WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 16, 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 : 254,388: 46,038 88,282 16,018 169,155 112,879 231,211 217,179: 23,177 37,209
Old : 243,753: 45,178 86,479 13,964 162,376 109,395 221,518 209,838: 22,235 33,915
Other: 10,635: 2,875 3,818 39 6,779 3,484 9,693 7,341: 942 3,294
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,459: 3,593 9,221 -3,931 4,412 -1,289 4,074 4,001: -615 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 34.7 6.3 66.5 44.4 90.9 85.4: 9.1 14.6
Old : 100.0: 18.5 35.5 5.7 66.6 44.9 90.9 86.1: 9.1 13.9
Other: 100.0: 27.0 35.9 0.4 63.7 32.8 91.1 69.0: 8.9 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 64 100 47 41 50 137 174:
Old : 239: 64 106 41 38 50 130 172:
Other: 67: 17 13 3 10 34 28 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 : 34.5 28.8 51.1 35.6 34.5 22.4 49.2 28.6
Old : 36.0 29.9 52.6 36.6 36.0 25.0 51.3 31.7
Other: 56.5 32.1 70.0 42.6 53.8 30.6 67.3 40.1
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 9, 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 : 250,929: 42,445 79,061 19,949 164,743 114,168 227,137 213,178: 23,792 37,751
Old : 241,105: 41,972 76,444 18,507 157,568 111,209 218,047 206,160: 23,058 34,945
Other: 9,824: 1,894 4,038 21 7,175 2,959 9,090 7,018: 734 2,806
: : :
: : Changes in Commitments from: August 2, 2005 :
: -6,959: -995 10,341 -4,164 4,595 -6,182 -564 -5: -6,395 -6,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 31.5 8.0 65.7 45.5 90.5 85.0: 9.5 15.0
Old : 100.0: 17.4 31.7 7.7 65.4 46.1 90.4 85.5: 9.6 14.5
Other: 100.0: 19.3 41.1 0.2 73.0 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 56 108 54 40 52 136 182:
Old : 237: 54 114 50 36 52 129 180:
Other: 71: 16 18 2 10 34 28 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 29.5 50.6 35.8 34.1 23.1 49.1 29.4
Old : 35.5 30.6 52.1 37.0 35.5 26.3 51.1 32.7
Other: 65.6 33.8 78.0 43.1 63.2 31.5 75.6 40.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 16, 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 : 728,262: 120,555 113,134 59,785 427,089 374,213 607,429 547,132: 120,833 181,130
Old : 103,870: 26,585 21,883 73 47,761 56,863 74,419 78,819: 29,451 25,051
Other: 624,392: 121,402 118,683 32,280 379,328 317,350 533,010 468,313: 91,382 156,079
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,906: -5,145 33,586 -14,578 21,225 -26,120 1,502 -7,112: -6,408 2,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.5 8.2 58.6 51.4 83.4 75.1: 16.6 24.9
Old : 100.0: 25.6 21.1 0.1 46.0 54.7 71.6 75.9: 28.4 24.1
Other: 100.0: 19.4 19.0 5.2 60.8 50.8 85.4 75.0: 14.6 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 556: 122 126 104 211 228 398 409:
Old : 354: 71 58 3 130 122 203 181:
Other: 542: 122 126 73 157 219 320 383:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 16.8 33.1 22.4 23.3 15.9 32.3 21.0
Old : 18.2 21.4 26.5 35.2 18.2 21.4 26.3 35.2
Other: 25.4 17.8 36.5 23.7 25.4 16.8 35.9 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 9, 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 : 733,168: 125,700 79,548 74,363 405,864 400,333 605,927 554,244: 127,241 178,924
Old : 180,066: 32,862 50,227 84 113,689 98,673 146,635 148,984: 33,431 31,082
Other: 553,102: 139,503 75,986 27,614 292,175 301,660 459,292 405,260: 93,810 147,842
: : :
: : Changes in Commitments from: August 2, 2005 :
: -10,391: -17,503 3,491 743 8,306 -13,363 -8,454 -9,129: -1,937 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.8 10.1 55.4 54.6 82.6 75.6: 17.4 24.4
Old : 100.0: 18.2 27.9 0.0 63.1 54.8 81.4 82.7: 18.6 17.3
Other: 100.0: 25.2 13.7 5.0 52.8 54.5 83.0 73.3: 17.0 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 120 111 112 204 237 398 409:
Old : 397: 73 76 3 134 136 209 213:
Other: 530: 129 102 72 148 226 316 367:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 32.8 24.5 22.4 16.4 31.4 21.1
Old : 30.2 27.9 41.5 40.9 30.2 27.8 41.4 40.7
Other: 23.6 18.3 32.5 23.7 23.1 17.0 32.0 22.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 16, 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 : 6,182: 3,002 297 24 722 4,566 3,748 4,887: 2,434 1,295
Old : 6,180: 3,002 297 24 721 4,565 3,747 4,886: 2,433 1,294
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,405: -288 -59 1 -722 -1,196 -1,009 -1,254: -396 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 4.8 0.4 11.7 73.9 60.6 79.1: 39.4 20.9
Old : 100.0: 48.6 4.8 0.4 11.7 73.9 60.6 79.1: 39.4 20.9
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 4 3 9 13 23 18:
Old : 31: 12 4 3 9 13 23 18:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.6 48.8 63.9 34.6 44.0 48.8 60.7
Old : 34.7 45.6 48.8 63.9 34.7 44.0 48.8 60.7
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 9, 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 : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Old : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -147: 2 -4 -182 -136 47 -316 -139: 169 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
Old : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 4 3 10 15 25 20:
Old : 34: 13 4 3 10 15 25 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 : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
Old : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 16, 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 : 258,024: 65,536 27,383 19,422 124,827 146,454 209,785 193,259: 48,239 64,765
Old : 252,473: 65,016 27,636 16,588 123,648 145,028 205,252 189,252: 47,221 63,221
Other: 5,551: 3,354 2,581 0 1,179 1,426 4,533 4,007: 1,018 1,544
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,505: 3,686 3,091 1,675 192 -4,706 5,553 60: -4,048 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 10.6 7.5 48.4 56.8 81.3 74.9: 18.7 25.1
Old : 100.0: 25.8 10.9 6.6 49.0 57.4 81.3 75.0: 18.7 25.0
Other: 100.0: 60.4 46.5 0.0 21.2 25.7 81.7 72.2: 18.3 27.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 104 70 75 89 118 235 238:
Old : 328: 104 73 71 89 118 233 234:
Other: 97: 14 21 0 9 56 23 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 20.1 36.9 29.8 26.5 17.8 36.8 25.8
Old : 27.2 20.4 37.7 30.2 27.1 18.3 37.6 26.6
Other: 60.1 37.3 72.7 52.2 60.1 37.3 72.7 52.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 9, 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 : 256,519: 61,850 24,292 17,747 124,635 151,160 204,232 193,199: 52,287 63,320
Old : 251,721: 61,484 24,688 14,968 123,932 149,995 200,384 189,651: 51,337 62,070
Other: 4,798: 3,145 2,383 0 703 1,165 3,848 3,548: 950 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -15,773: -8,756 -40 241 -3,669 -15,037 -12,184 -14,836: -3,589 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 6.9 48.6 58.9 79.6 75.3: 20.4 24.7
Old : 100.0: 24.4 9.8 5.9 49.2 59.6 79.6 75.3: 20.4 24.7
Other: 100.0: 65.5 49.7 0.0 14.7 24.3 80.2 73.9: 19.8 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 108 75 72 89 126 238 244:
Old : 339: 111 77 64 89 126 237 237:
Other: 96: 13 21 0 11 55 24 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 : 24.8 20.2 36.3 30.2 24.8 18.3 36.2 26.4
Old : 25.3 20.5 37.0 30.6 25.3 18.5 36.9 26.9
Other: 57.2 38.7 69.3 52.6 57.2 38.7 69.3 52.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 16, 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 : 132,465: 26,211 21,540 16,015 71,510 81,523 113,736 119,078: 18,729 13,387
Old : 21,788: 10,328 4,343 20 8,648 15,810 18,996 20,173: 2,792 1,615
Other: 110,677: 20,520 21,834 11,358 62,862 65,713 94,740 98,905: 15,937 11,772
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,734: -3,292 4,932 3,844 8,866 -956 9,418 7,820: -2,684 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 16.3 12.1 54.0 61.5 85.9 89.9: 14.1 10.1
Old : 100.0: 47.4 19.9 0.1 39.7 72.6 87.2 92.6: 12.8 7.4
Other: 100.0: 18.5 19.7 10.3 56.8 59.4 85.6 89.4: 14.4 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 37 34 29 45 38 99 94:
Old : 72: 23 10 1 18 24 41 35:
Other: 135: 39 37 27 44 36 95 91:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.2 35.2 44.0 24.0 24.8 34.1 36.7
Old : 27.2 45.2 45.4 61.4 27.2 44.7 45.4 60.9
Other: 28.2 31.6 40.3 43.6 27.9 26.7 37.8 37.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 9, 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 : 125,731: 29,503 16,608 12,171 62,644 82,479 104,318 111,258: 21,413 14,473
Old : 22,452: 10,822 4,632 80 7,600 15,445 18,502 20,157: 3,950 2,295
Other: 103,279: 24,058 17,353 6,714 55,044 67,034 85,816 91,101: 17,463 12,178
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,602: -5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653: -4,684 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.2 9.7 49.8 65.6 83.0 88.5: 17.0 11.5
Old : 100.0: 48.2 20.6 0.4 33.8 68.8 82.4 89.8: 17.6 10.2
Other: 100.0: 23.3 16.8 6.5 53.3 64.9 83.1 88.2: 16.9 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 39 28 22 40 35 93 78:
Old : 73: 19 15 3 21 25 43 40:
Other: 119: 39 29 19 38 31 86 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 32.4 36.5 49.4 24.4 29.4 34.0 42.9
Old : 23.8 43.0 39.2 57.2 23.8 42.7 39.2 57.0
Other: 31.0 36.8 42.4 51.3 29.7 34.4 39.2 44.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 16, 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 : 596,441: 88,547 70,990 11,321 366,629 350,435 466,497 432,746: 129,944 163,695
Old : 596,441: 88,547 70,990 11,321 366,629 350,435 466,497 432,746: 129,944 163,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21,752: 10,311 -14,996 3,218 -16,882 27,573 -3,353 15,795: 25,105 5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.9 1.9 61.5 58.8 78.2 72.6: 21.8 27.4
Old : 100.0: 14.8 11.9 1.9 61.5 58.8 78.2 72.6: 21.8 27.4
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 : 157: 26 29 21 66 80 100 123:
Old : 157: 26 29 21 66 80 100 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.0 35.2 23.8 25.9 12.5 31.8 20.0
Old : 28.1 15.0 35.2 23.8 25.9 12.5 31.8 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 9, 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 : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Old : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 20,317: 965 2,211 1,795 17,360 16,820 20,120 20,826: 197 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
Old : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
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 : 159: 28 30 22 67 77 104 120:
Old : 159: 28 30 22 67 77 104 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.7 37.0 22.6 26.4 12.9 32.9 19.4
Old : 28.8 13.7 37.0 22.6 26.4 12.9 32.9 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 16, 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 : 105,339: 15,383 5,985 13,929 49,369 70,186 78,681 90,100: 26,658 15,239
Old : 18,001: 5,487 977 300 7,361 12,920 13,148 14,197: 4,853 3,804
Other: 87,338: 12,498 7,610 11,027 42,008 57,266 65,533 75,903: 21,805 11,435
: : :
: : Changes in Commitments from: August 9, 2005 :
: -3,170: -5,356 1,445 56 5,957 -2,631 657 -1,130: -3,827 -2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.7 13.2 46.9 66.6 74.7 85.5: 25.3 14.5
Old : 100.0: 30.5 5.4 1.7 40.9 71.8 73.0 78.9: 27.0 21.1
Other: 100.0: 14.3 8.7 12.6 48.1 65.6 75.0 86.9: 25.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 37 17 28 48 44 98 82:
Old : 82: 25 7 1 29 25 54 33:
Other: 112: 29 26 26 44 38 90 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 36.0 27.8 49.6 14.9 32.5 21.3 44.2
Old : 17.7 43.9 32.9 57.0 17.7 40.7 31.4 53.8
Other: 21.3 39.1 30.0 52.1 19.1 35.1 26.2 47.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 9, 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 : 108,509: 20,739 4,540 13,873 43,412 72,817 78,024 91,230: 30,485 17,279
Old : 23,609: 7,829 1,063 826 8,047 16,489 16,702 18,378: 6,907 5,231
Other: 84,900: 16,938 7,505 9,019 35,365 56,328 61,322 72,852: 23,578 12,048
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,895: -1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533: -617 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.2 12.8 40.0 67.1 71.9 84.1: 28.1 15.9
Old : 100.0: 33.2 4.5 3.5 34.1 69.8 70.7 77.8: 29.3 22.2
