8 6 39 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Old : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Old : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,349: 329 177 121 212 818 662 1,116: 687 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Old : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 24 2 5 7 5 36 10:
Old : 37: 24 2 5 7 5 36 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Old : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 82,948: 14,324 11,348 2,904 43,320 44,814 60,548 59,066: 22,400 23,882
Old : 82,836: 14,299 11,348 2,904 43,243 44,790 60,446 59,042: 22,390 23,794
Other: 112: 25 0 0 77 24 102 24: 10 88
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,937: -2,001 1,927 1,209 3,549 -472 2,757 2,664: 3,180 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.7 3.5 52.2 54.0 73.0 71.2: 27.0 28.8
Old : 100.0: 17.3 13.7 3.5 52.2 54.1 73.0 71.3: 27.0 28.7
Other: 100.0: 22.3 0.0 0.0 68.8 21.4 91.1 21.4: 8.9 78.6
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 26 28 17 58 46 95 81:
Old : 125: 26 28 17 58 46 95 81:
Other: 7: 1 0 0 3 3 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 29.4 32.1 39.3 19.2 24.2 25.9 30.1
Old : 22.6 29.5 32.1 39.3 19.3 24.3 25.9 30.2
Other: 91.1 21.4 91.1 21.4 91.1 21.4 91.1 21.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 77,011: 16,325 9,421 1,695 39,771 45,286 57,791 56,402: 19,220 20,609
Old : 76,913: 16,300 9,421 1,695 39,721 45,276 57,716 56,392: 19,197 20,521
Other: 98: 25 0 0 50 10 75 10: 23 88
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,243: -815 -143 452 569 729 206 1,038: 3,037 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.2 2.2 51.6 58.8 75.0 73.2: 25.0 26.8
Old : 100.0: 21.2 12.2 2.2 51.6 58.9 75.0 73.3: 25.0 26.7
Other: 100.0: 25.5 0.0 0.0 51.0 10.2 76.5 10.2: 23.5 89.8
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 29 22 13 45 42 80 72:
Old : 114: 29 22 13 45 42 80 72:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 31.2 30.0 41.3 18.3 26.9 26.0 33.1
Old : 20.8 31.2 30.0 41.3 18.3 27.0 26.0 33.2
Other: 76.5 10.2 76.5 10.2 76.5 10.2 76.5 10.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 29,500: 2,139 3,211 560 18,720 14,781 21,419 18,552: 8,081 10,948
Old : 10,175: 1,428 2,575 0 3,693 2,583 5,121 5,158: 5,054 5,017
Other: 19,325: 1,009 934 262 15,027 12,198 16,298 13,394: 3,027 5,931
: : :
: : Changes in Commitments from: June 7, 2005 :
: -144: -341 198 -386 -589 -1,120 -1,316 -1,308: 1,172 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.9 1.9 63.5 50.1 72.6 62.9: 27.4 37.1
Old : 100.0: 14.0 25.3 0.0 36.3 25.4 50.3 50.7: 49.7 49.3
Other: 100.0: 5.2 4.8 1.4 77.8 63.1 84.3 69.3: 15.7 30.7
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 8 3 20 14 27 24:
Old : 33: 4 9 0 17 5 21 14:
Other: 28: 4 3 1 16 13 20 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 40.6 54.1 50.6 41.8 38.5 51.5 46.5
Old : 21.5 33.6 33.0 45.9 21.5 32.0 33.0 44.3
Other: 61.3 50.9 73.8 63.1 61.3 49.6 73.1 57.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 29,644: 2,480 3,013 946 19,309 15,901 22,735 19,860: 6,909 9,784
Old : 12,186: 2,889 3,068 0 4,831 4,876 7,720 7,944: 4,466 4,242
Other: 17,458: 151 505 386 14,478 11,025 15,015 11,916: 2,443 5,542
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,336: -46 32 -374 -274 -944 -694 -1,286: -642 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 3.2 65.1 53.6 76.7 67.0: 23.3 33.0
Old : 100.0: 23.7 25.2 0.0 39.6 40.0 63.4 65.2: 36.6 34.8
Other: 100.0: 0.9 2.9 2.2 82.9 63.2 86.0 68.3: 14.0 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 10 6 19 12 30 25:
Old : 39: 10 8 0 14 8 24 16:
Other: 27: 3 4 3 16 12 21 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 42.4 56.5 52.9 44.1 39.0 54.4 46.1
Old : 28.5 36.4 43.4 52.3 28.5 35.3 43.4 51.2
Other: 64.3 51.1 75.6 60.7 64.3 47.7 73.3 53.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 95,290: 19,144 27,661 3,672 58,629 52,165 81,445 83,498: 13,845 11,792
Old : 27,820: 8,737 10,884 0 11,708 13,653 20,445 24,537: 7,375 3,283
Other: 67,470: 12,742 19,112 1,337 46,921 38,512 61,000 58,961: 6,470 8,509
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,091: -1,269 8,871 -3,222 1,679 -8,207 -2,812 -2,558: 1,721 1,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 29.0 3.9 61.5 54.7 85.5 87.6: 14.5 12.4
Old : 100.0: 31.4 39.1 0.0 42.1 49.1 73.5 88.2: 26.5 11.8
Other: 100.0: 18.9 28.3 2.0 69.5 57.1 90.4 87.4: 9.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 52 68 31 56 45 130 127:
Old : 113: 38 25 0 33 21 71 46:
Other: 162: 34 60 20 51 44 100 109:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 30.7 39.2 39.4 26.5 27.9 38.1 35.5
Old : 19.2 46.8 30.8 61.6 19.0 44.7 30.5 59.4
Other: 33.7 28.5 48.3 38.1 33.7 26.1 48.2 33.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 96,381: 20,413 18,790 6,894 56,950 60,372 84,257 86,056: 12,124 10,325
Old : 49,486: 14,713 17,842 544 28,001 25,498 43,258 43,884: 6,228 5,602
Other: 46,895: 10,812 6,060 1,238 28,949 34,874 40,999 42,172: 5,896 4,723
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,032: -2,677 2,285 1,791 -407 -5,809 -1,293 -1,733: 261 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.5 7.2 59.1 62.6 87.4 89.3: 12.6 10.7
Old : 100.0: 29.7 36.1 1.1 56.6 51.5 87.4 88.7: 12.6 11.3
Other: 100.0: 23.1 12.9 2.6 61.7 74.4 87.4 89.9: 12.6 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 59 45 54 45 139 131:
Old : 164: 62 50 4 34 24 99 75:
Other: 137: 30 42 21 48 42 95 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 37.8 38.3 46.3 26.1 31.9 37.2 39.5
Old : 32.1 46.7 45.9 56.5 32.1 45.6 45.9 55.4
Other: 26.4 34.2 42.4 48.0 25.5 28.8 40.1 41.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 28,834: 10,638 4,428 1,945 12,422 20,953 25,005 27,326: 3,829 1,508
Old : 27,704: 10,203 4,668 1,537 12,240 20,040 23,980 26,245: 3,724 1,459
Other: 1,130: 676 1 167 182 913 1,025 1,081: 105 49
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,382: 1,122 847 201 183 910 1,506 1,958: -124 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 15.4 6.7 43.1 72.7 86.7 94.8: 13.3 5.2
Old : 100.0: 36.8 16.8 5.5 44.2 72.3 86.6 94.7: 13.4 5.3
Other: 100.0: 59.8 0.1 14.8 16.1 80.8 90.7 95.7: 9.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 49 18 17 18 14 75 42:
Old : 94: 49 18 14 17 14 72 41:
Other: 16: 10 1 5 3 3 14 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 56.5 42.2 71.6 27.8 52.0 35.5 63.8
Old : 31.7 56.2 42.9 71.2 28.4 53.2 36.4 65.9
Other: 57.0 85.2 77.9 95.7 53.5 80.5 70.0 80.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 27,452: 9,516 3,581 1,744 12,239 20,043 23,499 25,368: 3,953 2,084
Old : 26,674: 9,427 3,790 1,332 12,057 19,510 22,816 24,632: 3,858 2,042
Other: 778: 429 131 72 182 533 683 736: 95 42
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,090: 362 363 44 365 314 771 721: 319 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.0 6.4 44.6 73.0 85.6 92.4: 14.4 7.6
Old : 100.0: 35.3 14.2 5.0 45.2 73.1 85.5 92.3: 14.5 7.7
Other: 100.0: 55.1 16.8 9.3 23.4 68.5 87.8 94.6: 12.2 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 44 20 17 21 14 75 42:
Old : 94: 45 19 15 20 14 73 41:
Other: 17: 8 4 3 3 3 13 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 56.6 42.3 70.4 30.1 54.6 38.2 65.8
Old : 30.8 56.9 42.7 70.5 30.4 56.2 38.9 68.1
Other: 64.8 82.5 82.6 94.6 59.8 82.5 76.6 84.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 135,958: 26,837 23,403 4,037 93,959 103,032 124,833 130,472: 11,125 5,486
Old : 60,640: 15,175 20,156 2,457 33,649 33,785 51,281 56,398: 9,359 4,242
Other: 75,318: 12,736 4,321 506 60,310 69,247 73,552 74,074: 1,766 1,244
: : :
: : Changes in Commitments from: June 7, 2005 :
: -361: 1,822 -2,565 911 -6,345 -239 -3,612 -1,893: 3,251 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.2 3.0 69.1 75.8 91.8 96.0: 8.2 4.0
Old : 100.0: 25.0 33.2 4.1 55.5 55.7 84.6 93.0: 15.4 7.0
Other: 100.0: 16.9 5.7 0.7 80.1 91.9 97.7 98.3: 2.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 62 39 21 50 39 123 96:
Old : 161: 59 43 16 44 33 114 83:
Other: 83: 28 11 8 33 28 62 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.3 48.3 55.3 20.3 25.3 30.6 34.0
Old : 27.9 32.7 37.5 48.6 22.0 25.6 30.5 37.8
Other: 46.4 60.3 64.3 75.1 27.5 41.3 39.2 51.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 136,319: 25,015 25,968 3,126 100,304 103,271 128,445 132,365: 7,874 3,954
Old : 63,949: 14,792 25,042 788 41,919 35,228 57,499 61,058: 6,450 2,891
Other: 72,370: 11,896 2,599 665 58,385 68,043 70,946 71,307: 1,424 1,063
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,855: 987 2,126 -335 3,905 3,388 4,557 5,179: 298 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.0 2.3 73.6 75.8 94.2 97.1: 5.8 2.9
Old : 100.0: 23.1 39.2 1.2 65.6 55.1 89.9 95.5: 10.1 4.5
Other: 100.0: 16.4 3.6 0.9 80.7 94.0 98.0 98.5: 2.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 55 46 15 52 37 116 92:
Old : 158: 61 40 8 47 29 109 76:
Other: 73: 18 13 6 31 28 54 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 38.7 48.8 56.0 20.3 24.6 30.9 33.7
Old : 27.7 33.5 41.2 49.0 21.3 26.1 29.8 38.2
Other: 46.4 61.1 65.4 76.4 27.7 42.9 42.3 53.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 352,603: 71,371 68,984 15,668 206,194 229,815 293,233 314,467: 59,370 38,136
Old : 352,603: 71,371 68,984 15,668 206,194 229,815 293,233 314,467: 59,370 38,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -8,769: 1,693 -16,851 486 -14,041 7,170 -11,862 -9,195: 3,093 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.6 4.4 58.5 65.2 83.2 89.2: 16.8 10.8
Old : 100.0: 20.2 19.6 4.4 58.5 65.2 83.2 89.2: 16.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 37 38 28 51 45 108 92:
Old : 137: 37 38 28 51 45 108 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 27.3 30.9 43.6 17.3 22.0 28.6 33.2
Old : 17.3 27.3 30.9 43.6 17.3 22.0 28.6 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710
Old : 361,372: 69,678 85,835 15,182 220,235 222,645 305,095 323,662: 56,277 37,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,655: 3,948 -5,186 1,503 -6,917 10,660 -1,466 6,977: -189 -8,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4
Old : 100.0: 19.3 23.8 4.2 60.9 61.6 84.4 89.6: 15.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 40 47 28 55 44 116 99:
Old : 151: 40 47 28 55 44 116 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4
Old : 17.2 25.2 31.3 42.2 16.8 20.3 30.4 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 93,474: 26,788 11,080 6,018 53,687 71,980 86,493 89,078: 6,981 4,396
Old : 71,759: 27,380 12,428 871 37,787 55,469 66,038 68,768: 5,721 2,991
Other: 21,715: 2,940 2,184 1,615 15,900 16,511 20,455 20,310: 1,260 1,405
: : :
: : Changes in Commitments from: June 7, 2005 :
: -8,918: -10,321 -169 -5,618 8,763 -2,988 -7,176 -8,775: -1,742 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.9 6.4 57.4 77.0 92.5 95.3: 7.5 4.7
Old : 100.0: 38.2 17.3 1.2 52.7 77.3 92.0 95.8: 8.0 4.2
Other: 100.0: 13.5 10.1 7.4 73.2 76.0 94.2 93.5: 5.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 109 45 55 76 85 210 171:
Old : 260: 108 49 19 58 73 175 134:
Other: 152: 37 28 17 52 66 97 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 28.6 37.0 42.5 19.5 19.7 31.0 31.8
Old : 24.8 30.9 40.0 44.6 24.8 25.4 38.3 37.8
Other: 36.0 41.1 50.6 54.0 34.4 37.5 44.7 47.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 102,392: 37,109 11,249 11,636 44,924 74,968 93,669 97,853: 8,723 4,539
Old : 83,578: 38,244 15,079 4,395 33,345 60,713 75,984 80,187: 7,594 3,391
Other: 18,814: 4,947 2,252 1,159 11,579 14,255 17,685 17,666: 1,129 1,148
: : :
: : Changes in Commitments from: May 31, 2005 :
: 7,731: 4,308 600 1,811 945 5,639 7,064 8,050: 667 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 11.0 11.4 43.9 73.2 91.5 95.6: 8.5 4.4
Old : 100.0: 45.8 18.0 5.3 39.9 72.6 90.9 95.9: 9.1 4.1
Other: 100.0: 26.3 12.0 6.2 61.5 75.8 94.0 93.9: 6.0 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 136 40 63 75 92 246 175:
Old : 299: 138 45 43 62 87 224 155:
Other: 142: 25 31 17 50 67 84 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 26.3 31.1 39.8 18.3 22.0 28.8 33.3
Old : 22.5 26.2 34.3 40.6 22.5 24.0 34.3 37.0
Other: 37.3 39.2 54.1 51.2 34.3 35.6 45.4 45.6
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 28,682: 19,487 2,523 2,164 3,372 22,205 25,023 26,892: 3,659 1,790
Old : 28,682: 19,487 2,523 2,164 3,372 22,205 25,023 26,892: 3,659 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -6,973: 1,476 560 -555 -7,532 -6,482 -6,611 -6,477: -362 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 8.8 7.5 11.8 77.4 87.2 93.8: 12.8 6.2
Old : 100.0: 67.9 8.8 7.5 11.8 77.4 87.2 93.8: 12.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 34 9 6 8 7 45 20:
Old : 56: 34 9 6 8 7 45 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 82.6 54.0 90.4 31.9 74.3 50.2 79.5
Old : 32.8 82.6 54.0 90.4 31.9 74.3 50.2 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286
Old : 35,655: 18,011 1,963 2,719 10,904 28,687 31,634 33,369: 4,021 2,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,357: 294 -393 -107 5,971 6,261 6,158 5,761: 199 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4
Old : 100.0: 50.5 5.5 7.6 30.6 80.5 88.7 93.6: 11.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 32 7 7 10 8 48 19:
Old : 56: 32 7 7 10 8 48 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8
