WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 234,031: 40,160 62,038 15,997 151,210 118,110 207,367 196,145: 26,664 37,886
Old : 232,111: 40,142 61,505 15,965 149,683 117,535 205,790 195,005: 26,321 37,106
Other: 1,920: 48 563 2 1,527 575 1,577 1,140: 343 780
: : :
: : Changes in Commitments from: June 14, 2005 :
: 13,336: 6,608 -3,272 -3,109 3,536 11,995 7,035 5,614: 6,301 7,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.5 6.8 64.6 50.5 88.6 83.8: 11.4 16.2
Old : 100.0: 17.3 26.5 6.9 64.5 50.6 88.7 84.0: 11.3 16.0
Other: 100.0: 2.5 29.3 0.1 79.5 29.9 82.1 59.4: 17.9 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 53 102 46 43 50 135 165:
Old : 225: 54 101 46 43 50 135 165:
Other: 35: 4 7 1 4 20 8 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 33.1 49.9 40.8 34.0 29.0 49.3 34.8
Old : 34.8 33.4 50.3 41.1 34.2 29.7 49.7 35.6
Other: 79.5 40.1 82.1 47.7 79.5 40.1 82.0 47.7
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 735,341: 129,178 85,581 87,147 392,787 367,004 609,112 539,732: 126,229 195,609
Old : 399,203: 79,000 77,672 18,636 238,158 227,162 335,794 323,470: 63,409 75,733
Other: 336,138: 107,391 65,122 11,298 154,629 139,842 273,318 216,262: 62,820 119,876
: : :
: : Changes in Commitments from: June 14, 2005 :
: 39,567: 25,066 -11,802 1,984 -700 41,264 26,350 31,446: 13,217 8,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.6 11.9 53.4 49.9 82.8 73.4: 17.2 26.6
Old : 100.0: 19.8 19.5 4.7 59.7 56.9 84.1 81.0: 15.9 19.0
Other: 100.0: 31.9 19.4 3.4 46.0 41.6 81.3 64.3: 18.7 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 146 114 128 180 213 410 399:
Old : 457: 113 101 63 125 176 281 304:
Other: 453: 130 85 53 119 187 276 302:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.2 30.4 23.6 20.8 15.8 29.5 20.4
Old : 32.2 28.2 44.0 33.8 32.2 28.2 43.9 33.8
Other: 23.3 10.8 30.2 16.4 23.1 9.9 30.0 15.3
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Old : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -507: -230 -291 20 -93 342 -303 71: -204 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
Old : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
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 : 35: 8 9 3 11 15 22 24:
Old : 35: 8 9 3 11 15 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 : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
Old : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 336,252: 89,292 34,712 33,987 142,790 185,419 266,069 254,118: 70,183 82,134
Old : 117,791: 43,816 21,139 10,272 35,459 57,144 89,547 88,555: 28,244 29,236
Other: 218,461: 62,891 30,988 6,300 107,331 128,275 176,522 165,563: 41,939 52,898
: : :
: : Changes in Commitments from: June 14, 2005 :
: 31,192: 7,730 10,755 2,866 14,041 21,078 24,637 34,699: 6,555 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.3 10.1 42.5 55.1 79.1 75.6: 20.9 24.4
Old : 100.0: 37.2 17.9 8.7 30.1 48.5 76.0 75.2: 24.0 24.8
Other: 100.0: 28.8 14.2 2.9 49.1 58.7 80.8 75.8: 19.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 141 75 99 97 127 303 265:
Old : 306: 107 59 45 68 101 196 190:
Other: 327: 106 84 45 70 114 207 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 20.9 27.7 29.4 18.5 18.0 26.3 24.4
Old : 19.6 21.2 28.4 31.3 18.2 19.8 27.0 28.6
Other: 23.4 24.1 36.0 31.7 23.4 19.8 34.8 26.8
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,765: 14,769 1,141 588 0 902 15,357 2,631: 4,408 17,134
Old : 3,375: 1,797 574 24 0 39 1,821 637: 1,554 2,738
Other: 16,390: 13,405 1,000 131 0 863 13,536 1,994: 2,854 14,396
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,876: 3,022 -597 -661 0 80 2,361 -1,178: 515 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 5.8 3.0 0.0 4.6 77.7 13.3: 22.3 86.7
Old : 100.0: 53.2 17.0 0.7 0.0 1.2 54.0 18.9: 46.0 81.1
Other: 100.0: 81.8 6.1 0.8 0.0 5.3 82.6 12.2: 17.4 87.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 8 0 3 16 14:
Old : 15: 7 5 2 0 3 8 9:
Other: 21: 13 5 3 0 3 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 6.5 72.0 10.6 63.6 6.2 70.9 9.8
Old : 48.7 16.7 54.0 18.7 48.7 16.6 53.2 18.2
Other: 69.7 7.2 79.1 11.4 69.1 7.2 78.3 11.4
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 171,273: 40,910 10,907 21,722 78,014 125,569 140,646 158,198: 30,627 13,075
Old : 71,477: 27,849 7,665 4,937 24,207 51,635 56,993 64,237: 14,484 7,240
Other: 99,796: 25,464 15,645 4,382 53,807 73,934 83,653 93,961: 16,143 5,835
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,606: 11,187 -188 2,764 4,662 20,858 18,613 23,434: 4,993 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.4 12.7 45.5 73.3 82.1 92.4: 17.9 7.6
Old : 100.0: 39.0 10.7 6.9 33.9 72.2 79.7 89.9: 20.3 10.1
Other: 100.0: 25.5 15.7 4.4 53.9 74.1 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 67 18 37 42 44 126 94:
Old : 123: 51 18 25 32 41 92 77:
Other: 126: 45 33 21 30 31 87 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.5 29.3 53.8 18.1 34.2 27.2 45.5
Old : 21.4 28.1 31.0 46.0 14.5 21.9 23.3 37.7
Other: 30.8 49.1 43.4 63.5 30.8 46.8 43.4 59.4
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Old : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -6,515: 9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711: 1,078 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 26.1
Old : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 26.1
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 : 165: 40 32 20 57 69 108 111:
Old : 165: 40 32 20 57 69 108 111:
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 : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