Other: 100.0: 20.0 8.8 10.6 41.7 66.3 72.2 85.8: 27.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 12 27 49 41 106 72:
Old : 82: 23 8 4 32 26 57 38:
Other: 107: 37 18 22 43 33 93 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 39.5 24.9 52.2 14.8 35.2 21.0 47.5
Old : 17.7 45.1 29.6 57.0 17.7 45.1 29.2 56.8
Other: 19.2 41.6 28.0 54.4 17.2 37.4 24.2 49.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 16, 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 : 7,018: 2,715 1,334 998 1,906 2,821 5,619 5,153: 1,399 1,865
Old : 7,018: 2,715 1,334 998 1,906 2,821 5,619 5,153: 1,399 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -142: -4 79 -38 -84 -215 -126 -174: -16 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 19.0 14.2 27.2 40.2 80.1 73.4: 19.9 26.6
Old : 100.0: 38.7 19.0 14.2 27.2 40.2 80.1 73.4: 19.9 26.6
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 : 44: 12 12 9 13 12 33 26:
Old : 44: 12 12 9 13 12 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 32.9 53.2 51.3 36.8 32.6 49.9 44.4
Old : 37.3 32.9 53.2 51.3 36.8 32.6 49.9 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 9, 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 : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Old : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -503: -146 -22 -336 -98 -120 -580 -478: 77 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 25.6
Old : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 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 : 45: 15 9 9 11 13 32 26:
Old : 45: 15 9 9 11 13 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
Old : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
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 Code-042601
Commitments of Traders - Futures Only, August 16, 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 : 372,247: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,419 110,022
Old : 372,247: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,419 110,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,761: 1,277 -11,674 -304 6,669 14,340 7,642 2,362: -3,881 1,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.3 0.3 57.9 42.8 86.2 70.4: 13.8 29.6
Old : 100.0: 28.0 27.3 0.3 57.9 42.8 86.2 70.4: 13.8 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 : 105: 17 23 3 45 43 63 68:
Old : 105: 17 23 3 45 43 63 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Old : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 9, 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 : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Old : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,837: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,877 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 29.5
Old : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 16.2 44.0 24.9 28.1 15.4 44.0 23.8
Old : 28.1 16.2 44.0 24.9 28.1 15.4 44.0 23.8
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 Code-043602
Commitments of Traders - Futures Only, August 16, 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 : 2,081,007: 487,471 389,062 143,145 1,216,569 1,125,995 1,847,185 1,658,202: 233,822 422,805
Old : 2,081,007: 487,471 389,062 143,145 1,216,569 1,125,995 1,847,185 1,658,202: 233,822 422,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 63,399: -29,079 -51,507 35,852 40,704 72,353 47,477 56,698: 15,922 6,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.7 6.9 58.5 54.1 88.8 79.7: 11.2 20.3
Old : 100.0: 23.4 18.7 6.9 58.5 54.1 88.8 79.7: 11.2 20.3
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 : 254: 53 58 45 84 114 159 197:
Old : 254: 53 58 45 84 114 159 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 22.7 53.6 32.8 35.1 19.6 44.9 27.3
Old : 37.4 22.7 53.6 32.8 35.1 19.6 44.9 27.3
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 Code-043602
Commitments of Traders - Futures Only, August 9, 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 : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Old : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,921: 28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888: 2,052 -36,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 20.6
Old : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 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 : 252: 49 61 41 87 115 157 196:
Old : 252: 49 61 41 87 115 157 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 23.0 52.3 34.2 30.1 20.5 42.5 29.5
Old : 35.9 23.0 52.3 34.2 30.1 20.5 42.5 29.5
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 Code-044601
Commitments of Traders - Futures Only, August 16, 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 : 1,484,748: 204,179 406,133 43,895 1,099,463 727,785 1,347,537 1,177,813: 137,211 306,935
Old : 1,484,748: 204,179 406,133 43,895 1,099,463 727,785 1,347,537 1,177,813: 137,211 306,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -36,982: 17,287 -34,157 17,314 -72,053 -17,203 -37,452 -34,046: 470 -2,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 27.4 3.0 74.1 49.0 90.8 79.3: 9.2 20.7
Old : 100.0: 13.8 27.4 3.0 74.1 49.0 90.8 79.3: 9.2 20.7
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 : 183: 39 40 24 64 84 111 140:
Old : 183: 39 40 24 64 84 111 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 21.9 49.9 31.7 34.1 21.4 46.1 30.8
Old : 36.6 21.9 49.9 31.7 34.1 21.4 46.1 30.8
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 Code-044601
Commitments of Traders - Futures Only, August 9, 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 : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Old : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 71,485: -25,181 35,751 4,802 87,516 26,410 67,137 66,963: 4,348 4,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
Old : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
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: 33 47 25 71 82 116 142:
Old : 188: 33 47 25 71 82 116 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.6 49.6 34.2 31.9 23.0 44.2 31.9
Old : 34.7 23.6 49.6 34.2 31.9 23.0 44.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 16, 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 : 380,274: 135,865 43,255 51,616 142,445 253,649 329,926 348,520: 50,348 31,754
Old : 380,274: 135,865 43,255 51,616 142,445 253,649 329,926 348,520: 50,348 31,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 184: 15,624 -6,613 6,720 -20,634 -1,974 1,710 -1,867: -1,526 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 11.4 13.6 37.5 66.7 86.8 91.6: 13.2 8.4
Old : 100.0: 35.7 11.4 13.6 37.5 66.7 86.8 91.6: 13.2 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 : 108: 29 25 29 46 38 90 77:
Old : 108: 29 25 29 46 38 90 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 34.9 45.4 47.1 28.3 32.1 36.2 42.0
Old : 34.0 34.9 45.4 47.1 28.3 32.1 36.2 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 9, 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 : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Old : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 382: 4,786 -4,682 6,180 -11,567 2,416 -601 3,914: 983 -3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 7.8
Old : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 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 : 107: 30 24 31 43 40 87 81:
Old : 107: 30 24 31 43 40 87 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
Old : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
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 Code-124601
Commitments of Traders - Futures Only, August 16, 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 : 31,470: 8,526 6,217 6 16,269 18,268 24,801 24,491: 6,669 6,979
Old : 31,470: 8,526 6,217 6 16,269 18,268 24,801 24,491: 6,669 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 560: -206 624 4 370 270 168 898: 392 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 19.8 0.0 51.7 58.0 78.8 77.8: 21.2 22.2
Old : 100.0: 27.1 19.8 0.0 51.7 58.0 78.8 77.8: 21.2 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 12 2 20 11 36 23:
Old : 56: 14 12 2 20 11 36 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 : 31.7 45.4 46.9 61.4 31.7 45.4 46.9 61.3
Old : 31.7 45.4 46.9 61.4 31.7 45.4 46.9 61.3
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 Code-124601
Commitments of Traders - Futures Only, August 9, 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 : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Old : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 187: 484 -56 2 11 -34 497 -88: -310 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 23.7
Old : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 23.7
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 : 53: 14 10 2 19 11 35 21:
Old : 53: 14 10 2 19 11 35 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 : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
Old : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 16, 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 : 63,998: 12,144 38,507 483 40,976 13,879 53,603 52,869: 10,395 11,129
Old : 63,998: 12,144 38,507 483 40,976 13,879 53,603 52,869: 10,395 11,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,876: 904 2,399 81 4,377 3,694 5,362 6,174: -486 -1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 60.2 0.8 64.0 21.7 83.8 82.6: 16.2 17.4
Old : 100.0: 19.0 60.2 0.8 64.0 21.7 83.8 82.6: 16.2 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 22 29 5 20 14 44 46:
Old : 81: 22 29 5 20 14 44 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 : 51.1 33.2 60.5 46.0 51.1 33.2 60.3 45.8
Old : 51.1 33.2 60.5 46.0 51.1 33.2 60.3 45.8
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 Code-124603
Commitments of Traders - Futures Only, August 9, 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 : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Old : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,595: -1,316 5,904 -69 7,348 -2,205 5,963 3,630: -1,368 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 21.0
Old : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 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 : 73: 19 27 5 18 12 40 41:
Old : 73: 19 27 5 18 12 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
Old : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
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 Code-246602
Commitments of Traders - Futures Only, August 16, 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 : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Old : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,831: 291 -899 269 1,460 2,768 2,020 2,138: -189 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
Old : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
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 : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 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 : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Old : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
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 Code-246602
Commitments of Traders - Futures Only, August 9, 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 : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
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 : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 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 : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,212: 1,759 2,255 517 13,785 11,321 16,061 14,093: 4,151 6,119
Old : 20,212: 1,759 2,255 517 13,785 11,321 16,061 14,093: 4,151 6,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 296: 78 222 -92 369 120 355 250: -59 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.2 2.6 68.2 56.0 79.5 69.7: 20.5 30.3
Old : 100.0: 8.7 11.2 2.6 68.2 56.0 79.5 69.7: 20.5 30.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 9 9 22 16 35 29:
Old : 42: 8 9 9 22 16 35 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 : 43.8 31.7 60.8 52.3 43.8 29.2 59.2 46.1
