WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 243,660: 47,721 64,198 18,362 155,211 125,382 221,294 207,942: 22,366 35,718
Old : 236,954: 47,528 62,421 17,783 149,873 123,224 215,184 203,428: 21,770 33,526
Other: 6,706: 771 2,355 1 5,338 2,158 6,110 4,514: 596 2,192
: : :
: : Changes in Commitments from: July 12, 2005 :
: 14,230: 2,419 -2,436 8,302 2,359 7,296 13,080 13,162: 1,150 1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.3 7.5 63.7 51.5 90.8 85.3: 9.2 14.7
Old : 100.0: 20.1 26.3 7.5 63.2 52.0 90.8 85.9: 9.2 14.1
Other: 100.0: 11.5 35.1 0.0 79.6 32.2 91.1 67.3: 8.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 59 101 53 40 53 141 176:
Old : 239: 60 105 52 37 53 138 175:
Other: 56: 9 13 1 11 30 20 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 36.8 48.9 43.9 33.1 31.9 48.4 38.5
Old : 34.1 37.7 50.0 44.9 34.1 34.3 49.7 41.1
Other: 69.5 37.8 85.3 48.2 66.6 37.0 80.9 45.2
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 229,430: 45,302 66,634 10,060 152,852 118,086 208,214 194,780: 21,216 34,650
Old : 224,902: 44,984 65,475 9,820 149,335 116,680 204,139 191,975: 20,763 32,927
Other: 4,528: 553 1,394 5 3,517 1,406 4,075 2,805: 453 1,723
: : :
: : Changes in Commitments from: July 5, 2005 :
: -398: -2,769 4,335 611 3,528 -7,528 1,370 -2,582: -1,768 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.0 4.4 66.6 51.5 90.8 84.9: 9.2 15.1
Old : 100.0: 20.0 29.1 4.4 66.4 51.9 90.8 85.4: 9.2 14.6
Other: 100.0: 12.2 30.8 0.1 77.7 31.1 90.0 61.9: 10.0 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 99 47 40 54 133 168:
Old : 228: 54 102 43 38 53 128 166:
Other: 50: 8 11 1 9 28 18 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.4 52.2 43.0 35.7 31.4 51.9 37.9
Old : 36.6 36.0 53.1 43.7 36.4 33.0 53.0 39.8
Other: 72.6 36.8 87.0 46.2 70.8 34.3 81.3 42.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 724,681: 150,084 74,725 63,148 389,188 399,305 602,420 537,178: 122,261 187,503
Old : 285,183: 49,174 52,584 235 200,686 188,228 250,095 241,047: 35,088 44,136
Other: 439,498: 148,046 69,277 15,777 188,502 211,077 352,325 296,131: 87,173 143,367
: : :
: : Changes in Commitments from: July 12, 2005 :
: 38,245: 39,743 -3,776 -9,705 -3,266 49,042 26,772 35,561: 11,473 2,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.3 8.7 53.7 55.1 83.1 74.1: 16.9 25.9
Old : 100.0: 17.2 18.4 0.1 70.4 66.0 87.7 84.5: 12.3 15.5
Other: 100.0: 33.7 15.8 3.6 42.9 48.0 80.2 67.4: 19.8 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 148 105 119 183 236 398 411:
Old : 436: 89 89 4 102 177 194 267:
Other: 523: 145 98 63 144 220 321 351:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.3 32.8 22.5 22.3 15.0 32.8 19.9
Old : 41.4 31.6 57.6 40.8 41.4 31.6 57.6 40.8
Other: 19.2 9.7 27.4 15.4 19.0 8.6 26.6 14.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 686,436: 110,341 78,501 72,853 392,454 350,263 575,648 501,617: 110,788 184,819
Old : 306,868: 53,829 69,639 1,967 213,601 183,360 269,397 254,966: 37,471 51,902
Other: 379,568: 116,147 68,497 11,251 178,853 166,903 306,251 246,651: 73,317 132,917
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,816: 5,371 -7,026 -12,221 7,587 16,355 737 -2,892: -3,553 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.4 10.6 57.2 51.0 83.9 73.1: 16.1 26.9
Old : 100.0: 17.5 22.7 0.6 69.6 59.8 87.8 83.1: 12.2 16.9
Other: 100.0: 30.6 18.0 3.0 47.1 44.0 80.7 65.0: 19.3 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 122 113 116 170 205 367 379:
Old : 398: 90 80 12 101 148 201 230:
Other: 478: 128 95 57 131 193 287 319:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.6 34.2 23.5 23.2 15.7 33.8 20.7
Old : 40.4 31.5 56.3 39.0 40.4 31.5 56.2 39.0
Other: 21.0 10.8 28.8 16.1 20.7 9.8 28.2 15.1
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,995: 3,572 374 24 1,832 6,072 5,428 6,470: 2,567 1,525
Old : 7,995: 3,572 374 24 1,832 6,072 5,428 6,470: 2,567 1,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 434: 472 11 -87 -94 299 291 223: 143 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 4.7 0.3 22.9 75.9 67.9 80.9: 32.1 19.1
Old : 100.0: 44.7 4.7 0.3 22.9 75.9 67.9 80.9: 32.1 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 2 10 15 23 20:
Old : 34: 12 4 2 10 15 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 45.2 50.6 64.6 32.6 43.4 48.3 58.0
Old : 32.6 45.2 50.6 64.6 32.6 43.4 48.3 58.0
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, July 12, 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 : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Old : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 248: 83 55 -3 121 128 201 180: 47 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
Old : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 5 3 12 16 25 22:
Old : 34: 10 5 3 12 16 25 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 : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
Old : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 277,449: 65,890 25,523 17,367 134,892 169,448 218,149 212,338: 59,300 65,111
Old : 33,008: 12,812 3,257 639 12,375 23,241 25,826 27,137: 7,182 5,871
Other: 244,441: 59,704 28,892 10,102 122,517 146,207 192,323 185,201: 52,118 59,240
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,108: -3,059 -488 2,491 -437 -377 -1,005 1,626: 2,113 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.2 6.3 48.6 61.1 78.6 76.5: 21.4 23.5
Old : 100.0: 38.8 9.9 1.9 37.5 70.4 78.2 82.2: 21.8 17.8
Other: 100.0: 24.4 11.8 4.1 50.1 59.8 78.7 75.8: 21.3 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 123 70 68 108 130 267 237:
Old : 194: 48 31 4 60 67 110 100:
Other: 341: 117 72 56 78 124 227 225:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.2 35.2 31.9 23.0 19.5 33.9 27.0
Old : 25.7 28.1 36.5 43.5 25.7 24.9 35.7 40.2
Other: 26.1 23.3 38.1 31.7 26.1 20.1 37.6 27.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 276,341: 68,949 26,011 14,876 135,329 169,825 219,154 210,712: 57,187 65,629
Old : 36,395: 12,440 4,573 692 14,825 23,327 27,957 28,592: 8,438 7,803
Other: 239,946: 61,826 26,755 8,867 120,504 146,498 191,197 182,120: 48,749 57,826
: : :
: : Changes in Commitments from: July 5, 2005 :
: -14,294: -3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810: -2,000 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.4 5.4 49.0 61.5 79.3 76.3: 20.7 23.7
Old : 100.0: 34.2 12.6 1.9 40.7 64.1 76.8 78.6: 23.2 21.4
Other: 100.0: 25.8 11.2 3.7 50.2 61.1 79.7 75.9: 20.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 124 63 74 96 128 260 238:
Old : 199: 46 38 8 57 73 108 114:
Other: 332: 118 66 54 69 122 218 220:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.7 36.0 32.5 23.0 19.5 34.4 27.3
Old : 24.5 24.2 35.9 39.2 24.5 21.7 34.6 35.7
Other: 26.4 24.6 38.5 32.8 26.4 20.6 38.0 27.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,187: 13,059 4,696 1,340 0 768 14,399 6,804: 4,788 12,383
Old : 1,416: 1,103 753 0 0 14 1,103 767: 313 649
Other: 17,771: 12,941 4,928 355 0 754 13,296 6,037: 4,475 11,734
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,978: 568 1,187 1,121 0 -172 1,689 2,136: 289 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 24.5 7.0 0.0 4.0 75.0 35.5: 25.0 64.5
Old : 100.0: 77.9 53.2 0.0 0.0 1.0 77.9 54.2: 22.1 45.8
Other: 100.0: 72.8 27.7 2.0 0.0 4.2 74.8 34.0: 25.2 66.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 10 0 3 14 20:
Old : 15: 8 5 0 0 2 8 7:
Other: 24: 10 11 6 0 3 11 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 20.4 71.3 26.4 62.4 15.8 67.4 21.5
Old : 68.4 52.1 77.9 54.2 68.4 52.1 77.9 54.2
Other: 65.5 18.6 72.8 24.8 65.0 18.6 70.9 24.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,209: 12,491 3,509 219 0 940 12,710 4,668: 4,499 12,541
Old : 721: 352 95 15 0 9 367 119: 354 602
Other: 16,488: 12,226 3,501 117 0 931 12,343 4,549: 4,145 11,939
: : :
: : Changes in Commitments from: July 5, 2005 :
: 99: -4 314 80 0 24 76 418: 23 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 20.4 1.3 0.0 5.5 73.9 27.1: 26.1 72.9
Old : 100.0: 48.8 13.2 2.1 0.0 1.2 50.9 16.5: 49.1 83.5
Other: 100.0: 74.2 21.2 0.7 0.0 5.6 74.9 27.6: 25.1 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 12 15:
Old : 14: 7 5 1 0 2 7 8:
Other: 21: 9 9 4 0 3 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 15.0 72.6 21.2 66.9 14.8 71.7 20.9
Old : 45.6 13.2 50.9 16.5 43.6 12.5 48.8 14.4
Other: 68.7 15.6 73.9 21.9 68.1 15.6 73.2 21.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 146,273: 39,689 9,854 16,081 62,038 106,896 117,808 132,831: 28,465 13,442
Old : 41,054: 14,070 2,514 3,436 15,517 29,795 33,023 35,745: 8,031 5,309
Other: 105,219: 31,654 13,375 6,610 46,521 77,101 84,785 97,086: 20,434 8,133
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4,950: 2,772 1,221 -914 -3,609 -5,068 -1,751 -4,761: -3,199 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 6.7 11.0 42.4 73.1 80.5 90.8: 19.5 9.2
Old : 100.0: 34.3 6.1 8.4 37.8 72.6 80.4 87.1: 19.6 12.9
Other: 100.0: 30.1 12.7 6.3 44.2 73.3 80.6 92.3: 19.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 58 20 27 40 37 113 76:
Old : 83: 31 8 9 24 30 58 45:
Other: 128: 53 27 19 33 31 98 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 40.8 31.1 55.2 20.8 34.2 28.9 48.1
Old : 27.5 35.0 37.7 48.7 17.4 23.5 25.9 34.3
Other: 28.9 48.8 39.3 62.2 28.9 44.7 39.1 57.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 151,223: 36,917 8,633 16,995 65,647 111,964 119,559 137,592: 31,664 13,631
Old : 47,402: 15,279 2,404 3,816 18,083 34,688 37,178 40,908: 10,224 6,494
Other: 103,821: 29,011 13,602 5,806 47,564 77,276 82,381 96,684: 21,440 7,137
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,819: -1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527: 3,384 2,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.7 11.2 43.4 74.0 79.1 91.0: 20.9 9.0
Old : 100.0: 32.2 5.1 8.1 38.1 73.2 78.4 86.3: 21.6 13.7
Other: 100.0: 27.9 13.1 5.6 45.8 74.4 79.3 93.1: 20.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 56 17 28 41 41 113 80:
Old : 92: 34 10 13 24 34 62 56:
Other: 124: 45 28 19 32 33 92 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 : 21.7 39.4 31.2 53.4 20.1 34.3 28.0 45.8
Old : 29.3 30.2 38.1 44.0 18.0 22.5 25.9 35.3
Other: 29.3 49.0 39.7 63.2 29.3 46.2 39.3 59.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 572,767: 95,418 78,673 11,647 357,376 321,947 464,441 412,267: 108,326 160,500
Old : 572,767: 95,418 78,673 11,647 357,376 321,947 464,441 412,267: 108,326 160,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -12,079: -6,021 -17,622 1,264 6,902 3,169 2,145 -13,189: -14,224 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 13.7 2.0 62.4 56.2 81.1 72.0: 18.9 28.0
Old : 100.0: 16.7 13.7 2.0 62.4 56.2 81.1 72.0: 18.9 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 30 27 22 57 70 96 110:
Old : 149: 30 27 22 57 70 96 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 16.8 39.1 24.8 29.5 15.9 35.0 22.1
Old : 32.0 16.8 39.1 24.8 29.5 15.9 35.0 22.1
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, July 12, 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 : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Old : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -34,338: -18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223: -10,471 -5,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 27.3
Old : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 29 30 22 53 70 93 111:
Old : 148: 29 30 22 53 70 93 111:
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 : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
Old : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 123,838: 26,227 1,408 15,375 48,753 90,312 90,355 107,095: 33,483 16,743
Old : 43,596: 10,450 1,584 3,804 17,559 30,265 31,813 35,653: 11,783 7,943
Other: 80,242: 21,222 5,269 6,126 31,194 60,047 58,542 71,442: 21,700 8,800
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,365: 556 -1,363 1,071 -1,877 506 -250 214: 1,615 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.1 12.4 39.4 72.9 73.0 86.5: 27.0 13.5
Old : 100.0: 24.0 3.6 8.7 40.3 69.4 73.0 81.8: 27.0 18.2
