WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 249,143: 44,865 69,879 21,181 160,440 120,904 226,486 211,964: 22,657 37,179
Old : 242,008: 44,555 67,997 20,565 154,971 118,674 220,091 207,236: 21,917 34,772
Other: 7,135: 926 2,498 0 5,469 2,230 6,395 4,728: 740 2,407
: : :
: : Changes in Commitments from: July 19, 2005 :
: 5,483: -2,856 5,681 2,819 5,229 -4,478 5,192 4,022: 291 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.0 8.5 64.4 48.5 90.9 85.1: 9.1 14.9
Old : 100.0: 18.4 28.1 8.5 64.0 49.0 90.9 85.6: 9.1 14.4
Other: 100.0: 13.0 35.0 0.0 76.7 31.3 89.6 66.3: 10.4 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 101 52 39 48 133 172:
Old : 228: 56 102 51 36 46 130 169:
Other: 59: 10 14 0 11 31 21 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 33.7 49.3 40.3 33.6 28.5 48.8 34.7
Old : 34.6 34.6 50.5 41.4 34.6 31.0 50.3 37.3
Other: 66.8 35.9 82.0 46.9 64.1 35.6 78.2 44.1
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 739,841: 140,675 74,985 72,707 402,408 414,450 615,790 562,142: 124,051 177,699
Old : 280,462: 45,418 59,446 435 199,595 181,208 245,448 241,089: 35,014 39,373
Other: 459,379: 150,618 70,900 16,911 202,813 233,242 370,342 321,053: 89,037 138,326
: : :
: : Changes in Commitments from: July 19, 2005 :
: 15,160: -9,409 260 9,559 13,220 15,145 13,370 24,964: 1,790 -9,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.1 9.8 54.4 56.0 83.2 76.0: 16.8 24.0
Old : 100.0: 16.2 21.2 0.2 71.2 64.6 87.5 86.0: 12.5 14.0
Other: 100.0: 32.8 15.4 3.7 44.1 50.8 80.6 69.9: 19.4 30.1
: : :
:# Traders : Number of Traders in Each Category :
All : 563: 136 105 128 193 234 413 412:
Old : 428: 75 99 4 113 163 192 262:
Other: 530: 152 93 69 143 223 329 354:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.3 32.0 24.3 22.0 16.4 31.5 21.4
Old : 41.0 32.3 57.3 41.5 41.0 32.3 57.3 41.5
Other: 20.0 12.5 27.6 18.2 19.6 11.5 27.3 17.1
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 7,909: 3,728 345 29 1,724 6,040 5,481 6,414: 2,428 1,495
Old : 7,909: 3,728 345 29 1,724 6,040 5,481 6,414: 2,428 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -86: 156 -29 5 -108 -32 53 -56: -139 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 4.4 0.4 21.8 76.4 69.3 81.1: 30.7 18.9
Old : 100.0: 47.1 4.4 0.4 21.8 76.4 69.3 81.1: 30.7 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 13 3 3 9 14 24 18:
Old : 32: 13 3 3 9 14 24 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 : 34.3 46.0 52.8 65.6 34.0 44.6 50.0 58.6
Old : 34.3 46.0 52.8 65.6 34.0 44.6 50.0 58.6
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 273,064: 69,015 27,235 15,093 132,023 164,466 216,131 206,794: 56,933 66,270
Old : 23,074: 6,375 1,815 10 9,908 16,086 16,293 17,911: 6,781 5,163
Other: 249,990: 65,919 28,699 11,804 122,115 148,380 199,838 188,883: 50,152 61,107
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,385: 3,125 1,712 -2,274 -2,869 -4,982 -2,018 -5,544: -2,367 1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.0 5.5 48.3 60.2 79.2 75.7: 20.8 24.3
Old : 100.0: 27.6 7.9 0.0 42.9 69.7 70.6 77.6: 29.4 22.4
Other: 100.0: 26.4 11.5 4.7 48.8 59.4 79.9 75.6: 20.1 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 113 69 64 103 127 260 228:
Old : 158: 32 18 1 58 59 91 78:
Other: 336: 109 75 50 76 126 218 225:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 22.7 33.6 31.7 23.4 19.6 33.5 26.7
Old : 20.8 40.9 31.9 52.1 20.8 39.6 31.7 50.8
Other: 25.6 22.0 36.6 30.5 25.6 19.8 36.6 26.4
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
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 137,074: 36,774 9,570 14,602 58,882 99,638 110,258 123,810: 26,816 13,264
Old : 36,004: 14,031 2,172 3,178 11,842 26,072 29,051 31,422: 6,953 4,582
Other: 101,070: 27,478 12,133 6,689 47,040 73,566 81,207 92,388: 19,863 8,682
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9,199: -2,915 -284 -1,479 -3,156 -7,258 -7,550 -9,021: -1,649 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 7.0 10.7 43.0 72.7 80.4 90.3: 19.6 9.7
Old : 100.0: 39.0 6.0 8.8 32.9 72.4 80.7 87.3: 19.3 12.7
Other: 100.0: 27.2 12.0 6.6 46.5 72.8 80.3 91.4: 19.7 8.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 52 18 26 40 36 108 75:
Old : 83: 30 11 12 23 29 57 50:
Other: 120: 46 24 18 35 31 91 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 41.9 33.7 56.1 22.5 34.4 30.8 48.1
Old : 27.6 37.9 37.7 51.5 14.7 24.1 23.7 35.7
Other: 30.5 46.9 41.3 60.8 30.5 42.3 40.4 55.3
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 556,072: 88,269 72,330 7,037 347,871 320,745 443,177 400,112: 112,895 155,960
Old : 556,072: 88,269 72,330 7,037 347,871 320,745 443,177 400,112: 112,895 155,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -16,695: -7,149 -6,343 -4,610 -9,505 -1,202 -21,264 -12,155: 4,569 -4,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.0 1.3 62.6 57.7 79.7 72.0: 20.3 28.0
Old : 100.0: 15.9 13.0 1.3 62.6 57.7 79.7 72.0: 20.3 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: 29 27 23 59 72 98 112:
Old : 149: 29 27 23 59 72 98 112:
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 : 29.8 15.4 37.5 24.0 27.2 13.8 33.2 20.0
Old : 29.8 15.4 37.5 24.0 27.2 13.8 33.2 20.0
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 118,402: 25,096 1,212 15,060 46,042 87,110 86,198 103,382: 32,204 15,020
Old : 36,948: 10,956 284 2,578 13,480 27,822 27,014 30,684: 9,934 6,264
Other: 81,454: 19,826 6,614 6,796 32,562 59,288 59,184 72,698: 22,270 8,756
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,436: -1,131 -196 -315 -2,711 -3,202 -4,157 -3,713: -1,279 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.0 12.7 38.9 73.6 72.8 87.3: 27.2 12.7
Old : 100.0: 29.7 0.8 7.0 36.5 75.3 73.1 83.0: 26.9 17.0
Other: 100.0: 24.3 8.1 8.3 40.0 72.8 72.7 89.3: 27.3 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 49 6 31 54 49 115 83:
Old : 93: 27 6 10 39 43 70 58:
Other: 111: 40 17 21 42 37 93 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.4 25.4 53.5 10.4 32.6 16.8 44.1
Old : 19.0 45.0 28.4 53.4 12.6 33.2 19.6 41.4
Other: 19.8 41.2 28.4 55.7 14.8 38.0 23.5 50.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 7,505: 3,070 1,282 1,085 1,964 3,173 6,119 5,540: 1,386 1,965