Old : 43.5 79.0 61.0 90.6 26.5 62.4 39.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 187,142: 32,749 27,714 29,103 85,797 98,440 147,649 155,257: 39,493 31,885
Old : 187,142: 32,749 27,714 29,103 85,797 98,440 147,649 155,257: 39,493 31,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,282: 1,652 2,527 5,386 -5,802 -3,818 1,236 4,095: 6,046 3,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 14.8 15.6 45.8 52.6 78.9 83.0: 21.1 17.0
Old : 100.0: 17.5 14.8 15.6 45.8 52.6 78.9 83.0: 21.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 33 25 32 59 63 113 104:
Old : 131: 33 25 32 59 63 113 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 20.1 26.6 29.8 12.7 12.6 20.6 19.1
Old : 16.2 20.1 26.6 29.8 12.7 12.6 20.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Old : 179,860: 31,097 25,187 23,717 91,599 102,258 146,413 151,162: 33,447 28,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,957: 7,085 -1,181 4,620 -6,938 26 4,767 3,465: 190 1,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 16.0
Old : 100.0: 17.3 14.0 13.2 50.9 56.9 81.4 84.0: 18.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 33 23 29 58 63 109 99:
Old : 126: 33 23 29 58 63 109 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
Old : 16.5 21.0 27.6 30.8 12.9 14.1 21.4 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 466,300: 32,053 63,806 147,816 207,238 220,275 387,107 431,897: 79,193 34,403
Old : 466,300: 32,053 63,806 147,816 207,238 220,275 387,107 431,897: 79,193 34,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,404: 295 -909 4,389 -2,231 2,636 2,453 6,116: 3,951 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.7 31.7 44.4 47.2 83.0 92.6: 17.0 7.4
Old : 100.0: 6.9 13.7 31.7 44.4 47.2 83.0 92.6: 17.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 48 54 65 85 74 173 157:
Old : 193: 48 54 65 85 74 173 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 24.1 29.0 36.3 6.9 10.3 10.6 17.3
Old : 19.2 24.1 29.0 36.3 6.9 10.3 10.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Old : 459,896: 31,758 64,715 143,427 209,469 217,639 384,654 425,781: 75,242 34,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -16,940: -6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475: 4,112 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 7.4
Old : 100.0: 6.9 14.1 31.2 45.5 47.3 83.6 92.6: 16.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 43 57 62 85 71 166 157:
Old : 192: 43 57 62 85 71 166 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
Old : 18.3 22.9 28.1 35.0 7.1 10.5 10.8 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Old : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -576: 350 -924 16 -1,504 494 -1,138 -414: 562 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5
Old : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 14 14 17 17:
Old : 22: 3 1 2 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
Old : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Old : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -385: -1,270 332 526 910 -2,750 166 -1,892: -551 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Old : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 22 23 25 26:
Old : 31: 1 2 3 22 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
Old : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Old : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,339: 1,565 0 0 838 1,972 2,403 1,972: -64 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
Old : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 2 14 13 17 17:
Old : 23: 1 4 2 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
Old : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 12 11 15 14:
Old : 21: 1 3 2 12 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Old : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,134: -2,132 2,412 2,426 6,471 -520 6,765 4,318: 369 2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
Old : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 16 13 19 16:
Old : 21: 0 3 3 16 13 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
Old : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Old : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,423: -6,136 323 3,418 3,276 -1,262 558 2,479: 1,865 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8
Old : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 5 19 16 24 21:
Old : 28: 2 3 5 19 16 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