Old : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 161,001: 50,707 10,028 18,910 54,987 112,317 124,604 141,255: 36,397 19,746
Old : 80,240: 35,604 8,577 5,594 17,721 52,951 58,919 67,122: 21,321 13,118
Other: 80,761: 22,616 8,964 5,803 37,266 59,366 65,685 74,133: 15,076 6,628
: : :
: : Changes in Commitments from: June 14, 2005 :
: 11,480: 3,029 -632 5,242 4,286 9,682 12,557 14,292: -1,077 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.2 11.7 34.2 69.8 77.4 87.7: 22.6 12.3
Old : 100.0: 44.4 10.7 7.0 22.1 66.0 73.4 83.7: 26.6 16.3
Other: 100.0: 28.0 11.1 7.2 46.1 73.5 81.3 91.8: 18.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 51 28 39 51 51 134 100:
Old : 137: 53 20 26 42 50 107 88:
Other: 107: 29 29 25 38 34 88 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 34.1 22.2 50.0 10.1 27.2 18.0 40.4
Old : 14.5 30.9 23.2 42.6 13.4 29.2 21.3 39.9
Other: 23.3 42.1 33.9 60.0 15.7 34.6 25.5 46.4
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 7,862: 3,816 1,358 956 1,867 3,665 6,639 5,979: 1,223 1,883
Old : 2,182: 969 462 71 669 1,148 1,709 1,681: 473 501
Other: 5,680: 3,177 1,226 555 1,198 2,517 4,930 4,298: 750 1,382
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4: 47 295 -287 274 -190 34 -182: -30 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 17.3 12.2 23.7 46.6 84.4 76.0: 15.6 24.0
Old : 100.0: 44.4 21.2 3.3 30.7 52.6 78.3 77.0: 21.7 23.0
Other: 100.0: 55.9 21.6 9.8 21.1 44.3 86.8 75.7: 13.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 15 10 12 14 34 31:
Old : 32: 14 5 2 6 8 20 15:
Other: 41: 13 13 9 9 10 28 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 : 36.5 33.0 56.7 53.1 36.5 29.6 47.5 38.3
Old : 48.7 56.0 64.4 68.5 48.7 55.4 64.4 67.9
Other: 47.3 37.0 67.3 53.4 45.8 32.5 60.6 43.7
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Old : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -13,987: -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288: -4,797 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
Old : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
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 : 89: 15 17 2 45 38 62 55:
Old : 89: 15 17 2 45 38 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Old : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Old : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -43,194: -70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591: -41,338 -39,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 20.0
Old : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 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 : 279: 45 89 41 83 121 157 222:
Old : 279: 45 89 41 83 121 157 222:
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 : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
Old : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Old : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,086: -16,586 3,579 -3,231 21,509 7,796 1,692 8,144: -19,778 -26,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 22.2
Old : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 34 47 16 64 75 107 129:
Old : 181: 34 47 16 64 75 107 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
Old : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Old : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,375: 16,639 2,073 1,604 -3,275 18,317 14,968 21,994: 6,407 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
Old : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 28 20 31 44 43 86 80:
Old : 105: 28 20 31 44 43 86 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
Old : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Old : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -23,471: -6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619: -10,583 -2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 27.5
Old : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 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 : 46: 11 8 0 15 13 26 21:
Old : 46: 11 8 0 15 13 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
Old : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Old : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -51,529: 100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776: -2,044 -17,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 32.0
Old : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 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 : 57: 18 21 1 13 6 31 28:
Old : 57: 18 21 1 13 6 31 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 : 28.7 37.8 42.0 48.9 28.7 37.8 42.0 48.6
Old : 28.7 37.8 42.0 48.9 28.7 37.8 42.0 48.6
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Old : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -425: -176 371 -2 -268 -763 -446 -394: 21 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 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 : 60: 7 18 4 19 21 29 40:
Old : 60: 7 18 4 19 21 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Old : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
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 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Old : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 576: 79 111 -78 531 297 532 330: 44 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
Old : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 7 10 23 16 36 29:
Old : 42: 9 7 10 23 16 36 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 : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
