WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 257,888: 43,440 68,720 24,113 160,148 120,350 227,701 213,183: 30,187 44,705
Old : 248,580: 43,205 66,773 22,491 153,581 117,763 219,277 207,027: 29,303 41,553
Other: 9,308: 1,841 3,553 16 6,567 2,587 8,424 6,156: 884 3,152
: : :
: : Changes in Commitments from: July 26, 2005 :
: 8,745: -1,425 -1,159 2,932 -292 -554 1,215 1,219: 7,530 7,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.6 9.4 62.1 46.7 88.3 82.7: 11.7 17.3
Old : 100.0: 17.4 26.9 9.0 61.8 47.4 88.2 83.3: 11.8 16.7
Other: 100.0: 19.8 38.2 0.2 70.6 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 55 100 52 40 52 137 173:
Old : 233: 55 104 49 37 52 132 172:
Other: 64: 14 15 1 10 33 24 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 30.7 47.6 37.0 32.4 25.3 47.1 31.4
Old : 33.6 31.8 49.1 38.2 33.6 28.2 48.9 34.5
Other: 62.8 33.2 75.5 43.5 60.4 31.4 72.8 40.6
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 743,559: 143,203 76,057 73,620 397,558 413,696 614,381 563,373: 129,178 180,186
Old : 249,086: 35,850 64,514 160 178,690 148,015 214,700 212,689: 34,386 36,397
Other: 494,473: 162,168 66,358 18,645 218,868 265,681 399,681 350,684: 94,792 143,789
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,718: 2,528 1,072 913 -4,850 -754 -1,409 1,231: 5,127 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.2 9.9 53.5 55.6 82.6 75.8: 17.4 24.2
Old : 100.0: 14.4 25.9 0.1 71.7 59.4 86.2 85.4: 13.8 14.6
Other: 100.0: 32.8 13.4 3.8 44.3 53.7 80.8 70.9: 19.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 143 98 119 194 235 408 405:
Old : 413: 72 91 3 117 154 192 245:
Other: 532: 152 89 65 147 224 332 349:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 18.6 31.6 24.5 21.8 16.5 31.1 21.4
Old : 41.6 29.6 57.0 40.7 41.6 29.6 56.9 40.7
Other: 18.7 15.3 26.5 20.9 18.4 14.3 26.2 19.5
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Old : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -175: -440 15 176 -144 -325 -408 -134: 233 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 18.8
Old : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 4 4 9 14 24 20:
Old : 33: 12 4 4 9 14 24 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 : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
Old : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 272,292: 70,606 24,332 17,506 128,304 166,197 216,416 208,035: 55,876 64,257
Old : 268,157: 70,225 25,173 14,831 127,975 165,000 213,031 205,004: 55,126 63,153
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: -772: 1,591 -2,903 2,413 -3,719 1,731 285 1,241: -1,057 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.9 6.4 47.1 61.0 79.5 76.4: 20.5 23.6
Old : 100.0: 26.2 9.4 5.5 47.7 61.5 79.4 76.4: 20.6 23.6
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 122 74 67 85 124 249 237:
Old : 355: 123 76 61 85 124 247 233:
Other: 94: 11 20 0 8 56 19 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 22.3 34.0 32.2 23.6 19.7 33.9 27.5
Old : 24.0 22.5 34.5 32.5 24.0 19.9 34.4 27.8
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 137,333: 35,437 11,681 16,932 58,867 96,298 111,236 124,911: 26,097 12,422
Old : 25,926: 13,547 3,319 743 6,939 18,443 21,229 22,505: 4,697 3,421
Other: 111,407: 30,091 16,563 7,988 51,928 77,855 90,007 102,406: 21,400 9,001
: : :
: : Changes in Commitments from: July 26, 2005 :
: 259: -1,337 2,111 2,330 -15 -3,340 978 1,101: -719 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.5 12.3 42.9 70.1 81.0 91.0: 19.0 9.0
Old : 100.0: 52.3 12.8 2.9 26.8 71.1 81.9 86.8: 18.1 13.2
Other: 100.0: 27.0 14.9 7.2 46.6 69.9 80.8 91.9: 19.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 55 23 34 38 34 114 83:
Old : 85: 36 13 9 20 24 56 46:
Other: 132: 51 33 23 35 29 100 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.2 33.2 54.8 22.5 34.3 31.2 48.2
Old : 20.5 40.0 33.5 53.7 18.3 39.8 30.0 53.0
Other: 28.4 44.8 39.4 58.0 27.7 41.0 37.2 52.1
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Old : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,700: -10,998 11,445 -729 18,280 -14,703 6,553 -3,987: -8,253 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
Old : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
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 : 155: 27 30 20 64 73 100 114:
Old : 155: 27 30 20 64 73 100 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
Old : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 113,404: 22,271 2,590 17,972 42,059 78,201 82,302 98,763: 31,102 14,641
Old : 30,784: 10,805 1,458 2,034 10,495 21,083 23,334 24,575: 7,450 6,209
Other: 82,620: 18,930 8,596 8,474 31,564 57,118 58,968 74,188: 23,652 8,432
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,998: -2,825 1,378 2,912 -3,983 -8,909 -3,896 -4,619: -1,102 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.3 15.8 37.1 69.0 72.6 87.1: 27.4 12.9
Old : 100.0: 35.1 4.7 6.6 34.1 68.5 75.8 79.8: 24.2 20.2
Other: 100.0: 22.9 10.4 10.3 38.2 69.1 71.4 89.8: 28.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 46 13 34 54 48 119 87:
Old : 91: 23 9 11 37 35 66 53:
Other: 118: 43 19 25 44 36 100 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 36.6 23.5 50.3 10.6 32.8 16.7 43.8
Old : 18.8 33.6 31.5 47.0 17.5 29.4 28.0 38.7
Other: 18.0 40.8 26.7 54.6 14.4 37.2 22.0 49.9
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Old : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 158: -205 -5 287 124 -17 206 265: -48 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 24.2
Old : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 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 : 46: 17 10 9 13 12 35 26:
Old : 46: 17 10 9 13 12 35 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 : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
Old : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Old : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 530: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -912 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
Old : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Old : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 96,875: 79,546 -8,119 -8,223 19,101 58,452 90,424 42,110: 6,451 54,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
Old : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
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 : 260: 54 58 42 89 122 161 204:
Old : 260: 54 58 42 89 122 161 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.0 50.6 33.0 29.4 19.7 41.2 28.5
Old : 34.6 22.0 50.6 33.0 29.4 19.7 41.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Old : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 118,323: 18,355 53,837 326 98,950 47,168 117,631 101,331: 692 16,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 21.1
Old : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 37 42 20 67 80 109 137:
Old : 183: 37 42 20 67 80 109 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 23.8 47.4 35.1 31.4 23.1 42.8 32.9
Old : 32.1 23.8 47.4 35.1 31.4 23.1 42.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Old : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -53,187: 5,054 -447 -6,886 -44,586 -44,125 -46,418 -51,458: -6,769 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 8.8
Old : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 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 : 101: 29 21 29 41 37 84 73:
Old : 101: 29 21 29 41 37 84 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
Old : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Old : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 767: 345 524 -1 535 542 879 1,065: -112 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 22.9
Old : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 9 0 19 12 33 21:
Old : 53: 14 9 0 19 12 33 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
Old : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Old : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,674: 2,010 2,783 -187 -66 -977 1,757 1,619: -83 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 21.0
Old : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 21.0
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 : 74: 20 27 4 18 13 40 42:
Old : 74: 20 27 4 18 13 40 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 : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
Old : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Old : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 285: 81 354 -27 148 -15 202 312: 83 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 29.1
Old : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 29.1
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 : 40: 8 7 9 21 17 32 30:
Old : 40: 8 7 9 21 17 32 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 : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 45.6
Old : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 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 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 95,494: 13,735 23,031 20,659 49,322 24,720 83,716 68,410: 11,778 27,084
Old : 72,286: 12,956 30,922 9,387 42,811 14,377 65,154 54,686: 7,132 17,600
Other: 23,208: 10,486 1,816 1,565 6,511 10,343 18,562 13,724: 4,646 9,484
: : :
: : Changes in Commitments from: July 26, 2005 :
: 837: 236 -2,685 165 -96 1,843 305 -677: 532 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 21.6 51.6 25.9 87.7 71.6: 12.3 28.4
Old : 100.0: 17.9 42.8 13.0 59.2 19.9 90.1 75.7: 9.9 24.3
Other: 100.0: 45.2 7.8 6.7 28.1 44.6 80.0 59.1: 20.0 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 35 50 38 25 31 86 101:
Old : 136: 32 58 21 19 30 63 99:
Other: 70: 29 11 5 12 22 43 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 18.1 46.4 30.6 31.1 15.5 45.3 22.3
Old : 40.9 22.7 57.4 34.2 40.9 18.5 57.2 26.4
Other: 39.1 24.3 55.2 35.0 37.2 23.9 52.7 32.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Old : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -165: 279 -70 -63 -158 81 58 -52: -223 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
