WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 30, 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 : 260,222: 41,116 86,375 21,686 175,347 117,722 238,149 225,783: 22,073 34,439
Old : 246,465: 40,227 84,807 18,420 167,139 112,799 225,786 216,026: 20,679 30,439
Other: 13,757: 3,923 4,602 232 8,208 4,923 12,363 9,757: 1,394 4,000
: : :
: : Changes in Commitments from: August 23, 2005 :
: -4,231: -1,953 2,602 -1,271 4,460 -2,828 1,236 -1,497: -5,467 -2,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 33.2 8.3 67.4 45.2 91.5 86.8: 8.5 13.2
Old : 100.0: 16.3 34.4 7.5 67.8 45.8 91.6 87.6: 8.4 12.4
Other: 100.0: 28.5 33.5 1.7 59.7 35.8 89.9 70.9: 10.1 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 56 114 49 43 52 137 188:
Old : 249: 56 118 41 38 51 125 186:
Other: 80: 19 20 6 12 35 35 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 29.9 51.7 37.4 34.8 24.3 49.5 30.5
Old : 36.7 31.5 53.6 39.0 36.7 27.1 52.2 34.4
Other: 46.9 37.4 68.3 47.4 46.8 37.2 66.2 45.7
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 23, 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 : 264,453: 43,069 83,773 22,957 170,887 120,550 236,913 227,280: 27,540 37,173
Old : 251,683: 42,034 80,970 21,000 162,476 116,170 225,510 218,140: 26,173 33,543
Other: 12,770: 2,861 4,629 131 8,411 4,380 11,403 9,140: 1,367 3,630
: : :
: : Changes in Commitments from: August 16, 2005 :
: 10,065: -2,969 -4,509 6,939 1,732 7,671 5,702 10,101: 4,363 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 31.7 8.7 64.6 45.6 89.6 85.9: 10.4 14.1
Old : 100.0: 16.7 32.2 8.3 64.6 46.2 89.6 86.7: 10.4 13.3
Other: 100.0: 22.4 36.2 1.0 65.9 34.3 89.3 71.6: 10.7 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 65 104 53 44 49 144 182:
Old : 246: 68 105 46 40 49 135 180:
Other: 72: 17 18 3 11 33 30 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 : 33.3 30.5 48.6 37.3 33.3 24.0 46.5 29.9
Old : 35.0 31.9 50.2 38.8 35.0 27.2 48.9 33.7
Other: 51.0 34.8 70.6 45.7 50.9 34.6 68.4 44.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 30, 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 : 713,994: 121,734 150,837 43,167 422,746 344,707 587,647 538,711: 126,347 175,283
Old : 25,175: 10,005 2,456 190 4,166 12,192 14,361 14,838: 10,814 10,337
Other: 688,819: 121,290 157,942 33,416 418,580 332,515 573,286 523,873: 115,533 164,946
: : :
: : Changes in Commitments from: August 23, 2005 :
: -23,565: -4,455 14,949 -10,050 311 -27,641 -14,194 -22,742: -9,371 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.1 6.0 59.2 48.3 82.3 75.5: 17.7 24.5
Old : 100.0: 39.7 9.8 0.8 16.5 48.4 57.0 58.9: 43.0 41.1
Other: 100.0: 17.6 22.9 4.9 60.8 48.3 83.2 76.1: 16.8 23.9
: : :
:# Traders : Number of Traders in Each Category :
All : 552: 125 130 91 183 209 366 390:
Old : 137: 35 18 1 35 58 70 77:
Other: 551: 118 148 78 167 204 342 379:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 18.3 34.1 23.9 23.9 17.4 33.4 22.9
Old : 12.2 23.5 21.2 36.1 9.3 19.2 17.8 31.2
Other: 24.8 18.4 35.3 24.2 24.8 17.8 34.7 23.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 23, 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 : 737,559: 126,189 135,888 53,217 422,435 372,348 601,841 561,453: 135,718 176,106
Old : 88,617: 28,058 21,703 60 33,984 48,014 62,102 69,777: 26,515 18,840
Other: 648,942: 124,428 140,482 26,860 388,451 324,334 539,739 491,676: 109,203 157,266
: : :
: : Changes in Commitments from: August 16, 2005 :
: 9,297: 5,634 22,754 -6,568 -4,654 -1,865 -5,588 14,321: 14,885 -5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 18.4 7.2 57.3 50.5 81.6 76.1: 18.4 23.9
Old : 100.0: 31.7 24.5 0.1 38.3 54.2 70.1 78.7: 29.9 21.3
Other: 100.0: 19.2 21.6 4.1 59.9 50.0 83.2 75.8: 16.8 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 124 130 91 213 222 389 398:
Old : 323: 63 47 2 126 109 191 157:
Other: 538: 118 128 69 161 214 321 375:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 17.4 32.9 23.1 22.9 16.2 31.3 21.5
Old : 13.6 28.0 20.6 39.0 13.6 28.0 20.6 38.8
Other: 25.6 17.9 36.8 24.1 25.6 17.3 36.2 23.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 30, 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 : 6,096: 2,526 555 30 1,291 3,977 3,847 4,562: 2,249 1,534
Old : 6,094: 2,526 555 30 1,290 3,976 3,846 4,561: 2,248 1,533
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 23, 2005 :
: -26: -365 137 -18 457 -371 74 -252: -100 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 9.1 0.5 21.2 65.2 63.1 74.8: 36.9 25.2
Old : 100.0: 41.5 9.1 0.5 21.2 65.2 63.1 74.8: 36.9 25.2
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 : 33: 11 5 3 11 13 23 20:
Old : 33: 11 5 3 11 13 23 20:
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 : 33.3 42.7 52.2 59.5 33.3 42.7 52.0 58.8
Old : 33.3 42.7 52.2 59.5 33.3 42.7 52.0 58.8
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 23, 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 : 6,122: 2,891 418 48 834 4,348 3,773 4,814: 2,349 1,308
Old : 6,120: 2,891 418 48 833 4,347 3,772 4,813: 2,348 1,307
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 16, 2005 :
: -60: -111 121 24 112 -218 25 -73: -85 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 6.8 0.8 13.6 71.0 61.6 78.6: 38.4 21.4
Old : 100.0: 47.2 6.8 0.8 13.6 71.0 61.6 78.6: 38.4 21.4
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 : 35: 13 5 3 11 13 26 19:
Old : 35: 13 5 3 11 13 26 19:
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 : 30.0 46.1 45.6 63.7 30.0 45.0 45.6 61.0
Old : 30.0 46.1 45.7 63.7 30.0 45.0 45.7 61.1
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 243,909: 55,566 33,554 15,541 125,656 130,533 196,763 179,628: 47,146 64,281
Old : 237,981: 55,597 34,088 12,670 123,921 128,635 192,188 175,393: 45,793 62,588
Other: 5,928: 2,819 2,316 21 1,735 1,898 4,575 4,235: 1,353 1,693
: : :
: : Changes in Commitments from: August 23, 2005 :
: -12,168: -4,146 3,022 -4,815 -944 -10,470 -9,905 -12,263: -2,263 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 13.8 6.4 51.5 53.5 80.7 73.6: 19.3 26.4
Old : 100.0: 23.4 14.3 5.3 52.1 54.1 80.8 73.7: 19.2 26.3
Other: 100.0: 47.6 39.1 0.4 29.3 32.0 77.2 71.4: 22.8 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 93 77 63 75 111 208 224:
Old : 322: 95 78 58 74 109 204 219:
Other: 91: 9 20 1 10 54 20 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 : 25.3 20.1 35.1 28.8 25.3 17.3 34.7 23.9
Old : 26.0 20.4 35.9 29.3 26.0 17.6 35.5 24.5
Other: 59.0 36.6 70.3 51.5 58.9 36.6 70.2 51.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 23, 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 : 256,077: 59,712 30,532 20,356 126,600 141,003 206,668 191,891: 49,409 64,186
Old : 250,342: 59,670 30,767 17,387 125,305 139,562 202,362 187,716: 47,980 62,626
Other: 5,735: 2,990 2,713 21 1,295 1,441 4,306 4,175: 1,429 1,560
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,947: -5,824 3,149 934 1,773 -5,451 -3,117 -1,368: 1,170 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.9 7.9 49.4 55.1 80.7 74.9: 19.3 25.1
Old : 100.0: 23.8 12.3 6.9 50.1 55.7 80.8 75.0: 19.2 25.0
Other: 100.0: 52.1 47.3 0.4 22.6 25.1 75.1 72.8: 24.9 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 106 80 83 83 114 239 246:
Old : 342: 108 84 78 83 113 237 242:
Other: 91: 11 22 1 7 52 19 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 : 25.2 19.9 35.5 29.1 25.1 17.3 35.4 24.0
Old : 25.7 20.2 36.3 29.5 25.6 17.5 36.2 24.5
Other: 57.4 38.2 70.6 52.0 57.4 38.2 70.6 52.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 30, 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 : 133,699: 24,063 21,719 15,174 77,216 83,618 116,453 120,511: 17,246 13,188
Old : 6,849: 2,903 431 100 2,673 5,391 5,676 5,922: 1,173 927
Other: 126,850: 23,754 23,882 12,480 74,543 78,227 110,777 114,589: 16,073 12,261