Old : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Old : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 813: 1,293 0 -621 141 1,500 813 879: 0 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3
Old : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 18 19 19:
Old : 22: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
Old : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Old : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,810: 0 1,108 118 3,329 -280 3,447 946: -1,637 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
Old : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 24 20 26 22:
Old : 28: 0 2 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
Old : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Old : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,030: 1,108 3,062 744 3,816 1,090 5,668 4,896: 362 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3
Old : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 1 15 17 18 19:
Old : 23: 3 1 1 15 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Old : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Old : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 28,632: 15,666 -13,952 15,027 -649 26,742 30,044 27,817: -1,412 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2
Old : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 25 12 32 84 79 121 113:
Old : 128: 25 12 32 84 79 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
Old : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Old : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 17,273: 9,336 2,741 2,958 4,676 11,040 16,970 16,739: 303 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
Old : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 7 17 28 27 47 45:
Old : 49: 13 7 17 28 27 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
Old : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 60,411: 14,596 4,823 12,076 33,379 43,280 60,051 60,179: 360 232
Old : 60,411: 14,596 4,823 12,076 33,379 43,280 60,051 60,179: 360 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,008: 240 580 510 1,206 988 1,956 2,078: 52 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 8.0 20.0 55.3 71.6 99.4 99.6: 0.6 0.4
Old : 100.0: 24.2 8.0 20.0 55.3 71.6 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 4 6 37 33 45 39:
Old : 47: 4 4 6 37 33 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 44.7 65.5 64.8 35.1 35.0 42.3 43.6
Old : 50.7 44.7 65.5 64.8 35.1 35.0 42.3 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Old : 58,403: 14,356 4,243 11,566 32,173 42,292 58,095 58,101: 308 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,136: -2,000 1,200 200 3,040 -204 1,240 1,196: -104 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
Old : 100.0: 24.6 7.3 19.8 55.1 72.4 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Old : 50.3 43.0 66.7 62.8 35.4 34.7 43.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Old : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -570: -580 -700 140 -210 -10 -650 -570: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4
Old : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 4 2 10 11 15 15:
Old : 23: 3 4 2 10 11 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
Old : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Old : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,558: -272 -646 1,910 -220 428 1,418 1,692: 140 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3
Old : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 4 19 18 23 22:
Old : 28: 3 1 4 19 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
Old : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Old : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 217: 86 -674 43 -80 722 49 91: 168 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4
Old : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 3 13 12 18 15:
Old : 26: 2 3 3 13 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Old : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Old : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
Old : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 3 11 9 14 14:
Old : 21: 2 3 3 11 9 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
Old : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Old : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 800: -80 -60 420 530 740 870 1,100: -70 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3
Old : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 5 16 18 21 23:
Old : 24: 3 1 5 16 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
Old : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Old : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 120: -60 -320 80 0 660 20 420: 100 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
Old : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 19 16 22 20:
Old : 25: 3 1 3 19 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
Old : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 807,148: 99,237 86,674 119,735 529,397 522,129 748,369 728,538: 58,779 78,610
Old : 807,148: 99,237 86,674 119,735 529,397 522,129 748,369 728,538: 58,779 78,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 23,602: 7,090 -4,098 -13,460 32,458 36,476 26,088 18,918: -2,486 4,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 10.7 14.8 65.6 64.7 92.7 90.3: 7.3 9.7
Old : 100.0: 12.3 10.7 14.8 65.6 64.7 92.7 90.3: 7.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 73 77 97 83 94 217 222:
Old : 263: 73 77 97 83 94 217 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 18.0 33.7 27.9 18.8 12.2 26.8 19.3
Old : 22.3 18.0 33.7 27.9 18.8 12.2 26.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Old : 783,546: 92,147 90,772 133,195 496,939 485,653 722,281 709,620: 61,265 73,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 192: 8,158 -10,618 -48 -15,297 12,517 -7,187 1,851: 7,379 -1,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
Old : 100.0: 11.8 11.6 17.0 63.4 62.0 92.2 90.6: 7.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 58 91 99 83 93 213 224:
Old : 262: 58 91 99 83 93 213 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
Old : 21.7 16.4 32.7 26.3 18.9 12.6 27.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Old : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 206: -77 533 -1 135 -261 57 271: 149 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2
Old : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 60 22 4 15 23 77 48:
Old : 116: 60 22 4 15 23 77 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
Old : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,380: 6,470 790 99 946 7,384 7,515 8,273: 1,865 1,107
Old : 9,380: 6,470 790 99 946 7,384 7,515 8,273: 1,865 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 574: 557 0 -34 -85 684 438 650: 136 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 8.4 1.1 10.1 78.7 80.1 88.2: 19.9 11.8
Old : 100.0: 69.0 8.4 1.1 10.1 78.7 80.1 88.2: 19.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 26 6 2 5 18 31 26:
Old : 52: 26 6 2 5 18 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 50.6 52.1 66.5 37.6 50.1 52.1 66.0
Old : 37.6 50.6 52.1 66.5 37.6 50.1 52.1 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Old : 8,806: 5,913 790 133 1,031 6,700 7,077 7,623: 1,729 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 860: 1,388 -269 -198 -416 1,177 774 710: 86 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 13.4
Old : 100.0: 67.1 9.0 1.5 11.7 76.1 80.4 86.6: 19.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 23 6 3 4 17 27 26:
Old : 49: 23 6 3 4 17 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
Old : 37.0 50.3 52.5 66.5 37.0 49.8 52.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 153,351: 29,783 7,929 11,116 92,490 119,928 133,389 138,973: 19,962 14,378
Old : 153,351: 29,783 7,929 11,116 92,490 119,928 133,389 138,973: 19,962 14,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 11,761: 436 -1,242 -269 5,222 10,867 5,389 9,356: 6,372 2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 5.2 7.2 60.3 78.2 87.0 90.6: 13.0 9.4
Old : 100.0: 19.4 5.2 7.2 60.3 78.2 87.0 90.6: 13.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 45 18 30 66 78 123 116:
Old : 151: 45 18 30 66 78 123 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 20.2 39.6 33.5 22.1 14.1 32.0 22.8
Old : 26.2 20.2 39.6 33.5 22.1 14.1 32.0 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Old : 141,590: 29,347 9,171 11,385 87,268 109,061 128,000 129,617: 13,590 11,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,783: 4,222 -161 3,189 947 6,339 8,358 9,367: 2,425 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 8.5
Old : 100.0: 20.7 6.5 8.0 61.6 77.0 90.4 91.5: 9.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 47 24 33 62 74 126 118:
Old : 158: 47 24 33 62 74 126 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
Old : 27.6 20.3 40.9 32.9 25.1 13.8 35.1 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005