Other: 100.0: 26.4 6.6 7.6 38.9 74.8 73.0 89.0: 27.0 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 46 7 28 54 50 113 82:
Old : 93: 27 5 16 39 44 71 63:
Other: 110: 42 13 16 44 33 94 56:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 38.5 24.1 53.5 10.0 34.8 16.3 46.0
Old : 16.5 36.3 25.5 45.9 10.9 30.8 18.0 38.2
Other: 19.0 43.1 28.1 59.8 11.6 40.8 20.4 52.4
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 122,473: 25,671 2,771 14,304 50,630 89,806 90,605 106,881: 31,868 15,592
Old : 41,923: 10,212 2,436 3,395 16,358 28,593 29,965 34,424: 11,958 7,499
Other: 80,550: 21,155 6,031 5,213 34,272 61,213 60,640 72,457: 19,910 8,093
: : :
: : Changes in Commitments from: July 5, 2005 :
: -6,175: -1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398: -314 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.3 11.7 41.3 73.3 74.0 87.3: 26.0 12.7
Old : 100.0: 24.4 5.8 8.1 39.0 68.2 71.5 82.1: 28.5 17.9
Other: 100.0: 26.3 7.5 6.5 42.5 76.0 75.3 90.0: 24.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 50 13 26 51 47 112 82:
Old : 90: 24 11 13 39 42 68 62:
Other: 113: 44 17 17 43 31 96 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 38.1 24.4 54.5 11.3 36.0 18.3 47.5
Old : 15.6 31.7 26.3 44.1 13.7 31.0 22.6 42.6
Other: 19.8 43.1 29.9 61.9 13.1 39.8 22.4 52.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,234: 2,936 1,422 1,083 1,812 2,861 5,831 5,366: 1,403 1,868
Old : 7,234: 2,936 1,422 1,083 1,812 2,861 5,831 5,366: 1,403 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 334: -106 -67 121 216 281 231 335: 103 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 19.7 15.0 25.0 39.5 80.6 74.2: 19.4 25.8
Old : 100.0: 40.6 19.7 15.0 25.0 39.5 80.6 74.2: 19.4 25.8
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 : 47: 20 10 8 11 11 33 27:
Old : 47: 20 10 8 11 11 33 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 : 38.6 32.2 53.2 49.3 35.7 29.8 46.5 40.5
Old : 38.6 32.2 53.2 49.3 35.7 29.8 46.5 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Old : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 224: -342 -33 219 337 14 214 200: 10 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 27.1
Old : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 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 : 48: 20 11 9 9 11 31 29:
Old : 48: 20 11 9 9 11 31 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 : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
Old : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 367,566: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,874 108,660
Old : 367,566: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,874 108,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,867: 4,489 34 31 -11,936 -4,120 -7,416 -4,055: 4,549 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.5 0.0 57.2 40.9 85.1 70.4: 14.9 29.6
Old : 100.0: 27.8 29.5 0.0 57.2 40.9 85.1 70.4: 14.9 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 : 102: 13 27 2 45 42 60 69:
Old : 102: 13 27 2 45 42 60 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Old : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
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, July 12, 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 : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Old : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 17,921: 487 12,575 -150 12,063 684 12,400 13,109: 5,521 4,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
Old : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 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 : 94: 12 23 2 45 39 59 62:
Old : 94: 12 23 2 45 39 59 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 : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Old : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,853,596: 397,869 396,940 115,275 1,146,629 983,310 1,659,773 1,495,525: 193,823 358,071
Old : 1,853,596: 397,869 396,940 115,275 1,146,629 983,310 1,659,773 1,495,525: 193,823 358,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 30,185: -23,491 -13,706 36,107 39,697 30,223 52,313 52,624: -22,128 -22,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.4 6.2 61.9 53.0 89.5 80.7: 10.5 19.3
Old : 100.0: 21.5 21.4 6.2 61.9 53.0 89.5 80.7: 10.5 19.3
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 : 259: 45 69 44 85 114 156 201:
Old : 259: 45 69 44 85 114 156 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.0 53.3 30.8 32.3 18.1 44.2 26.4
Old : 37.2 20.0 53.3 30.8 32.3 18.1 44.2 26.4
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, July 12, 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 : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Old : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 30,479: -19,392 27,196 -9,431 69,196 8,571 40,373 26,336: -9,894 4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 20.9
Old : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 40 78 44 78 118 148 210:
Old : 261: 40 78 44 78 118 148 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 18.8 50.2 28.5 29.8 16.5 42.6 24.4
Old : 35.9 18.8 50.2 28.5 29.8 16.5 42.6 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,242,754: 185,738 278,257 12,827 887,925 661,334 1,086,490 952,418: 156,264 290,336
Old : 1,242,754: 185,738 278,257 12,827 887,925 661,334 1,086,490 952,418: 156,264 290,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 61,703: 26,884 43,202 436 43,767 -1,657 71,087 41,981: -9,384 19,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 22.4 1.0 71.4 53.2 87.4 76.6: 12.6 23.4
Old : 100.0: 14.9 22.4 1.0 71.4 53.2 87.4 76.6: 12.6 23.4
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: 41 34 14 65 78 111 121:
Old : 179: 41 34 14 65 78 111 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 24.1 44.5 35.5 31.7 23.4 42.6 34.3
Old : 32.5 24.1 44.5 35.5 31.7 23.4 42.6 34.3
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, July 12, 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 : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Old : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 41,149: -36,644 46,387 1,007 66,274 2,964 30,637 50,358: 10,512 -9,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 22.9
Old : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 22.9
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 : 173: 36 35 15 64 79 108 121:
Old : 173: 36 35 15 64 79 108 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 24.2 44.1 34.3 30.7 23.5 42.1 33.0
Old : 31.6 24.2 44.1 34.3 30.7 23.5 42.1 33.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 399,900: 86,615 56,432 37,299 209,496 267,931 333,410 361,662: 66,490 38,238
Old : 399,900: 86,615 56,432 37,299 209,496 267,931 333,410 361,662: 66,490 38,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 44,711: 13,086 6,037 5,599 20,531 22,658 39,216 34,294: 5,495 10,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.1 9.3 52.4 67.0 83.4 90.4: 16.6 9.6
Old : 100.0: 21.7 14.1 9.3 52.4 67.0 83.4 90.4: 16.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 28 27 26 51 44 95 81:
Old : 115: 28 27 26 51 44 95 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 36.4 39.6 47.5 20.0 29.4 27.9 38.6
Old : 28.5 36.4 39.6 47.5 20.0 29.4 27.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Old : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 11,420: 5,138 -2,321 -3,912 2,972 18,932 4,198 12,699: 7,222 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
Old : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 27 27 26 44 41 86 79:
Old : 110: 27 27 26 44 41 86 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 : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
Old : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,218: 6,802 4,719 1 15,431 16,830 22,234 21,550: 5,984 6,668
Old : 28,218: 6,802 4,719 1 15,431 16,830 22,234 21,550: 5,984 6,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -800: -43 -41 0 -120 -313 -163 -354: -637 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 16.7 0.0 54.7 59.6 78.8 76.4: 21.2 23.6
Old : 100.0: 24.1 16.7 0.0 54.7 59.6 78.8 76.4: 21.2 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 : 48: 13 8 1 18 10 32 18:
Old : 48: 13 8 1 18 10 32 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 : 34.7 48.3 50.8 64.7 34.7 47.2 50.8 63.6
Old : 34.7 48.3 50.8 64.7 34.7 47.2 50.8 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Old : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 798: 940 -348 0 -133 1,169 807 821: -9 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 24.5
Old : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 9 1 20 12 33 21:
Old : 51: 12 9 1 20 12 33 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 : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
Old : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 49,828: 8,566 25,119 527 29,790 13,507 38,883 39,153: 10,945 10,675
Old : 49,828: 8,566 25,119 527 29,790 13,507 38,883 39,153: 10,945 10,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,285: -1,038 707 -57 1,124 611 29 1,261: 1,256 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 50.4 1.1 59.8 27.1 78.0 78.6: 22.0 21.4
Old : 100.0: 17.2 50.4 1.1 59.8 27.1 78.0 78.6: 22.0 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 16 28 4 15 13 33 43:
Old : 69: 16 28 4 15 13 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 38.4 58.3 48.3 47.8 38.4 58.3 48.3
Old : 47.8 38.4 58.3 48.3 47.8 38.4 58.3 48.3
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, July 12, 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 : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Old : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,963: -3,633 275 124 8,550 3,589 5,041 3,988: -1,078 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 21.9
Old : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 31 4 14 13 33 47:
Old : 74: 18 31 4 14 13 33 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
Old : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Old : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -482: -212 -473 0 -193 -116 -405 -589: -77 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
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 : 58: 7 17 4 18 22 28 40:
Old : 58: 7 17 4 18 22 28 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 : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Old : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
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, July 12, 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 : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Old : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -27: 10 113 -5 30 -70 35 38: -62 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Old : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 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 : 59: 7 18 4 18 21 28 40:
Old : 59: 7 18 4 18 21 28 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 : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Old : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,076: 1,336 1,879 931 15,266 12,576 17,533 15,386: 4,543 6,690
Old : 22,076: 1,336 1,879 931 15,266 12,576 17,533 15,386: 4,543 6,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,468: -318 114 167 1,224 905 1,073 1,186: 395 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 8.5 4.2 69.2 57.0 79.4 69.7: 20.6 30.3
Old : 100.0: 6.1 8.5 4.2 69.2 57.0 79.4 69.7: 20.6 30.3
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 : 39: 6 5 8 25 18 34 28:
Old : 39: 6 5 8 25 18 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 29.9 59.7 50.1 44.0 26.7 57.7 43.8
Old : 44.0 29.9 59.7 50.1 44.0 26.7 57.7 43.8
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, July 12, 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 : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Old : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 553: 219 57 -14 176 1,024 381 1,067: 172 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
Old : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 7 7 24 15 32 26:
Old : 39: 5 7 7 24 15 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