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,783: -1,004 -97 -292 7,855 5,464 6,559 5,075: -3,776 -2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.2 11.3 57.8 62.5 87.1 90.1: 12.9 9.9
Old : 100.0: 42.4 6.3 1.5 39.0 78.7 82.9 86.5: 17.1 13.5
Other: 100.0: 18.7 18.8 9.8 58.8 61.7 87.3 90.3: 12.7 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 33 40 35 45 34 103 95:
Old : 41: 14 3 1 9 15 24 18:
Other: 140: 34 45 30 45 34 98 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.6 37.7 43.8 24.2 28.6 36.2 38.1
Old : 32.7 43.1 52.0 67.6 32.7 43.1 52.0 67.6
Other: 25.7 34.9 39.3 45.5 25.5 30.0 37.7 39.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 23, 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 : 130,916: 25,067 21,816 15,466 69,361 78,154 109,894 115,436: 21,022 15,480
Old : 15,574: 8,882 3,762 28 4,433 10,473 13,343 14,263: 2,231 1,311
Other: 115,342: 19,695 21,564 11,928 64,928 67,681 96,551 101,173: 18,791 14,169
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,549: -1,144 276 -549 -2,149 -3,369 -3,842 -3,642: 2,293 2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.7 11.8 53.0 59.7 83.9 88.2: 16.1 11.8
Old : 100.0: 57.0 24.2 0.2 28.5 67.2 85.7 91.6: 14.3 8.4
Other: 100.0: 17.1 18.7 10.3 56.3 58.7 83.7 87.7: 16.3 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 34 37 33 47 36 99 95:
Old : 68: 18 12 1 18 22 37 34:
Other: 135: 37 36 30 46 35 95 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 32.2 34.6 42.4 23.8 27.6 33.4 37.4
Old : 35.5 42.4 52.4 58.9 35.5 42.4 52.4 58.9
Other: 27.6 32.2 38.6 43.5 27.0 27.6 36.1 38.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 30, 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 : 635,994: 87,432 67,845 32,822 405,001 405,678 525,255 506,345: 110,739 129,649
Old : 635,994: 87,432 67,845 32,822 405,001 405,678 525,255 506,345: 110,739 129,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 19,587: -15,307 -5,343 20,781 42,662 39,763 48,136 55,201: -28,549 -35,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.7 5.2 63.7 63.8 82.6 79.6: 17.4 20.4
Old : 100.0: 13.7 10.7 5.2 63.7 63.8 82.6 79.6: 17.4 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 : 162: 28 33 28 61 82 104 130:
Old : 162: 28 33 28 61 82 104 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 19.7 37.4 28.6 19.7 12.9 26.3 20.4
Old : 28.7 19.7 37.4 28.6 19.7 12.9 26.3 20.4
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 23, 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 : 616,407: 102,739 73,188 12,041 362,339 365,915 477,119 451,144: 139,288 165,263
Old : 616,407: 102,739 73,188 12,041 362,339 365,915 477,119 451,144: 139,288 165,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 19,966: 14,192 2,198 720 -4,290 15,480 10,622 18,398: 9,344 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.9 2.0 58.8 59.4 77.4 73.2: 22.6 26.8
Old : 100.0: 16.7 11.9 2.0 58.8 59.4 77.4 73.2: 22.6 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 31 26 23 62 76 102 116:
Old : 155: 31 26 23 62 76 102 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 15.5 34.0 24.1 23.6 12.3 29.9 19.6
Old : 25.4 15.5 34.0 24.1 23.6 12.3 29.9 19.6
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 30, 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 : 111,880: 15,626 7,550 14,068 57,626 72,557 87,320 94,175: 24,560 17,705
Old : 8,769: 3,244 68 0 3,087 6,128 6,331 6,196: 2,438 2,573
Other: 103,111: 14,906 10,006 11,544 54,539 66,429 80,989 87,979: 22,122 15,132
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,196: -470 235 -249 5,156 506 4,437 492: -2,241 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.7 12.6 51.5 64.9 78.0 84.2: 22.0 15.8
Old : 100.0: 37.0 0.8 0.0 35.2 69.9 72.2 70.7: 27.8 29.3
Other: 100.0: 14.5 9.7 11.2 52.9 64.4 78.5 85.3: 21.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 32 19 25 43 38 90 77:
Old : 41: 11 2 0 13 16 24 18:
Other: 113: 29 26 23 42 36 87 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 : 19.3 36.2 30.4 49.4 14.9 32.2 23.0 41.0
Old : 27.6 52.0 46.1 62.8 27.6 52.0 46.1 62.8
Other: 20.8 36.8 32.6 50.0 17.4 35.0 26.7 44.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 23, 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 : 109,684: 16,096 7,315 14,317 52,470 72,051 82,883 93,683: 26,801 16,001
Old : 15,806: 5,303 1,072 300 5,739 11,252 11,342 12,624: 4,464 3,182
Other: 93,878: 13,738 9,188 11,072 46,731 60,799 71,541 81,059: 22,337 12,819
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,345: 713 1,330 388 3,101 1,865 4,202 3,583: 143 762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.7 13.1 47.8 65.7 75.6 85.4: 24.4 14.6
Old : 100.0: 33.6 6.8 1.9 36.3 71.2 71.8 79.9: 28.2 20.1
Other: 100.0: 14.6 9.8 11.8 49.8 64.8 76.2 86.3: 23.8 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 34 22 29 46 44 97 85:
Old : 71: 21 6 1 24 24 45 31:
Other: 116: 29 29 26 43 39 90 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 35.8 27.4 48.6 13.6 34.5 21.0 43.1
Old : 21.6 40.5 37.2 57.6 21.6 40.5 35.0 57.6
Other: 20.6 38.5 29.8 50.2 17.7 37.1 26.3 46.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 30, 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 : 7,015: 2,793 1,394 1,052 1,943 2,999 5,788 5,445: 1,227 1,570
Old : 7,015: 2,793 1,394 1,052 1,943 2,999 5,788 5,445: 1,227 1,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 176: 88 89 157 103 338 348 584: -172 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 19.9 15.0 27.7 42.8 82.5 77.6: 17.5 22.4
Old : 100.0: 39.8 19.9 15.0 27.7 42.8 82.5 77.6: 17.5 22.4
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 : 50: 16 10 9 13 16 34 31:
Old : 50: 16 10 9 13 16 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 33.0 51.3 51.1 35.9 32.7 48.7 43.3
Old : 35.9 33.0 51.3 51.1 35.9 32.7 48.7 43.3
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,839: 2,705 1,305 895 1,840 2,661 5,440 4,861: 1,399 1,978
Old : 6,839: 2,705 1,305 895 1,840 2,661 5,440 4,861: 1,399 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -179: -10 -29 -103 -66 -160 -179 -292: 0 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 19.1 13.1 26.9 38.9 79.5 71.1: 20.5 28.9
Old : 100.0: 39.6 19.1 13.1 26.9 38.9 79.5 71.1: 20.5 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 : 44: 15 9 8 12 13 32 26:
Old : 44: 15 9 8 12 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 : 35.7 32.3 52.0 49.7 35.7 32.0 49.6 43.9
Old : 35.7 32.3 52.0 49.7 35.7 32.0 49.6 43.9
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 30, 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 : 375,671: 109,030 87,169 10,353 203,806 168,886 323,189 266,408: 52,482 109,263
Old : 375,671: 109,030 87,169 10,353 203,806 168,886 323,189 266,408: 52,482 109,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,553: 7,238 28 7,486 -15,969 -3,774 -1,245 3,740: 2,798 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 23.2 2.8 54.3 45.0 86.0 70.9: 14.0 29.1
Old : 100.0: 29.0 23.2 2.8 54.3 45.0 86.0 70.9: 14.0 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 14 28 9 47 48 67 79:
Old : 108: 14 28 9 47 48 67 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 15.1 43.0 23.6 26.7 14.4 42.5 22.7
Old : 26.7 15.1 43.0 23.6 26.7 14.4 42.5 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 23, 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 : 374,118: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,684 111,450
Old : 374,118: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,684 111,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,871: -2,435 -14,522 1,736 4,305 13,229 3,606 443: -1,735 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.3 0.8 58.7 46.2 86.7 70.2: 13.3 29.8
Old : 100.0: 27.2 23.3 0.8 58.7 46.2 86.7 70.2: 13.3 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 16 22 3 48 49 65 73:
Old : 110: 16 22 3 48 49 65 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
Old : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