Old : 43.8 31.7 60.8 52.3 43.8 29.2 59.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 9, 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 : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Old : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,992: -687 -212 18 -1,960 -2,199 -2,629 -2,393: -363 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 30.5
Old : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 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 : 40: 7 8 10 22 16 34 29:
Old : 40: 7 8 10 22 16 34 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 : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
Old : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 16, 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 : 90,144: 13,943 23,510 16,705 48,049 24,387 78,697 64,602: 11,447 25,542
Old : 59,651: 12,671 36,402 184 41,490 10,007 54,345 46,593: 5,306 13,058
Other: 30,493: 15,988 1,824 1,805 6,559 14,380 24,352 18,009: 6,141 12,484
: : :
: : Changes in Commitments from: August 9, 2005 :
: -5,025: -1,446 699 -1,313 -591 -1,527 -3,350 -2,141: -1,675 -2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.1 18.5 53.3 27.1 87.3 71.7: 12.7 28.3
Old : 100.0: 21.2 61.0 0.3 69.6 16.8 91.1 78.1: 8.9 21.9
Other: 100.0: 52.4 6.0 5.9 21.5 47.2 79.9 59.1: 20.1 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 36 44 38 21 31 84 94:
Old : 130: 29 57 4 16 28 47 87:
Other: 82: 33 13 9 14 26 52 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 19.5 47.9 31.4 32.6 16.8 47.4 25.4
Old : 49.0 25.2 68.9 38.1 49.0 25.1 68.8 38.1
Other: 33.5 25.5 50.8 34.9 30.3 24.8 47.5 32.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 9, 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 : 95,169: 15,389 22,811 18,018 48,640 25,914 82,047 66,743: 13,122 28,426
Old : 67,549: 14,380 34,105 2,954 42,171 13,095 59,505 50,154: 8,044 17,395
Other: 27,620: 14,132 1,829 1,941 6,469 12,819 22,542 16,589: 5,078 11,031
: : :
: : Changes in Commitments from: August 2, 2005 :
: -325: 1,654 -220 -2,641 -682 1,194 -1,669 -1,667: 1,344 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.0 18.9 51.1 27.2 86.2 70.1: 13.8 29.9
Old : 100.0: 21.3 50.5 4.4 62.4 19.4 88.1 74.2: 11.9 25.8
Other: 100.0: 51.2 6.6 7.0 23.4 46.4 81.6 60.1: 18.4 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 54 37 23 34 86 100:
Old : 138: 29 62 18 18 32 62 98:
Other: 74: 30 13 9 12 24 45 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.7 45.7 29.4 30.9 16.1 45.3 23.3
Old : 43.4 21.5 61.1 32.8 43.4 20.0 61.1 30.9
Other: 35.2 25.0 53.0 36.0 33.1 24.1 50.8 33.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, August 9, 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 : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Old : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -224: 235 -115 2 -141 -57 96 -170: -320 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
Old : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
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 : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
Old : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 16, 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 : 132,570: 35,216 42,699 11,864 69,114 52,707 116,194 107,270: 16,376 25,300
Old : 132,570: 35,216 42,699 11,864 69,114 52,707 116,194 107,270: 16,376 25,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,876: 1,257 4,647 -1,211 258 -1,030 304 2,406: 1,572 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 32.2 8.9 52.1 39.8 87.6 80.9: 12.4 19.1
Old : 100.0: 26.6 32.2 8.9 52.1 39.8 87.6 80.9: 12.4 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 48 69 44 47 73 117 171:
Old : 210: 48 69 44 47 73 117 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 14.3 42.1 24.1 26.6 14.0 41.9 23.6
Old : 26.6 14.3 42.1 24.1 26.6 14.0 41.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Old : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -8,681: -32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098: -1,251 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Old : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 45 69 42 44 71 116 165:
Old : 207: 45 69 42 44 71 116 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 13.7 43.1 23.0 27.1 13.3 42.8 22.0
Old : 27.1 13.7 43.1 23.0 27.1 13.3 42.8 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 16, 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 : 4,145: 978 1,350 234 1,136 633 2,348 2,217: 1,797 1,928
Old : 4,145: 978 1,350 234 1,136 633 2,348 2,217: 1,797 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -55: -124 218 -51 73 -318 -102 -151: 47 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 32.6 5.6 27.4 15.3 56.6 53.5: 43.4 46.5
Old : 100.0: 23.6 32.6 5.6 27.4 15.3 56.6 53.5: 43.4 46.5
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 : 47: 11 18 5 15 11 28 32:
Old : 47: 11 18 5 15 11 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 : 20.6 20.0 34.6 30.2 19.9 18.6 29.5 26.6
Old : 20.6 20.0 34.6 30.2 19.9 18.6 29.5 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 9, 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 : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Old : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 98: -14 -96 11 -9 -67 -12 -152: 110 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
Old : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
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 : 49: 13 17 5 14 13 29 33:
Old : 49: 13 17 5 14 13 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Old : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 16, 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 : 29,459: 10,634 5,100 4,061 9,020 7,861 23,715 17,022: 5,744 12,437
Old : 29,459: 10,634 5,100 4,061 9,020 7,861 23,715 17,022: 5,744 12,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,666: 1,415 1,182 32 -131 527 1,316 1,741: 350 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 17.3 13.8 30.6 26.7 80.5 57.8: 19.5 42.2
Old : 100.0: 36.1 17.3 13.8 30.6 26.7 80.5 57.8: 19.5 42.2
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 : 133: 35 25 28 40 42 95 83:
Old : 133: 35 25 28 40 42 95 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 22.2 26.8 29.2 15.6 18.8 25.7 23.2
Old : 15.9 22.2 26.8 29.2 15.6 18.8 25.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 9, 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 : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Old : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,656: 1,742 -60 17 403 1,526 2,162 1,483: 494 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
Old : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
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 : 134: 37 24 26 40 45 95 85:
Old : 134: 37 24 26 40 45 95 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
Old : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 16, 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 : 109,505: 44,042 17,995 540 30,837 76,307 75,419 94,842: 34,086 14,663
Old : 109,505: 44,042 17,995 540 30,837 76,307 75,419 94,842: 34,086 14,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 16,920: 10,455 -1,378 0 2,859 17,646 13,314 16,268: 3,606 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 16.4 0.5 28.2 69.7 68.9 86.6: 31.1 13.4
Old : 100.0: 40.2 16.4 0.5 28.2 69.7 68.9 86.6: 31.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 26 13 1 23 25 49 39:
Old : 80: 26 13 1 23 25 49 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 : 19.7 31.5 33.6 53.0 19.7 31.5 33.6 52.7
Old : 19.7 31.5 33.6 53.0 19.7 31.5 33.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 9, 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 : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Old : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,679: 4,621 2,571 0 -1,407 5,299 3,214 7,870: 1,465 -3,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
Old : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 24 14 1 20 23 44 38:
Old : 74: 24 14 1 20 23 44 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 : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Old : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 16, 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 : 66,890: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,170 17,033
Old : 66,890: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,170 17,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,387: 440 -4,149 373 -7,391 2,936 -6,578 -840: 2,191 -3,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 51.0 0.6 73.0 22.9 83.3 74.5: 16.7 25.5
Old : 100.0: 9.7 51.0 0.6 73.0 22.9 83.3 74.5: 16.7 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 16 2 7 11 13 27:
Old : 35: 4 16 2 7 11 13 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 : 66.0 33.8 80.1 48.3 66.0 33.6 76.3 47.1
Old : 66.0 33.8 80.1 48.3 66.0 33.6 76.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 9, 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 : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Old : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -50: 1,412 2,297 10 -2,660 -678 -1,238 1,629: 1,188 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
Old : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 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 : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Old : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 16, 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 : 98,820: 74,922 870 250 15,027 92,175 90,199 93,295: 8,621 5,525
Old : 98,820: 74,922 870 250 15,027 92,175 90,199 93,295: 8,621 5,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,620: -698 -541 -106 1,595 1,917 791 1,270: 829 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 0.9 0.3 15.2 93.3 91.3 94.4: 8.7 5.6
Old : 100.0: 75.8 0.9 0.3 15.2 93.3 91.3 94.4: 8.7 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 : 94: 62 6 2 17 14 80 21:
Old : 94: 62 6 2 17 14 80 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 : 26.6 74.3 43.0 90.1 26.6 73.9 43.0 89.6
Old : 26.6 74.3 43.0 90.1 26.6 73.9 43.0 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 9, 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 : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Old : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,417: 882 -157 156 1,358 2,779 2,396 2,778: -979 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 5.3
Old : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 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 : 96: 63 7 2 17 13 80 22:
Old : 96: 63 7 2 17 13 80 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
Old : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 16, 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 : 72,786: 20,459 18,101 47 34,085 35,992 54,591 54,140: 18,195 18,646
Old : 72,786: 20,459 18,101 47 34,085 35,992 54,591 54,140: 18,195 18,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 325: 9,369 -8,498 -66 -10,382 11,669 -1,079 3,105: 1,404 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.9 0.1 46.8 49.4 75.0 74.4: 25.0 25.6
Old : 100.0: 28.1 24.9 0.1 46.8 49.4 75.0 74.4: 25.0 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 : 63: 13 16 2 16 24 31 40:
Old : 63: 13 16 2 16 24 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.7 50.3 43.5 27.9 27.7 42.5 40.2
Old : 34.0 27.7 50.3 43.5 27.9 27.7 42.5 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 9, 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 : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Old : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,058: -1,287 -2,757 24 1,011 1,374 -252 -1,359: -806 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 29.6
Old : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 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 : 57: 10 19 3 16 20 29 39:
Old : 57: 10 19 3 16 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
Old : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 16, 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 : 166,923: 12,423 38,808 927 125,756 102,970 139,106 142,705: 27,817 24,218