Old : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
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 : 27: 6 11 2 6 4 13 16:
Old : 27: 6 11 2 6 4 13 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 : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Old : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Old : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,677: 2,439 -1,979 3,989 -1,392 3,220 5,036 5,230: -2,359 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
Old : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
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 : 229: 59 62 63 54 85 142 192:
Old : 229: 59 62 63 54 85 142 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.6 41.5 22.2 25.7 13.5 40.4 21.5
Old : 25.7 13.6 41.5 22.2 25.7 13.5 40.4 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Old : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 561: 185 169 188 45 45 418 402: 143 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
Old : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
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 : 47: 11 16 5 16 9 30 28:
Old : 47: 11 16 5 16 9 30 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 : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
Old : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Old : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,414: 204 -175 541 590 1,040 1,335 1,406: 79 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
Old : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
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 : 126: 31 28 22 40 43 88 80:
Old : 126: 31 28 22 40 43 88 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 : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
Old : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Old : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,847: -2,874 2,481 -3 2,142 -9,120 -735 -6,642: -2,112 3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 19.6
Old : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 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 : 76: 24 13 1 22 24 46 38:
Old : 76: 24 13 1 22 24 46 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 : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
Old : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Old : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,441: 29 -5,074 23 -3,660 4,286 -3,608 -765: 1,167 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
Old : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 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 : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
Old : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Old : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,299: -733 -294 30 -1,081 -2,053 -1,784 -2,317: 485 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 6.8
Old : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 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 : 92: 57 8 1 17 14 74 23:
Old : 92: 57 8 1 17 14 74 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 : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
Old : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Old : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,244: 101 -2,785 66 -2,882 -771 -2,715 -3,490: 471 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
Old : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
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 : 56: 11 18 3 16 19 30 37:
Old : 56: 11 18 3 16 19 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 32.7 58.6 46.2 39.0 32.6 52.8 44.3
Old : 42.0 32.7 58.6 46.2 39.0 32.6 52.8 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Old : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,267: 1,305 -3,312 13 1,781 9,030 3,099 5,731: 1,168 -1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
Old : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
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 : 83: 15 31 2 24 23 40 55:
Old : 83: 15 31 2 24 23 40 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
Old : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Old : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,191: -112 -8,217 -25 823 9,748 686 1,506: -1,877 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
Old : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
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 : 97: 30 28 7 26 27 59 59:
Old : 97: 30 28 7 26 27 59 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.4 43.6 43.1 23.4 27.7 36.8 37.5
Old : 29.1 31.4 43.6 43.1 23.4 27.7 36.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 16 13 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 : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
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 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Old : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 265,213: -12,969 30,172 9,298 242,411 200,870 238,740 240,340: 26,473 24,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 19.7