Old : 7,505: 3,070 1,282 1,085 1,964 3,173 6,119 5,540: 1,386 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 271: 134 -140 2 152 312 288 174: -17 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 17.1 14.5 26.2 42.3 81.5 73.8: 18.5 26.2
Old : 100.0: 40.9 17.1 14.5 26.2 42.3 81.5 73.8: 18.5 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 20 9 10 12 10 36 25:
Old : 46: 20 9 10 12 10 36 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 : 36.3 34.8 51.4 52.7 35.3 32.3 46.2 44.5
Old : 36.3 34.8 51.4 52.7 35.3 32.3 46.2 44.5
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 360,119: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,335 107,941
Old : 360,119: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,335 107,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,447: 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728: -539 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Old : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
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 : 104: 13 29 3 44 41 59 71:
Old : 104: 13 29 3 44 41 59 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Old : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 1,909,812: 408,461 385,051 129,912 1,162,042 996,543 1,700,415 1,511,506: 209,397 398,306
Old : 1,909,812: 408,461 385,051 129,912 1,162,042 996,543 1,700,415 1,511,506: 209,397 398,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 56,216: 10,592 -11,889 14,637 15,413 13,233 40,642 15,981: 15,574 40,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 20.2 6.8 60.8 52.2 89.0 79.1: 11.0 20.9
Old : 100.0: 21.4 20.2 6.8 60.8 52.2 89.0 79.1: 11.0 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 : 246: 46 64 44 76 116 146 200:
Old : 246: 46 64 44 76 116 146 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.1 52.3 32.4 31.4 19.3 43.2 28.1
Old : 35.8 21.1 52.3 32.4 31.4 19.3 43.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 1,331,922: 193,718 350,702 21,453 985,050 671,410 1,200,221 1,043,565: 131,701 288,357
Old : 1,331,922: 193,718 350,702 21,453 985,050 671,410 1,200,221 1,043,565: 131,701 288,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 89,168: 7,980 72,445 8,626 97,125 10,076 113,731 91,147: -24,563 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 26.3 1.6 74.0 50.4 90.1 78.4: 9.9 21.6
Old : 100.0: 14.5 26.3 1.6 74.0 50.4 90.1 78.4: 9.9 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 36 39 16 67 75 109 124:
Old : 177: 36 39 16 67 75 109 124:
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 : 33.1 25.3 47.1 35.8 32.3 24.5 43.0 34.6
Old : 33.1 25.3 47.1 35.8 32.3 24.5 43.0 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 432,895: 110,401 54,997 45,602 219,232 297,332 375,235 397,931: 57,660 34,964
Old : 432,895: 110,401 54,997 45,602 219,232 297,332 375,235 397,931: 57,660 34,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 32,995: 23,786 -1,435 8,303 9,736 29,401 41,825 36,269: -8,830 -3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.7 10.5 50.6 68.7 86.7 91.9: 13.3 8.1
Old : 100.0: 25.5 12.7 10.5 50.6 68.7 86.7 91.9: 13.3 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 : 115: 31 25 32 52 42 100 82:
Old : 115: 31 25 32 52 42 100 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 38.3 40.2 49.5 18.4 31.4 28.2 40.3
Old : 27.9 38.3 40.2 49.5 18.4 31.4 28.2 40.3
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 29,956: 7,903 5,125 1 15,353 17,490 23,257 22,616: 6,699 7,340
Old : 29,956: 7,903 5,125 1 15,353 17,490 23,257 22,616: 6,699 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,738: 1,101 406 0 -78 660 1,023 1,066: 715 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 17.1 0.0 51.3 58.4 77.6 75.5: 22.4 24.5
Old : 100.0: 26.4 17.1 0.0 51.3 58.4 77.6 75.5: 22.4 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 : 52: 15 9 1 18 11 34 20:
Old : 52: 15 9 1 18 11 34 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 : 32.7 45.3 49.1 61.2 32.7 44.6 49.1 60.5
Old : 32.7 45.3 49.1 61.2 32.7 44.6 49.1 60.5
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 52,853: 10,546 27,421 658 29,317 13,367 40,521 41,446: 12,332 11,407
Old : 52,853: 10,546 27,421 658 29,317 13,367 40,521 41,446: 12,332 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,025: 1,980 2,302 131 -473 -140 1,638 2,293: 1,387 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 51.9 1.2 55.5 25.3 76.7 78.4: 23.3 21.6
Old : 100.0: 20.0 51.9 1.2 55.5 25.3 76.7 78.4: 23.3 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 18 26 5 16 16 36 45:
Old : 73: 18 26 5 16 16 36 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 : 43.9 36.1 54.5 46.2 43.9 36.1 54.5 46.2
Old : 43.9 36.1 54.5 46.2 43.9 36.1 54.5 46.2
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Old : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 214: 16 76 -4 206 129 218 201: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.5 2.7 86.4 80.3 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 : 56: 7 17 4 20 18 30 36:
Old : 56: 7 17 4 20 18 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Old : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 22,623: 2,287 1,891 618 15,228 13,415 18,133 15,924: 4,490 6,699
Old : 22,623: 2,287 1,891 618 15,228 13,415 18,133 15,924: 4,490 6,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 547: 951 12 -313 -38 839 600 538: -53 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 2.7 67.3 59.3 80.2 70.4: 19.8 29.6
Old : 100.0: 10.1 8.4 2.7 67.3 59.3 80.2 70.4: 19.8 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 : 40: 7 6 9 23 18 33 30:
Old : 40: 7 6 9 23 18 33 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 : 43.5 30.6 60.8 51.9 43.5 28.0 59.2 45.6
Old : 43.5 30.6 60.8 51.9 43.5 28.0 59.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 94,657: 13,499 25,716 20,494 49,418 22,877 83,411 69,087: 11,246 25,570
Old : 74,725: 12,121 29,009 12,616 42,527 14,804 67,264 56,429: 7,461 18,296
Other: 19,932: 7,225 2,554 2,031 6,891 8,073 16,147 12,658: 3,785 7,274
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,685: 673 -531 -6,231 1,211 1,268 -4,347 -5,494: -338 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.2 21.7 52.2 24.2 88.1 73.0: 11.9 27.0
Old : 100.0: 16.2 38.8 16.9 56.9 19.8 90.0 75.5: 10.0 24.5