Old : 166,923: 12,423 38,808 927 125,756 102,970 139,106 142,705: 27,817 24,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -11,071: -345 -22,620 158 -13,779 18,984 -13,966 -3,478: 2,895 -7,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 23.2 0.6 75.3 61.7 83.3 85.5: 16.7 14.5
Old : 100.0: 7.4 23.2 0.6 75.3 61.7 83.3 85.5: 16.7 14.5
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 : 80: 12 27 3 25 26 39 54:
Old : 80: 12 27 3 25 26 39 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 45.6 64.9 56.4 40.6 34.4 55.3 43.8
Old : 46.6 45.6 64.9 56.4 40.6 34.4 55.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 9, 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 : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Old : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,713: 3,431 8,940 333 9,065 -669 12,829 8,604: -116 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
Old : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
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 : 87: 14 33 2 26 23 41 57:
Old : 87: 14 33 2 26 23 41 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Old : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 16, 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 : 148,418: 27,289 26,705 911 73,571 77,537 101,771 105,153: 46,647 43,265
Old : 148,418: 27,289 26,705 911 73,571 77,537 101,771 105,153: 46,647 43,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,659: -1,218 2,429 -237 3,030 2,878 1,575 5,070: 1,084 -2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.0 0.6 49.6 52.2 68.6 70.8: 31.4 29.2
Old : 100.0: 18.4 18.0 0.6 49.6 52.2 68.6 70.8: 31.4 29.2
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 : 95: 30 29 8 26 25 60 58:
Old : 95: 30 29 8 26 25 60 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.3 43.9 45.6 24.1 23.7 35.6 34.0
Old : 30.2 35.3 43.9 45.6 24.1 23.7 35.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 9, 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 : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Old : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,165: 4,099 -323 522 -2,242 58 2,379 257: -214 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
Old : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
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 : 89: 31 22 11 23 25 58 54:
Old : 89: 31 22 11 23 25 58 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
Old : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Old : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Old : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Old : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, August 9, 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 : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 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 : 24: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,020,359: 816,659 1,036,772 878,646 5,459,112 4,523,866 7,154,417 6,439,284: 865,942 1,581,075
Old : 8,020,359: 816,659 1,036,772 878,646 5,459,112 4,523,866 7,154,417 6,439,284: 865,942 1,581,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 150,533: 17,263 -101,211 77,697 109,620 196,832 204,580 173,318: -54,047 -22,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 12.9 11.0 68.1 56.4 89.2 80.3: 10.8 19.7
Old : 100.0: 10.2 12.9 11.0 68.1 56.4 89.2 80.3: 10.8 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 : 272: 50 66 92 126 140 229 253:
Old : 272: 50 66 92 126 140 229 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 11.6 49.0 21.7 31.7 9.8 41.7 16.4
Old : 32.5 11.6 49.0 21.7 31.7 9.8 41.7 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 9, 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 : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Old : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 142,767: 29,640 91,010 -32,375 119,505 1,013 116,770 59,648: 25,997 83,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
Old : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
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 : 268: 50 66 85 126 138 220 249:
Old : 268: 50 66 85 126 138 220 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.6 48.2 21.1 31.2 9.5 41.1 16.2
Old : 32.1 11.6 48.2 21.1 31.2 9.5 41.1 16.2
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 Code-138741
Commitments of Traders - Futures Only, August 16, 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 : 655,230: 54,357 50,832 6,296 463,037 505,194 523,690 562,322: 131,540 92,908
Old : 655,230: 54,357 50,832 6,296 463,037 505,194 523,690 562,322: 131,540 92,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,469: 1,653 2,285 1,372 -242 1,258 2,783 4,915: 1,686 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.8 1.0 70.7 77.1 79.9 85.8: 20.1 14.2
Old : 100.0: 8.3 7.8 1.0 70.7 77.1 79.9 85.8: 20.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 35 33 20 88 65 136 106:
Old : 190: 35 33 20 88 65 136 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.6 31.0 48.9 21.0 34.0 30.9 48.2
Old : 21.1 34.6 31.0 48.9 21.0 34.0 30.9 48.2
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 Code-138741
Commitments of Traders - Futures Only, August 9, 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 : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Old : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,761: 766 12 -21 -1,286 1,865 -541 1,856: 3,302 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 14.3
Old : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 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 : 183: 32 33 18 85 64 129 104:
Old : 183: 32 33 18 85 64 129 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Old : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 16, 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 : 1,045,387: 199,629 337,612 15,581 571,982 615,157 787,192 968,350: 258,195 77,037
Old : 1,045,387: 199,629 337,612 15,581 571,982 615,157 787,192 968,350: 258,195 77,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 23,311: 7,340 53,024 2,327 50,361 9,058 60,028 64,409: -36,717 -41,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 32.3 1.5 54.7 58.8 75.3 92.6: 24.7 7.4
Old : 100.0: 19.1 32.3 1.5 54.7 58.8 75.3 92.6: 24.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 44 61 19 60 61 114 131:
Old : 200: 44 61 19 60 61 114 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 22.7 35.8 35.0 19.7 18.2 29.3 28.8
Old : 22.8 22.7 35.8 35.0 19.7 18.2 29.3 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 9, 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 : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Old : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 16,372: 5,467 -10,348 2,045 16,877 10,444 24,389 2,141: -8,017 14,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
Old : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
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 : 187: 38 55 21 55 63 107 125:
Old : 187: 38 55 21 55 63 107 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
Old : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, August 16, 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 : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Old : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 125: 0 0 0 -491 -1 -491 -1: 616 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Old : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 15 15 17 15:
Old : 27: 2 0 0 15 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Old : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
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 Code-338741
Commitments of Traders - Futures Only, August 9, 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 : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 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 : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
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 Code-33874A
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Old : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -640: -58 -255 -5 -1,004 -434 -1,067 -694: 427 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
Old : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 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 : 36: 4 4 0 15 19 19 23:
Old : 36: 4 4 0 15 19 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Old : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
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 Code-33874A
Commitments of Traders - Futures Only, August 9, 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 : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 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 : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 16, 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 : 53,953: 7,176 10,882 0 29,279 34,410 36,455 45,292: 17,498 8,661
Old : 53,953: 7,176 10,882 0 29,279 34,410 36,455 45,292: 17,498 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,667: 8 2,258 0 2,216 2,681 2,224 4,939: 3,443 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.2 0.0 54.3 63.8 67.6 83.9: 32.4 16.1
Old : 100.0: 13.3 20.2 0.0 54.3 63.8 67.6 83.9: 32.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 16 0 32 24 45 40:
Old : 78: 13 16 0 32 24 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 38.1 34.4 52.6 21.6 33.0 31.6 46.0
Old : 23.3 38.1 34.4 52.6 21.6 33.0 31.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 9, 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 : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Old : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -936: 488 1,072 -455 -398 -1,055 -365 -438: -571 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 16.4
Old : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 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 : 74: 13 15 0 30 22 43 37:
Old : 74: 13 15 0 30 22 43 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 : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 48.4
Old : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 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 Code-209742
Commitments of Traders - Futures Only, August 16, 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 : 323,884: 116,728 75,160 2,582 184,681 194,681 303,991 272,423: 19,893 51,461
Old : 323,884: 116,728 75,160 2,582 184,681 194,681 303,991 272,423: 19,893 51,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,294: -16,555 10,868 662 24,836 -24,426 8,943 -12,896: -3,649 18,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.2 0.8 57.0 60.1 93.9 84.1: 6.1 15.9
Old : 100.0: 36.0 23.2 0.8 57.0 60.1 93.9 84.1: 6.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 60 63 15 43 38 112 108:
Old : 194: 60 63 15 43 38 112 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 33.4 55.9 43.3 31.8 17.6 42.4 25.4
Old : 40.2 33.4 55.9 43.3 31.8 17.6 42.4 25.4
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 Code-209742
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Old : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,409: -11,531 468 57 19,944 9,321 8,470 9,846: 1,939 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 10.4
Old : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 69 54 11 36 41 114 97:
Old : 191: 69 54 11 36 41 114 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
Old : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 16, 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 : 73,801: 27,090 786 0 23,777 65,004 50,867 65,790: 22,934 8,011
Old : 73,801: 27,090 786 0 23,777 65,004 50,867 65,790: 22,934 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,305: -2,957 -1,243 0 881 3,859 -2,076 2,616: 3,381 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 1.1 0.0 32.2 88.1 68.9 89.1: 31.1 10.9
Old : 100.0: 36.7 1.1 0.0 32.2 88.1 68.9 89.1: 31.1 10.9
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 : 45: 15 1 0 12 21 27 22:
Old : 45: 15 1 0 12 21 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 41.4 50.2 66.0 37.1 40.9 50.2 65.2