Old : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 88,570: 10,460 25,943 14,991 49,451 20,970 74,902 61,904: 13,668 26,666
Old : 74,691: 9,015 25,799 10,766 43,447 16,880 63,228 53,445: 11,463 21,246
Other: 13,879: 4,441 3,140 1,229 6,004 4,090 11,674 8,459: 2,205 5,420
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,970: -147 1,716 -78 -1,456 -4,842 -1,681 -3,204: -2,289 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.3 16.9 55.8 23.7 84.6 69.9: 15.4 30.1
Old : 100.0: 12.1 34.5 14.4 58.2 22.6 84.7 71.6: 15.3 28.4
Other: 100.0: 32.0 22.6 8.9 43.3 29.5 84.1 60.9: 15.9 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 28 56 37 24 26 78 105:
Old : 131: 28 58 32 22 26 70 103:
Other: 47: 16 13 5 7 15 25 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 : 33.5 17.3 48.4 24.6 33.5 13.7 48.1 20.6
Old : 39.8 16.7 54.0 24.8 39.8 13.9 53.8 22.1
Other: 49.4 28.7 68.5 40.7 48.1 23.0 63.8 33.9
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 3,649: 595 1,342 314 1,134 759 2,043 2,415: 1,606 1,234
Old : 3,532: 605 1,423 217 1,118 751 1,940 2,391: 1,592 1,141
Other: 117: 86 15 1 16 8 103 24: 14 93
: : :
: : Changes in Commitments from: June 14, 2005 :
: -343: -99 -255 -171 -93 15 -363 -411: 20 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 36.8 8.6 31.1 20.8 56.0 66.2: 44.0 33.8
Old : 100.0: 17.1 40.3 6.1 31.7 21.3 54.9 67.7: 45.1 32.3
Other: 100.0: 73.5 12.8 0.9 13.7 6.8 88.0 20.5: 12.0 79.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 16 8 5 5 20 25:
Old : 35: 10 17 7 5 5 20 24:
Other: 8: 4 1 1 2 2 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 : 33.8 42.0 43.2 52.1 30.9 39.6 37.7 45.8
Old : 34.4 43.4 42.5 53.8 31.3 41.5 38.8 47.8
Other: 83.8 20.5 88.0 20.5 82.9 18.8 86.3 18.8
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Old : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,708: 234 7,431 -3,186 1,123 -4,443 -1,829 -198: -879 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Old : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 46 59 40 54 75 123 161:
Old : 209: 46 59 40 54 75 123 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
Old : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Old : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -53: -85 9 -11 -165 -176 -261 -178: 208 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
Old : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
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: 10 10 6 17 12 29 26:
Old : 42: 10 10 6 17 12 29 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 : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
Old : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Old : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -672: -1,424 657 338 456 -540 -630 455: -42 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
Old : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
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: 31 25 21 33 30 81 62:
Old : 116: 31 25 21 33 30 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
Old : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Old : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 3,956: 5,940 -11,933 -61 -6,053 19,402 -174 7,408: 4,130 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
Old : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
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 : 66: 16 14 2 20 23 37 38:
Old : 66: 16 14 2 20 23 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
Old : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Old : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,005: -1,326 -2,520 0 -2,477 300 -3,803 -2,220: 1,798 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 32.0
Old : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 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 : 42: 1 26 0 13 4 14 30:
Old : 42: 1 26 0 13 4 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
Old : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Old : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,927: 1,743 601 -116 1,345 1,346 2,972 1,831: -1,045 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
Old : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 65 7 1 13 16 79 23:
Old : 98: 65 7 1 13 16 79 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 : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
Old : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Old : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,543: -218 -4,248 -368 -2,534 2,274 -3,120 -2,342: -423 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 26.8
Old : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 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 : 55: 12 18 1 16 15 28 34:
Old : 55: 12 18 1 16 15 28 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 : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
Old : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Old : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,322: 2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070: 1,563 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
Old : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 28 3 25 18 44 47:
Old : 79: 17 28 3 25 18 44 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 : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
Old : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
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 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Old : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,333: -274 1,343 39 4,027 1,934 3,792 3,316: -1,459 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