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 30, 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 : 1,834,767: 366,960 340,257 160,945 1,067,368 978,283 1,595,273 1,479,485: 239,494 355,282
Old : 1,834,767: 366,960 340,257 160,945 1,067,368 978,283 1,595,273 1,479,485: 239,494 355,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -130,650: -59,254 -27,116 4,072 -97,767 -59,259 -152,949 -82,303: 22,299 -48,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.5 8.8 58.2 53.3 86.9 80.6: 13.1 19.4
Old : 100.0: 20.0 18.5 8.8 58.2 53.3 86.9 80.6: 13.1 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 62 54 45 90 110 173 192:
Old : 257: 62 54 45 90 110 173 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 21.9 50.0 30.8 39.5 21.3 45.3 27.5
Old : 42.1 21.9 50.0 30.8 39.5 21.3 45.3 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 23, 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 : 1,965,417: 426,214 367,373 156,873 1,165,135 1,037,542 1,748,222 1,561,788: 217,195 403,629
Old : 1,965,417: 426,214 367,373 156,873 1,165,135 1,037,542 1,748,222 1,561,788: 217,195 403,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -115,590: -61,257 -21,689 13,728 -51,434 -88,453 -98,963 -96,414: -16,627 -19,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 18.7 8.0 59.3 52.8 88.9 79.5: 11.1 20.5
Old : 100.0: 21.7 18.7 8.0 59.3 52.8 88.9 79.5: 11.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 55 57 45 92 117 169 201:
Old : 261: 55 57 45 92 117 169 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 21.6 53.7 31.6 37.6 19.9 46.2 25.9
Old : 40.4 21.6 53.7 31.6 37.6 19.9 46.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 30, 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 : 1,382,277: 147,601 369,732 42,194 1,047,622 700,517 1,237,417 1,112,443: 144,860 269,834
Old : 1,382,277: 147,601 369,732 42,194 1,047,622 700,517 1,237,417 1,112,443: 144,860 269,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -13,460: -46,698 -17,036 10,407 13,513 5,638 -22,778 -991: 9,318 -12,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 26.7 3.1 75.8 50.7 89.5 80.5: 10.5 19.5
Old : 100.0: 10.7 26.7 3.1 75.8 50.7 89.5 80.5: 10.5 19.5
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 : 172: 35 42 22 64 74 109 129:
Old : 172: 35 42 22 64 74 109 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 23.4 52.7 35.1 35.3 20.7 46.4 29.5
Old : 37.6 23.4 52.7 35.1 35.3 20.7 46.4 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 23, 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 : 1,395,737: 194,299 386,768 31,787 1,034,109 694,879 1,260,195 1,113,434: 135,542 282,303
Old : 1,395,737: 194,299 386,768 31,787 1,034,109 694,879 1,260,195 1,113,434: 135,542 282,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -89,011: -9,880 -19,365 -12,108 -65,354 -32,906 -87,342 -64,379: -1,669 -24,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 27.7 2.3 74.1 49.8 90.3 79.8: 9.7 20.2
Old : 100.0: 13.9 27.7 2.3 74.1 49.8 90.3 79.8: 9.7 20.2
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 : 180: 40 39 22 64 80 112 133:
Old : 180: 40 39 22 64 80 112 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 22.4 51.6 32.8 36.5 21.8 48.6 30.7
Old : 38.3 22.4 51.6 32.8 36.5 21.8 48.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 418,662: 154,670 46,572 49,578 167,621 294,965 371,869 391,115: 46,793 27,547
Old : 418,662: 154,670 46,572 49,578 167,621 294,965 371,869 391,115: 46,793 27,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 17,358: 17,471 4,481 -7,275 7,126 17,250 17,322 14,456: 36 2,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 11.1 11.8 40.0 70.5 88.8 93.4: 11.2 6.6
Old : 100.0: 36.9 11.1 11.8 40.0 70.5 88.8 93.4: 11.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 30 26 34 53 38 102 80:
Old : 116: 30 26 34 53 38 102 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 36.7 47.4 51.6 29.1 35.0 37.6 48.3
Old : 35.1 36.7 47.4 51.6 29.1 35.0 37.6 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 23, 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 : 401,304: 137,199 42,091 56,853 160,495 277,715 354,547 376,659: 46,757 24,645
Old : 401,304: 137,199 42,091 56,853 160,495 277,715 354,547 376,659: 46,757 24,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 21,030: 1,334 -1,164 5,237 18,050 24,066 24,621 28,139: -3,591 -7,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.5 14.2 40.0 69.2 88.3 93.9: 11.7 6.1
Old : 100.0: 34.2 10.5 14.2 40.0 69.2 88.3 93.9: 11.7 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 : 108: 28 26 32 46 39 91 80:
Old : 108: 28 26 32 46 39 91 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 33.7 46.2 46.0 28.4 30.9 36.7 41.4
Old : 34.7 33.7 46.2 46.0 28.4 30.9 36.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, August 30, 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 : 30,433: 6,901 6,058 47 15,708 17,990 22,656 24,095: 7,777 6,338
Old : 30,433: 6,901 6,058 47 15,708 17,990 22,656 24,095: 7,777 6,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -719: -1,003 186 39 -571 -885 -1,535 -660: 816 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 19.9 0.2 51.6 59.1 74.4 79.2: 25.6 20.8
Old : 100.0: 22.7 19.9 0.2 51.6 59.1 74.4 79.2: 25.6 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 10 2 18 11 31 22:
Old : 50: 12 10 2 18 11 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 47.3 48.7 63.1 33.4 46.4 48.7 61.6
Old : 33.4 47.3 48.7 63.1 33.4 46.4 48.7 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, August 23, 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 : 31,152: 7,904 5,872 8 16,279 18,875 24,191 24,755: 6,961 6,397
Old : 31,152: 7,904 5,872 8 16,279 18,875 24,191 24,755: 6,961 6,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -318: -622 -345 2 10 607 -610 264: 292 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 18.8 0.0 52.3 60.6 77.7 79.5: 22.3 20.5
Old : 100.0: 25.4 18.8 0.0 52.3 60.6 77.7 79.5: 22.3 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 12 1 20 12 36 24:
Old : 58: 15 12 1 20 12 36 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 : 31.1 46.6 46.2 62.7 31.1 45.7 46.2 61.3
Old : 31.1 46.6 46.2 62.7 31.1 45.7 46.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 30, 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 : 68,878: 11,851 35,486 928 48,396 18,617 61,175 55,031: 7,703 13,847
Old : 68,878: 11,851 35,486 928 48,396 18,617 61,175 55,031: 7,703 13,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,934: -8 -1,112 395 7,359 3,236 7,746 2,519: -3,812 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 51.5 1.3 70.3 27.0 88.8 79.9: 11.2 20.1
Old : 100.0: 17.2 51.5 1.3 70.3 27.0 88.8 79.9: 11.2 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 17 31 7 19 14 41 47:
Old : 78: 17 31 7 19 14 41 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 : 65.0 32.7 72.6 43.9 65.0 32.7 72.3 43.4
Old : 65.0 32.7 72.6 43.9 65.0 32.7 72.3 43.4
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 23, 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 : 64,944: 11,859 36,598 533 41,037 15,381 53,429 52,512: 11,515 12,432
Old : 64,944: 11,859 36,598 533 41,037 15,381 53,429 52,512: 11,515 12,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 946: -285 -1,909 50 61 1,502 -174 -357: 1,120 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 56.4 0.8 63.2 23.7 82.3 80.9: 17.7 19.1
Old : 100.0: 18.3 56.4 0.8 63.2 23.7 82.3 80.9: 17.7 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 : 83: 21 33 5 19 14 44 48:
Old : 83: 21 33 5 19 14 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 33.3 63.3 47.3 55.7 33.3 62.7 46.9
Old : 55.7 33.3 63.3 47.3 55.7 33.3 62.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, August 30, 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 : 42,608: 3,126 4,518 1,843 36,260 34,374 41,229 40,735: 1,379 1,873