Old : 37.1 41.4 50.2 66.0 37.1 40.9 50.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 9, 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 : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Old : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,596: 9,498 -1,203 0 1,427 12,990 10,925 11,787: 671 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 12.9
Old : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 2 0 12 18 27 20:
Old : 43: 15 2 0 12 18 27 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 : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
Old : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
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 Code-239741
Commitments of Traders - Futures Only, August 16, 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 : 31,998: 220 4,338 0 27,735 22,213 27,955 26,551: 4,043 5,447
Old : 31,998: 220 4,338 0 27,735 22,213 27,955 26,551: 4,043 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,187: -232 209 0 2,350 1,630 2,118 1,839: -931 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.6 0.0 86.7 69.4 87.4 83.0: 12.6 17.0
Old : 100.0: 0.7 13.6 0.0 86.7 69.4 87.4 83.0: 12.6 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 10 0 30 26 31 36:
Old : 56: 1 10 0 30 26 31 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 : 56.2 33.7 67.3 47.7 55.5 33.7 66.5 47.7
Old : 56.2 33.7 67.3 47.7 55.5 33.7 66.5 47.7
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 Code-239741
Commitments of Traders - Futures Only, August 9, 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 : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Old : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 61: -6 57 0 341 227 335 284: -274 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 9 0 28 23 30 32:
Old : 53: 2 9 0 28 23 30 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 : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
Old : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 227,123: 13,555 47,062 624 201,044 169,049 215,223 216,735: 11,900 10,388
Old : 227,123: 13,555 47,062 624 201,044 169,049 215,223 216,735: 11,900 10,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,419: -1,308 3,021 39 10,219 2,577 8,950 5,637: -2,531 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 20.7 0.3 88.5 74.4 94.8 95.4: 5.2 4.6
Old : 100.0: 6.0 20.7 0.3 88.5 74.4 94.8 95.4: 5.2 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 : 123: 17 41 6 34 50 54 94:
Old : 123: 17 41 6 34 50 54 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 : 63.3 37.0 72.5 54.3 59.1 34.1 66.5 49.0
Old : 63.3 37.0 72.5 54.3 59.1 34.1 66.5 49.0
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 Code-239742
Commitments of Traders - Futures Only, August 9, 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 : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Old : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,443: -10,204 -15 74 6,508 -4,700 -3,622 -4,641: -1,821 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 4.4
Old : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 4.4
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 : 117: 19 36 3 30 49 50 87:
Old : 117: 19 36 3 30 49 50 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 : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
Old : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 16, 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 : 50,026: 19,142 9,824 498 16,241 29,186 35,881 39,508: 14,145 10,518
Old : 50,026: 19,142 9,824 498 16,241 29,186 35,881 39,508: 14,145 10,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,343: 3,864 2,811 -73 1,339 3,341 5,130 6,079: 213 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 19.6 1.0 32.5 58.3 71.7 79.0: 28.3 21.0
Old : 100.0: 38.3 19.6 1.0 32.5 58.3 71.7 79.0: 28.3 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 : 82: 30 16 2 20 20 51 37:
Old : 82: 30 16 2 20 20 51 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 : 16.5 38.2 28.5 49.2 16.5 38.2 28.5 48.1
Old : 16.5 38.2 28.5 49.2 16.5 38.2 28.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 9, 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 : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Old : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 25.2
Old : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 29 12 2 19 20 48 34:
Old : 75: 29 12 2 19 20 48 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
Old : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
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 Code-240743
Commitments of Traders - Futures Only, August 16, 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 : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Old : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,081: 276 -17 0 1,948 722 2,224 705: -143 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Old : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 1 0 9 8 18 9:
Old : 26: 9 1 0 9 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Old : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
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 Code-240743
Commitments of Traders - Futures Only, August 9, 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 : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 16, 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 : 35,609: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,966 8,867
Old : 35,609: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,966 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,131: 715 -494 -29 462 -356 1,148 -879: 983 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.0 0.0 46.1 68.1 52.4 75.1: 47.6 24.9
Old : 100.0: 6.2 7.0 0.0 46.1 68.1 52.4 75.1: 47.6 24.9
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 : 36: 3 9 0 15 20 18 29:
Old : 36: 3 9 0 15 20 18 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 : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Old : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 9, 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 : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Old : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 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 : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 121,306: 40,199 15,861 13,311 34,168 81,025 87,678 110,197: 33,628 11,109
Old : 121,306: 40,199 15,861 13,311 34,168 81,025 87,678 110,197: 33,628 11,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -2,512: -1,726 3,174 -1,356 -842 -4,526 -3,924 -2,708: 1,412 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 13.1 11.0 28.2 66.8 72.3 90.8: 27.7 9.2
Old : 100.0: 33.1 13.1 11.0 28.2 66.8 72.3 90.8: 27.7 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 : 162: 90 30 24 22 31 116 83:
Old : 162: 90 30 24 22 31 116 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 32.4 35.1 51.2 14.1 28.7 19.5 42.2
Old : 25.0 32.4 35.1 51.2 14.1 28.7 19.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, August 9, 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 : 123,818: 41,925 12,687 14,667 35,010 85,551 91,602 112,905: 32,216 10,913
Old : 123,818: 41,925 12,687 14,667 35,010 85,551 91,602 112,905: 32,216 10,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,798: -1,118 3,047 877 2,286 -1,520 2,045 2,404: -247 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.2 11.8 28.3 69.1 74.0 91.2: 26.0 8.8
Old : 100.0: 33.9 10.2 11.8 28.3 69.1 74.0 91.2: 26.0 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 : 162: 92 30 27 20 30 122 78:
Old : 162: 92 30 27 20 30 122 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 : 25.8 32.8 36.8 52.3 15.3 29.4 21.5 43.5
Old : 25.8 32.8 36.8 52.3 15.3 29.4 21.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, August 16, 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 : 105,061: 41,269 26,506 11,162 39,324 55,100 91,755 92,768: 13,306 12,293
Old : 105,061: 41,269 26,506 11,162 39,324 55,100 91,755 92,768: 13,306 12,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,378: -3,170 -1,569 -3,920 348 428 -6,742 -5,061: -1,636 -3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 25.2 10.6 37.4 52.4 87.3 88.3: 12.7 11.7
Old : 100.0: 39.3 25.2 10.6 37.4 52.4 87.3 88.3: 12.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 69 68 43 43 42 146 125:
Old : 195: 69 68 43 43 42 146 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 36.1 36.7 48.4 24.3 33.6 35.8 45.8
Old : 24.8 36.1 36.7 48.4 24.3 33.6 35.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, August 9, 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 : 113,439: 44,439 28,075 15,082 38,976 54,672 98,497 97,829: 14,942 15,610
Old : 113,439: 44,439 28,075 15,082 38,976 54,672 98,497 97,829: 14,942 15,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,456: -1,771 59 -2,967 613 -2,278 -4,125 -5,186: -331 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 24.7 13.3 34.4 48.2 86.8 86.2: 13.2 13.8
Old : 100.0: 39.2 24.7 13.3 34.4 48.2 86.8 86.2: 13.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 65 74 56 44 43 155 139:
Old : 203: 65 74 56 44 43 155 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 35.0 35.7 46.4 23.2 32.0 34.9 43.4
Old : 23.4 35.0 35.7 46.4 23.2 32.0 34.9 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, August 16, 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 : 331,633: 208,558 50,951 22,514 46,115 239,481 277,187 312,946: 54,446 18,687
Old : 331,633: 208,558 50,951 22,514 46,115 239,481 277,187 312,946: 54,446 18,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 43,794: 39,945 37 2,641 -2,461 40,075 40,125 42,753: 3,669 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 15.4 6.8 13.9 72.2 83.6 94.4: 16.4 5.6
Old : 100.0: 62.9 15.4 6.8 13.9 72.2 83.6 94.4: 16.4 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 : 266: 140 60 31 29 52 192 124:
Old : 266: 140 60 31 29 52 192 124:
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 : 32.1 36.2 42.5 55.1 30.6 35.0 37.3 49.6
Old : 32.1 36.2 42.5 55.1 30.6 35.0 37.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, August 9, 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 : 287,839: 168,613 50,914 19,873 48,576 199,406 237,062 270,193: 50,777 17,646
Old : 287,839: 168,613 50,914 19,873 48,576 199,406 237,062 270,193: 50,777 17,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 43,351: 49,672 -2,458 1,411 -6,758 44,265 44,325 43,218: -974 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 17.7 6.9 16.9 69.3 82.4 93.9: 17.6 6.1
Old : 100.0: 58.6 17.7 6.9 16.9 69.3 82.4 93.9: 17.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 128 61 28 33 45 181 119:
Old : 249: 128 61 28 33 45 181 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 37.0 44.7 56.3 31.9 36.4 38.9 49.5
Old : 33.4 37.0 44.7 56.3 31.9 36.4 38.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 16, 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 : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Old : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,193: 193 -46 -74 730 376 849 256: 1,344 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
Old : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
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 : 44: 24 4 10 6 5 40 17:
Old : 44: 24 4 10 6 5 40 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 : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Old : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 9, 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 : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Old : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46: 163 -240 -25 182 694 320 429: -274 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Old : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 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 : 43: 24 3 9 6 6 38 17:
Old : 43: 24 3 9 6 6 38 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Old : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 16, 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 : 93,719: 23,098 8,379 3,195 50,085 61,269 76,378 72,843: 17,341 20,876
Old : 88,029: 23,710 8,559 1,341 46,355 59,483 71,406 69,383: 16,623 18,646
Other: 5,690: 1,242 1,674 0 3,730 1,786 4,972 3,460: 718 2,230