Old : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 99,342: 12,826 26,247 26,725 48,207 21,609 87,758 74,581: 11,584 24,761
Old : 80,771: 11,485 27,511 19,985 41,548 15,329 73,018 62,825: 7,753 17,946
Other: 18,571: 6,066 3,461 2,015 6,659 6,280 14,740 11,756: 3,831 6,815
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,371: 314 -279 4,944 -736 -701 4,522 3,964: -151 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 26.4 26.9 48.5 21.8 88.3 75.1: 11.7 24.9
Old : 100.0: 14.2 34.1 24.7 51.4 19.0 90.4 77.8: 9.6 22.2
Other: 100.0: 32.7 18.6 10.9 35.9 33.8 79.4 63.3: 20.6 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 33 57 43 20 29 86 106:
Old : 141: 32 60 33 18 29 75 104:
Other: 56: 18 13 5 9 19 30 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 19.7 46.5 30.7 29.5 13.4 43.6 20.7
Old : 36.2 20.7 54.3 31.7 36.2 12.6 50.6 21.6
Other: 43.0 31.5 62.2 40.9 41.6 22.6 58.0 31.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,971: 12,512 26,526 21,781 48,943 22,310 83,236 70,617: 11,735 24,354
Old : 77,333: 11,082 27,203 15,513 42,204 16,842 68,799 59,558: 8,534 17,775
Other: 17,638: 5,610 3,503 2,088 6,739 5,468 14,437 11,059: 3,201 6,579
: : :
: : Changes in Commitments from: July 5, 2005 :
: -951: 1,096 137 897 -394 493 1,599 1,527: -2,550 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.9 22.9 51.5 23.5 87.6 74.4: 12.4 25.6
Old : 100.0: 14.3 35.2 20.1 54.6 21.8 89.0 77.0: 11.0 23.0
Other: 100.0: 31.8 19.9 11.8 38.2 31.0 81.9 62.7: 18.1 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 50 39 18 26 80 104:
Old : 137: 39 53 33 17 26 74 101:
Other: 54: 14 18 5 7 18 26 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.2 48.3 29.7 31.0 14.3 45.7 21.9
Old : 38.0 18.8 55.1 30.3 38.0 13.7 52.6 23.6
Other: 46.2 31.0 67.0 41.5 44.8 22.2 61.4 30.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,406: 505 946 70 712 444 1,287 1,460: 1,119 946
Old : 2,162: 517 969 25 601 381 1,143 1,375: 1,019 787
Other: 244: 33 22 0 111 63 144 85: 100 159
: : :
: : Changes in Commitments from: July 12, 2005 :
: -305: -66 -78 -29 -10 -159 -105 -266: -200 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 39.3 2.9 29.6 18.5 53.5 60.7: 46.5 39.3
Old : 100.0: 23.9 44.8 1.2 27.8 17.6 52.9 63.6: 47.1 36.4
Other: 100.0: 13.5 9.0 0.0 45.5 25.8 59.0 34.8: 41.0 65.2
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 10 12 4 9 5 21 19:
Old : 32: 10 12 1 9 4 20 16:
Other: 13: 2 4 0 4 3 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 37.9 38.9 50.5 26.4 36.7 35.2 47.2
Old : 28.6 39.7 39.2 53.8 25.2 39.7 35.8 51.5
Other: 51.2 32.0 59.0 34.8 51.2 32.0 59.0 34.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,711: 571 1,024 99 722 603 1,392 1,726: 1,319 985
Old : 2,492: 580 1,042 54 636 550 1,270 1,646: 1,222 846
Other: 219: 26 17 10 86 53 122 80: 97 139
: : :
: : Changes in Commitments from: July 5, 2005 :
: -130: -27 135 -72 -60 -35 -159 28: 29 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 37.8 3.7 26.6 22.2 51.3 63.7: 48.7 36.3
Old : 100.0: 23.3 41.8 2.2 25.5 22.1 51.0 66.1: 49.0 33.9
Other: 100.0: 11.9 7.8 4.6 39.3 24.2 55.7 36.5: 44.3 63.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 18 6 8 5 24 24:
Old : 38: 11 18 4 8 4 23 22:
Other: 14: 4 3 1 3 4 7 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 : 28.5 36.4 37.4 47.5 25.7 34.5 34.2 43.7
Old : 27.4 38.0 37.1 49.9 24.4 36.6 34.1 46.5
Other: 46.6 31.5 55.7 36.5 46.6 28.8 51.1 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 142,552: 31,344 37,663 16,598 74,679 58,532 122,621 112,793: 19,931 29,759
Old : 142,552: 31,344 37,663 16,598 74,679 58,532 122,621 112,793: 19,931 29,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,619: 2,232 55 2,913 2,192 3,713 7,337 6,681: 282 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.4 11.6 52.4 41.1 86.0 79.1: 14.0 20.9
Old : 100.0: 22.0 26.4 11.6 52.4 41.1 86.0 79.1: 14.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 56 69 59 62 87 144 198:
Old : 238: 56 69 59 62 87 144 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 10.9 41.5 19.4 25.6 10.9 40.6 19.0
Old : 25.7 10.9 41.5 19.4 25.6 10.9 40.6 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Old : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 10,280: -548 3,458 2,811 3,263 203 5,526 6,472: 4,754 3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
Old : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 49 67 56 57 76 134 185:
Old : 227: 49 67 56 57 76 134 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
Old : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,216: 969 820 21 833 1,067 1,823 1,908: 1,393 1,308
Old : 3,216: 969 820 21 833 1,067 1,823 1,908: 1,393 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -380: 92 -122 -93 -149 19 -150 -196: -230 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.5 0.7 25.9 33.2 56.7 59.3: 43.3 40.7
Old : 100.0: 30.1 25.5 0.7 25.9 33.2 56.7 59.3: 43.3 40.7
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 : 34: 9 8 4 12 8 22 19:
Old : 34: 9 8 4 12 8 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 37.4 40.6 50.5 25.9 36.8 40.3 48.1
Old : 25.9 37.4 40.6 50.5 25.9 36.8 40.3 48.1
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, July 12, 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 : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Old : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 188: -10 141 12 -222 -384 -220 -231: 408 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
Old : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
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 : 39: 7 14 2 14 9 22 24:
Old : 39: 7 14 2 14 9 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 : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
Old : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,722: 7,680 3,956 3,309 7,900 5,206 18,889 12,471: 4,833 11,251
Old : 23,722: 7,680 3,956 3,309 7,900 5,206 18,889 12,471: 4,833 11,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -124: -2,270 218 758 977 496 -535 1,472: 411 -1,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 16.7 13.9 33.3 21.9 79.6 52.6: 20.4 47.4
Old : 100.0: 32.4 16.7 13.9 33.3 21.9 79.6 52.6: 20.4 47.4
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 : 122: 35 26 25 34 41 84 80:
Old : 122: 35 26 25 34 41 84 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 : 19.4 17.3 29.7 25.9 14.7 14.8 24.6 20.5
Old : 19.4 17.3 29.7 25.9 14.7 14.8 24.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Old : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,201: 932 -4 771 -529 13 1,174 780: 27 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
Old : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
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 : 127: 43 21 26 30 39 89 73:
Old : 127: 43 21 26 30 39 89 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 13.9 27.3 21.2 15.0 13.5 25.7 18.7
Old : 16.6 13.9 27.3 21.2 15.0 13.5 25.7 18.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 91,255: 35,684 9,859 543 23,890 65,844 60,117 76,246: 31,138 15,009
Old : 91,255: 35,684 9,859 543 23,890 65,844 60,117 76,246: 31,138 15,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -168: 402 -2,220 3 -1,153 3,197 -748 980: 580 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 10.8 0.6 26.2 72.2 65.9 83.6: 34.1 16.4
Old : 100.0: 39.1 10.8 0.6 26.2 72.2 65.9 83.6: 34.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 29 7 2 21 24 50 33:
Old : 73: 29 7 2 21 24 50 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 35.0 32.6 55.4 18.5 35.0 30.9 55.0
Old : 18.5 35.0 32.6 55.4 18.5 35.0 30.9 55.0
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, July 12, 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 : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Old : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 21,349: 15,918 -3,197 0 2,859 24,629 18,777 21,432: 2,572 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
Old : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 11 1 22 24 46 36:
Old : 73: 24 11 1 22 24 46 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 : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
Old : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,416: 6,019 42,511 1 59,067 7,684 65,087 50,196: 7,329 22,220
Old : 72,416: 6,019 42,511 1 59,067 7,684 65,087 50,196: 7,329 22,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,891: 3,028 1,572 1 1,145 1,479 4,174 3,052: -1,283 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 58.7 0.0 81.6 10.6 89.9 69.3: 10.1 30.7
Old : 100.0: 8.3 58.7 0.0 81.6 10.6 89.9 69.3: 10.1 30.7
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 : 42: 2 27 1 9 8 11 36:
Old : 42: 2 27 1 9 8 11 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 : 69.0 28.4 89.8 40.5 69.0 28.4 89.1 40.5
Old : 69.0 28.4 89.8 40.5 69.0 28.4 89.1 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Old : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,265: 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823: 455 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
Old : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 23 0 7 6 8 29:
Old : 35: 1 23 0 7 6 8 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 : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
Old : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 94,641: 74,606 4,382 240 11,198 84,265 86,044 88,887: 8,597 5,754
Old : 94,641: 74,606 4,382 240 11,198 84,265 86,044 88,887: 8,597 5,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,703: -4,581 -509 75 -1,173 -5,243 -5,679 -5,677: -24 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.6 0.3 11.8 89.0 90.9 93.9: 9.1 6.1
Old : 100.0: 78.8 4.6 0.3 11.8 89.0 90.9 93.9: 9.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 63 6 2 15 14 78 22:
Old : 95: 63 6 2 15 14 78 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 : 29.5 69.8 44.4 86.7 29.5 69.2 44.4 86.1
Old : 29.5 69.8 44.4 86.7 29.5 69.2 44.4 86.1
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, July 12, 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 : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Old : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,267: -3,329 527 5 -1,319 -5,019 -4,643 -4,487: 376 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 5.8
Old : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 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 : 99: 61 8 1 16 17 78 26:
Old : 99: 61 8 1 16 17 78 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
Old : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,596: 11,268 36,892 10 48,718 21,784 59,996 58,686: 17,600 18,910
Old : 77,596: 11,268 36,892 10 48,718 21,784 59,996 58,686: 17,600 18,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,479: 2,201 5,244 0 701 -508 2,902 4,736: 577 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 47.5 0.0 62.8 28.1 77.3 75.6: 22.7 24.4
Old : 100.0: 14.5 47.5 0.0 62.8 28.1 77.3 75.6: 22.7 24.4
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 : 65: 10 24 1 18 20 29 44:
Old : 65: 10 24 1 18 20 29 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 29.6 56.8 41.0 38.5 29.6 52.5 40.6
Old : 42.8 29.6 56.8 41.0 38.5 29.6 52.5 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Old : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 899: -1,923 244 10 5,954 -1,055 4,041 -801: -3,142 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 27.2
Old : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 23 1 18 18 25 41:
Old : 59: 6 23 1 18 18 25 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 : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
Old : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 168,697: 9,165 68,221 476 133,055 67,280 142,696 135,977: 26,001 32,720
Old : 168,697: 9,165 68,221 476 133,055 67,280 142,696 135,977: 26,001 32,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,738: -1,665 -5,685 -1,068 6,686 10,416 3,953 3,663: 1,785 2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 40.4 0.3 78.9 39.9 84.6 80.6: 15.4 19.4
Old : 100.0: 5.4 40.4 0.3 78.9 39.9 84.6 80.6: 15.4 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 : 93: 14 38 3 26 24 41 64:
Old : 93: 14 38 3 26 24 41 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 33.6 64.8 47.7 36.9 25.5 53.4 37.3
Old : 41.7 33.6 64.8 47.7 36.9 25.5 53.4 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Old : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 6,442: -749 10,141 521 6,010 -4,504 5,782 6,158: 660 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
Old : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
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 : 89: 16 36 5 25 22 44 60:
Old : 89: 16 36 5 25 22 44 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
Old : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 143,052: 23,055 34,925 293 74,964 60,278 98,312 95,496: 44,740 47,556
Old : 143,052: 23,055 34,925 293 74,964 60,278 98,312 95,496: 44,740 47,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,766: -1,212 2,810 -192 2,034 1,150 630 3,768: 2,136 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 24.4 0.2 52.4 42.1 68.7 66.8: 31.3 33.2
Old : 100.0: 16.1 24.4 0.2 52.4 42.1 68.7 66.8: 31.3 33.2
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 : 98: 25 31 5 27 28 54 62:
Old : 98: 25 31 5 27 28 54 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 : 30.9 22.4 45.5 33.3 27.7 21.0 42.2 31.6
Old : 30.9 22.4 45.5 33.3 27.7 21.0 42.2 31.6
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, July 12, 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 : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Old : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -8,674: 1,248 -15,776 -1,208 -610 12,982 -570 -4,002: -8,104 -4,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
Old : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
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 : 95: 25 29 5 26 28 53 60:
Old : 95: 25 29 5 26 28 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
Old : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Old : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -24,172: -14,089 -166 310 -6,344 -17,523 -20,123 -17,379: -4,049 -6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Old : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 10 15 13 17:
Old : 24: 3 1 1 10 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Old : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Old : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -299: -1,587 245 -245 291 -3,814 -1,541 -3,814: 1,242 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Old : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 9 15 12 17:
Old : 22: 3 1 1 9 15 12 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 : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
Old : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,318,861: 772,012 911,185 806,329 4,903,921 4,160,089 6,482,262 5,877,603: 836,599 1,441,258
Old : 7,318,861: 772,012 911,185 806,329 4,903,921 4,160,089 6,482,262 5,877,603: 836,599 1,441,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,781: 31,264 179,065 4,652 34,078 -71,322 69,994 112,395: -81,775 -124,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.4 11.0 67.0 56.8 88.6 80.3: 11.4 19.7
Old : 100.0: 10.5 12.4 11.0 67.0 56.8 88.6 80.3: 11.4 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 : 259: 44 66 83 126 137 216 243:
Old : 259: 44 66 83 126 137 216 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 12.9 47.7 22.2 30.5 10.1 42.4 17.3
Old : 31.4 12.9 47.7 22.2 30.5 10.1 42.4 17.3
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, July 12, 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 : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Old : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -229,572: -37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944: -22,296 -31,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
Old : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 43 61 82 122 133 213 234:
Old : 250: 43 61 82 122 133 213 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
Old : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 656,661: 56,475 42,991 4,555 468,997 504,548 530,027 552,094: 126,634 104,567
Old : 656,661: 56,475 42,991 4,555 468,997 504,548 530,027 552,094: 126,634 104,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,458: 2,725 -363 -1,351 -5,735 -4,001 -4,361 -5,715: 1,903 3,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.5 0.7 71.4 76.8 80.7 84.1: 19.3 15.9
Old : 100.0: 8.6 6.5 0.7 71.4 76.8 80.7 84.1: 19.3 15.9
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 : 178: 34 26 14 86 63 129 94:
Old : 178: 34 26 14 86 63 129 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.0 30.5 49.8 20.9 34.2 30.5 48.9
Old : 21.0 35.0 30.5 49.8 20.9 34.2 30.5 48.9
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, July 12, 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 : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Old : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,642: 3,106 -4,192 1,468 269 -4,063 4,843 -6,787: -3,201 8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
Old : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
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 : 178: 32 28 18 84 63 128 98:
Old : 178: 32 28 18 84 63 128 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.0 30.4 49.5 20.8 34.2 30.4 48.7
Old : 20.9 35.0 30.4 49.5 20.8 34.2 30.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 948,367: 136,355 238,163 6,976 472,874 607,771 616,205 852,910: 332,162 95,457
Old : 948,367: 136,355 238,163 6,976 472,874 607,771 616,205 852,910: 332,162 95,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,639: 19,321 -12,196 -4,786 -34,025 20,074 -19,490 3,092: 17,851 -4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.1 0.7 49.9 64.1 65.0 89.9: 35.0 10.1
Old : 100.0: 14.4 25.1 0.7 49.9 64.1 65.0 89.9: 35.0 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 : 178: 36 55 15 53 59 99 119:
Old : 178: 36 55 15 53 59 99 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.9 31.8 41.8 18.0 24.7 25.6 36.2
Old : 22.0 27.9 31.8 41.8 18.0 24.7 25.6 36.2
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, July 12, 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 : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Old : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 91,839: -30,464 50,088 946 65,155 38,750 35,637 89,784: 56,202 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 10.5
Old : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 10.5
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 : 186: 34 60 19 59 59 107 124:
Old : 186: 34 60 19 59 59 107 124:
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 : 23.5 27.7 33.0 41.9 18.5 23.8 25.7 34.6
Old : 23.5 27.7 33.0 41.9 18.5 23.8 25.7 34.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Old : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4: 0 -16 0 18 3 18 -13: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Old : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 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 : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Old : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
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, July 12, 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 : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Old : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -172: -212 -5 0 59 -5 -153 -10: -19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Old : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 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 : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Old : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Old : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -729: 353 292 -123 -960 -1,048 -730 -879: 1 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Old : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 3 0 16 19 24 22:
Old : 40: 8 3 0 16 19 24 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 : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Old : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
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, July 12, 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 : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Old : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 442: -892 275 0 868 -69 -24 206: 466 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Old : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 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 : 39: 7 2 1 16 20 23 23:
Old : 39: 7 2 1 16 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
Old : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,712: 7,370 7,104 0 26,167 31,857 33,537 38,961: 14,175 8,751
Old : 47,712: 7,370 7,104 0 26,167 31,857 33,537 38,961: 14,175 8,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,669: 921 -1,681 0 -180 -938 741 -2,619: -3,410 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 14.9 0.0 54.8 66.8 70.3 81.7: 29.7 18.3
Old : 100.0: 15.4 14.9 0.0 54.8 66.8 70.3 81.7: 29.7 18.3
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 : 69: 12 12 0 28 22 40 34:
Old : 69: 12 12 0 28 22 40 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 : 22.5 41.0 34.7 55.6 21.0 35.4 32.0 49.6
Old : 22.5 41.0 34.7 55.6 21.0 35.4 32.0 49.6
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, July 12, 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 : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Old : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 342: -433 719 0 791 2 358 721: -16 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
Old : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 11 11 0 30 22 41 33:
Old : 68: 11 11 0 30 22 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 40.4 32.4 56.9 19.8 36.4 30.6 51.9
Old : 20.5 40.4 32.4 56.9 19.8 36.4 30.6 51.9
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 266,459: 99,804 72,397 1,791 144,453 158,689 246,048 232,877: 20,411 33,582
Old : 266,459: 99,804 72,397 1,791 144,453 158,689 246,048 232,877: 20,411 33,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,744: 28,170 -3,377 -1,240 -16,376 37,378 10,554 32,761: -2,810 -25,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 27.2 0.7 54.2 59.6 92.3 87.4: 7.7 12.6
Old : 100.0: 37.5 27.2 0.7 54.2 59.6 92.3 87.4: 7.7 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 : 190: 70 54 9 35 42 110 100:
Old : 190: 70 54 9 35 42 110 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 29.8 51.8 40.4 35.2 25.0 43.2 34.3
Old : 40.2 29.8 51.8 40.4 35.2 25.0 43.2 34.3
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, July 12, 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 : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Old : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,713: -10,003 -33,155 1,208 26,841 44,875 18,046 12,928: 667 5,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 22.7
Old : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 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 : 187: 65 56 10 38 40 109 100:
Old : 187: 65 56 10 38 40 109 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
Old : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 63,659: 16,209 9,453 7 32,041 38,703 48,257 48,163: 15,402 15,496
Old : 63,659: 16,209 9,453 7 32,041 38,703 48,257 48,163: 15,402 15,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -831: -1,659 141 0 2,823 -880 1,164 -739: -1,995 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.8 0.0 50.3 60.8 75.8 75.7: 24.2 24.3
Old : 100.0: 25.5 14.8 0.0 50.3 60.8 75.8 75.7: 24.2 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 9 1 16 16 24 25:
Old : 42: 7 9 1 16 16 24 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 : 49.8 33.9 62.3 52.4 49.7 33.1 62.2 51.6
Old : 49.8 33.9 62.3 52.4 49.7 33.1 62.2 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Old : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,121: 1,334 1,348 7 3,762 -655 5,103 700: -982 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