Old : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
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 : 101: 30 33 9 23 24 56 63:
Old : 101: 30 33 9 23 24 56 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.8 44.7 32.4 29.7 21.8 43.9 31.4
Old : 29.9 22.8 44.7 32.4 29.7 21.8 43.9 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Old : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 97,676: 56,837 15,876 34,559 41,687 18,411 133,083 68,846: -35,407 28,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
Old : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
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 : 244: 44 60 85 115 125 211 226:
Old : 244: 44 60 85 115 125 211 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
Old : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
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 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Old : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -119,882: -2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671: -23,700 -26,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
Old : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 29 27 12 85 59 122 90:
Old : 169: 29 27 12 85 59 122 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.8 30.2 51.0 20.8 35.4 30.2 50.6
Old : 20.8 35.8 30.2 51.0 20.8 35.4 30.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Old : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -412,177: -111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949: -102,311 -17,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 13.0
Old : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 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 : 172: 33 52 11 58 55 98 111:
Old : 172: 33 52 11 58 55 98 111:
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 : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
Old : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Old : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,209: -286 -3,554 -113 -3,002 -809 -3,401 -4,476: -1,808 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Old : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 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 : 27: 1 1 0 14 15 15 16:
Old : 27: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Old : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Old : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,524: -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276: -1,448 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Old : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
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 : 33: 3 4 1 13 18 16 23:
Old : 33: 3 4 1 13 18 16 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 : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Old : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Old : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -30,748: -613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276: -6,359 -17,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
Old : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 14 15 1 29 23 43 39:
Old : 76: 14 15 1 29 23 43 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 : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
Old : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Old : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -218,479: -22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616: -81,668 -16,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
Old : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
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 : 167: 54 53 6 39 32 96 88:
Old : 167: 54 53 6 39 32 96 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Old : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Old : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,855: 16,620 -1,516 -564 1,601 27,995 17,657 25,915: 6,198 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 9.0
Old : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 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 : 47: 17 4 0 10 20 27 24:
Old : 47: 17 4 0 10 20 27 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 : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
Old : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Old : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -16,682: -67 -11,140 -886 -12,262 -6,771 -13,215 -18,797: -3,467 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
Old : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
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 : 52: 2 8 0 29 22 31 30:
Old : 52: 2 8 0 29 22 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Old : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Old : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -88,973: -31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552: -13,672 -25,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
Old : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 20 38 6 32 41 54 83:
Old : 115: 20 38 6 32 41 54 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
Old : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Old : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 80: 750 -1,395 104 -43 2,132 811 841: -731 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 26.4
Old : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 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 : 60: 22 11 3 13 16 37 28:
Old : 60: 22 11 3 13 16 37 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 : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
Old : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Old : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 146: -567 -902 100 825 356 358 -446: -212 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Old : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 3 14 20 19 34:
Old : 39: 3 12 3 14 20 19 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 : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Old : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 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 : 130,474: 57,072 5,781 15,426 25,676 98,147 98,174 119,354: 32,300 11,120
Old : 130,474: 57,072 5,781 15,426 25,676 98,147 98,174 119,354: 32,300 11,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,032: -2,653 3 1,613 1,043 -436 3 1,180: 2,029 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 4.4 11.8 19.7 75.2 75.2 91.5: 24.8 8.5
Old : 100.0: 43.7 4.4 11.8 19.7 75.2 75.2 91.5: 24.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 88 27 31 15 40 114 88:
Old : 160: 88 27 31 15 40 114 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 33.7 33.2 53.9 14.7 30.0 22.7 42.4
Old : 22.8 33.7 33.2 53.9 14.7 30.0 22.7 42.4
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 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 : 112,051: 42,701 19,918 15,448 38,069 63,875 96,218 99,241: 15,833 12,810
Old : 112,051: 42,701 19,918 15,448 38,069 63,875 96,218 99,241: 15,833 12,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 7,104: 5,809 3,838 2,740 -3,355 895 5,194 7,473: 1,910 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 17.8 13.8 34.0 57.0 85.9 88.6: 14.1 11.4
Old : 100.0: 38.1 17.8 13.8 34.0 57.0 85.9 88.6: 14.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 63 55 44 39 42 137 116:
Old : 181: 63 55 44 39 42 137 116:
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 : 22.1 31.6 32.5 47.1 21.8 30.3 30.8 43.7
Old : 22.1 31.6 32.5 47.1 21.8 30.3 30.8 43.7
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 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 : 289,771: 162,238 53,728 21,105 51,923 195,985 235,266 270,818: 54,505 18,953
Old : 289,771: 162,238 53,728 21,105 51,923 195,985 235,266 270,818: 54,505 18,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 32,737: 42,780 -8,869 -949 -13,626 42,346 28,205 32,528: 4,532 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 18.5 7.3 17.9 67.6 81.2 93.5: 18.8 6.5
Old : 100.0: 56.0 18.5 7.3 17.9 67.6 81.2 93.5: 18.8 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 : 259: 139 55 31 36 49 190 124:
Old : 259: 139 55 31 36 49 190 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 37.4 39.1 55.6 27.6 36.2 33.2 49.4
Old : 28.7 37.4 39.1 55.6 27.6 36.2 33.2 49.4
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Old : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,643: -273 166 212 -563 -1,620 -624 -1,242: -1,019 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Old : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
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 : 39: 22 2 10 5 6 36 17:
Old : 39: 22 2 10 5 6 36 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 : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Old : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 78,917: 17,853 9,380 2,451 40,386 44,983 60,690 56,814: 18,227 22,103
Old : 78,617: 17,803 9,372 2,451 40,168 44,810 60,422 56,633: 18,195 21,984
Other: 300: 50 8 0 218 173 268 181: 32 119
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,031: 3,529 -1,968 -453 -2,934 169 142 -2,252: -4,173 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.9 3.1 51.2 57.0 76.9 72.0: 23.1 28.0
Old : 100.0: 22.6 11.9 3.1 51.1 57.0 76.9 72.0: 23.1 28.0
Other: 100.0: 16.7 2.7 0.0 72.7 57.7 89.3 60.3: 10.7 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 18 19 53 47 96 79:
Old : 124: 36 18 19 53 47 96 79:
Other: 16: 2 1 0 2 11 4 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 33.1 33.4 43.1 20.1 27.5 27.2 33.2
Old : 24.1 33.2 33.2 43.3 20.2 27.9 27.3 33.5
Other: 89.3 51.0 89.3 57.7 89.3 51.0 89.3 57.7
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 30,777: 1,673 1,958 411 19,404 17,602 21,488 19,971: 9,289 10,806
Old : 7,027: 0 882 0 2,313 2,073 2,313 2,955: 4,714 4,072
Other: 23,750: 1,724 1,127 360 17,091 15,529 19,175 17,016: 4,575 6,734
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,277: -466 -1,253 -149 684 2,821 69 1,419: 1,208 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 1.3 63.0 57.2 69.8 64.9: 30.2 35.1
Old : 100.0: 0.0 12.6 0.0 32.9 29.5 32.9 42.1: 67.1 57.9
Other: 100.0: 7.3 4.7 1.5 72.0 65.4 80.7 71.6: 19.3 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 7 2 18 17 23 25:
Old : 23: 0 6 0 11 7 11 13:
Other: 31: 4 4 2 17 16 22 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 : 44.6 43.2 56.0 52.5 43.7 39.1 53.8 47.7
Old : 23.6 28.5 32.1 39.6 20.7 28.5 29.2 37.5
Other: 56.8 49.9 68.2 62.0 56.8 48.6 68.2 59.2
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 93,953: 18,646 29,022 2,736 58,733 51,594 80,115 83,352: 13,838 10,601
Old : 12,605: 1,976 1,679 45 6,790 9,552 8,811 11,276: 3,794 1,329
Other: 81,348: 17,464 28,137 1,897 51,943 42,042 71,304 72,076: 10,044 9,272
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,337: -498 1,361 -936 104 -571 -1,330 -146: -7 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 30.9 2.9 62.5 54.9 85.3 88.7: 14.7 11.3