Other: 100.0: 36.2 12.8 10.2 34.6 40.5 81.0 63.5: 19.0 36.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 31 53 40 23 29 83 103:
Old : 136: 30 58 26 19 29 66 101:
Other: 63: 22 12 6 11 21 37 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 17.5 47.2 29.0 31.4 15.3 46.1 22.7
Old : 39.6 18.2 56.7 30.3 39.6 15.8 55.2 23.9
Other: 41.2 27.8 58.8 42.6 39.6 23.0 55.1 33.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 2,219: 526 877 68 640 381 1,234 1,326: 985 893
Old : 1,901: 537 887 25 505 292 1,067 1,204: 834 697
Other: 318: 22 23 10 135 89 167 122: 151 196
: : :
: : Changes in Commitments from: July 19, 2005 :
: -187: 21 -69 -2 -72 -63 -53 -134: -134 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 39.5 3.1 28.8 17.2 55.6 59.8: 44.4 40.2
Old : 100.0: 28.2 46.7 1.3 26.6 15.4 56.1 63.3: 43.9 36.7
Other: 100.0: 6.9 7.2 3.1 42.5 28.0 52.5 38.4: 47.5 61.6
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 14 4 8 5 18 20:
Old : 31: 7 14 1 8 5 16 19:
Other: 12: 3 3 1 4 2 7 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 : 34.7 33.9 45.8 45.7 32.0 32.2 43.1 42.9
Old : 35.3 35.3 47.5 49.0 32.4 34.0 44.3 46.3
Other: 42.5 35.8 52.5 38.4 42.5 34.3 49.4 35.2
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 136,698: 31,552 37,038 12,959 73,773 57,735 118,284 107,732: 18,414 28,966
Old : 136,698: 31,552 37,038 12,959 73,773 57,735 118,284 107,732: 18,414 28,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,854: 208 -625 -3,639 -906 -797 -4,337 -5,061: -1,517 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.1 9.5 54.0 42.2 86.5 78.8: 13.5 21.2
Old : 100.0: 23.1 27.1 9.5 54.0 42.2 86.5 78.8: 13.5 21.2
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 : 227: 48 68 53 60 83 134 189:
Old : 227: 48 68 53 60 83 134 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 11.7 43.1 20.6 26.2 11.7 41.9 20.2
Old : 26.7 11.7 43.1 20.6 26.2 11.7 41.9 20.2
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 3,541: 931 1,059 86 1,027 973 2,044 2,118: 1,497 1,423
Old : 3,541: 931 1,059 86 1,027 973 2,044 2,118: 1,497 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 325: -38 239 65 194 -94 221 210: 104 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 29.9 2.4 29.0 27.5 57.7 59.8: 42.3 40.2
Old : 100.0: 26.3 29.9 2.4 29.0 27.5 57.7 59.8: 42.3 40.2
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 : 42: 10 14 6 15 8 27 27:
Old : 42: 10 14 6 15 8 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 33.4 38.2 44.5 24.1 32.8 36.3 42.9
Old : 24.4 33.4 38.2 44.5 24.1 32.8 36.3 42.9
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 23,723: 7,273 4,153 3,471 8,158 4,768 18,902 12,392: 4,821 11,331
Old : 23,723: 7,273 4,153 3,471 8,158 4,768 18,902 12,392: 4,821 11,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1: -407 197 162 258 -438 13 -79: -12 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 17.5 14.6 34.4 20.1 79.7 52.2: 20.3 47.8
Old : 100.0: 30.7 17.5 14.6 34.4 20.1 79.7 52.2: 20.3 47.8
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 : 118: 31 31 23 35 35 82 75:
Old : 118: 31 31 23 35 35 82 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.6 30.2 26.8 15.5 14.9 24.8 19.7
Old : 20.0 18.6 30.2 26.8 15.5 14.9 24.8 19.7
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 90,753: 31,840 14,321 543 27,243 62,482 59,626 77,346: 31,127 13,407
Old : 90,753: 31,840 14,321 543 27,243 62,482 59,626 77,346: 31,127 13,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -502: -3,844 4,462 0 3,353 -3,362 -491 1,100: -11 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 15.8 0.6 30.0 68.8 65.7 85.2: 34.3 14.8
Old : 100.0: 35.1 15.8 0.6 30.0 68.8 65.7 85.2: 34.3 14.8
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 : 74: 25 9 2 23 25 48 36:
Old : 74: 25 9 2 23 25 48 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 : 17.6 33.5 32.2 53.7 17.6 33.5 30.7 53.4
Old : 17.6 33.5 32.2 53.7 17.6 33.5 30.7 53.4
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,768: 4,604 41,033 1 62,539 8,799 67,144 49,833: 6,624 23,935
Old : 73,768: 4,604 41,033 1 62,539 8,799 67,144 49,833: 6,624 23,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,352: -1,415 -1,478 0 3,472 1,115 2,057 -363: -705 1,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.6 0.0 84.8 11.9 91.0 67.6: 9.0 32.4
Old : 100.0: 6.2 55.6 0.0 84.8 11.9 91.0 67.6: 9.0 32.4
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 : 41: 4 22 1 9 8 13 31:
Old : 41: 4 22 1 9 8 13 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 : 70.9 31.4 88.1 43.3 70.9 31.4 87.1 43.3
Old : 70.9 31.4 88.1 43.3 70.9 31.4 87.1 43.3
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 97,082: 75,471 1,862 170 13,155 89,532 88,796 91,564: 8,286 5,518
Old : 97,082: 75,471 1,862 170 13,155 89,532 88,796 91,564: 8,286 5,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,441: 865 -2,520 -70 1,957 5,267 2,752 2,677: -311 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 1.9 0.2 13.6 92.2 91.5 94.3: 8.5 5.7
Old : 100.0: 77.7 1.9 0.2 13.6 92.2 91.5 94.3: 8.5 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 : 95: 60 8 1 17 14 78 22:
Old : 95: 60 8 1 17 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 : 31.6 69.8 46.6 87.3 31.6 69.5 46.6 86.9
Old : 31.6 69.8 46.6 87.3 31.6 69.5 46.6 86.9
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 75,763: 12,276 32,141 23 46,338 23,720 58,637 55,884: 17,126 19,879
Old : 75,763: 12,276 32,141 23 46,338 23,720 58,637 55,884: 17,126 19,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,833: 1,008 -4,751 13 -2,380 1,936 -1,359 -2,802: -474 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 42.4 0.0 61.2 31.3 77.4 73.8: 22.6 26.2
Old : 100.0: 16.2 42.4 0.0 61.2 31.3 77.4 73.8: 22.6 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 12 22 2 17 20 31 42:
Old : 63: 12 22 2 17 20 31 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 : 40.4 28.6 58.8 42.5 37.4 28.6 54.0 42.1
Old : 40.4 28.6 58.8 42.5 37.4 28.6 54.0 42.1
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 161,014: 8,032 55,800 423 128,689 75,625 137,144 131,848: 23,870 29,166
Old : 161,014: 8,032 55,800 423 128,689 75,625 137,144 131,848: 23,870 29,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,683: -1,133 -12,421 -53 -4,366 8,345 -5,552 -4,129: -2,131 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 34.7 0.3 79.9 47.0 85.2 81.9: 14.8 18.1