Old : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
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 : 44: 8 9 1 16 17 25 26:
Old : 44: 8 9 1 16 17 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 : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
Old : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,274: 778 4,244 0 23,431 19,290 24,209 23,534: 5,065 5,740
Old : 29,274: 778 4,244 0 23,431 19,290 24,209 23,534: 5,065 5,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 189: -22 194 0 94 -1,607 72 -1,413: 117 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Old : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 10 0 28 21 31 31:
Old : 53: 3 10 0 28 21 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Old : 50.6 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Old : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -153: -79 -269 0 -128 2,419 -207 2,150: 54 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
Old : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
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 : 53: 3 9 0 28 22 31 31:
Old : 53: 3 9 0 28 22 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
Old : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 224,709: 26,083 43,567 880 184,792 170,003 211,755 214,450: 12,954 10,259
Old : 224,709: 26,083 43,567 880 184,792 170,003 211,755 214,450: 12,954 10,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,726: -947 -226 -187 -1,320 275 -2,454 -138: -272 -2,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.4 0.4 82.2 75.7 94.2 95.4: 5.8 4.6
Old : 100.0: 11.6 19.4 0.4 82.2 75.7 94.2 95.4: 5.8 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 : 127: 26 36 5 35 47 63 86:
Old : 127: 26 36 5 35 47 63 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 35.7 66.8 51.7 52.0 33.5 60.8 48.4
Old : 56.7 35.7 66.8 51.7 52.0 33.5 60.8 48.4
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, July 12, 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 : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Old : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -12,765: 2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126: -771 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
Old : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 23 41 6 35 49 61 93:
Old : 129: 23 41 6 35 49 61 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 : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
Old : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 37,610: 13,414 7,083 411 12,320 21,970 26,145 29,464: 11,465 8,146
Old : 37,610: 13,414 7,083 411 12,320 21,970 26,145 29,464: 11,465 8,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,446: 1,352 1,146 -19 972 730 2,305 1,857: 141 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 18.8 1.1 32.8 58.4 69.5 78.3: 30.5 21.7
Old : 100.0: 35.7 18.8 1.1 32.8 58.4 69.5 78.3: 30.5 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 27 13 3 16 20 44 35:
Old : 74: 27 13 3 16 20 44 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 : 21.1 39.7 32.7 50.2 21.1 39.1 32.7 49.7
Old : 21.1 39.7 32.7 50.2 21.1 39.1 32.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Old : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,186: 479 483 40 1,704 2,055 2,223 2,578: 963 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
Old : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 24 13 3 16 19 41 34:
Old : 70: 24 13 3 16 19 41 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 39.8 33.3 49.4 20.5 39.3 33.3 48.7
Old : 20.5 39.8 33.3 49.4 20.5 39.3 33.3 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Old : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,938: 628 -200 70 2,733 3,494 3,431 3,364: 1,507 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Old : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
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 : 20: 9 0 1 9 3 18 4:
Old : 20: 9 0 1 9 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Old : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 28,959: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,410 4,148
Old : 28,959: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,410 4,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 624: -142 55 -334 981 339 505 60: 119 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Old : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
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 : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.9 51.7 43.5 67.0 14.1 31.4 18.8 38.9
Old : 28.9 51.7 43.5 67.0 14.1 31.4 18.8 38.9
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, July 12, 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 : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Old : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -583: 0 -496 -253 -301 192 -554 -557: -29 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Old : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 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 : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Old : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 128,213: 43,198 21,296 13,183 38,382 80,908 94,763 115,387: 33,450 12,826
Old : 128,213: 43,198 21,296 13,183 38,382 80,908 94,763 115,387: 33,450 12,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,934: 1,447 2,405 2,404 1,098 92 4,949 4,901: -15 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 16.6 10.3 29.9 63.1 73.9 90.0: 26.1 10.0
Old : 100.0: 33.7 16.6 10.3 29.9 63.1 73.9 90.0: 26.1 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 : 166: 91 32 28 24 31 124 84:
Old : 166: 91 32 28 24 31 124 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 29.8 35.8 48.3 14.2 25.2 20.9 38.6
Old : 25.8 29.8 35.8 48.3 14.2 25.2 20.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 12, 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 : 123,279: 41,751 18,891 10,779 37,284 80,816 89,814 110,486: 33,465 12,793
Old : 123,279: 41,751 18,891 10,779 37,284 80,816 89,814 110,486: 33,465 12,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 655: -1,135 562 510 2,263 -715 1,638 357: -983 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.3 8.7 30.2 65.6 72.9 89.6: 27.1 10.4
Old : 100.0: 33.9 15.3 8.7 30.2 65.6 72.9 89.6: 27.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 91 26 27 23 33 121 81:
Old : 160: 91 26 27 23 33 121 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.3 36.1 51.2 14.1 25.9 20.4 40.1
Old : 25.9 32.3 36.1 51.2 14.1 25.9 20.4 40.1
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 111,141: 39,644 22,767 17,077 38,690 57,185 95,411 97,029: 15,730 14,112
Old : 111,141: 39,644 22,767 17,077 38,690 57,185 95,411 97,029: 15,730 14,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,735: 2,922 1,126 971 -353 1,531 3,540 3,628: 1,195 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 20.5 15.4 34.8 51.5 85.8 87.3: 14.2 12.7
Old : 100.0: 35.7 20.5 15.4 34.8 51.5 85.8 87.3: 14.2 12.7
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 : 187: 64 61 47 43 40 144 121:
Old : 187: 64 61 47 43 40 144 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 36.2 35.0 48.1 22.7 31.7 32.7 43.6
Old : 22.8 36.2 35.0 48.1 22.7 31.7 32.7 43.6
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, July 12, 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 : 106,406: 36,722 21,641 16,106 39,043 55,654 91,871 93,401: 14,535 13,005
Old : 106,406: 36,722 21,641 16,106 39,043 55,654 91,871 93,401: 14,535 13,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,324: 3,199 1,475 1,267 -712 1,519 3,754 4,261: 570 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 20.3 15.1 36.7 52.3 86.3 87.8: 13.7 12.2
Old : 100.0: 34.5 20.3 15.1 36.7 52.3 86.3 87.8: 13.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 60 62 47 45 41 143 121:
Old : 184: 60 62 47 45 41 143 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 35.0 35.5 48.5 23.2 31.4 33.7 44.5
Old : 23.4 35.0 35.5 48.5 23.2 31.4 33.7 44.5
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 270,001: 116,572 62,461 23,347 75,991 160,039 215,910 245,847: 54,091 24,154
Old : 270,001: 116,572 62,461 23,347 75,991 160,039 215,910 245,847: 54,091 24,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 110: -8,013 11,598 -185 9,853 -17,007 1,655 -5,594: -1,545 5,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 23.1 8.6 28.1 59.3 80.0 91.1: 20.0 8.9
Old : 100.0: 43.2 23.1 8.6 28.1 59.3 80.0 91.1: 20.0 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 127 59 41 42 43 187 131:
Old : 248: 127 59 41 42 43 187 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 34.7 52.9 21.5 33.1 26.4 46.0
Old : 27.1 35.9 34.7 52.9 21.5 33.1 26.4 46.0
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, July 12, 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 : 269,891: 124,585 50,863 23,532 66,138 177,046 214,255 251,441: 55,636 18,450
Old : 269,891: 124,585 50,863 23,532 66,138 177,046 214,255 251,441: 55,636 18,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -11,295: -22,148 9,004 -247 11,391 -18,042 -11,004 -9,285: -291 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 18.8 8.7 24.5 65.6 79.4 93.2: 20.6 6.8
Old : 100.0: 46.2 18.8 8.7 24.5 65.6 79.4 93.2: 20.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 123 50 39 40 42 181 118:
Old : 235: 123 50 39 40 42 181 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 39.2 33.0 57.4 21.1 36.4 26.2 50.7
Old : 24.6 39.2 33.0 57.4 21.1 36.4 26.2 50.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Old : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -932: -1,538 2 32 222 -1,278 -1,284 -1,244: 352 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Old : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 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 : 41: 23 2 10 6 6 38 17:
Old : 41: 23 2 10 6 6 38 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 : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Old : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Old : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 459: 254 228 19 112 -69 385 178: 74 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
Old : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 2 10 6 6 37 17:
Old : 40: 22 2 10 6 6 37 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
Old : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 83,964: 21,208 6,664 1,277 45,053 56,984 67,538 64,925: 16,426 19,039
Old : 83,069: 21,025 6,739 1,178 44,506 56,442 66,709 64,359: 16,360 18,710
Other: 895: 282 24 0 547 542 829 566: 66 329
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,510: 1,551 -368 -771 2,543 5,464 3,323 4,325: 187 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 7.9 1.5 53.7 67.9 80.4 77.3: 19.6 22.7
Old : 100.0: 25.3 8.1 1.4 53.6 67.9 80.3 77.5: 19.7 22.5
Other: 100.0: 31.5 2.7 0.0 61.1 60.6 92.6 63.2: 7.4 36.8
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 39 15 10 44 56 89 75:
Old : 130: 40 14 10 44 56 89 75:
Other: 36: 3 4 0 4 26 7 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 : 30.1 32.4 39.2 42.9 24.4 29.7 32.6 36.9
Old : 30.1 32.7 39.2 43.1 24.3 30.0 32.5 37.1
Other: 77.3 32.8 92.6 48.7 77.3 29.8 89.6 45.7
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 80,454: 19,657 7,032 2,048 42,510 51,520 64,215 60,600: 16,239 19,854
Old : 79,757: 19,517 7,044 2,018 42,029 51,120 63,564 60,182: 16,193 19,575
Other: 697: 170 18 0 481 400 651 418: 46 279
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,132: -940 -105 -969 5,813 5,360 3,904 4,286: 228 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.7 2.5 52.8 64.0 79.8 75.3: 20.2 24.7
Old : 100.0: 24.5 8.8 2.5 52.7 64.1 79.7 75.5: 20.3 24.5
Other: 100.0: 24.4 2.6 0.0 69.0 57.4 93.4 60.0: 6.6 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 36 17 13 44 47 88 70:
Old : 121: 36 17 13 44 47 88 70:
Other: 27: 3 2 0 4 19 7 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 : 29.4 34.5 38.5 45.6 22.3 26.2 29.8 34.4
Old : 29.2 34.7 38.4 45.7 22.5 26.4 30.0 35.1
Other: 85.1 43.3 93.4 51.9 85.1 40.6 90.7 49.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 25,702: 2,428 1,241 677 17,004 16,963 20,109 18,881: 5,593 6,821