Old : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 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 : 264: 43 71 87 121 132 214 245:
Old : 264: 43 71 87 121 132 214 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.0 48.4 21.9 31.7 10.0 42.0 17.5
Old : 32.6 12.0 48.4 21.9 31.7 10.0 42.0 17.5
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Old : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -7,214: -2,020 1,836 1,011 -5,499 -901 -6,508 1,946: -706 -9,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 14.3
Old : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 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 : 184: 33 34 17 86 64 131 103:
Old : 184: 33 34 17 86 64 131 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.4 31.0 50.3 21.0 34.6 30.9 49.4
Old : 21.0 35.4 31.0 50.3 21.0 34.6 30.9 49.4
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Old : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 55,735: 33,110 45,505 5,306 48,213 -9,344 86,629 41,467: -30,894 14,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
Old : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 46 62 17 56 60 113 128:
Old : 199: 46 62 17 56 60 113 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 25.1 34.7 37.2 20.1 21.0 29.9 32.2
Old : 24.6 25.1 34.7 37.2 20.1 21.0 29.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 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 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Old : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -112: -172 -1,065 455 513 178 796 -432: -908 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
Old : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 12 15 1 30 22 42 38:
Old : 74: 12 15 1 30 22 42 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 : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
Old : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Old : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,391: 20,772 2,635 -267 -847 20,643 19,658 23,011: -267 -3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 10.6
Old : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 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 : 200: 79 49 8 37 45 121 98:
Old : 200: 79 49 8 37 45 121 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 36.7
Old : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 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 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Old : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -38: -94 -68 0 -1,376 1,731 -1,470 1,663: 1,432 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 15.6
Old : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 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 : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 60.0
Old : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 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 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Old : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,638: -10 -62 0 1,699 1,222 1,689 1,160: -51 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 9 0 28 22 30 31:
Old : 52: 2 9 0 28 22 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 : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
Old : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Old : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,268: 1,091 1,206 -71 -495 1,703 525 2,838: 3,743 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 4.6
Old : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 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 : 124: 25 36 3 32 49 58 87:
Old : 124: 25 36 3 32 49 58 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
Old : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Old : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
Old : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
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 : 80: 29 12 3 19 24 49 38:
Old : 80: 29 12 3 19 24 49 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 : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 48.8
Old : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 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 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
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: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Old : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, August 2, 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 : 122,020: 43,043 9,640 13,790 32,724 87,071 89,557 110,501: 32,463 11,519
Old : 122,020: 43,043 9,640 13,790 32,724 87,071 89,557 110,501: 32,463 11,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,465: 1,741 -9,744 524 -3,729 8,167 -1,464 -1,053: -1 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.9 11.3 26.8 71.4 73.4 90.6: 26.6 9.4
Old : 100.0: 35.3 7.9 11.3 26.8 71.4 73.4 90.6: 26.6 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 : 156: 90 23 26 18 36 117 78:
Old : 156: 90 23 26 18 36 117 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 32.6 35.4 52.2 14.8 29.1 21.6 43.2
Old : 24.0 32.6 35.4 52.2 14.8 29.1 21.6 43.2
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, August 2, 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 : 117,895: 46,210 28,016 18,049 38,363 56,950 102,622 103,015: 15,273 14,880
Old : 117,895: 46,210 28,016 18,049 38,363 56,950 102,622 103,015: 15,273 14,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,643: 3,860 2,485 679 -337 104 4,202 3,268: -559 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 23.8 15.3 32.5 48.3 87.0 87.4: 13.0 12.6
Old : 100.0: 39.2 23.8 15.3 32.5 48.3 87.0 87.4: 13.0 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 : 208: 69 73 59 43 41 161 138:
Old : 208: 69 73 59 43 41 161 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.6 34.7 47.5 22.4 33.2 33.5 44.0
Old : 22.4 36.6 34.7 47.5 22.4 33.2 33.5 44.0
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, August 2, 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 : 244,488: 118,941 53,372 18,462 55,334 155,141 192,737 226,975: 51,751 17,513
Old : 244,488: 118,941 53,372 18,462 55,334 155,141 192,737 226,975: 51,751 17,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -12,398: 8,256 -8,291 -1,992 -12,967 4,031 -6,703 -6,252: -5,695 -6,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 21.8 7.6 22.6 63.5 78.8 92.8: 21.2 7.2
Old : 100.0: 48.6 21.8 7.6 22.6 63.5 78.8 92.8: 21.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 113 60 30 29 41 157 118:
Old : 223: 113 60 30 29 41 157 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 41.1 39.2 59.3 26.0 38.5 31.8 51.4
Old : 31.6 41.1 39.2 59.3 26.0 38.5 31.8 51.4
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 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Old : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,001: 239 92 -35 336 394 540 451: 461 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Old : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 23 3 10 6 6 38 18:
Old : 43: 23 3 10 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 : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Old : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
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 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 90,847: 22,561 7,137 3,360 48,639 61,384 74,560 71,881: 16,287 18,966
Old : 88,584: 22,644 7,211 2,708 47,190 60,687 72,542 70,606: 16,042 17,978
Other: 2,263: 555 564 14 1,449 697 2,018 1,275: 245 988
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,481: 2,644 -509 1,667 352 2,309 4,663 3,467: 818 2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 7.9 3.7 53.5 67.6 82.1 79.1: 17.9 20.9
Old : 100.0: 25.6 8.1 3.1 53.3 68.5 81.9 79.7: 18.1 20.3
Other: 100.0: 24.5 24.9 0.6 64.0 30.8 89.2 56.3: 10.8 43.7
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 41 13 16 47 54 98 78:
Old : 135: 42 13 15 47 54 98 77:
Other: 34: 3 6 1 5 21 8 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 33.1 38.4 45.0 23.7 30.6 31.3 37.6
Old : 30.1 33.9 38.0 46.0 22.9 31.3 30.7 38.3
Other: 78.0 38.7 89.2 47.7 78.0 36.8 86.7 45.8
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 27,416: 2,472 2,003 582 17,888 16,667 20,942 19,252: 6,474 8,164
Old : 27,325: 2,464 2,003 582 17,886 16,654 20,932 19,239: 6,393 8,086
Other: 91: 8 0 0 2 13 10 13: 81 78
: : :
: : Changes in Commitments from: July 26, 2005 :
: 881: 338 -309 -16 -241 564 81 239: 800 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.3 2.1 65.2 60.8 76.4 70.2: 23.6 29.8
Old : 100.0: 9.0 7.3 2.1 65.5 60.9 76.6 70.4: 23.4 29.6
Other: 100.0: 8.8 0.0 0.0 2.2 14.3 11.0 14.3: 89.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 6 3 22 15 31 23:
Old : 41: 8 6 3 22 15 31 23:
Other: 6: 1 0 0 1 4 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 52.7 51.1 59.3 29.7 40.3 39.9 45.6
Old : 36.6 52.9 51.3 59.5 29.8 40.5 40.1 45.8
Other: 11.0 14.3 11.0 14.3 11.0 14.3 11.0 14.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 94,139: 20,114 26,280 3,017 59,378 53,972 82,509 83,269: 11,630 10,870
Old : 93,673: 20,202 26,410 2,799 59,075 53,724 82,076 82,933: 11,597 10,740
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: July 26, 2005 :
: 251: -1,248 -896 606 618 -182 -24 -472: 275 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 27.9 3.2 63.1 57.3 87.6 88.5: 12.4 11.5
Old : 100.0: 21.6 28.2 3.0 63.1 57.4 87.6 88.5: 12.4 11.5
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 49 60 38 54 47 127 127:
Old : 185: 49 60 36 54 47 126 126:
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 : 27.4 36.2 40.1 46.2 27.4 33.3 40.0 42.1
Old : 27.6 36.4 40.3 46.4 27.6 33.4 40.2 42.3
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 31,191: 13,306 2,270 1,637 12,127 25,589 27,070 29,496: 4,121 1,695
Old : 29,358: 12,934 2,642 933 11,542 24,124 25,409 27,699: 3,949 1,659
Other: 1,833: 859 115 217 585 1,465 1,661 1,797: 172 36
: : :
: : Changes in Commitments from: July 26, 2005 :