Old : 42,608: 3,126 4,518 1,843 36,260 34,374 41,229 40,735: 1,379 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -451: 877 -271 -430 -984 127 -537 -574: 86 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.6 4.3 85.1 80.7 96.8 95.6: 3.2 4.4
Old : 100.0: 7.3 10.6 4.3 85.1 80.7 96.8 95.6: 3.2 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 : 61: 9 16 4 22 21 33 39:
Old : 61: 9 16 4 22 21 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 54.6 68.1 75.2 44.2 42.8 57.2 58.6
Old : 50.3 54.6 68.1 75.2 44.2 42.8 57.2 58.6
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 23, 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 : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Old : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,724: -5 77 1,000 2,745 2,671 3,740 3,748: 984 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Old : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 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 : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Old : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
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 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,452: 1,447 2,404 599 14,526 12,022 16,572 15,025: 4,880 6,427
Old : 21,452: 1,447 2,404 599 14,526 12,022 16,572 15,025: 4,880 6,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 758: -211 -23 -44 472 610 217 543: 541 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.2 2.8 67.7 56.0 77.3 70.0: 22.7 30.0
Old : 100.0: 6.7 11.2 2.8 67.7 56.0 77.3 70.0: 22.7 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 8 12 22 16 35 30:
Old : 40: 7 8 12 22 16 35 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 : 42.8 32.8 60.3 53.0 42.8 30.5 59.2 47.3
Old : 42.8 32.8 60.3 53.0 42.8 30.5 59.2 47.3
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 23, 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 : 20,694: 1,658 2,427 643 14,054 11,412 16,355 14,482: 4,339 6,212
Old : 20,694: 1,658 2,427 643 14,054 11,412 16,355 14,482: 4,339 6,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 482: -101 172 126 269 91 294 389: 188 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.7 3.1 67.9 55.1 79.0 70.0: 21.0 30.0
Old : 100.0: 8.0 11.7 3.1 67.9 55.1 79.0 70.0: 21.0 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 9 12 22 16 38 31:
Old : 44: 10 9 12 22 16 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 32.1 60.2 52.1 42.5 29.6 58.9 46.1
Old : 42.5 32.1 60.2 52.1 42.5 29.6 58.9 46.1
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 30, 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 : 102,172: 17,329 22,607 21,342 49,079 27,725 87,750 71,674: 14,422 30,498
Old : 59,726: 15,344 37,387 17 38,970 9,456 54,331 46,860: 5,395 12,866
Other: 42,446: 20,524 3,759 2,786 10,109 18,269 33,419 24,814: 9,027 17,632
: : :
: : Changes in Commitments from: August 23, 2005 :
: 5,687: 2,270 188 2,094 2,036 1,622 6,400 3,904: -713 1,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 22.1 20.9 48.0 27.1 85.9 70.2: 14.1 29.8
Old : 100.0: 25.7 62.6 0.0 65.2 15.8 91.0 78.5: 9.0 21.5
Other: 100.0: 48.4 8.9 6.6 23.8 43.0 78.7 58.5: 21.3 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 38 47 44 25 33 101 97:
Old : 140: 37 55 1 19 29 57 84:
Other: 102: 41 17 13 20 27 68 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 : 29.3 20.0 42.1 32.3 29.3 15.2 41.0 23.8
Old : 45.7 31.6 64.7 44.0 45.7 31.6 64.7 44.0
Other: 24.7 22.1 42.9 30.0 22.9 21.4 40.1 29.3
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 23, 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 : 96,485: 15,059 22,419 19,248 47,043 26,103 81,350 67,770: 15,135 28,715
Old : 59,213: 13,364 35,583 241 39,010 10,105 52,615 45,929: 6,598 13,284
Other: 37,272: 17,417 2,558 3,285 8,033 15,998 28,735 21,841: 8,537 15,431
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,341: 1,116 -1,091 2,543 -1,006 1,716 2,653 3,168: 3,688 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.2 19.9 48.8 27.1 84.3 70.2: 15.7 29.8
Old : 100.0: 22.6 60.1 0.4 65.9 17.1 88.9 77.6: 11.1 22.4
Other: 100.0: 46.7 6.9 8.8 21.6 42.9 77.1 58.6: 22.9 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 32 45 42 23 32 91 96:
Old : 128: 29 53 4 17 29 48 84:
Other: 91: 32 16 15 15 26 59 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 19.5 42.8 31.4 29.1 15.6 42.2 25.2
Old : 46.5 28.8 65.4 40.8 46.5 28.8 65.4 40.7
Other: 28.2 22.6 43.8 31.2 26.2 22.0 40.7 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 136,157: 36,042 36,439 12,220 70,303 57,013 118,565 105,672: 17,592 30,485
Old : 136,157: 36,042 36,439 12,220 70,303 57,013 118,565 105,672: 17,592 30,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,010: 1,157 -1,916 -352 3,222 1,241 4,027 -1,027: -2,017 3,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 26.8 9.0 51.6 41.9 87.1 77.6: 12.9 22.4
Old : 100.0: 26.5 26.8 9.0 51.6 41.9 87.1 77.6: 12.9 22.4
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 : 206: 44 58 44 52 80 118 170:
Old : 206: 44 58 44 52 80 118 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 14.1 42.6 23.4 26.5 14.0 40.8 22.6
Old : 26.5 14.1 42.6 23.4 26.5 14.0 40.8 22.6
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 134,147: 34,885 38,355 12,572 67,081 55,772 114,538 106,699: 19,609 27,448
Old : 134,147: 34,885 38,355 12,572 67,081 55,772 114,538 106,699: 19,609 27,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,577: -331 -4,344 708 -2,033 3,065 -1,656 -571: 3,233 2,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 28.6 9.4 50.0 41.6 85.4 79.5: 14.6 20.5
Old : 100.0: 26.0 28.6 9.4 50.0 41.6 85.4 79.5: 14.6 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 41 64 43 54 82 117 175:
Old : 207: 41 64 43 54 82 117 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 13.9 40.4 23.5 25.2 13.6 39.7 22.7
Old : 25.2 13.9 40.4 23.5 25.2 13.6 39.7 22.7
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 30, 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 : 4,344: 1,059 1,905 61 1,153 573 2,273 2,539: 2,071 1,805
Old : 4,344: 1,059 1,905 61 1,153 573 2,273 2,539: 2,071 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 146: 64 74 -26 -12 74 26 122: 120 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 43.9 1.4 26.5 13.2 52.3 58.4: 47.7 41.6
Old : 100.0: 24.4 43.9 1.4 26.5 13.2 52.3 58.4: 47.7 41.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 12 19 5 15 11 30 32:
Old : 48: 12 19 5 15 11 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 : 20.8 28.0 32.3 37.0 19.5 28.0 30.0 36.6
Old : 20.8 28.0 32.3 37.0 19.5 28.0 30.0 36.6
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 23, 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 : 4,198: 995 1,831 87 1,165 499 2,247 2,417: 1,951 1,781
Old : 4,198: 995 1,831 87 1,165 499 2,247 2,417: 1,951 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 53: 17 481 -147 29 -134 -101 200: 154 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 43.6 2.1 27.8 11.9 53.5 57.6: 46.5 42.4
Old : 100.0: 23.7 43.6 2.1 27.8 11.9 53.5 57.6: 46.5 42.4
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 : 46: 11 17 5 15 11 27 32:
Old : 46: 11 17 5 15 11 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.5 32.7 35.9 19.2 27.5 30.0 35.5
Old : 20.8 27.5 32.7 35.9 19.2 27.5 30.0 35.5
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 30, 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 : 26,935: 11,929 4,907 3,567 6,941 7,747 22,437 16,221: 4,498 10,714
Old : 26,935: 11,929 4,907 3,567 6,941 7,747 22,437 16,221: 4,498 10,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,624: 148 -86 -679 -1,125 -695 -1,656 -1,460: -968 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 18.2 13.2 25.8 28.8 83.3 60.2: 16.7 39.8
Old : 100.0: 44.3 18.2 13.2 25.8 28.8 83.3 60.2: 16.7 39.8
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 : 117: 39 25 30 27 28 90 68:
Old : 117: 39 25 30 27 28 90 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 : 18.1 28.5 30.2 34.8 17.9 26.5 28.7 30.6
Old : 18.1 28.5 30.2 34.8 17.9 26.5 28.7 30.6
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 23, 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 : 29,559: 11,781 4,993 4,246 8,066 8,442 24,093 17,681: 5,466 11,878
Old : 29,559: 11,781 4,993 4,246 8,066 8,442 24,093 17,681: 5,466 11,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 100: 1,147 -107 185 -954 581 378 659: -278 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 16.9 14.4 27.3 28.6 81.5 59.8: 18.5 40.2
Old : 100.0: 39.9 16.9 14.4 27.3 28.6 81.5 59.8: 18.5 40.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 43 25 34 34 41 99 84:
Old : 132: 43 25 34 34 41 99 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 25.0 27.8 32.1 16.9 23.1 26.4 26.9
Old : 17.0 25.0 27.8 32.1 16.9 23.1 26.4 26.9
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 30, 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 : 111,153: 44,904 15,990 608 38,880 81,540 84,392 98,138: 26,761 13,015
Old : 111,153: 44,904 15,990 608 38,880 81,540 84,392 98,138: 26,761 13,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,302: 3,361 -1,010 -111 5,721 6,041 8,971 4,920: -5,669 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 14.4 0.5 35.0 73.4 75.9 88.3: 24.1 11.7
Old : 100.0: 40.4 14.4 0.5 35.0 73.4 75.9 88.3: 24.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 10 3 24 26 53 38:
Old : 79: 28 10 3 24 26 53 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 : 23.5 34.4 37.5 56.1 20.8 33.8 32.7 53.1
Old : 23.5 34.4 37.5 56.1 20.8 33.8 32.7 53.1
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 23, 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 : 107,851: 41,543 17,000 719 33,159 75,499 75,421 93,218: 32,430 14,633
Old : 107,851: 41,543 17,000 719 33,159 75,499 75,421 93,218: 32,430 14,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,654: -2,499 -995 179 2,322 -808 2 -1,624: -1,656 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.8 0.7 30.7 70.0 69.9 86.4: 30.1 13.6
Old : 100.0: 38.5 15.8 0.7 30.7 70.0 69.9 86.4: 30.1 13.6
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 : 78: 26 11 2 21 27 48 39:
Old : 78: 26 11 2 21 27 48 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 : 22.0 32.8 36.4 52.6 22.0 32.8 36.1 52.3
Old : 22.0 32.8 36.4 52.6 22.0 32.8 36.1 52.3
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 30, 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 : 67,721: 4,008 35,884 1 63,581 22,735 67,590 58,620: 131 9,101
Old : 67,721: 4,008 35,884 1 63,581 22,735 67,590 58,620: 131 9,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -274: 843 -4,825 -33 8,143 12,631 8,953 7,773: -9,227 -8,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 53.0 0.0 93.9 33.6 99.8 86.6: 0.2 13.4
Old : 100.0: 5.9 53.0 0.0 93.9 33.6 99.8 86.6: 0.2 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 : 40: 3 20 1 10 12 13 33:
Old : 40: 3 20 1 10 12 13 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 : 72.0 37.2 94.0 55.1 69.6 28.1 78.3 43.7
Old : 72.0 37.2 94.0 55.1 69.6 28.1 78.3 43.7
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 23, 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 : 67,995: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,358 17,148
Old : 67,995: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,358 17,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,105: -3,320 6,602 -373 6,610 -5,239 2,917 990: -1,812 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 59.9 0.1 81.5 14.9 86.2 74.8: 13.8 25.2
Old : 100.0: 4.7 59.9 0.1 81.5 14.9 86.2 74.8: 13.8 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 : 36: 2 19 1 8 10 11 29:
Old : 36: 2 19 1 8 10 11 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 : 74.0 37.2 85.0 49.7 74.0 37.1 83.3 49.6
Old : 74.0 37.2 85.0 49.7 74.0 37.1 83.3 49.6
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 30, 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 : 70,597: 39,671 4,907 481 27,610 58,411 67,762 63,799: 2,835 6,798
Old : 70,597: 39,671 4,907 481 27,610 58,411 67,762 63,799: 2,835 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -10,664: -14,908 -4,372 75 8,073 -6,055 -6,760 -10,352: -3,904 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 7.0 0.7 39.1 82.7 96.0 90.4: 4.0 9.6
Old : 100.0: 56.2 7.0 0.7 39.1 82.7 96.0 90.4: 4.0 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 : 74: 34 15 2 16 14 52 29:
Old : 74: 34 15 2 16 14 52 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 : 34.0 71.5 54.2 82.4 33.6 71.1 53.4 81.6
Old : 34.0 71.5 54.2 82.4 33.6 71.1 53.4 81.6
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 23, 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 : 81,261: 54,579 9,279 406 19,537 64,466 74,522 74,151: 6,739 7,110
Old : 81,261: 54,579 9,279 406 19,537 64,466 74,522 74,151: 6,739 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,559: -20,343 8,409 156 4,510 -27,709 -15,677 -19,144: -1,882 1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 11.4 0.5 24.0 79.3 91.7 91.3: 8.3 8.7
Old : 100.0: 67.2 11.4 0.5 24.0 79.3 91.7 91.3: 8.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 42 11 2 17 15 61 26:
Old : 81: 42 11 2 17 15 61 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 67.3 47.6 82.6 27.6 66.9 47.6 82.2
Old : 27.6 67.3 47.6 82.6 27.6 66.9 47.6 82.2
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 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,596: 18,388 20,599 20 45,034 47,384 63,442 68,003: 14,154 9,593
Old : 77,596: 18,388 20,599 20 45,034 47,384 63,442 68,003: 14,154 9,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,992: -3,320 4,389 -28 10,423 5,465 7,075 9,826: -4,083 -6,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 26.5 0.0 58.0 61.1 81.8 87.6: 18.2 12.4
Old : 100.0: 23.7 26.5 0.0 58.0 61.1 81.8 87.6: 18.2 12.4
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 : 64: 13 16 2 20 25 35 41:
Old : 64: 13 16 2 20 25 35 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 : 36.2 30.9 53.2 46.6 23.1 25.7 36.5 36.5
Old : 36.2 30.9 53.2 46.6 23.1 25.7 36.5 36.5
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 74,604: 21,708 16,210 48 34,611 41,919 56,367 58,177: 18,237 16,427
Old : 74,604: 21,708 16,210 48 34,611 41,919 56,367 58,177: 18,237 16,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,818: 1,249 -1,891 1 526 5,927 1,776 4,037: 42 -2,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 21.7 0.1 46.4 56.2 75.6 78.0: 24.4 22.0
Old : 100.0: 29.1 21.7 0.1 46.4 56.2 75.6 78.0: 24.4 22.0
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 : 63: 14 14 3 17 26 34 40:
Old : 63: 14 14 3 17 26 34 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 : 30.0 29.8 47.2 48.1 25.7 29.8 40.7 45.4
Old : 30.0 29.8 47.2 48.1 25.7 29.8 40.7 45.4
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 30, 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 : 178,245: 7,941 55,606 1,142 157,079 108,008 166,162 164,756: 12,083 13,489
Old : 178,245: 7,941 55,606 1,142 157,079 108,008 166,162 164,756: 12,083 13,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 11,707: -1,417 14,882 216 28,165 6,868 26,964 21,966: -15,257 -10,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 31.2 0.6 88.1 60.6 93.2 92.4: 6.8 7.6
Old : 100.0: 4.5 31.2 0.6 88.1 60.6 93.2 92.4: 6.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 13 35 3 25 28 40 64:
Old : 88: 13 35 3 25 28 40 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 44.6 71.5 56.9 39.7 29.9 56.0 39.0
Old : 44.2 44.6 71.5 56.9 39.7 29.9 56.0 39.0
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 23, 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 : 166,538: 9,358 40,724 926 128,914 101,140 139,198 142,790: 27,340 23,748