Old : 100.0: 5.0 34.7 0.3 79.9 47.0 85.2 81.9: 14.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 13 30 2 23 22 37 53:
Old : 79: 13 30 2 23 22 37 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 39.8 68.6 52.8 39.6 29.7 55.0 40.9
Old : 45.1 39.8 68.6 52.8 39.6 29.7 55.0 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 144,785: 24,520 32,816 651 71,960 64,853 97,131 98,320: 47,654 46,465
Old : 144,785: 24,520 32,816 651 71,960 64,853 97,131 98,320: 47,654 46,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,733: 1,465 -2,109 358 -3,004 4,575 -1,181 2,824: 2,914 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 0.4 49.7 44.8 67.1 67.9: 32.9 32.1
Old : 100.0: 16.9 22.7 0.4 49.7 44.8 67.1 67.9: 32.9 32.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 29 30 8 23 28 54 64:
Old : 98: 29 30 8 23 28 54 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 : 30.6 27.3 44.1 38.3 28.8 26.2 42.2 37.2
Old : 30.6 27.3 44.1 38.3 28.8 26.2 42.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Old : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,696: -3,375 0 55 9,895 7,318 6,575 7,373: 121 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Old : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 9 16 11 18:
Old : 22: 2 1 1 9 16 11 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 : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Old : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
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 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 7,461,846: 782,725 1,016,801 824,026 4,987,576 4,125,151 6,594,327 5,965,978: 867,519 1,495,868
Old : 7,461,846: 782,725 1,016,801 824,026 4,987,576 4,125,151 6,594,327 5,965,978: 867,519 1,495,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 142,985: 10,713 105,616 17,697 83,655 -34,938 112,065 88,375: 30,920 54,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.6 11.0 66.8 55.3 88.4 80.0: 11.6 20.0
Old : 100.0: 10.5 13.6 11.0 66.8 55.3 88.4 80.0: 11.6 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 46 66 79 123 131 210 237:
Old : 256: 46 66 79 123 131 210 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 12.3 48.0 21.9 31.4 10.4 42.6 17.7
Old : 32.3 12.3 48.0 21.9 31.4 10.4 42.6 17.7
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 655,214: 53,958 46,699 3,934 470,064 502,972 527,956 553,605: 127,258 101,609
Old : 655,214: 53,958 46,699 3,934 470,064 502,972 527,956 553,605: 127,258 101,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,447: -2,517 3,708 -621 1,067 -1,576 -2,071 1,511: 624 -2,958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.1 0.6 71.7 76.8 80.6 84.5: 19.4 15.5
Old : 100.0: 8.2 7.1 0.6 71.7 76.8 80.6 84.5: 19.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 36 28 13 85 62 130 94:
Old : 183: 36 28 13 85 62 130 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 : 21.1 35.0 30.7 49.8 21.1 34.2 30.6 48.9
Old : 21.1 35.0 30.7 49.8 21.1 34.2 30.6 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 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 949,969: 153,712 249,431 5,903 456,531 604,999 616,146 860,333: 333,823 89,636
Old : 949,969: 153,712 249,431 5,903 456,531 604,999 616,146 860,333: 333,823 89,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,602: 17,357 11,268 -1,073 -16,343 -2,772 -59 7,423: 1,661 -5,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.3 0.6 48.1 63.7 64.9 90.6: 35.1 9.4
Old : 100.0: 16.2 26.3 0.6 48.1 63.7 64.9 90.6: 35.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 42 56 15 54 60 105 122:
Old : 188: 42 56 15 54 60 105 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.0 32.2 40.4 18.7 23.9 27.0 35.8
Old : 23.0 27.0 32.2 40.4 18.7 23.9 27.0 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Old : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 159: 406 157 0 260 127 666 284: -507 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Old : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 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 : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 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 : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Old : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Old : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -825: 109 44 0 603 1,368 712 1,412: -1,537 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Old : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 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 : 39: 7 3 0 17 19 24 22:
Old : 39: 7 3 0 17 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 : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Old : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 49,334: 6,852 8,617 0 26,948 32,606 33,800 41,223: 15,534 8,111
Old : 49,334: 6,852 8,617 0 26,948 32,606 33,800 41,223: 15,534 8,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,622: -518 1,513 0 781 749 263 2,262: 1,359 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.5 0.0 54.6 66.1 68.5 83.6: 31.5 16.4
Old : 100.0: 13.9 17.5 0.0 54.6 66.1 68.5 83.6: 31.5 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 : 74: 11 16 0 30 22 41 38:
Old : 74: 11 16 0 30 22 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 39.6 33.7 54.6 20.3 34.3 30.7 48.4
Old : 22.1 39.6 33.7 54.6 20.3 34.3 30.7 48.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 288,790: 124,042 61,189 2,130 140,748 189,143 266,920 252,462: 21,870 36,328
Old : 288,790: 124,042 61,189 2,130 140,748 189,143 266,920 252,462: 21,870 36,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 22,331: 24,238 -11,208 339 -3,705 30,454 20,872 19,585: 1,459 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 21.2 0.7 48.7 65.5 92.4 87.4: 7.6 12.6
Old : 100.0: 43.0 21.2 0.7 48.7 65.5 92.4 87.4: 7.6 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 : 199: 75 55 7 34 44 114 101:
Old : 199: 75 55 7 34 44 114 101:
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 : 37.5 35.4 49.3 46.3 30.1 27.8 39.3 36.7
Old : 37.5 35.4 49.3 46.3 30.1 27.8 39.3 36.7
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 60,938: 20,643 3,300 0 22,845 46,424 43,488 49,724: 17,450 11,214