: -381: 106 267 55 -410 -923 -249 -601: -132 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 7.3 5.2 38.9 82.0 86.8 94.6: 13.2 5.4
Old : 100.0: 44.1 9.0 3.2 39.3 82.2 86.5 94.3: 13.5 5.7
Other: 100.0: 46.9 6.3 11.8 31.9 79.9 90.6 98.0: 9.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 48 14 16 21 17 77 40:
Old : 93: 48 15 14 20 16 74 39:
Other: 26: 11 5 6 6 5 21 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 60.8 42.3 77.3 25.7 53.8 37.5 68.6
Old : 28.8 62.4 43.3 77.3 26.2 55.0 38.2 69.6
Other: 46.6 82.8 68.0 94.1 43.6 79.1 64.2 85.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 126,674: 22,734 23,339 1,978 93,309 96,996 118,021 122,313: 8,653 4,361
Old : 38,012: 10,257 21,058 100 21,452 13,618 31,809 34,776: 6,203 3,236
Other: 88,662: 13,747 3,551 608 71,857 83,378 86,212 87,537: 2,450 1,125
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,380: -1,484 -2,797 -871 -1,195 789 -3,550 -2,879: 170 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.4 1.6 73.7 76.6 93.2 96.6: 6.8 3.4
Old : 100.0: 27.0 55.4 0.3 56.4 35.8 83.7 91.5: 16.3 8.5
Other: 100.0: 15.5 4.0 0.7 81.0 94.0 97.2 98.7: 2.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 48 15 53 37 111 93:
Old : 140: 44 40 2 41 23 86 64:
Other: 99: 25 19 9 44 34 74 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 34.2 51.3 50.3 21.8 22.6 33.4 32.0
Old : 27.4 33.6 36.1 49.2 24.5 33.6 33.1 48.6
Other: 44.5 45.1 62.3 62.4 29.3 30.3 39.2 42.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 452,855: 154,747 42,061 29,153 190,137 340,482 374,037 411,696: 78,818 41,159
Old : 452,855: 154,747 42,061 29,153 190,137 340,482 374,037 411,696: 78,818 41,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 28,722: 17,917 1,782 4,731 -4,058 16,065 18,590 22,578: 10,132 6,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.3 6.4 42.0 75.2 82.6 90.9: 17.4 9.1
Old : 100.0: 34.2 9.3 6.4 42.0 75.2 82.6 90.9: 17.4 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 70 30 33 53 55 145 99:
Old : 173: 70 30 33 53 55 145 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 31.1 25.9 50.1 14.3 24.6 23.0 39.8
Old : 15.6 31.1 25.9 50.1 14.3 24.6 23.0 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 93,689: 26,818 16,687 7,402 50,182 63,196 84,402 87,285: 9,287 6,404
Old : 56,018: 24,134 17,167 198 25,596 34,465 49,928 51,830: 6,090 4,188
Other: 37,671: 7,587 4,423 2,301 24,586 28,731 34,474 35,455: 3,197 2,216
: : :
: : Changes in Commitments from: July 26, 2005 :
: -243: 1,191 245 -521 -804 525 -134 249: -109 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 17.8 7.9 53.6 67.5 90.1 93.2: 9.9 6.8
Old : 100.0: 43.1 30.6 0.4 45.7 61.5 89.1 92.5: 10.9 7.5
Other: 100.0: 20.1 11.7 6.1 65.3 76.3 91.5 94.1: 8.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 97 70 54 90 91 217 198:
Old : 272: 89 78 5 58 59 148 141:
Other: 201: 59 34 25 69 80 138 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.2 33.7 35.6 18.8 17.8 30.7 28.1
Old : 23.5 28.6 38.6 41.5 23.5 28.5 38.6 40.5
Other: 28.7 27.7 42.7 41.0 25.2 24.8 38.3 35.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, August 2, 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 : 25,732: 11,640 2,405 2,194 8,895 18,960 22,729 23,559: 3,003 2,173
Old : 25,732: 11,640 2,405 2,194 8,895 18,960 22,729 23,559: 3,003 2,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,691: -4,704 717 -106 2,624 -3,148 -2,186 -2,537: -505 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 9.3 8.5 34.6 73.7 88.3 91.6: 11.7 8.4
Old : 100.0: 45.2 9.3 8.5 34.6 73.7 88.3 91.6: 11.7 8.4
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: 20 8 6 9 4 33 16:
Old : 41: 20 8 6 9 4 33 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 : 43.2 79.5 65.1 88.1 43.2 68.8 59.4 76.9
Old : 43.2 79.5 65.1 88.1 43.2 68.8 59.4 76.9
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 176,682: 33,197 21,706 21,689 86,579 108,763 141,465 152,158: 35,217 24,524
Old : 176,682: 33,197 21,706 21,689 86,579 108,763 141,465 152,158: 35,217 24,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,727: 5,131 3,339 -915 -4,049 -796 167 1,628: -1,894 -3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.3 12.3 49.0 61.6 80.1 86.1: 19.9 13.9
Old : 100.0: 18.8 12.3 12.3 49.0 61.6 80.1 86.1: 19.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 34 25 34 56 58 110 101:
Old : 127: 34 25 34 56 58 110 101:
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 : 15.5 19.8 27.2 32.6 13.4 13.3 20.2 20.3
Old : 15.5 19.8 27.2 32.6 13.4 13.3 20.2 20.3
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 502,094: 52,929 68,726 168,470 208,580 238,172 429,979 475,368: 72,115 26,726
Old : 502,094: 52,929 68,726 168,470 208,580 238,172 429,979 475,368: 72,115 26,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,122: 12,239 1,132 -4,432 -11,977 -1,321 -4,170 -4,621: -1,952 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.7 33.6 41.5 47.4 85.6 94.7: 14.4 5.3
Old : 100.0: 10.5 13.7 33.6 41.5 47.4 85.6 94.7: 14.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 51 50 71 95 82 192 162:
Old : 205: 51 50 71 95 82 192 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 25.3 28.8 37.5 7.5 11.3 11.2 17.6
Old : 19.1 25.3 28.8 37.5 7.5 11.3 11.2 17.6
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Old : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,900: -2,900 2,031 -313 959 -871 -2,254 847: 354 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Old : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 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 : 23: 2 3 1 14 10 16 14:
Old : 23: 2 3 1 14 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Old : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Old : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,084: -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519: -488 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Old : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 3 4 24 27 28 32:
Old : 35: 2 3 4 24 27 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Old : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Old : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,223: 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013: -899 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
Old : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
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 : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Old : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Old : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,869: 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991: -101 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Old : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Old : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Old : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,523: 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524: 46 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
Old : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 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 : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Old : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Old : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,673: 1,069 -1,121 296 5,740 8,726 7,105 7,901: -432 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Old : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 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 : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Old : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Old : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,707: 0 -847 -120 -3,686 -3,190 -3,806 -4,157: -901 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
Old : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Old : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Old : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -8,648: -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333: -109 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Old : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 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 : 26: 3 1 2 18 20 21 23:
Old : 26: 3 1 2 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Old : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Old : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,948: 2,635 -4,255 37 -2,707 1,401 -35 -2,817: -3,913 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
Old : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
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 : 23: 3 1 2 17 17 21 19:
Old : 23: 3 1 2 17 17 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 : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Old : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
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
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, August 2, 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 : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Old : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -56,146: 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875: 3,102 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
Old : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 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 : 125: 20 16 33 84 80 118 115:
Old : 125: 20 16 33 84 80 118 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
Old : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Old : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -25,054: -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500: 93 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Old : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 9 17 27 27 45 46:
Old : 48: 11 9 17 27 27 45 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 : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Old : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 72,820: 19,332 4,080 17,622 35,518 50,338 72,472 72,040: 348 780