Old : 166,538: 9,358 40,724 926 128,914 101,140 139,198 142,790: 27,340 23,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -385: -3,065 1,916 -1 3,158 -1,830 92 85: -477 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 24.5 0.6 77.4 60.7 83.6 85.7: 16.4 14.3
Old : 100.0: 5.6 24.5 0.6 77.4 60.7 83.6 85.7: 16.4 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 : 83: 14 28 4 25 27 41 57:
Old : 83: 14 28 4 25 27 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 : 46.2 45.2 66.6 55.9 40.2 34.2 56.2 43.5
Old : 46.2 45.2 66.6 55.9 40.2 34.2 56.2 43.5
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 30, 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 : 153,731: 26,465 30,084 1,169 90,759 88,098 118,393 119,351: 35,338 34,380
Old : 153,731: 26,465 30,084 1,169 90,759 88,098 118,393 119,351: 35,338 34,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 8,642: 2,227 80 151 12,972 15,097 15,350 15,328: -6,708 -6,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.6 0.8 59.0 57.3 77.0 77.6: 23.0 22.4
Old : 100.0: 17.2 19.6 0.8 59.0 57.3 77.0 77.6: 23.0 22.4
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 : 97: 30 28 10 26 29 59 64:
Old : 97: 30 28 10 26 29 59 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 38.5 48.6 48.5 22.3 21.3 34.1 30.8
Old : 31.8 38.5 48.6 48.5 22.3 21.3 34.1 30.8
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 23, 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 : 145,089: 24,238 30,004 1,018 77,787 73,001 103,043 104,023: 42,046 41,066
Old : 145,089: 24,238 30,004 1,018 77,787 73,001 103,043 104,023: 42,046 41,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -3,329: -3,051 3,299 107 4,216 -4,536 1,272 -1,130: -4,601 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.7 0.7 53.6 50.3 71.0 71.7: 29.0 28.3
Old : 100.0: 16.7 20.7 0.7 53.6 50.3 71.0 71.7: 29.0 28.3
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 : 92: 27 29 10 26 25 56 61:
Old : 92: 27 29 10 26 25 56 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 35.5 46.9 44.8 25.8 23.3 37.9 32.6
Old : 32.6 35.5 46.9 44.8 25.8 23.3 37.9 32.6
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 30, 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 : 9,410: 4,877 0 0 3,252 8,195 8,129 8,195: 1,281 1,215
Old : 9,410: 4,877 0 0 3,252 8,195 8,129 8,195: 1,281 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 406: 296 0 0 127 175 423 175: -17 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 0.0 0.0 34.6 87.1 86.4 87.1: 13.6 12.9
Old : 100.0: 51.8 0.0 0.0 34.6 87.1 86.4 87.1: 13.6 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 : 20: 7 0 0 6 10 13 10:
Old : 20: 7 0 0 6 10 13 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 : 65.7 68.2 79.8 83.9 61.4 68.2 75.5 80.5
Old : 65.7 68.2 79.8 83.9 61.4 68.2 75.5 80.5
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 30, 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 : 8,518,040: 974,636 983,041 971,158 5,571,256 4,890,203 7,517,050 6,844,402: 1,000,990 1,673,638
Old : 8,518,040: 974,636 983,041 971,158 5,571,256 4,890,203 7,517,050 6,844,402: 1,000,990 1,673,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 374,971: 52,352 -4,031 118,912 104,415 157,180 275,679 272,061: 99,292 102,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.5 11.4 65.4 57.4 88.2 80.4: 11.8 19.6
Old : 100.0: 11.4 11.5 11.4 65.4 57.4 88.2 80.4: 11.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 49 64 91 127 140 228 250:
Old : 269: 49 64 91 127 140 228 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 12.7 47.7 22.6 30.6 9.7 40.6 16.1
Old : 31.5 12.7 47.7 22.6 30.6 9.7 40.6 16.1
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 23, 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 : 8,143,069: 922,284 987,072 852,246 5,466,841 4,733,023 7,241,371 6,572,341: 901,698 1,570,728
Old : 8,143,069: 922,284 987,072 852,246 5,466,841 4,733,023 7,241,371 6,572,341: 901,698 1,570,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 122,710: 105,625 -49,700 -26,400 7,729 209,157 86,954 133,057: 35,756 -10,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.1 10.5 67.1 58.1 88.9 80.7: 11.1 19.3
Old : 100.0: 11.3 12.1 10.5 67.1 58.1 88.9 80.7: 11.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 53 68 92 125 143 228 257:
Old : 273: 53 68 92 125 143 228 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 12.7 48.4 22.8 31.3 9.8 40.9 16.2
Old : 32.2 12.7 48.4 22.8 31.3 9.8 40.9 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 30, 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 : 662,008: 49,747 60,308 9,806 467,856 499,768 527,409 569,882: 134,599 92,126
Old : 662,008: 49,747 60,308 9,806 467,856 499,768 527,409 569,882: 134,599 92,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 6,101: -1,361 5,968 3,466 -808 -5,299 1,297 4,135: 4,804 1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.1 1.5 70.7 75.5 79.7 86.1: 20.3 13.9
Old : 100.0: 7.5 9.1 1.5 70.7 75.5 79.7 86.1: 20.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 36 36 19 87 60 134 104:
Old : 190: 36 36 19 87 60 134 104:
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 : 20.6 33.8 30.4 48.1 20.6 32.9 30.3 47.0
Old : 20.6 33.8 30.4 48.1 20.6 32.9 30.3 47.0
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 23, 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 : 655,907: 51,108 54,340 6,340 468,664 505,067 526,112 565,747: 129,795 90,160
Old : 655,907: 51,108 54,340 6,340 468,664 505,067 526,112 565,747: 129,795 90,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 677: -3,249 3,508 44 5,627 -127 2,422 3,425: -1,745 -2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.3 1.0 71.5 77.0 80.2 86.3: 19.8 13.7
Old : 100.0: 7.8 8.3 1.0 71.5 77.0 80.2 86.3: 19.8 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 : 185: 32 33 18 87 62 132 102:
Old : 185: 32 33 18 87 62 132 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 34.3 31.0 48.7 21.1 33.4 30.9 47.6
Old : 21.1 34.3 31.0 48.7 21.1 33.4 30.9 47.6
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 30, 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 : 1,103,644: 182,576 323,436 29,119 655,194 639,930 866,889 992,485: 236,755 111,159
Old : 1,103,644: 182,576 323,436 29,119 655,194 639,930 866,889 992,485: 236,755 111,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 12,317: -10,790 -1,080 4,162 42,748 2,685 36,120 5,767: -23,803 6,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 29.3 2.6 59.4 58.0 78.5 89.9: 21.5 10.1
Old : 100.0: 16.5 29.3 2.6 59.4 58.0 78.5 89.9: 21.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 45 60 24 58 68 119 136:
Old : 201: 45 60 24 58 68 119 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 21.5 35.7 33.9 18.7 15.6 28.4 25.0
Old : 22.3 21.5 35.7 33.9 18.7 15.6 28.4 25.0
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 23, 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 : 1,091,327: 193,366 324,516 24,957 612,446 637,245 830,769 986,718: 260,558 104,609
Old : 1,091,327: 193,366 324,516 24,957 612,446 637,245 830,769 986,718: 260,558 104,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 45,940: -6,263 -13,096 9,376 40,464 22,088 43,577 18,368: 2,363 27,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 29.7 2.3 56.1 58.4 76.1 90.4: 23.9 9.6
Old : 100.0: 17.7 29.7 2.3 56.1 58.4 76.1 90.4: 23.9 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 : 195: 42 57 21 58 65 114 129:
Old : 195: 42 57 21 58 65 114 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 21.6 35.5 33.9 18.9 16.6 27.9 26.4
Old : 22.8 21.6 35.5 33.9 18.9 16.6 27.9 26.4
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 30, 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 : 12,834: 1,029 530 0 6,851 10,225 7,880 10,755: 4,954 2,079
Old : 12,834: 1,029 530 0 6,851 10,225 7,880 10,755: 4,954 2,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 503: -230 530 0 423 -330 193 200: 310 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.1 0.0 53.4 79.7 61.4 83.8: 38.6 16.2