Old : 100.0: 15.7 13.3 0.4 53.9 75.8 69.9 89.5: 30.1 10.5
Other: 100.0: 21.5 34.6 2.3 63.9 51.7 87.7 88.6: 12.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 60 59 30 58 44 134 119:
Old : 49: 9 5 1 24 13 34 19:
Other: 188: 56 60 27 53 44 125 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 31.7 40.4 41.2 27.1 27.9 39.1 35.7
Old : 34.4 76.8 49.0 87.1 34.4 72.1 44.7 78.6
Other: 31.1 28.0 43.8 37.9 31.1 25.6 43.7 34.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 28,185: 11,331 3,687 2,173 10,314 20,732 23,818 26,592: 4,367 1,593
Old : 26,986: 11,029 4,097 1,593 10,132 19,754 22,754 25,444: 4,232 1,542
Other: 1,199: 712 0 170 182 978 1,064 1,148: 135 51
: : :
: : Changes in Commitments from: June 14, 2005 :
: -649: 693 -741 228 -2,108 -221 -1,187 -734: 538 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 13.1 7.7 36.6 73.6 84.5 94.3: 15.5 5.7
Old : 100.0: 40.9 15.2 5.9 37.5 73.2 84.3 94.3: 15.7 5.7
Other: 100.0: 59.4 0.0 14.2 15.2 81.6 88.7 95.7: 11.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 52 17 14 16 16 75 40:
Old : 96: 50 19 11 15 16 72 39:
Other: 16: 11 0 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 : 27.8 55.5 40.9 70.5 27.8 55.5 38.9 68.8
Old : 28.4 56.7 42.1 71.7 28.4 56.7 41.6 71.1
Other: 55.3 85.7 76.1 95.7 52.0 81.2 67.6 81.2
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 120,533: 23,701 18,092 2,368 86,256 95,941 112,325 116,401: 8,208 4,132
Old : 46,503: 14,156 15,800 199 26,117 27,846 40,472 43,845: 6,031 2,658
Other: 74,030: 10,859 3,606 855 60,139 68,095 71,853 72,556: 2,177 1,474
: : :
: : Changes in Commitments from: June 14, 2005 :
: -15,425: -3,136 -5,311 -1,669 -7,703 -7,091 -12,508 -14,071: -2,917 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.0 2.0 71.6 79.6 93.2 96.6: 6.8 3.4
Old : 100.0: 30.4 34.0 0.4 56.2 59.9 87.0 94.3: 13.0 5.7
Other: 100.0: 14.7 4.9 1.2 81.2 92.0 97.1 98.0: 2.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 34 18 49 37 112 86:
Old : 146: 51 38 5 37 30 90 71:
Other: 80: 24 13 9 31 31 58 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.5 51.1 57.1 22.6 27.9 33.5 37.1
Old : 26.1 33.1 38.7 48.8 23.7 28.6 34.3 41.5
Other: 47.6 58.4 65.2 74.0 27.5 40.8 40.9 52.4
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 369,363: 77,192 59,517 14,069 218,336 258,835 309,597 332,421: 59,766 36,942
Old : 369,363: 77,192 59,517 14,069 218,336 258,835 309,597 332,421: 59,766 36,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 16,760: 5,821 -9,467 -1,599 12,142 29,020 16,364 17,954: 396 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.1 3.8 59.1 70.1 83.8 90.0: 16.2 10.0
Old : 100.0: 20.9 16.1 3.8 59.1 70.1 83.8 90.0: 16.2 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 : 143: 44 32 27 53 48 111 93:
Old : 143: 44 32 27 53 48 111 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 : 16.8 28.1 30.2 47.0 16.7 22.0 27.5 33.7
Old : 16.8 28.1 30.2 47.0 16.7 22.0 27.5 33.7
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 88,338: 26,021 13,494 5,849 47,907 61,978 79,777 81,321: 8,561 7,017
Old : 64,420: 26,375 14,053 747 30,358 44,195 57,480 58,995: 6,940 5,425
Other: 23,918: 3,131 2,926 1,617 17,549 17,783 22,297 22,326: 1,621 1,592
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,136: -767 2,414 -169 -5,780 -10,002 -6,716 -7,757: 1,580 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.3 6.6 54.2 70.2 90.3 92.1: 9.7 7.9
Old : 100.0: 40.9 21.8 1.2 47.1 68.6 89.2 91.6: 10.8 8.4
Other: 100.0: 13.1 12.2 6.8 73.4 74.3 93.2 93.3: 6.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 101 54 46 84 85 208 173:
Old : 269: 104 54 11 59 71 166 133:
Other: 162: 38 32 15 57 68 102 109:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 25.9 35.2 38.9 21.0 20.1 32.6 31.9
Old : 28.1 27.2 42.4 42.2 28.1 27.1 42.4 41.6
Other: 35.3 39.7 49.7 50.8 33.5 34.6 42.1 42.8
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 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 : 29,184: 18,920 1,792 2,474 4,109 23,009 25,503 27,275: 3,681 1,909
Old : 29,184: 18,920 1,792 2,474 4,109 23,009 25,503 27,275: 3,681 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 502: -567 -731 310 737 804 480 383: 22 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 6.1 8.5 14.1 78.8 87.4 93.5: 12.6 6.5
Old : 100.0: 64.8 6.1 8.5 14.1 78.8 87.4 93.5: 12.6 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 : 48: 31 5 5 8 6 40 16:
Old : 48: 31 5 5 8 6 40 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 : 33.3 84.2 55.2 91.6 33.3 75.4 49.4 79.8
Old : 33.3 84.2 55.2 91.6 33.3 75.4 49.4 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 187,474: 31,371 26,537 29,557 88,037 101,262 148,965 157,356: 38,509 30,118
Old : 187,474: 31,371 26,537 29,557 88,037 101,262 148,965 157,356: 38,509 30,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 332: -1,378 -1,177 454 2,240 2,822 1,316 2,099: -984 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.2 15.8 47.0 54.0 79.5 83.9: 20.5 16.1
Old : 100.0: 16.7 14.2 15.8 47.0 54.0 79.5 83.9: 20.5 16.1
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 : 127: 29 27 29 57 63 106 102:
Old : 127: 29 27 29 57 63 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 21.4 27.0 31.4 12.7 14.1 20.5 20.0
Old : 16.4 21.4 27.0 31.4 12.7 14.1 20.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 487,177: 43,082 71,993 152,903 215,911 232,506 411,896 457,402: 75,281 29,775