Old : 72,820: 19,332 4,080 17,622 35,518 50,338 72,472 72,040: 348 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -500: -1,163 40 -633 1,498 -427 -298 -1,020: -202 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.6 24.2 48.8 69.1 99.5 98.9: 0.5 1.1
Old : 100.0: 26.5 5.6 24.2 48.8 69.1 99.5 98.9: 0.5 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 : 52: 7 4 10 38 33 49 43:
Old : 52: 7 4 10 38 33 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 49.1 65.4 69.7 36.2 40.4 42.8 48.7
Old : 50.4 49.1 65.4 69.7 36.2 40.4 42.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Old : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,592: -426 438 -34 -1,132 -1,996 -1,592 -1,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Old : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 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 : 34: 2 4 4 19 23 24 28:
Old : 34: 2 4 4 19 23 24 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 : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Old : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Old : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,074: -198 -352 -210 -666 -512 -1,074 -1,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Old : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 18 14 23 17:
Old : 30: 3 2 3 18 14 23 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 : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Old : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Old : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -670: -180 50 -280 -150 -390 -610 -620: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Old : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 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 : 23: 4 2 5 16 15 22 20:
Old : 23: 4 2 5 16 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Old : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
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 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Old : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 142: 370 0 10 -140 140 240 150: -98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 1.8
Old : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 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 : 28: 4 1 4 18 20 22 25:
Old : 28: 4 1 4 18 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Old : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 840,179: 121,061 94,991 160,738 490,451 508,328 772,250 764,057: 67,929 76,122
Old : 840,179: 121,061 94,991 160,738 490,451 508,328 772,250 764,057: 67,929 76,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 37,591: 14,867 726 22,133 -11,713 4,216 25,287 27,075: 12,304 10,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.3 19.1 58.4 60.5 91.9 90.9: 8.1 9.1
Old : 100.0: 14.4 11.3 19.1 58.4 60.5 91.9 90.9: 8.1 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 78 85 97 82 94 220 225:
Old : 271: 78 85 97 82 94 220 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.2 33.6 25.4 17.8 11.2 24.9 17.6
Old : 21.0 15.2 33.6 25.4 17.8 11.2 24.9 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 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Old : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 439: 193 -132 89 73 527 355 484: 84 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Old : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 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 : 113: 58 17 3 11 27 72 45:
Old : 113: 58 17 3 11 27 72 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 : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Old : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 10,932: 7,578 826 8 958 9,093 8,544 9,927: 2,388 1,005
Old : 10,932: 7,578 826 8 958 9,093 8,544 9,927: 2,388 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,123: 2,002 64 -1 -93 1,933 1,908 1,996: 215 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 0.1 8.8 83.2 78.2 90.8: 21.8 9.2
Old : 100.0: 69.3 7.6 0.1 8.8 83.2 78.2 90.8: 21.8 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 : 57: 26 8 1 5 21 31 30:
Old : 57: 26 8 1 5 21 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 47.2 48.4 66.5 33.6 46.7 47.5 66.0
Old : 33.6 47.2 48.4 66.5 33.6 46.7 47.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, August 2, 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 : 152,857: 44,849 11,875 7,134 84,123 126,043 136,106 145,052: 16,751 7,805
Old : 152,857: 44,849 11,875 7,134 84,123 126,043 136,106 145,052: 16,751 7,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,390: 5,479 790 -1,823 -5,699 406 -2,043 -627: -347 -1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.8 4.7 55.0 82.5 89.0 94.9: 11.0 5.1
Old : 100.0: 29.3 7.8 4.7 55.0 82.5 89.0 94.9: 11.0 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 : 158: 54 19 32 60 72 130 110:
Old : 158: 54 19 32 60 72 130 110:
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 : 22.2 21.7 37.5 37.1 16.3 15.8 26.5 27.3
Old : 22.2 21.7 37.5 37.1 16.3 15.8 26.5 27.3
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
Updated August 12, 2005