Old : 60,938: 20,643 3,300 0 22,845 46,424 43,488 49,724: 17,450 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,721: 4,434 -6,153 -7 -9,196 7,721 -4,769 1,561: 2,048 -4,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 5.4 0.0 37.5 76.2 71.4 81.6: 28.6 18.4
Old : 100.0: 33.9 5.4 0.0 37.5 76.2 71.4 81.6: 28.6 18.4
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 : 37: 10 3 0 13 17 23 20:
Old : 37: 10 3 0 13 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 38.6 58.7 61.5 43.2 37.8 58.6 60.0
Old : 43.2 38.6 58.7 61.5 43.2 37.8 58.6 60.0
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 29,112: 468 4,134 0 23,345 19,134 23,813 23,268: 5,299 5,844
Old : 29,112: 468 4,134 0 23,345 19,134 23,813 23,268: 5,299 5,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -162: -310 -110 0 -86 -156 -396 -266: 234 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Old : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 10 0 28 21 30 31:
Old : 52: 2 10 0 28 21 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 : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Old : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 221,879: 23,976 42,850 582 184,812 169,469 209,370 212,901: 12,509 8,978
Old : 221,879: 23,976 42,850 582 184,812 169,469 209,370 212,901: 12,509 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,830: -2,107 -717 -298 20 -534 -2,385 -1,549: -445 -1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.3 0.3 83.3 76.4 94.4 96.0: 5.6 4.0
Old : 100.0: 10.8 19.3 0.3 83.3 76.4 94.4 96.0: 5.6 4.0
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 : 125: 23 39 4 32 49 57 90:
Old : 125: 23 39 4 32 49 57 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 35.0 68.6 51.6 53.6 32.9 62.5 48.8
Old : 58.2 35.0 68.6 51.6 53.6 32.9 62.5 48.8
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 40,702: 13,811 6,602 415 13,773 23,820 27,999 30,837: 12,703 9,865
Old : 40,702: 13,811 6,602 415 13,773 23,820 27,999 30,837: 12,703 9,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,092: 397 -481 4 1,453 1,850 1,854 1,373: 1,238 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 16.2 1.0 33.8 58.5 68.8 75.8: 31.2 24.2
Old : 100.0: 33.9 16.2 1.0 33.8 58.5 68.8 75.8: 31.2 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 : 75: 28 12 3 17 21 46 35:
Old : 75: 28 12 3 17 21 46 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 : 19.5 38.8 31.6 49.2 19.5 38.8 31.6 48.8
Old : 19.5 38.8 31.6 49.2 19.5 38.8 31.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,021: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,690 4,272
Old : 29,021: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,690 4,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 62: 358 -24 -74 498 36 782 -62: -720 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.1 0.1 51.0 77.1 56.3 85.3: 43.7 14.7
Old : 100.0: 5.2 8.1 0.1 51.0 77.1 56.3 85.3: 43.7 14.7
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 : 37: 3 10 1 15 21 19 31:
Old : 37: 3 10 1 15 21 19 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 : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Old : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
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 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 26, 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 : 123,485: 41,302 19,384 13,266 36,453 78,904 91,021 111,554: 32,464 11,931
Old : 123,485: 41,302 19,384 13,266 36,453 78,904 91,021 111,554: 32,464 11,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,728: -1,896 -1,912 83 -1,929 -2,004 -3,742 -3,833: -986 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 15.7 10.7 29.5 63.9 73.7 90.3: 26.3 9.7
Old : 100.0: 33.4 15.7 10.7 29.5 63.9 73.7 90.3: 26.3 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 89 28 29 21 32 119 82:
Old : 158: 89 28 29 21 32 119 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 29.3 36.9 47.9 15.5 25.8 22.6 39.7
Old : 26.5 29.3 36.9 47.9 15.5 25.8 22.6 39.7
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 26, 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 : 114,252: 42,350 25,531 17,370 38,700 56,846 98,420 99,747: 15,832 14,505
Old : 114,252: 42,350 25,531 17,370 38,700 56,846 98,420 99,747: 15,832 14,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,111: 2,706 2,764 293 10 -339 3,009 2,718: 102 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 22.3 15.2 33.9 49.8 86.1 87.3: 13.9 12.7
Old : 100.0: 37.1 22.3 15.2 33.9 49.8 86.1 87.3: 13.9 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 : 199: 65 68 53 45 43 154 132:
Old : 199: 65 68 53 45 43 154 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 35.5 34.2 47.3 22.9 31.7 32.9 43.4
Old : 22.9 35.5 34.2 47.3 22.9 31.7 32.9 43.4
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 26, 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 : 256,886: 110,685 61,663 20,454 68,301 151,110 199,440 233,227: 57,446 23,659
Old : 256,886: 110,685 61,663 20,454 68,301 151,110 199,440 233,227: 57,446 23,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -13,115: -5,887 -798 -2,893 -7,690 -8,929 -16,470 -12,620: 3,355 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 24.0 8.0 26.6 58.8 77.6 90.8: 22.4 9.2
Old : 100.0: 43.1 24.0 8.0 26.6 58.8 77.6 90.8: 22.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 109 66 42 38 42 173 132:
Old : 235: 109 66 42 38 42 173 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 37.4 35.8 53.6 24.0 35.0 29.5 47.4
Old : 28.8 37.4 35.8 53.6 24.0 35.0 29.5 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Old : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -745: 162 0 30 182 210 374 240: -1,119 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
Old : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
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 : 42: 23 2 11 6 6 38 18:
Old : 42: 23 2 11 6 6 38 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 : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Old : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 85,366: 19,917 7,646 1,693 48,287 59,075 69,897 68,414: 15,469 16,952
Old : 84,445: 19,688 7,722 1,579 47,851 58,519 69,118 67,820: 15,327 16,625
Other: 921: 329 24 14 436 556 779 594: 142 327