Old : 487,177: 43,082 71,993 152,903 215,911 232,506 411,896 457,402: 75,281 29,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 20,877: 11,029 8,187 5,087 8,673 12,231 24,789 25,505: -3,912 -4,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.8 31.4 44.3 47.7 84.5 93.9: 15.5 6.1
Old : 100.0: 8.8 14.8 31.4 44.3 47.7 84.5 93.9: 15.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 51 65 88 78 182 156:
Old : 197: 51 51 65 88 78 182 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 25.2 30.1 37.5 7.0 11.2 10.7 18.2
Old : 19.4 25.2 30.1 37.5 7.0 11.2 10.7 18.2
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Old : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,884: -327 -248 546 5,701 3,118 5,920 3,416: -1,036 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
Old : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
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 : 24: 4 1 1 15 15 19 17:
Old : 24: 4 1 1 15 15 19 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 : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Old : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Old : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 5,483: -3,622 1,297 5,445 2,128 -328 3,951 6,414: 1,532 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Old : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 4 23 24 27 28:
Old : 33: 1 3 4 23 24 27 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 : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
Old : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Old : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,644: 1,460 604 -244 674 1,460 1,890 1,820: -246 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Old : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
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 : 24: 1 4 1 15 14 17 18:
Old : 24: 1 4 1 15 14 17 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 : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
Old : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Old : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,156: 0 224 0 -420 -462 -420 -238: -736 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Old : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 18 15 21 18:
Old : 23: 0 3 3 18 15 21 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 : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Old : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Old : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -881: -2,220 1,226 1,075 1,424 -3,608 279 -1,307: -1,160 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Old : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 5 22 18 27 23:
Old : 30: 1 4 5 22 18 27 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 : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
Old : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Old : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,337: 3,476 0 -434 -1,581 2,073 1,461 1,639: -124 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Old : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
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 : 23: 1 0 1 18 19 19 20:
Old : 23: 1 0 1 18 19 19 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 : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
Old : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Old : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -663: 0 -2,313 588 -1,605 1,277 -1,017 -448: 354 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
Old : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 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 : 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 : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
Old : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Old : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 8,226: 4,506 6,042 0 5,118 2,922 9,624 8,964: -1,398 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Old : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 1 18 19 21 21:
Old : 25: 3 1 1 18 19 21 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 : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Old : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Old : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Old : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
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 : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 17 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 : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Old : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Old : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,253: 16,251 3,235 -1,167 9,605 28,941 24,689 31,009: 3,564 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Old : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 28 12 32 86 82 126 117:
Old : 135: 28 12 32 86 82 126 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
Old : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Old : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,941: -2,764 971 12,330 13,138 9,191 22,704 22,492: -763 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Old : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 6 17 29 28 48 46:
Old : 50: 13 6 17 29 28 48 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 : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
Old : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
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 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 66,694: 16,456 6,023 14,710 35,216 45,697 66,382 66,430: 312 264