Old : 25,612: 2,428 1,246 672 17,002 16,953 20,102 18,871: 5,510 6,741
Other: 90: 5 0 0 2 10 7 10: 83 80
: : :
: : Changes in Commitments from: July 12, 2005 :
: -410: -12 -282 321 -869 -283 -560 -244: 150 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.8 2.6 66.2 66.0 78.2 73.5: 21.8 26.5
Old : 100.0: 9.5 4.9 2.6 66.4 66.2 78.5 73.7: 21.5 26.3
Other: 100.0: 5.6 0.0 0.0 2.2 11.1 7.8 11.1: 92.2 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 8 5 22 20 33 29:
Old : 44: 7 8 5 22 20 33 29:
Other: 5: 1 0 0 1 3 2 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 : 43.3 50.8 56.5 59.9 43.0 45.5 53.8 53.6
Old : 43.4 50.9 56.7 60.1 43.2 45.6 54.0 53.7
Other: 7.8 11.1 7.8 11.1 7.8 11.1 7.8 11.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 26,112: 2,440 1,523 356 17,873 17,246 20,669 19,125: 5,443 6,987
Old : 26,044: 2,420 1,523 356 17,873 17,242 20,649 19,121: 5,395 6,923
Other: 68: 20 0 0 0 4 20 4: 48 64
: : :
: : Changes in Commitments from: July 5, 2005 :
: 208: 45 -21 103 -391 288 -243 370: 451 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.8 1.4 68.4 66.0 79.2 73.2: 20.8 26.8
Old : 100.0: 9.3 5.8 1.4 68.6 66.2 79.3 73.4: 20.7 26.6
Other: 100.0: 29.4 0.0 0.0 0.0 5.9 29.4 5.9: 70.6 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 5 3 20 19 29 26:
Old : 41: 7 5 3 20 19 29 26:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 49.2 61.1 59.4 47.8 44.9 58.5 53.5
Old : 48.0 49.4 61.2 59.5 48.0 45.0 58.7 53.6
Other: 29.4 5.9 29.4 5.9 29.4 5.9 29.4 5.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 92,001: 20,603 23,421 2,427 57,148 56,575 80,178 82,423: 11,823 9,578
Old : 91,535: 20,678 23,538 2,222 56,845 56,349 79,745 82,109: 11,790 9,426
Other: 466: 130 88 0 303 226 433 314: 33 152
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,770: 348 8,004 -1,034 1,935 -6,798 1,249 172: 521 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 25.5 2.6 62.1 61.5 87.1 89.6: 12.9 10.4
Old : 100.0: 22.6 25.7 2.4 62.1 61.6 87.1 89.7: 12.9 10.3
Other: 100.0: 27.9 18.9 0.0 65.0 48.5 92.9 67.4: 7.1 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 57 57 32 51 45 129 115:
Old : 182: 56 58 30 51 45 128 114:
Other: 12: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 39.3 40.2 48.1 27.9 35.9 40.1 44.1
Old : 28.0 39.4 40.4 48.4 28.0 36.1 40.3 44.3
Other: 85.8 62.0 92.9 67.4 85.8 62.0 92.9 67.4
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 90,231: 20,255 15,417 3,461 55,213 63,373 78,929 82,251: 11,302 7,980
Old : 89,925: 20,269 15,417 3,381 55,004 63,276 78,654 82,074: 11,271 7,851
Other: 306: 66 80 0 209 97 275 177: 31 129
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,698: -1,655 420 261 76 -2,898 -1,318 -2,217: -380 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.1 3.8 61.2 70.2 87.5 91.2: 12.5 8.8
Old : 100.0: 22.5 17.1 3.8 61.2 70.4 87.5 91.3: 12.5 8.7
Other: 100.0: 21.6 26.1 0.0 68.3 31.7 89.9 57.8: 10.1 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 53 49 40 47 45 130 110:
Old : 174: 53 49 39 46 45 129 109:
Other: 11: 1 1 0 4 5 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 43.4 40.9 53.0 28.5 40.6 40.8 48.0
Old : 28.6 43.6 41.0 53.2 28.6 40.7 40.9 48.2
Other: 88.9 49.7 89.9 57.8 88.9 49.7 89.9 57.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 32,314: 14,321 2,163 1,570 12,099 26,827 27,990 30,560: 4,324 1,754
Old : 30,527: 13,971 2,624 824 11,609 25,396 26,404 28,844: 4,123 1,683
Other: 1,787: 877 66 219 490 1,431 1,586 1,716: 201 71
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,823: -2,819 -768 -323 1,640 -899 -1,502 -1,990: -321 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.7 4.9 37.4 83.0 86.6 94.6: 13.4 5.4
Old : 100.0: 45.8 8.6 2.7 38.0 83.2 86.5 94.5: 13.5 5.5
Other: 100.0: 49.1 3.7 12.3 27.4 80.1 88.8 96.0: 11.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 57 11 17 19 18 83 40:
Old : 98: 55 14 13 18 17 78 39:
Other: 23: 12 3 5 4 5 19 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 : 28.1 59.9 42.0 77.6 24.5 52.1 36.6 68.5
Old : 28.7 61.0 42.9 77.5 24.9 52.8 37.2 68.4
Other: 47.8 83.4 70.8 93.8 45.6 79.4 66.8 83.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 34,137: 17,140 2,931 1,893 10,459 27,726 29,492 32,550: 4,645 1,587
Old : 32,561: 16,968 3,680 939 10,176 26,402 28,083 31,021: 4,478 1,540
Other: 1,576: 972 51 154 283 1,324 1,409 1,529: 167 47
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,271: 1,477 -1,140 166 1,306 4,108 2,949 3,134: 322 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 8.6 5.5 30.6 81.2 86.4 95.4: 13.6 4.6
Old : 100.0: 52.1 11.3 2.9 31.3 81.1 86.2 95.3: 13.8 4.7
Other: 100.0: 61.7 3.2 9.8 18.0 84.0 89.4 97.0: 10.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 66 19 20 13 18 95 43:
Old : 111: 64 22 12 12 17 86 42:
Other: 24: 14 2 6 4 5 20 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 : 24.6 55.8 39.1 75.5 23.2 50.0 35.8 68.8
Old : 25.4 56.3 40.2 75.2 23.9 50.2 36.7 68.7
Other: 43.1 85.6 67.9 94.5 40.7 83.2 64.1 87.0
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 127,143: 23,761 24,726 2,440 92,410 94,779 118,611 121,945: 8,532 5,198
Old : 43,297: 13,057 22,887 292 23,457 16,173 36,806 39,352: 6,491 3,945
Other: 83,846: 12,318 3,453 534 68,953 78,606 81,805 82,593: 2,041 1,253
: : :
: : Changes in Commitments from: July 12, 2005 :
: 640: 104 1,612 -445 125 -1,301 -216 -134: 856 774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.4 1.9 72.7 74.5 93.3 95.9: 6.7 4.1
Old : 100.0: 30.2 52.9 0.7 54.2 37.4 85.0 90.9: 15.0 9.1
Other: 100.0: 14.7 4.1 0.6 82.2 93.8 97.6 98.5: 2.4 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 47 48 16 51 37 107 96:
Old : 153: 50 43 2 42 24 93 68:
Other: 85: 20 15 7 36 34 59 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 36.2 50.1 51.5 21.9 24.5 32.6 34.0
Old : 21.9 31.2 30.2 45.8 18.9 30.5 27.0 43.9
Other: 47.0 50.5 64.7 67.1 30.1 35.1 41.7 46.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 126,503: 23,657 23,114 2,885 92,285 96,080 118,827 122,079: 7,676 4,424
Old : 44,362: 13,675 21,309 292 24,499 19,157 38,466 40,758: 5,896 3,604
Other: 82,141: 12,088 3,911 487 67,786 76,923 80,361 81,321: 1,780 820
: : :
: : Changes in Commitments from: July 5, 2005 :
: 8,477: 439 8,238 1,519 5,563 882 7,521 10,639: 956 -2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.3 2.3 73.0 76.0 93.9 96.5: 6.1 3.5
Old : 100.0: 30.8 48.0 0.7 55.2 43.2 86.7 91.9: 13.3 8.1
Other: 100.0: 14.7 4.8 0.6 82.5 93.6 97.8 99.0: 2.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 61 44 21 48 37 113 101:
Old : 158: 59 42 2 38 24 98 67:
Other: 90: 21 20 8 35 34 62 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 36.9 50.7 52.4 23.4 25.2 33.4 34.6
Old : 20.8 31.5 31.1 45.5 17.2 30.6 26.7 42.2
Other: 47.7 52.1 65.3 68.4 30.2 36.2 41.7 47.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 410,328: 127,970 46,542 25,632 189,988 300,121 343,590 372,295: 66,738 38,033
Old : 410,328: 127,970 46,542 25,632 189,988 300,121 343,590 372,295: 66,738 38,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 15,974: 5,539 -6,863 9,219 -367 13,439 14,391 15,795: 1,583 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 11.3 6.2 46.3 73.1 83.7 90.7: 16.3 9.3
Old : 100.0: 31.2 11.3 6.2 46.3 73.1 83.7 90.7: 16.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 66 31 38 52 47 139 101:
Old : 170: 66 31 38 52 47 139 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 30.9 27.8 47.2 15.4 23.7 25.1 36.8
Old : 16.6 30.9 27.8 47.2 15.4 23.7 25.1 36.8
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, July 12, 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 : 394,354: 122,431 53,405 16,413 190,355 286,682 329,199 356,500: 65,155 37,854
Old : 394,354: 122,431 53,405 16,413 190,355 286,682 329,199 356,500: 65,155 37,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,277: 11,742 -796 1,900 501 18,631 14,143 19,735: 4,134 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 13.5 4.2 48.3 72.7 83.5 90.4: 16.5 9.6
Old : 100.0: 31.0 13.5 4.2 48.3 72.7 83.5 90.4: 16.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 64 26 30 52 49 130 94:
Old : 161: 64 26 30 52 49 130 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.7 29.0 48.0 16.0 24.1 26.2 36.6
Old : 17.3 31.7 29.0 48.0 16.0 24.1 26.2 36.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 94,874: 26,761 16,400 7,178 50,038 62,984 83,977 86,562: 10,897 8,312
Old : 63,710: 26,702 17,121 274 29,142 40,548 56,118 57,943: 7,592 5,767
Other: 31,164: 5,330 4,550 1,633 20,896 22,436 27,859 28,619: 3,305 2,545
: : :
: : Changes in Commitments from: July 12, 2005 :
: 517: -1,410 594 231 1,125 -960 -54 -135: 571 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.3 7.6 52.7 66.4 88.5 91.2: 11.5 8.8
Old : 100.0: 41.9 26.9 0.4 45.7 63.6 88.1 90.9: 11.9 9.1
Other: 100.0: 17.1 14.6 5.2 67.1 72.0 89.4 91.8: 10.6 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 96 71 49 85 88 205 194:
Old : 277: 94 74 6 57 64 152 143:
Other: 183: 48 34 18 67 76 123 121:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 24.1 33.5 35.6 18.5 17.9 30.4 28.6
Old : 24.2 26.7 39.3 40.7 24.2 26.6 39.3 40.5
Other: 32.7 32.0 46.7 43.8 30.9 28.1 43.1 36.7
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 94,357: 28,171 15,806 6,947 48,913 63,944 84,031 86,697: 10,326 7,660
Old : 65,142: 28,064 16,919 162 29,260 42,443 57,486 59,524: 7,656 5,618
Other: 29,215: 5,216 3,996 1,676 19,653 21,501 26,545 27,173: 2,670 2,042
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,618: 539 270 1,875 1,172 1,701 3,586 3,846: 1,032 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.8 7.4 51.8 67.8 89.1 91.9: 10.9 8.1
Old : 100.0: 43.1 26.0 0.2 44.9 65.2 88.2 91.4: 11.8 8.6
Other: 100.0: 17.9 13.7 5.7 67.3 73.6 90.9 93.0: 9.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 101 63 47 79 85 204 182:
Old : 270: 100 66 5 53 64 155 133:
Other: 173: 44 37 14 59 69 110 114:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 24.7 33.5 36.8 19.3 18.8 31.3 29.9
Old : 25.1 26.7 40.5 41.6 25.1 26.6 40.5 41.2
Other: 32.1 35.1 47.5 46.5 30.4 30.3 41.7 39.1
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,038: 17,475 1,741 2,245 6,273 23,446 25,993 27,432: 3,045 1,606
Old : 29,038: 17,475 1,741 2,245 6,273 23,446 25,993 27,432: 3,045 1,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 986: 529 338 78 1,754 640 2,361 1,056: -1,375 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 6.0 7.7 21.6 80.7 89.5 94.5: 10.5 5.5
Old : 100.0: 60.2 6.0 7.7 21.6 80.7 89.5 94.5: 10.5 5.5
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: 30 8 8 7 4 43 16:
Old : 49: 30 8 8 7 4 43 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 : 38.8 85.9 60.6 92.8 38.8 76.9 56.8 81.4
Old : 38.8 85.9 60.6 92.8 38.8 76.9 56.8 81.4
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, July 12, 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 : 28,052: 16,946 1,403 2,167 4,519 22,806 23,632 26,376: 4,420 1,676
Old : 28,052: 16,946 1,403 2,167 4,519 22,806 23,632 26,376: 4,420 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,769: -6,499 -1,174 -15 208 -3,959 -6,306 -5,148: 537 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 5.0 7.7 16.1 81.3 84.2 94.0: 15.8 6.0
Old : 100.0: 60.4 5.0 7.7 16.1 81.3 84.2 94.0: 15.8 6.0
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 : 48: 29 7 7 8 5 41 16:
Old : 48: 29 7 7 8 5 41 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 : 34.6 86.6 55.5 93.0 34.5 76.8 50.2 81.2
Old : 34.6 86.6 55.5 93.0 34.5 76.8 50.2 81.2
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 178,861: 30,882 21,319 24,141 88,548 107,288 143,571 152,748: 35,290 26,113
Old : 178,861: 30,882 21,319 24,141 88,548 107,288 143,571 152,748: 35,290 26,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,438: -1,119 -4,495 -3,621 4,974 7,689 234 -427: -5,672 -5,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.9 13.5 49.5 60.0 80.3 85.4: 19.7 14.6
Old : 100.0: 17.3 11.9 13.5 49.5 60.0 80.3 85.4: 19.7 14.6
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 : 123: 31 24 32 62 58 114 95:
Old : 123: 31 24 32 62 58 114 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 18.4 25.4 30.7 12.9 12.9 19.2 19.5
Old : 14.6 18.4 25.4 30.7 12.9 12.9 19.2 19.5
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, July 12, 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 : 184,299: 32,001 25,814 27,762 83,574 99,599 143,337 153,175: 40,962 31,124
Old : 184,299: 32,001 25,814 27,762 83,574 99,599 143,337 153,175: 40,962 31,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -6,086: -4,051 -2,386 -1,168 -2,217 -3,813 -7,436 -7,367: 1,350 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.0 15.1 45.3 54.0 77.8 83.1: 22.2 16.9
Old : 100.0: 17.4 14.0 15.1 45.3 54.0 77.8 83.1: 22.2 16.9
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 : 128: 32 27 34 61 58 116 99:
Old : 128: 32 27 34 61 58 116 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 18.1 25.9 28.6 12.6 11.2 20.2 17.9
Old : 15.7 18.1 25.9 28.6 12.6 11.2 20.2 17.9
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 512,089: 48,327 72,426 167,083 224,046 243,546 439,456 483,055: 72,633 29,034
Old : 512,089: 48,327 72,426 167,083 224,046 243,546 439,456 483,055: 72,633 29,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 17,613: -232 3,067 7,420 11,417 8,741 18,605 19,228: -992 -1,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 14.1 32.6 43.8 47.6 85.8 94.3: 14.2 5.7
Old : 100.0: 9.4 14.1 32.6 43.8 47.6 85.8 94.3: 14.2 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 : 199: 50 44 65 95 81 186 154:
Old : 199: 50 44 65 95 81 186 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.1 27.7 37.6 6.7 10.9 10.3 17.4
Old : 18.8 25.1 27.7 37.6 6.7 10.9 10.3 17.4
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, July 12, 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 : 494,476: 48,559 69,359 159,663 212,629 234,805 420,851 463,827: 73,625 30,649
Old : 494,476: 48,559 69,359 159,663 212,629 234,805 420,851 463,827: 73,625 30,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,213: 10,075 1,982 9,444 -2,371 7,523 17,148 18,949: 1,065 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.0 32.3 43.0 47.5 85.1 93.8: 14.9 6.2
Old : 100.0: 9.8 14.0 32.3 43.0 47.5 85.1 93.8: 14.9 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 : 202: 51 48 62 94 80 185 154:
Old : 202: 51 48 62 94 80 185 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 24.8 27.2 37.5 6.9 11.2 10.4 17.6
Old : 18.0 24.8 27.2 37.5 6.9 11.2 10.4 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Old : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -160: -2,512 240 180 1,583 -1,132 -749 -712: 589 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
Old : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
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 2 2 17 12 20 16:
Old : 24: 3 2 2 17 12 20 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 : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
Old : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
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, July 12, 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 : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Old : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 132: -1,957 2,488 485 1,778 24 306 2,997: -174 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
Old : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 15 13 18 17:
Old : 23: 3 2 2 15 13 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
Old : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Old : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 703: 3,105 7,911 -8,909 6,703 3,563 899 2,565: -196 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
Old : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
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 : 35: 1 4 5 25 26 30 31:
Old : 35: 1 4 5 25 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Old : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
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, July 12, 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 : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Old : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -973: -365 4,172 -4,029 2,922 -509 -1,472 -366: 499 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
Old : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 4 5 22 23 27 28:
Old : 33: 1 4 5 22 23 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 : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Old : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Old : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,524: 3,096 0 0 1,002 3,792 4,098 3,792: 426 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Old : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 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 : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Old : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Old : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,857: 4,884 453 0 97 5,260 4,981 5,713: -124 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Old : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 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 : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
Old : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Old : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,834: 0 4,845 -959 4,219 -1,776 3,260 2,110: -426 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Old : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 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 : 25: 0 4 2 18 17 20 21:
Old : 25: 0 4 2 18 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
Old : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
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, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Old : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,751: 0 -2,580 613 -3,976 -1,578 -3,363 -3,545: 612 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 5.1
Old : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 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 : 23: 0 3 2 18 16 20 19:
Old : 23: 0 3 2 18 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
Old : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Old : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,523: 912 889 788 4,688 2,427 6,388 4,104: -865 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
Old : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 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 : 32: 2 4 6 24 20 30 26:
Old : 32: 2 4 6 24 20 30 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 : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Old : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
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, July 12, 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 : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Old : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,552: -1,773 -729 1,186 2,025 3,105 1,438 3,562: 114 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Old : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 5 23 19 28 24:
Old : 30: 1 4 5 23 19 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
Old : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Old : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,292: -639 397 -87 6,018 1,086 5,292 1,396: 0 3,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Old : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 18 18 19 19:
Old : 23: 0 1 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 : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
Old : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
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, July 12, 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 : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Old : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 476: -1,744 0 820 1,276 -344 352 476: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 5.1
Old : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 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 : 22: 1 0 1 17 18 18 19:
Old : 22: 1 0 1 17 18 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 : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Old : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Old : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 268: 0 4,719 -2,171 1,830 -2,552 -341 -4: 609 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Old : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 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 : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Old : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
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, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Old : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,296: 0 576 -1,725 369 -147 -1,356 -1,296: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
Old : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 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 : 27: 0 2 2 22 19 24 21:
Old : 27: 0 2 2 22 19 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 : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
Old : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Old : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,614: 2,614 12,144 1,220 9,718 -662 13,552 12,702: -938 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Old : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 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 1 2 17 21 20 24:
Old : 26: 3 1 2 17 21 20 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 : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Old : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
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, July 12, 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 : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Old : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,366: 1,123 3,574 589 2,318 719 4,030 4,882: 1,336 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 5.4
Old : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 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 : 25: 3 1 2 16 20 19 23:
Old : 25: 3 1 2 16 20 19 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 : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
Old : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Old : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,583: -372 3,123 -803 3,386 93 2,211 2,413: 372 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Old : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 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 : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 21 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 : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
Old : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
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, July 12, 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 : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Old : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,555: -620 463 -1,017 4,900 2,498 3,263 1,944: -708 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
Old : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 15 16 18 18:
Old : 22: 1 2 2 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
Old : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Old : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,013: 13,226 2,754 -2,267 5,125 14,654 16,084 15,141: -4,071 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Old : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 21 17 34 84 80 120 116:
Old : 127: 21 17 34 84 80 120 116:
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 : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
Old : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
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, July 12, 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 : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Old : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,211: 31,067 8,136 13,205 8,885 30,197 53,157 51,538: 1,054 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