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,402: -1,291 982 416 3,234 2,091 2,359 3,489: -957 -2,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.0 2.0 56.6 69.2 81.9 80.1: 18.1 19.9
Old : 100.0: 23.3 9.1 1.9 56.7 69.3 81.8 80.3: 18.2 19.7
Other: 100.0: 35.7 2.6 1.5 47.3 60.4 84.6 64.5: 15.4 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 38 15 12 51 59 96 81:
Old : 133: 37 15 11 51 58 94 80:
Other: 35: 3 4 1 4 25 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 : 32.0 33.0 40.0 44.6 26.0 31.0 33.8 38.1
Old : 32.1 33.3 40.2 44.9 26.1 31.3 33.9 38.3
Other: 68.0 29.2 84.6 48.5 66.4 29.2 78.4 45.4
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 26,535: 2,134 2,312 598 18,129 16,103 20,861 19,013: 5,674 7,522
Old : 26,445: 2,134 2,312 598 18,127 16,093 20,859 19,003: 5,586 7,442
Other: 90: 0 0 0 2 10 2 10: 88 80
: : :
: : Changes in Commitments from: July 19, 2005 :
: 833: -294 1,071 -79 1,125 -860 752 132: 81 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.7 2.3 68.3 60.7 78.6 71.7: 21.4 28.3
Old : 100.0: 8.1 8.7 2.3 68.5 60.9 78.9 71.9: 21.1 28.1
Other: 100.0: 0.0 0.0 0.0 2.2 11.1 2.2 11.1: 97.8 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 7 3 24 16 33 25:
Old : 44: 7 7 3 24 16 33 25:
Other: 4: 0 0 0 1 3 1 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 : 39.9 48.6 52.1 57.2 36.1 40.1 46.5 46.8
Old : 40.1 48.7 52.3 57.4 36.2 40.3 46.7 47.0
Other: 2.2 11.1 2.2 11.1 2.2 11.1 2.2 11.1
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 93,888: 21,362 27,176 2,411 58,760 54,154 82,533 83,741: 11,355 10,147
Old : 93,422: 21,420 27,276 2,223 58,457 53,918 82,100 83,417: 11,322 10,005
Other: 466: 130 88 0 303 236 433 324: 33 142
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,887: 759 3,755 -16 1,612 -2,421 2,355 1,318: -468 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 28.9 2.6 62.6 57.7 87.9 89.2: 12.1 10.8
Old : 100.0: 22.9 29.2 2.4 62.6 57.7 87.9 89.3: 12.1 10.7
Other: 100.0: 27.9 18.9 0.0 65.0 50.6 92.9 69.5: 7.1 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 56 62 32 54 47 129 124:
Old : 189: 56 62 30 54 47 128 123:
Other: 13: 2 1 0 4 6 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 : 27.5 36.6 40.0 46.5 27.5 33.4 39.8 42.5
Old : 27.7 36.8 40.2 46.7 27.7 33.6 40.0 42.8
Other: 85.8 62.0 92.9 69.5 85.8 62.0 92.9 69.5
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 31,572: 13,200 2,003 1,582 12,537 26,512 27,319 30,097: 4,253 1,475
Old : 29,736: 12,844 2,399 853 11,952 25,061 25,649 28,313: 4,087 1,423
Other: 1,836: 856 104 229 585 1,451 1,670 1,784: 166 52
: : :
: : Changes in Commitments from: July 19, 2005 :
: -742: -1,121 -160 12 438 -315 -671 -463: -71 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 6.3 5.0 39.7 84.0 86.5 95.3: 13.5 4.7
Old : 100.0: 43.2 8.1 2.9 40.2 84.3 86.3 95.2: 13.7 4.8
Other: 100.0: 46.6 5.7 12.5 31.9 79.0 91.0 97.2: 9.0 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 54 10 18 21 17 82 40:
Old : 97: 54 12 14 19 16 76 39:
Other: 27: 11 5 7 6 5 22 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 62.1 42.2 78.9 25.2 54.1 36.3 69.4
Old : 29.7 63.4 43.3 79.1 25.7 54.9 37.0 70.2
Other: 46.5 82.4 68.1 92.5 44.4 78.4 65.0 83.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 130,054: 24,218 26,136 2,849 94,504 96,207 121,571 125,192: 8,483 4,862
Old : 43,998: 12,865 24,539 396 24,389 15,189 37,650 40,124: 6,348 3,874
Other: 86,056: 13,392 3,636 414 70,115 81,018 83,921 85,068: 2,135 988
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,911: 457 1,410 409 2,094 1,428 2,960 3,247: -49 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.1 2.2 72.7 74.0 93.5 96.3: 6.5 3.7
Old : 100.0: 29.2 55.8 0.9 55.4 34.5 85.6 91.2: 14.4 8.8
Other: 100.0: 15.6 4.2 0.5 81.5 94.1 97.5 98.9: 2.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 51 45 18 53 36 112 95:
Old : 154: 54 40 3 44 23 100 64:
Other: 90: 20 20 7 39 33 63 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 : 33.7 35.5 50.2 51.2 21.5 23.7 32.7 33.3
Old : 24.7 32.1 32.7 48.7 21.9 31.2 29.4 46.5
Other: 45.9 48.9 64.3 66.3 30.1 34.0 40.9 46.2
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 424,133: 136,830 40,279 24,422 194,195 324,417 355,447 389,118: 68,686 35,015
Old : 424,133: 136,830 40,279 24,422 194,195 324,417 355,447 389,118: 68,686 35,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 13,805: 8,860 -6,263 -1,210 4,207 24,296 11,857 16,823: 1,948 -3,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.5 5.8 45.8 76.5 83.8 91.7: 16.2 8.3
Old : 100.0: 32.3 9.5 5.8 45.8 76.5 83.8 91.7: 16.2 8.3
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 : 171: 70 27 31 55 51 144 94:
Old : 171: 70 27 31 55 51 144 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 : 17.0 31.0 28.8 49.1 15.2 23.5 23.5 38.1
Old : 17.0 31.0 28.8 49.1 15.2 23.5 23.5 38.1
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 93,932: 25,627 16,442 7,923 50,986 62,671 84,536 87,036: 9,396 6,896
Old : 61,371: 25,157 17,325 346 29,236 38,913 54,739 56,584: 6,632 4,787
Other: 32,561: 5,862 4,509 2,185 21,750 23,758 29,797 30,452: 2,764 2,109
: : :
: : Changes in Commitments from: July 19, 2005 :
: -942: -1,134 42 745 948 -313 559 474: -1,501 -1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.5 8.4 54.3 66.7 90.0 92.7: 10.0 7.3
Old : 100.0: 41.0 28.2 0.6 47.6 63.4 89.2 92.2: 10.8 7.8
Other: 100.0: 18.0 13.8 6.7 66.8 73.0 91.5 93.5: 8.5 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 87 74 48 88 86 201 193:
Old : 273: 87 76 5 58 62 146 142:
Other: 180: 45 36 19 63 74 118 121:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 24.7 34.1 36.3 18.7 18.1 30.9 28.7
Old : 24.2 27.4 39.6 41.7 24.2 27.3 39.4 41.0
Other: 32.6 31.0 46.9 43.1 30.7 27.0 43.3 37.0
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 26, 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 : 28,423: 16,344 1,688 2,300 6,271 22,108 24,915 26,096: 3,508 2,327
Old : 28,423: 16,344 1,688 2,300 6,271 22,108 24,915 26,096: 3,508 2,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -615: -1,131 -53 55 -2 -1,338 -1,078 -1,336: 463 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 5.9 8.1 22.1 77.8 87.7 91.8: 12.3 8.2
Old : 100.0: 57.5 5.9 8.1 22.1 77.8 87.7 91.8: 12.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 29 8 8 7 4 42 16:
Old : 48: 29 8 8 7 4 42 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 : 38.3 83.0 59.4 89.8 38.3 73.7 54.4 78.3
Old : 38.3 83.0 59.4 89.8 38.3 73.7 54.4 78.3
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 178,409: 28,066 18,367 22,604 90,628 109,559 141,298 150,530: 37,111 27,879
Old : 178,409: 28,066 18,367 22,604 90,628 109,559 141,298 150,530: 37,111 27,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -452: -2,816 -2,952 -1,537 2,080 2,271 -2,273 -2,218: 1,821 1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 10.3 12.7 50.8 61.4 79.2 84.4: 20.8 15.6
Old : 100.0: 15.7 10.3 12.7 50.8 61.4 79.2 84.4: 20.8 15.6
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 : 119: 29 24 34 60 56 110 96:
Old : 119: 29 24 34 60 56 110 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.3 26.8 31.1 13.5 12.0 20.1 18.9
Old : 15.8 19.3 26.8 31.1 13.5 12.0 20.1 18.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 508,216: 40,690 67,594 172,902 220,557 239,493 434,149 479,989: 74,067 28,227
Old : 508,216: 40,690 67,594 172,902 220,557 239,493 434,149 479,989: 74,067 28,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -3,873: -7,637 -4,832 5,819 -3,489 -4,053 -5,307 -3,066: 1,434 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.3 34.0 43.4 47.1 85.4 94.4: 14.6 5.6
Old : 100.0: 8.0 13.3 34.0 43.4 47.1 85.4 94.4: 14.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 48 55 71 92 80 189 161:
Old : 203: 48 55 71 92 80 189 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 25.1 29.0 38.3 7.0 10.6 10.2 17.1
Old : 19.5 25.1 29.0 38.3 7.0 10.6 10.2 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Old : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 262: -1,203 -2,008 190 2,511 1,168 1,498 -650: -1,236 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Old : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 19 13 21 16:
Old : 25: 2 2 1 19 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Old : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Old : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 892: -426 731 -856 2,490 410 1,208 285: -316 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
Old : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
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 : 34: 1 3 4 25 26 29 30:
Old : 34: 1 3 4 25 26 29 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 : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
Old : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Old : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,920: 5,034 0 0 1,522 7,898 6,556 7,898: 364 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Old : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 15 15 17 19:
Old : 25: 2 3 1 15 15 17 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 : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
Old : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Old : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,194: 0 -940 -186 -2,516 -692 -2,702 -1,818: 508 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Old : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 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 : 26: 0 3 2 19 19 21 22:
Old : 26: 0 3 2 19 19 21 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 : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Old : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Old : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,893: 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166: -620 -3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Old : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 5 25 22 30 29:
Old : 35: 2 5 5 25 22 30 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 : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
Old : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Old : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,126: 0 724 -513 2,577 1,429 2,064 1,640: 62 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Old : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 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 : 23: 0 1 1 20 18 21 19:
Old : 23: 0 1 1 20 18 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 : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
Old : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Old : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,679: 0 2,058 -155 5,140 1,230 4,985 3,133: -1,306 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Old : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 25 21 26 23:
Old : 29: 0 2 1 25 21 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 : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
Old : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Old : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -692: -5,902 -1,097 806 5,500 -10 404 -301: -1,096 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Old : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 18 21 21 24:
Old : 27: 2 2 2 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Old : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Old : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9: 0 -259 182 -215 318 -33 241: 24 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Old : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Old : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Old : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Old : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 14 14 16 16:
Old : 27: 2 2 0 14 14 16 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 : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Old : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Old : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Old : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 15 16 16 18:
Old : 29: 1 2 0 15 16 16 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 : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
Old : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
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 26, 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 : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Old : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 35,649: -7,468 -6,437 14,016 30,445 29,433 36,993 37,012: -1,344 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Old : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 20 19 34 97 87 133 124:
Old : 141: 20 19 34 97 87 133 124:
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 : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Old : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Old : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 16,882: 10,295 7 11,252 -5,710 183 15,837 11,442: 1,045 5,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Old : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 6 17 27 28 46 47:
Old : 50: 15 6 17 27 28 46 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 : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Old : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 73,320: 20,495 4,040 18,255 34,020 50,765 72,770 73,060: 550 260
Old : 73,320: 20,495 4,040 18,255 34,020 50,765 72,770 73,060: 550 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,051: 30 60 1,380 761 751 2,171 2,191: -120 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 5.5 24.9 46.4 69.2 99.2 99.6: 0.8 0.4
Old : 100.0: 28.0 5.5 24.9 46.4 69.2 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 3 11 37 34 48 45:
Old : 51: 7 3 11 37 34 48 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 : 53.6 47.0 65.8 69.4 35.2 38.3 40.4 46.0
Old : 53.6 47.0 65.8 69.4 35.2 38.3 40.4 46.0
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Old : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -126 246 -120 1,226 -676 980 -550: -980 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Old : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 4 19 22 24 27:
Old : 34: 3 3 4 19 22 24 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 : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Old : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Old : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 426: 0 126 300 126 0 426 426: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Old : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 17 15 22 19:
Old : 30: 3 2 4 17 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 : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
Old : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Old : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -510 0 0 510 510 0 510: 0 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
Old : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 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 : 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 : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Old : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
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 26, 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 : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Old : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,360: 440 20 580 480 840 1,500 1,440: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
Old : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
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 : 24: 4 2 5 15 16 21 21:
Old : 24: 4 2 5 15 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Old : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Old : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 220: -180 0 60 350 760 230 820: -10 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Old : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 19 22 23 26:
Old : 30: 4 1 3 19 22 23 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 : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Old : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 802,588: 106,194 94,265 138,605 502,164 504,112 746,963 736,982: 55,625 65,606
Old : 802,588: 106,194 94,265 138,605 502,164 504,112 746,963 736,982: 55,625 65,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -20,048: -2,511 4,459 978 -8,961 -19,236 -10,494 -13,799: -9,554 -6,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.7 17.3 62.6 62.8 93.1 91.8: 6.9 8.2
Old : 100.0: 13.2 11.7 17.3 62.6 62.8 93.1 91.8: 6.9 8.2
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 : 256: 65 84 91 81 90 209 212:
Old : 256: 65 84 91 81 90 209 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 15.4 35.8 25.6 19.0 11.7 26.3 17.6
Old : 22.9 15.4 35.8 25.6 19.0 11.7 26.3 17.6
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Old : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8: 178 -1,155 170 -234 1,624 114 639: -122 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Old : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 57 20 3 10 27 70 48:
Old : 115: 57 20 3 10 27 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 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Old : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,809: 5,576 762 9 1,051 7,160 6,636 7,931: 2,173 878
Old : 8,809: 5,576 762 9 1,051 7,160 6,636 7,931: 2,173 878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 940: 1,436 -108 -102 -493 1,386 841 1,176: 99 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 8.7 0.1 11.9 81.3 75.3 90.0: 24.7 10.0
Old : 100.0: 63.3 8.7 0.1 11.9 81.3 75.3 90.0: 24.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 7 1 6 19 27 27:
Old : 51: 21 7 1 6 19 27 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 : 34.2 49.4 49.5 70.4 34.2 48.8 49.3 69.9
Old : 34.2 49.4 49.5 70.4 34.2 48.8 49.3 69.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 26, 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 : 155,247: 39,370 11,085 8,957 89,822 125,637 138,149 145,679: 17,098 9,568
Old : 155,247: 39,370 11,085 8,957 89,822 125,637 138,149 145,679: 17,098 9,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,680: -2,610 1,378 -742 1,833 -2,518 -1,519 -1,882: -1,161 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.1 5.8 57.9 80.9 89.0 93.8: 11.0 6.2
Old : 100.0: 25.4 7.1 5.8 57.9 80.9 89.0 93.8: 11.0 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 : 159: 51 20 31 70 76 138 111:
Old : 159: 51 20 31 70 76 138 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 22.4 38.9 35.5 15.7 13.6 25.3 22.9
Old : 24.1 22.4 38.9 35.5 15.7 13.6 25.3 22.9
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
Updated August 5, 2005