Old : 66,694: 16,456 6,023 14,710 35,216 45,697 66,382 66,430: 312 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,283: 1,860 1,200 2,634 1,837 2,417 6,331 6,251: -48 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.0 22.1 52.8 68.5 99.5 99.6: 0.5 0.4
Old : 100.0: 24.7 9.0 22.1 52.8 68.5 99.5 99.6: 0.5 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 : 49: 5 4 6 37 33 46 39:
Old : 49: 5 4 6 37 33 46 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 : 52.2 45.5 65.4 65.3 34.0 33.0 41.1 41.8
Old : 52.2 45.5 65.4 65.3 34.0 33.0 41.1 41.8
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 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Old : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 697: -550 126 978 409 -365 837 739: -140 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Old : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
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 : 30: 4 1 4 19 22 24 26:
Old : 30: 4 1 4 19 22 24 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 : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
Old : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Old : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 378: -86 -344 344 168 340 426 340: -48 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Old : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 3 14 13 18 16:
Old : 26: 1 3 3 14 13 18 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 : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Old : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Old : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 172: -344 -86 258 258 0 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
Old : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
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 : 20: 2 2 3 13 9 16 13:
Old : 20: 2 2 3 13 9 16 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 : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
Old : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
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 21, 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 : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Old : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,150: -300 -340 560 1,070 880 1,330 1,100: -180 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Old : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 5 16 17 22 22:
Old : 25: 4 2 5 16 17 22 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 : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
Old : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Old : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,500: 1,620 80 360 -400 720 1,580 1,160: -80 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 4.6
Old : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 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 : 26: 3 2 3 18 18 21 23:
Old : 26: 3 2 3 18 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 : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Old : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 771,615: 108,262 88,415 109,187 496,818 500,964 714,267 698,566: 57,348 73,049
Old : 771,615: 108,262 88,415 109,187 496,818 500,964 714,267 698,566: 57,348 73,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -35,533: 9,025 1,741 -10,548 -32,579 -21,165 -34,102 -29,972: -1,431 -5,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.5 14.2 64.4 64.9 92.6 90.5: 7.4 9.5
Old : 100.0: 14.0 11.5 14.2 64.4 64.9 92.6 90.5: 7.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 59 89 87 83 94 206 216:
Old : 257: 59 89 87 83 94 206 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 17.5 33.8 28.3 18.4 13.8 27.0 21.9
Old : 22.3 17.5 33.8 28.3 18.4 13.8 27.0 21.9
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Old : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 504: 99 -84 48 502 786 649 750: -145 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Old : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 58 20 5 14 24 76 48:
Old : 115: 58 20 5 14 24 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 : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
Old : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 11,683: 7,796 800 15 722 8,552 8,533 9,367: 3,150 2,316
Old : 11,683: 7,796 800 15 722 8,552 8,533 9,367: 3,150 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,303: 1,326 10 -84 -224 1,168 1,018 1,094: 1,285 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Old : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 6 2 5 18 33 26:
Old : 54: 28 6 2 5 18 33 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 : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
Old : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 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 : 154,686: 37,875 7,992 9,587 90,895 125,624 138,357 143,203: 16,329 11,483
Old : 154,686: 37,875 7,992 9,587 90,895 125,624 138,357 143,203: 16,329 11,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,335: 8,092 63 -1,529 -1,595 5,696 4,968 4,230: -3,633 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 5.2 6.2 58.8 81.2 89.4 92.6: 10.6 7.4
Old : 100.0: 24.5 5.2 6.2 58.8 81.2 89.4 92.6: 10.6 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 : 156: 49 20 28 72 75 135 110:
Old : 156: 49 20 28 72 75 135 110:
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 : 25.5 20.9 39.3 34.3 19.6 14.5 30.5 24.4
Old : 25.5 20.9 39.3 34.3 19.6 14.5 30.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
Updated July 1, 2005