Old : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 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 : 127: 21 17 34 83 80 119 116:
Old : 127: 21 17 34 83 80 119 116:
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 : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 27.8
Old : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Old : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 11,931: -6,655 -3,565 8,761 9,388 6,296 11,494 11,492: 437 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
Old : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
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 : 50: 13 7 17 27 28 46 46:
Old : 50: 13 7 17 27 28 46 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 : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Old : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Old : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,573: 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800: -271 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
Old : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
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 : 48: 13 7 17 26 27 45 45:
Old : 48: 13 7 17 26 27 45 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 : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
Old : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 71,269: 20,465 3,980 16,875 33,259 50,014 70,599 70,869: 670 400
Old : 71,269: 20,465 3,980 16,875 33,259 50,014 70,599 70,869: 670 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,181: -780 -140 810 1,891 1,271 1,921 1,941: 260 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 5.6 23.7 46.7 70.2 99.1 99.4: 0.9 0.6
Old : 100.0: 28.7 5.6 23.7 46.7 70.2 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 5 9 36 32 45 42:
Old : 50: 5 5 9 36 32 45 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 : 54.1 46.4 66.3 69.1 36.5 37.2 41.3 45.6
Old : 54.1 46.4 66.3 69.1 36.5 37.2 41.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 69,088: 21,245 4,120 16,065 31,368 48,743 68,678 68,928: 410 160
Old : 69,088: 21,245 4,120 16,065 31,368 48,743 68,678 68,928: 410 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,149: 1,840 180 502 227 1,999 2,569 2,681: -420 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 6.0 23.3 45.4 70.6 99.4 99.8: 0.6 0.2
Old : 100.0: 30.8 6.0 23.3 45.4 70.6 99.4 99.8: 0.6 0.2
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 : 51: 7 4 9 36 32 46 42:
Old : 51: 7 4 9 36 32 46 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 : 54.8 45.3 67.4 68.7 38.6 37.7 43.4 47.1
Old : 54.8 45.3 67.4 68.7 38.6 37.7 43.4 47.1
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Old : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 182: 0 -154 82 -922 762 -840 690: 1,022 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Old : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Old : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Old : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,038: -230 830 62 2,680 556 2,512 1,448: -474 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Old : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
Old : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Old : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,618: 86 1,018 86 894 -36 1,066 1,068: 552 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Old : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 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 : 30: 3 2 4 16 15 21 19:
Old : 30: 3 2 4 16 15 21 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 : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Old : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
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, July 12, 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 : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Old : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 156: 0 344 -264 674 76 410 156: -254 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 3 17 16 21 20:
Old : 29: 2 3 3 17 16 21 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 : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
Old : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Old : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Old : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 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 : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 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 : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
Old : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Old : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -916: 40 4 0 -256 -200 -216 -196: -700 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Old : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 4 16 15 22 19:
Old : 24: 4 2 4 16 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
Old : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
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, July 12, 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 : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Old : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 952: 140 -720 40 292 912 472 232: 480 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 9.8
Old : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 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 : 24: 3 2 4 17 16 22 20:
Old : 24: 3 2 4 17 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 : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
Old : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
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, July 19, 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 : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Old : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,180: 700 0 120 340 660 1,160 780: 20 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Old : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 20 22 24:
Old : 28: 4 1 3 18 20 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 : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
Old : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
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, July 12, 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 : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Old : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,820: 1,160 -80 0 1,620 2,920 2,780 2,840: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Old : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 21 22 25:
Old : 28: 4 1 3 18 21 22 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 : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
Old : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 822,636: 108,705 89,806 137,627 511,125 523,348 757,457 750,781: 65,179 71,855
Old : 822,636: 108,705 89,806 137,627 511,125 523,348 757,457 750,781: 65,179 71,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,560: -13,564 1,566 4,632 9,006 -4,440 74 1,758: -5,634 -7,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 10.9 16.7 62.1 63.6 92.1 91.3: 7.9 8.7
Old : 100.0: 13.2 10.9 16.7 62.1 63.6 92.1 91.3: 7.9 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 : 259: 66 82 94 80 91 213 216:
Old : 259: 66 82 94 80 91 213 216:
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 : 22.4 14.8 35.3 25.9 17.8 11.3 25.0 17.4
Old : 22.4 14.8 35.3 25.9 17.8 11.3 25.0 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 828,196: 122,269 88,240 132,995 502,119 527,788 757,383 749,023: 70,813 79,173
Old : 828,196: 122,269 88,240 132,995 502,119 527,788 757,383 749,023: 70,813 79,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 14,222: 992 -279 4,050 8,847 16,822 13,889 20,593: 333 -6,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.7 16.1 60.6 63.7 91.4 90.4: 8.6 9.6
Old : 100.0: 14.8 10.7 16.1 60.6 63.7 91.4 90.4: 8.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 80 85 97 80 88 222 220:
Old : 271: 80 85 97 80 88 222 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.7 33.4 26.3 17.7 11.6 24.7 18.2
Old : 21.6 15.7 33.4 26.3 17.7 11.6 24.7 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Old : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 105: 181 225 -36 -75 -101 70 88: 35 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Old : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 58 23 2 11 24 70 48:
Old : 116: 58 23 2 11 24 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Old : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
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, July 12, 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 : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Old : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -9: -107 -242 20 77 336 -10 114: 1 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
Old : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 55 22 2 11 24 68 48:
Old : 114: 55 22 2 11 24 68 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 : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Old : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,869: 4,140 870 111 1,544 5,774 5,795 6,755: 2,074 1,114
Old : 7,869: 4,140 870 111 1,544 5,774 5,795 6,755: 2,074 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -39: 51 10 -34 -19 -74 -2 -98: -37 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.1 1.4 19.6 73.4 73.6 85.8: 26.4 14.2
Old : 100.0: 52.6 11.1 1.4 19.6 73.4 73.6 85.8: 26.4 14.2
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 : 43: 16 8 2 9 12 25 22:
Old : 43: 16 8 2 9 12 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 69.0
Old : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,908: 4,089 860 145 1,563 5,848 5,797 6,853: 2,111 1,055
Old : 7,908: 4,089 860 145 1,563 5,848 5,797 6,853: 2,111 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,162: -1,514 40 107 816 -1,197 -591 -1,050: -571 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.9 1.8 19.8 74.0 73.3 86.7: 26.7 13.3
Old : 100.0: 51.7 10.9 1.8 19.8 74.0 73.3 86.7: 26.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 8 3 9 13 26 23:
Old : 44: 16 8 3 9 13 26 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 : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.4
Old : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.4
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, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 157,927: 41,980 9,707 9,699 87,989 128,155 139,668 147,561: 18,259 10,366
Old : 157,927: 41,980 9,707 9,699 87,989 128,155 139,668 147,561: 18,259 10,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,227: -4,013 2,749 -319 4,750 -1,039 418 1,391: -3,645 -4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 6.1 6.1 55.7 81.1 88.4 93.4: 11.6 6.6
Old : 100.0: 26.6 6.1 6.1 55.7 81.1 88.4 93.4: 11.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 52 19 28 70 76 139 108:
Old : 158: 52 19 28 70 76 139 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 21.3 35.9 34.6 15.0 14.0 24.2 22.6
Old : 21.1 21.3 35.9 34.6 15.0 14.0 24.2 22.6
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, July 12, 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 : 161,154: 45,993 6,958 10,018 83,239 129,194 139,250 146,170: 21,904 14,984
Old : 161,154: 45,993 6,958 10,018 83,239 129,194 139,250 146,170: 21,904 14,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 14,455: 3,306 -425 2,451 3,950 8,374 9,707 10,400: 4,748 4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.3 6.2 51.7 80.2 86.4 90.7: 13.6 9.3
Old : 100.0: 28.5 4.3 6.2 51.7 80.2 86.4 90.7: 13.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 53 19 30 65 76 134 112:
Old : 161: 53 19 30 65 76 134 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.2 34.6 32.9 14.8 15.5 25.6 24.1
Old : 21.2 20.2 34.6 32.9 14.8 15.5 25.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2005