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,414: 1,172 -101 -955 1,917 3,003 2,134 1,947: -720 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.9 3.4 53.4 65.4 81.5 77.7: 18.5 22.3
Old : 100.0: 26.9 9.7 1.5 52.7 67.6 81.1 78.8: 18.9 21.2
Other: 100.0: 21.8 29.4 0.0 65.6 31.4 87.4 60.8: 12.6 39.2
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 39 15 17 52 53 101 78:
Old : 132: 40 14 13 52 52 99 74:
Other: 40: 6 6 0 4 25 10 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 32.8 36.9 44.7 21.6 28.7 29.6 36.0
Old : 26.7 34.2 35.6 46.7 20.5 30.5 28.7 38.2
Other: 81.5 38.8 87.2 53.4 81.5 38.8 86.5 52.6
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 9, 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 : 92,305: 21,926 8,480 4,150 48,168 58,266 74,244 70,896: 18,061 21,409
Old : 88,175: 22,324 8,509 2,942 45,221 57,207 70,487 68,658: 17,688 19,517
Other: 4,130: 796 1,165 14 2,947 1,059 3,757 2,238: 373 1,892
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,458: -635 1,343 790 -471 -3,118 -316 -985: 1,774 2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.2 4.5 52.2 63.1 80.4 76.8: 19.6 23.2
Old : 100.0: 25.3 9.7 3.3 51.3 64.9 79.9 77.9: 20.1 22.1
Other: 100.0: 19.3 28.2 0.3 71.4 25.6 91.0 54.2: 9.0 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 40 17 18 46 49 97 77:
Old : 135: 42 16 17 46 49 97 76:
Other: 35: 5 6 1 4 21 9 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 : 29.2 32.8 36.8 44.3 23.4 29.9 31.0 37.0
Old : 27.6 33.8 35.5 45.6 22.1 31.2 30.0 38.6
Other: 85.2 39.4 90.8 46.9 85.2 39.4 89.6 46.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 16, 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 : 32,749: 2,409 3,682 483 21,350 20,010 24,242 24,175: 8,507 8,574
Old : 32,660: 2,403 3,680 483 21,346 19,982 24,232 24,145: 8,428 8,515
Other: 89: 6 2 0 4 28 10 30: 79 59
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,793: -803 1,204 62 2,450 1,734 1,709 3,000: 1,084 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.2 1.5 65.2 61.1 74.0 73.8: 26.0 26.2
Old : 100.0: 7.4 11.3 1.5 65.4 61.2 74.2 73.9: 25.8 26.1
Other: 100.0: 6.7 2.2 0.0 4.5 31.5 11.2 33.7: 88.8 66.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 8 3 25 15 35 25:
Old : 44: 9 8 3 24 15 34 25:
Other: 8: 1 1 0 1 5 2 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 : 36.2 55.5 48.2 63.2 25.8 38.6 34.6 44.5
Old : 36.3 55.6 48.4 63.3 25.9 38.7 34.7 44.5
Other: 11.2 31.5 11.2 33.7 11.2 31.5 11.2 33.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 29,956: 3,212 2,478 421 18,900 18,276 22,533 21,175: 7,423 8,781
Old : 29,863: 3,212 2,478 421 18,900 18,263 22,533 21,162: 7,330 8,701
Other: 93: 0 0 0 0 13 0 13: 93 80
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,540: 740 475 -161 1,012 1,609 1,591 1,923: 949 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.3 1.4 63.1 61.0 75.2 70.7: 24.8 29.3
Old : 100.0: 10.8 8.3 1.4 63.3 61.2 75.5 70.9: 24.5 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 14.0 0.0 14.0: 100.0 86.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 7 2 24 14 35 22:
Old : 44: 10 7 2 24 13 35 21:
Other: 4: 0 0 0 0 4 0 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 : 34.7 55.6 47.5 61.7 25.8 41.4 34.8 45.7
Old : 34.8 55.8 47.7 61.8 25.9 41.5 34.9 45.8
Other: 0.0 14.0 0.0 14.0 0.0 14.0 0.0 14.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 16, 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 : 101,777: 20,615 40,353 3,616 66,236 45,404 90,467 89,373: 11,310 12,404
Old : 101,098: 20,815 40,485 3,283 65,730 45,173 89,828 88,941: 11,270 12,157
Other: 679: 132 200 1 506 231 639 432: 40 247
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,853: 598 10,638 75 4,754 -5,989 5,427 4,724: 1,426 2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 39.6 3.6 65.1 44.6 88.9 87.8: 11.1 12.2
Old : 100.0: 20.6 40.0 3.2 65.0 44.7 88.9 88.0: 11.1 12.0
Other: 100.0: 19.4 29.5 0.1 74.5 34.0 94.1 63.6: 5.9 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 56 73 43 50 46 134 142:
Old : 204: 57 74 41 50 46 133 141:
Other: 14: 2 2 1 5 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 29.1 40.4 38.2 25.4 28.5 39.2 36.7
Old : 25.8 29.2 40.6 38.5 25.6 28.7 39.6 36.9
Other: 80.3 56.1 94.1 63.6 80.3 56.1 94.0 63.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 9, 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 : 94,924: 20,017 29,715 3,541 61,482 51,393 85,040 84,649: 9,884 10,275
Old : 94,458: 20,105 29,845 3,323 61,179 51,145 84,607 84,313: 9,851 10,145
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: August 2, 2005 :
: 785: -97 3,435 524 2,104 -2,579 2,531 1,380: -1,746 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.3 3.7 64.8 54.1 89.6 89.2: 10.4 10.8
Old : 100.0: 21.3 31.6 3.5 64.8 54.1 89.6 89.3: 10.4 10.7
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 : 190: 45 68 39 53 47 126 133:
Old : 190: 45 68 37 53 47 125 132:
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 : 26.9 33.8 41.6 44.4 26.9 31.2 40.9 40.2
Old : 27.1 33.9 41.8 44.6 27.1 31.4 41.3 40.4
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 16, 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 : 30,122: 10,898 3,231 2,297 13,119 22,923 26,314 28,451: 3,808 1,671
Old : 27,748: 10,813 3,450 1,402 11,992 21,356 24,207 26,208: 3,541 1,540
Other: 2,374: 789 485 191 1,127 1,567 2,107 2,243: 267 131
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,242: -2,166 758 667 395 -2,460 -1,104 -1,035: -138 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 10.7 7.6 43.6 76.1 87.4 94.5: 12.6 5.5
Old : 100.0: 39.0 12.4 5.1 43.2 77.0 87.2 94.5: 12.8 5.5
Other: 100.0: 33.2 20.4 8.0 47.5 66.0 88.8 94.5: 11.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 19 19 25 19 76 52:
Old : 97: 44 21 14 24 18 72 49:
Other: 30: 12 7 8 8 4 25 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 57.2 42.1 71.8 26.5 50.2 36.7 62.4
Old : 29.9 59.5 42.5 72.4 26.3 51.9 37.2 64.7
Other: 52.4 73.1 72.2 85.6 49.6 72.6 68.9 82.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 9, 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 : 31,364: 13,064 2,473 1,630 12,724 25,383 27,418 29,486: 3,946 1,878
Old : 29,504: 12,659 2,789 960 12,117 23,912 25,736 27,661: 3,768 1,843
Other: 1,860: 842 121 233 607 1,471 1,682 1,825: 178 35
: : :
: : Changes in Commitments from: August 2, 2005 :
: 173: -242 203 -7 597 -206 348 -10: -175 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 7.9 5.2 40.6 80.9 87.4 94.0: 12.6 6.0
Old : 100.0: 42.9 9.5 3.3 41.1 81.0 87.2 93.8: 12.8 6.2
Other: 100.0: 45.3 6.5 12.5 32.6 79.1 90.4 98.1: 9.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 46 15 17 23 17 77 44:
Old : 94: 47 17 12 22 15 72 41:
Other: 31: 13 7 6 7 5 24 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 60.4 42.0 76.6 24.1 51.7 35.8 66.2
Old : 30.3 62.1 43.0 76.7 24.5 52.9 36.4 67.0
Other: 46.6 81.6 68.6 92.7 43.6 77.8 63.8 83.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 16, 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 : 132,584: 26,194 37,566 2,856 93,901 84,566 122,951 124,988: 9,633 7,596
Old : 5,617: 1,337 367 0 2,640 4,547 3,977 4,914: 1,640 703
Other: 126,967: 24,919 37,261 2,794 91,261 80,019 118,974 120,074: 7,993 6,893
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,575: 3,425 15,418 512 2,059 -10,914 5,996 5,016: 579 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 28.3 2.2 70.8 63.8 92.7 94.3: 7.3 5.7
Old : 100.0: 23.8 6.5 0.0 47.0 81.0 70.8 87.5: 29.2 12.5
Other: 100.0: 19.6 29.3 2.2 71.9 63.0 93.7 94.6: 6.3 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 50 52 15 50 35 109 98:
Old : 41: 11 4 0 19 9 30 13:
Other: 161: 48 53 14 47 32 104 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.6 51.8 45.7 25.1 22.4 37.8 32.1
Old : 31.5 77.4 46.6 85.1 30.6 77.4 45.7 85.1
Other: 35.8 30.3 53.8 45.3 25.9 21.8 39.2 32.0
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 9, 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 : 126,009: 22,769 22,148 2,344 91,842 95,480 116,955 119,972: 9,054 6,037
Old : 28,057: 5,342 13,698 179 18,163 11,232 23,684 25,109: 4,373 2,948
Other: 97,952: 18,125 9,148 1,467 73,679 84,248 93,271 94,863: 4,681 3,089
: : :
: : Changes in Commitments from: August 2, 2005 :
: -665: 35 -1,191 366 -1,467 -1,516 -1,066 -2,341: 401 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.6 1.9 72.9 75.8 92.8 95.2: 7.2 4.8
Old : 100.0: 19.0 48.8 0.6 64.7 40.0 84.4 89.5: 15.6 10.5
Other: 100.0: 18.5 9.3 1.5 75.2 86.0 95.2 96.8: 4.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 49 42 15 51 38 109 90:
Old : 111: 32 26 2 40 19 73 47:
Other: 119: 35 26 10 43 37 83 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 : 34.2 33.7 51.0 49.4 22.4 22.8 34.7 31.8
Old : 31.9 35.7 42.2 51.0 27.4 35.6 37.7 48.9
Other: 40.8 39.9 57.1 57.1 27.2 26.5 36.8 37.5
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 16, 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 : 472,883: 165,801 51,640 33,777 201,579 346,888 401,157 432,305: 71,726 40,578
Old : 472,883: 165,801 51,640 33,777 201,579 346,888 401,157 432,305: 71,726 40,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -16,693: -8,314 531 -2,457 -556 -10,505 -11,327 -12,431: -5,366 -4,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 10.9 7.1 42.6 73.4 84.8 91.4: 15.2 8.6
Old : 100.0: 35.1 10.9 7.1 42.6 73.4 84.8 91.4: 15.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 66 36 39 57 54 151 109:
Old : 180: 66 36 39 57 54 151 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 28.4 25.5 48.8 14.5 24.5 23.9 38.7
Old : 14.5 28.4 25.5 48.8 14.5 24.5 23.9 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 9, 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 : 489,576: 174,115 51,109 36,234 202,135 357,393 412,484 444,736: 77,092 44,840
Old : 489,576: 174,115 51,109 36,234 202,135 357,393 412,484 444,736: 77,092 44,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,721: 19,368 9,048 7,081 11,998 16,911 38,447 33,040: -1,726 3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.4 7.4 41.3 73.0 84.3 90.8: 15.7 9.2
Old : 100.0: 35.6 10.4 7.4 41.3 73.0 84.3 90.8: 15.7 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 : 184: 65 41 43 54 54 153 111:
Old : 184: 65 41 43 54 54 153 111:
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 : 14.0 29.7 24.5 49.1 14.0 24.4 23.6 38.8
Old : 14.0 29.7 24.5 49.1 14.0 24.4 23.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 16, 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 : 91,538: 24,192 18,032 5,949 53,053 61,268 83,194 85,249: 8,344 6,289
Old : 22,880: 7,924 4,971 94 10,903 15,064 18,921 20,129: 3,959 2,751
Other: 68,658: 18,050 14,843 4,073 42,150 46,204 64,273 65,120: 4,385 3,538
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,639: -3,006 1,293 -1,639 2,297 -2,059 -2,348 -2,405: 709 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.7 6.5 58.0 66.9 90.9 93.1: 9.1 6.9
Old : 100.0: 34.6 21.7 0.4 47.7 65.8 82.7 88.0: 17.3 12.0
Other: 100.0: 26.3 21.6 5.9 61.4 67.3 93.6 94.8: 6.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 88 69 38 86 86 195 179:
Old : 161: 40 35 4 50 48 92 85:
Other: 251: 79 62 26 73 80 165 157:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.8 34.1 36.6 18.9 16.7 30.1 26.3
Old : 34.4 44.9 45.4 54.4 30.7 39.6 40.5 47.9
Other: 24.3 24.7 39.7 38.3 24.3 16.7 38.4 27.9
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 9, 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 : 93,177: 27,198 16,739 7,588 50,756 63,327 85,542 87,654: 7,635 5,523
Old : 41,806: 19,600 15,185 166 16,759 22,774 36,525 38,125: 5,281 3,681
Other: 51,371: 12,389 6,345 2,631 33,997 40,553 49,017 49,529: 2,354 1,842
: : :
: : Changes in Commitments from: August 2, 2005 :
: -512: 380 52 186 574 131 1,140 369: -1,652 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.0 8.1 54.5 68.0 91.8 94.1: 8.2 5.9
Old : 100.0: 46.9 36.3 0.4 40.1 54.5 87.4 91.2: 12.6 8.8
Other: 100.0: 24.1 12.4 5.1 66.2 78.9 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 91 74 55 91 90 214 200:
Old : 260: 83 72 6 60 59 144 136:
Other: 220: 65 43 26 71 84 150 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.7 33.8 35.0 18.7 17.3 30.6 27.4
Old : 20.3 31.7 31.8 44.1 20.2 29.1 31.7 41.5
Other: 28.5 27.8 44.6 42.8 26.2 20.7 40.0 30.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 16, 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 : 19,267: 5,227 3,099 2,453 9,579 11,055 17,259 16,607: 2,008 2,660
Old : 19,267: 5,227 3,099 2,453 9,579 11,055 17,259 16,607: 2,008 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -7,183: -7,888 438 -199 1,235 -8,183 -6,852 -7,944: -331 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 16.1 12.7 49.7 57.4 89.6 86.2: 10.4 13.8
Old : 100.0: 27.1 16.1 12.7 49.7 57.4 89.6 86.2: 10.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 16 8 7 4 21 24:
Old : 36: 8 16 8 7 4 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 : 62.2 69.7 81.4 80.2 61.4 61.1 72.5 68.3
Old : 62.2 69.7 81.4 80.2 61.4 61.1 72.5 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 9, 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 : 26,450: 13,115 2,661 2,652 8,344 19,238 24,111 24,551: 2,339 1,899
Old : 26,450: 13,115 2,661 2,652 8,344 19,238 24,111 24,551: 2,339 1,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 718: 1,475 256 458 -551 278 1,382 992: -664 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 10.1 10.0 31.5 72.7 91.2 92.8: 8.8 7.2
Old : 100.0: 49.6 10.1 10.0 31.5 72.7 91.2 92.8: 8.8 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 : 42: 14 15 9 7 6 29 24:
Old : 42: 14 15 9 7 6 29 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 : 39.3 77.9 65.1 85.6 39.3 67.6 62.1 74.0
Old : 39.3 77.9 65.1 85.6 39.3 67.6 62.1 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, August 16, 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 : 192,223: 40,862 22,656 23,584 91,145 121,233 155,591 167,473: 36,632 24,750
Old : 192,223: 40,862 22,656 23,584 91,145 121,233 155,591 167,473: 36,632 24,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 10,479: 5,312 1,170 1,295 3,303 8,829 9,910 11,294: 569 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 11.8 12.3 47.4 63.1 80.9 87.1: 19.1 12.9
Old : 100.0: 21.3 11.8 12.3 47.4 63.1 80.9 87.1: 19.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 36 28 30 63 57 121 96:
Old : 133: 36 28 30 63 57 121 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 : 15.0 21.6 26.1 32.7 12.2 14.4 19.5 20.1
Old : 15.0 21.6 26.1 32.7 12.2 14.4 19.5 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, August 9, 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 : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565
Old : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,062: 2,353 -220 600 1,263 3,641 4,216 4,021: 846 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 14.1
Old : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 14.1
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 : 128: 30 32 33 59 57 114 100:
Old : 128: 30 32 33 59 57 114 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8
Old : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 16, 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 : 542,558: 75,959 76,789 173,241 221,867 253,356 471,067 503,386: 71,491 39,172
Old : 542,558: 75,959 76,789 173,241 221,867 253,356 471,067 503,386: 71,491 39,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 14,754: 11,071 1,325 -4,348 8,229 7,615 14,952 4,592: -198 10,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 14.2 31.9 40.9 46.7 86.8 92.8: 13.2 7.2
Old : 100.0: 14.0 14.2 31.9 40.9 46.7 86.8 92.8: 13.2 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 : 216: 60 50 69 98 85 201 165:
Old : 216: 60 50 69 98 85 201 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 24.4 28.1 36.7 6.9 11.7 11.0 18.6
Old : 18.9 24.4 28.1 36.7 6.9 11.7 11.0 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 9, 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 : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010
Old : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 25,710: 11,959 6,738 9,119 5,058 7,569 26,136 23,426: -426 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5
Old : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 57 44 64 100 85 194 161:
Old : 209: 57 44 64 100 85 194 161:
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 : 20.3 26.0 29.9 38.3 7.6 11.5 11.7 17.6
Old : 20.3 26.0 29.9 38.3 7.6 11.5 11.7 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 16, 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 : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Old : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,564: -1,814 366 1,024 2,994 40 2,204 1,430: 360 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Old : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 17 12 20 16:
Old : 25: 2 3 2 17 12 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
Old : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 9, 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 : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 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 : 24: 2 3 1 16 12 18 16:
Old : 24: 2 3 1 16 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Old : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 844: 6,098 -3,200 -1,828 -2,394 5,804 1,876 776: -1,032 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 3.7
Old : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 3.7
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 : 36: 3 2 4 24 27 28 32:
Old : 36: 3 2 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 : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
Old : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, August 9, 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 : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 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 : 36: 2 3 4 24 28 28 33:
Old : 36: 2 3 4 24 28 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 16, 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 : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Old : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,848: -12,703 3,020 0 14,455 594 1,752 3,614: 96 -1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
Old : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
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: 2 3 1 18 14 20 18:
Old : 27: 2 3 1 18 14 20 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 : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
Old : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 9, 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 : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 14 13 16 17:
Old : 23: 2 3 1 14 13 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Old : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,972: -550 5,236 -1,431 6,530 2,903 4,549 6,708: 423 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 1.1
Old : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 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 : 26: 0 4 4 18 19 22 23:
Old : 26: 0 4 4 18 19 22 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 : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
Old : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 9, 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 : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 3 18 17 21 21:
Old : 25: 1 3 3 18 17 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 : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, August 16, 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 : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Old : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,013: 1,558 2,324 1,001 2,800 -19 5,359 3,306: -1,346 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
Old : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 6 21 21 27 28:
Old : 31: 3 4 6 21 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
Old : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 4 21 21 25 25:
Old : 29: 1 3 4 21 21 25 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 : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
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 Code-02365G
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Old : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,459: -666 0 610 1,577 971 1,521 1,581: -62 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
Old : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 22 23 23:
Old : 25: 1 0 1 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
Old : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, August 9, 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 : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -182: -6 0 -2 -296 62 -304 60: 122 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 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 : 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 : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Old : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,656: 0 2,674 -213 1,829 373 1,616 2,834: 1,040 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Old : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
Old : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 9, 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 : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -219: 0 -1,091 123 -404 844 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 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 : 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 : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 16, 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 : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Old : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,732: -3,066 -30,876 0 -5,392 21,465 -8,458 -9,411: -274 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 5.9
Old : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 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 : 27: 3 1 3 19 21 22 25:
Old : 27: 3 1 3 19 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
Old : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 9, 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 : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 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 : 26: 3 1 3 19 20 22 24:
Old : 26: 3 1 3 19 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 16, 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 : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Old : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,795: -638 -42 1,116 3,487 1,470 3,965 2,544: -170 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
Old : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
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: 3 1 2 16 17 20 19:
Old : 24: 3 1 2 16 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Old : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,393: 236 865 -351 904 396 789 910: 604 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
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 : 24: 3 1 1 16 18 20 19:
Old : 24: 3 1 1 16 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, August 16, 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 : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Old : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 34,513: 12,510 1,276 10,270 8,615 19,881 31,395 31,427: 3,118 3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 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 : 130: 22 17 36 86 80 123 118:
Old : 130: 22 17 36 86 80 123 118:
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 : 28.4 24.8 43.6 39.9 22.4 16.5 32.2 28.5
Old : 28.4 24.8 43.6 39.9 22.4 16.5 32.2 28.5
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 Code-03565B
Commitments of Traders - Futures Only, August 9, 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 : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 22 18 35 85 82 121 121:
Old : 130: 22 18 35 85 82 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, August 16, 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 : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Old : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,847: 2,231 -6,948 5,259 597 8,086 8,087 6,397: -1,240 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
Old : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 10 19 30 29 51 49:
Old : 53: 12 10 19 30 29 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
Old : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
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 Code-03565C
Commitments of Traders - Futures Only, August 9, 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 : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 12 17 28 28 47 47:
Old : 50: 9 12 17 28 28 47 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 : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 16, 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 : 79,822: 22,202 2,800 19,202 38,070 57,520 79,474 79,522: 348 300
Old : 79,822: 22,202 2,800 19,202 38,070 57,520 79,474 79,522: 348 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,644: 180 -1,380 -280 1,644 3,104 1,544 1,444: 100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.5 24.1 47.7 72.1 99.6 99.6: 0.4 0.4
Old : 100.0: 27.8 3.5 24.1 47.7 72.1 99.6 99.6: 0.4 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 : 54: 8 4 9 39 36 50 46:
Old : 54: 8 4 9 39 36 50 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 : 53.0 48.9 66.3 69.5 34.6 41.8 41.9 48.1
Old : 53.0 48.9 66.3 69.5 34.6 41.8 41.9 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 9, 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 : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100
Old : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,358: 2,690 100 1,860 908 4,078 5,458 6,038: -100 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1
Old : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1
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 : 51: 7 3 9 37 35 47 44:
Old : 51: 7 3 9 37 35 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3
Old : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
Commitments of Traders - Futures Only, August 9, 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 : 780: 280 140 20 360 520 660 680: 120 100
Old : 780: 280 140 20 360 520 660 680: 120 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
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 1 7 9 10 12:
Old : 20: 2 3 1 7 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 16, 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 : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Old : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,531: 65 991 124 1,342 206 1,531 1,321: 0 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
Old : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 19 24 24 29:
Old : 33: 1 5 4 19 24 24 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 : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 47.8
Old : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 47.8
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 Code-06465A
Commitments of Traders - Futures Only, August 9, 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 : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -741: 0 210 -36 -623 -325 -659 -151: -82 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 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 : 33: 2 4 4 19 24 24 29:
Old : 33: 2 4 4 19 24 24 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 : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, August 16, 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 : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Old : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,627: 0 -124 252 699 1,033 951 1,161: 676 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
Old : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 17 14 22 17:
Old : 28: 3 2 3 17 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
Old : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, August 9, 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 : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 426: -42 -84 63 363 405 384 384: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 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 : 28: 3 2 3 17 12 22 15:
Old : 28: 3 2 3 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
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 Code-06465C
Commitments of Traders - Futures Only, August 16, 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 : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Old : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,018: 2 0 0 508 510 510 510: 508 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 5.4
Old : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
Old : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, August 9, 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 : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 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 : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
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 Code-06465H
Commitments of Traders - Futures Only, August 16, 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 : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Old : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,948: -180 1,000 260 1,888 888 1,968 2,148: -20 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Old : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 6 17 19 23 25:
Old : 26: 4 2 6 17 19 23 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 : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
Old : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
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 Code-06465H
Commitments of Traders - Futures Only, August 9, 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 : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 428: -240 720 -80 768 -232 448 408: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 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 16 22 21:
Old : 23: 4 2 5 16 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
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 Code-06465M
Commitments of Traders - Futures Only, August 16, 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 : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Old : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,770: 1,270 0 810 550 1,980 2,630 2,790: 140 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
Old : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 4 22 23 26 28:
Old : 31: 4 1 4 22 23 26 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 : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
Old : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
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 Code-06465M
Commitments of Traders - Futures Only, August 9, 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 : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 21 22 25 27:
Old : 30: 4 1 4 21 22 25 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 : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
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 Code-067651
Commitments of Traders - Futures Only, August 16, 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 : 957,767: 154,463 114,068 181,002 552,971 578,683 888,436 873,753: 69,331 84,014
Old : 957,767: 154,463 114,068 181,002 552,971 578,683 888,436 873,753: 69,331 84,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 70,252: 15,063 9,656 18,557 43,712 45,034 77,332 73,247: -7,080 -2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.9 18.9 57.7 60.4 92.8 91.2: 7.2 8.8
Old : 100.0: 16.1 11.9 18.9 57.7 60.4 92.8 91.2: 7.2 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 : 286: 88 84 102 82 90 238 224:
Old : 286: 88 84 102 82 90 238 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 17.5 30.6 27.8 15.6 11.6 21.8 18.5
Old : 19.9 17.5 30.6 27.8 15.6 11.6 21.8 18.5
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 Code-067651
Commitments of Traders - Futures Only, August 9, 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 : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009
Old : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 47,336: 18,339 9,421 1,707 18,808 25,321 38,854 36,449: 8,482 10,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 9.8
Old : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 86 97 104 80 91 232 238:
Old : 293: 86 97 104 80 91 232 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0
Old : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 16, 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 : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Old : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 134: -192 717 295 100 -831 203 181: -69 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 4.3
Old : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 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 : 112: 57 18 5 12 25 72 46:
Old : 112: 57 18 5 12 25 72 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 : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
Old : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 9, 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 : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11: -57 106 -8 67 -204 2 -106: 9 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 57 16 2 12 26 71 43:
Old : 111: 57 16 2 12 26 71 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 : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,659: 8,117 641 8 1,020 10,005 9,145 10,654: 2,514 1,005
Old : 11,659: 8,117 641 8 1,020 10,005 9,145 10,654: 2,514 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -675: -538 -83 0 -150 -368 -688 -451: 13 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.4: 21.6 8.6
Old : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.4: 21.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 28 6 1 7 22 35 29:
Old : 58: 28 6 1 7 22 35 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 : 32.4 52.1 46.4 71.2 32.4 51.7 45.8 70.8
Old : 32.4 52.1 46.4 71.2 32.4 51.7 45.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, August 9, 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 : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229
Old : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 10.0
Old : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 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 : 57: 27 7 1 7 20 34 28:
Old : 57: 27 7 1 7 20 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5
Old : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5
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 Code-111652
Commitments of Traders - Futures Only, August 16, 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 : 160,920: 51,164 7,259 9,301 82,513 133,897 142,978 150,457: 17,942 10,463
Old : 160,920: 51,164 7,259 9,301 82,513 133,897 142,978 150,457: 17,942 10,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,849: 1,862 -1,974 1,795 -915 3,425 2,742 3,246: 1,107 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 4.5 5.8 51.3 83.2 88.9 93.5: 11.1 6.5
Old : 100.0: 31.8 4.5 5.8 51.3 83.2 88.9 93.5: 11.1 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 : 169: 61 17 33 73 78 148 117:
Old : 169: 61 17 33 73 78 148 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 25.4 35.8 40.6 15.5 18.9 25.2 28.7
Old : 21.2 25.4 35.8 40.6 15.5 18.9 25.2 28.7
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 Code-111652
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860
Old : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,214: 4,453 -2,642 372 -695 4,429 4,130 2,159: 84 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3
Old : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 60 17 32 72 74 148 110:
Old : 169: 60 17 32 72 74 148 110:
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 : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4
Old : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005