Old : 100.0: 8.0 4.1 0.0 53.4 79.7 61.4 83.8: 38.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 16 14 18 15:
Old : 28: 2 1 0 16 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 36.8 42.7 62.5 26.5 36.8 39.8 61.8
Old : 26.9 36.8 42.7 62.5 26.5 36.8 39.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, August 23, 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 : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Old : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8: 206 0 0 -11 4 195 4: -187 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
Old : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 0 15 15 18 15:
Old : 28: 3 0 0 15 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 38.4 44.2 65.0 27.3 37.9 41.2 63.9
Old : 28.0 38.4 44.2 65.0 27.3 37.9 41.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 30, 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 : 34,496: 7,439 2,167 1 19,144 30,093 26,584 32,261: 7,912 2,235
Old : 34,496: 7,439 2,167 1 19,144 30,093 26,584 32,261: 7,912 2,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,401: 810 545 1 -479 1,165 332 1,711: 1,069 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.3 0.0 55.5 87.2 77.1 93.5: 22.9 6.5
Old : 100.0: 21.6 6.3 0.0 55.5 87.2 77.1 93.5: 22.9 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 : 39: 5 4 1 19 18 24 23:
Old : 39: 5 4 1 19 18 24 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 : 44.4 57.9 60.8 77.1 44.1 56.6 59.2 72.6
Old : 44.4 57.9 60.8 77.1 44.1 56.6 59.2 72.6
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 23, 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 : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Old : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 698: -637 18 0 952 1,191 315 1,209: 383 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Old : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 4 0 16 20 20 24:
Old : 38: 4 4 0 16 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Old : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 30, 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 : 57,968: 6,064 16,117 0 30,636 33,000 36,700 49,117: 21,268 8,851
Old : 57,968: 6,064 16,117 0 30,636 33,000 36,700 49,117: 21,268 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,115: -176 2,517 0 -17 -1,455 -193 1,062: 1,308 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 27.8 0.0 52.8 56.9 63.3 84.7: 36.7 15.3
Old : 100.0: 10.5 27.8 0.0 52.8 56.9 63.3 84.7: 36.7 15.3
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 : 78: 10 20 0 31 27 41 47:
Old : 78: 10 20 0 31 27 41 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 : 23.0 30.8 33.5 48.5 21.5 26.1 30.8 42.1
Old : 23.0 30.8 33.5 48.5 21.5 26.1 30.8 42.1
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 23, 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 : 56,853: 6,240 13,600 0 30,653 34,455 36,893 48,055: 19,960 8,798
Old : 56,853: 6,240 13,600 0 30,653 34,455 36,893 48,055: 19,960 8,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,900: -936 2,718 0 1,374 45 438 2,763: 2,462 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 23.9 0.0 53.9 60.6 64.9 84.5: 35.1 15.5
Old : 100.0: 11.0 23.9 0.0 53.9 60.6 64.9 84.5: 35.1 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 11 18 0 33 27 44 45:
Old : 79: 11 18 0 33 27 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 34.7 32.7 49.7 20.5 29.9 29.9 43.2
Old : 22.4 34.7 32.7 49.7 20.5 29.9 29.9 43.2
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 30, 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 : 334,946: 106,294 91,565 1,519 211,265 173,821 319,078 266,905: 15,868 68,041
Old : 334,946: 106,294 91,565 1,519 211,265 173,821 319,078 266,905: 15,868 68,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,869: -13,810 17,384 -1,009 15,990 -27,426 1,171 -11,051: -4,040 8,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 27.3 0.5 63.1 51.9 95.3 79.7: 4.7 20.3
Old : 100.0: 31.7 27.3 0.5 63.1 51.9 95.3 79.7: 4.7 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 : 202: 59 74 12 43 37 109 116:
Old : 202: 59 74 12 43 37 109 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 26.3 58.4 35.8 32.1 14.5 45.5 21.6
Old : 42.3 26.3 58.4 35.8 32.1 14.5 45.5 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 23, 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 : 337,815: 120,104 74,181 2,528 195,275 201,247 317,907 277,956: 19,908 59,859
Old : 337,815: 120,104 74,181 2,528 195,275 201,247 317,907 277,956: 19,908 59,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 13,931: 3,376 -979 -54 10,594 6,566 13,916 5,533: 15 8,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 22.0 0.7 57.8 59.6 94.1 82.3: 5.9 17.7
Old : 100.0: 35.6 22.0 0.7 57.8 59.6 94.1 82.3: 5.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 69 61 13 42 36 118 103:
Old : 199: 69 61 13 42 36 118 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 31.6 55.1 42.9 28.9 18.4 39.9 27.3
Old : 39.7 31.6 55.1 42.9 28.9 18.4 39.9 27.3
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 30, 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 : 61,099: 14,142 3,277 0 35,242 49,984 49,384 53,261: 11,715 7,838
Old : 61,099: 14,142 3,277 0 35,242 49,984 49,384 53,261: 11,715 7,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 911: -519 486 0 8,258 3,735 7,739 4,221: -6,828 -3,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.4 0.0 57.7 81.8 80.8 87.2: 19.2 12.8
Old : 100.0: 23.1 5.4 0.0 57.7 81.8 80.8 87.2: 19.2 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 : 41: 10 4 0 17 16 27 20:
Old : 41: 10 4 0 17 16 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 : 40.7 44.9 57.8 69.9 34.3 39.2 48.7 58.7
Old : 40.7 44.9 57.8 69.9 34.3 39.2 48.7 58.7
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,188: 14,661 2,791 0 26,984 46,249 41,645 49,040: 18,543 11,148
Old : 60,188: 14,661 2,791 0 26,984 46,249 41,645 49,040: 18,543 11,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -13,613: -12,429 2,005 0 3,207 -18,755 -9,222 -16,750: -4,391 3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.6 0.0 44.8 76.8 69.2 81.5: 30.8 18.5
Old : 100.0: 24.4 4.6 0.0 44.8 76.8 69.2 81.5: 30.8 18.5
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 : 42: 11 4 0 15 17 26 21:
Old : 42: 11 4 0 15 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.9 51.0 61.4 38.1 39.1 51.0 60.1
Old : 38.1 39.9 51.0 61.4 38.1 39.1 51.0 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, August 30, 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 : 37,215: 780 6,222 0 31,168 24,695 31,948 30,917: 5,267 6,298
Old : 37,215: 780 6,222 0 31,168 24,695 31,948 30,917: 5,267 6,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,108: 560 1,059 0 348 -513 908 546: 200 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.7 0.0 83.8 66.4 85.8 83.1: 14.2 16.9
Old : 100.0: 2.1 16.7 0.0 83.8 66.4 85.8 83.1: 14.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 15 0 29 24 31 39:
Old : 58: 2 15 0 29 24 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 : 60.1 34.2 67.9 47.5 58.2 33.7 66.0 46.9
Old : 60.1 34.2 67.9 47.5 58.2 33.7 66.0 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, August 23, 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 : 36,107: 220 5,163 0 30,820 25,208 31,040 30,371: 5,067 5,736
Old : 36,107: 220 5,163 0 30,820 25,208 31,040 30,371: 5,067 5,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,109: 0 825 0 3,085 2,995 3,085 3,820: 1,024 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.3 0.0 85.4 69.8 86.0 84.1: 14.0 15.9
Old : 100.0: 0.6 14.3 0.0 85.4 69.8 86.0 84.1: 14.0 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 : 57: 1 12 0 30 25 31 37:
Old : 57: 1 12 0 30 25 31 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 : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Old : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, August 30, 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 : 249,807: 16,476 54,063 896 220,521 183,458 237,893 238,417: 11,914 11,390
Old : 249,807: 16,476 54,063 896 220,521 183,458 237,893 238,417: 11,914 11,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 5,099: 3,695 5,673 242 -254 -693 3,683 5,222: 1,416 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 21.6 0.4 88.3 73.4 95.2 95.4: 4.8 4.6
Old : 100.0: 6.6 21.6 0.4 88.3 73.4 95.2 95.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 19 42 7 32 49 55 94:
Old : 124: 19 42 7 32 49 55 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 : 60.5 37.6 70.7 54.1 56.8 33.2 64.8 47.1
Old : 60.5 37.6 70.7 54.1 56.8 33.2 64.8 47.1
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 23, 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 : 244,708: 12,781 48,390 654 220,775 184,151 234,210 233,195: 10,498 11,513
Old : 244,708: 12,781 48,390 654 220,775 184,151 234,210 233,195: 10,498 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 17,585: -774 1,328 30 19,731 15,102 18,987 16,460: -1,402 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 19.8 0.3 90.2 75.3 95.7 95.3: 4.3 4.7
Old : 100.0: 5.2 19.8 0.3 90.2 75.3 95.7 95.3: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 14 41 4 35 50 52 92:
Old : 121: 14 41 4 35 50 52 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 38.2 71.8 54.9 57.6 33.5 65.9 48.0
Old : 61.4 38.2 71.8 54.9 57.6 33.5 65.9 48.0
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 30, 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 : 54,201: 19,541 12,930 357 18,239 31,240 38,137 44,527: 16,064 9,674
Old : 54,201: 19,541 12,930 357 18,239 31,240 38,137 44,527: 16,064 9,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,422: -1,107 1,160 -104 -891 -727 -2,102 329: -320 -2,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 23.9 0.7 33.7 57.6 70.4 82.2: 29.6 17.8
Old : 100.0: 36.1 23.9 0.7 33.7 57.6 70.4 82.2: 29.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 20 3 21 23 44 44:
Old : 80: 21 20 3 21 23 44 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 : 18.8 41.3 32.0 53.6 15.8 41.3 28.1 51.7
Old : 18.8 41.3 32.0 53.6 15.8 41.3 28.1 51.7
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 23, 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 : 56,623: 20,648 11,770 461 19,130 31,967 40,239 44,198: 16,384 12,425
Old : 56,623: 20,648 11,770 461 19,130 31,967 40,239 44,198: 16,384 12,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,597: 1,506 1,946 -37 2,889 2,781 4,358 4,690: 2,239 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.8 0.8 33.8 56.5 71.1 78.1: 28.9 21.9
Old : 100.0: 36.5 20.8 0.8 33.8 56.5 71.1 78.1: 28.9 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 18 3 22 23 51 42:
Old : 85: 27 18 3 22 23 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 36.8 29.4 48.3 15.0 36.8 26.1 46.2
Old : 17.5 36.8 29.4 48.3 15.0 36.8 26.1 46.2
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 30, 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 : 31,533: 6,556 1,889 179 19,178 11,367 25,913 13,435: 5,620 18,098
Old : 31,533: 6,556 1,889 179 19,178 11,367 25,913 13,435: 5,620 18,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 849: -732 998 -60 594 389 -198 1,327: 1,047 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.0 0.6 60.8 36.0 82.2 42.6: 17.8 57.4
Old : 100.0: 20.8 6.0 0.6 60.8 36.0 82.2 42.6: 17.8 57.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 5 3 10 10 20 18:
Old : 34: 10 5 3 10 10 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 : 57.3 25.9 69.5 34.6 55.9 24.9 66.3 32.7
Old : 57.3 25.9 69.5 34.6 55.9 24.9 66.3 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 23, 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 : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Old : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,095: 689 623 239 1,107 1,541 2,035 2,403: 60 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
Old : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
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 : 31: 11 2 3 10 9 21 14:
Old : 31: 11 2 3 10 9 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Old : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 30, 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 : 37,445: 1,710 3,070 45 18,619 25,155 20,374 28,270: 17,071 9,175
Old : 37,445: 1,710 3,070 45 18,619 25,155 20,374 28,270: 17,071 9,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -1,132: 457 568 45 -224 -216 278 397: -1,410 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 0.1 49.7 67.2 54.4 75.5: 45.6 24.5
Old : 100.0: 4.6 8.2 0.1 49.7 67.2 54.4 75.5: 45.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 11 1 17 22 21 33:
Old : 40: 3 11 1 17 22 21 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 : 26.7 34.9 38.5 56.1 13.4 24.9 19.8 32.9
Old : 26.7 34.9 38.5 56.1 13.4 24.9 19.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 23, 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 : 38,577: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,481 10,704
Old : 38,577: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,481 10,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,968: -965 0 0 2,418 1,131 1,453 1,131: 1,515 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.3: 47.9 27.7
Old : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.3: 47.9 27.7
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 : 38: 3 9 0 16 22 19 31:
Old : 38: 3 9 0 16 22 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Old : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
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 30, 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 : 120,303: 43,817 32,167 7,952 35,083 67,188 86,852 107,307: 33,451 12,996
Old : 120,303: 43,817 32,167 7,952 35,083 67,188 86,852 107,307: 33,451 12,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 4,172: 3,650 16,677 -3,899 5,287 -9,282 5,038 3,496: -866 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 26.7 6.6 29.2 55.8 72.2 89.2: 27.8 10.8
Old : 100.0: 36.4 26.7 6.6 29.2 55.8 72.2 89.2: 27.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 92 42 21 23 26 121 85:
Old : 174: 92 42 21 23 26 121 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 : 21.6 27.9 32.3 44.1 14.7 23.2 20.5 37.6
Old : 21.6 27.9 32.3 44.1 14.7 23.2 20.5 37.6
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 23, 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 : 116,131: 40,167 15,490 11,851 29,796 76,470 81,814 103,811: 34,317 12,320
Old : 116,131: 40,167 15,490 11,851 29,796 76,470 81,814 103,811: 34,317 12,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,175: -32 -371 -1,460 -4,372 -4,555 -5,864 -6,386: 689 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.3 10.2 25.7 65.8 70.4 89.4: 29.6 10.6
Old : 100.0: 34.6 13.3 10.2 25.7 65.8 70.4 89.4: 29.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 91 30 23 21 30 120 77:
Old : 163: 91 30 23 21 30 120 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 : 22.3 32.0 33.0 49.9 14.4 28.0 20.0 42.9
Old : 22.3 32.0 33.0 49.9 14.4 28.0 20.0 42.9
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 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 104,766: 37,291 27,936 12,956 40,412 50,927 90,659 91,819: 14,107 12,947
Old : 104,766: 37,291 27,936 12,956 40,412 50,927 90,659 91,819: 14,107 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,158: -1,067 440 2,158 1,575 379 2,666 2,977: -508 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 26.7 12.4 38.6 48.6 86.5 87.6: 13.5 12.4
Old : 100.0: 35.6 26.7 12.4 38.6 48.6 86.5 87.6: 13.5 12.4
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 : 185: 65 63 42 41 37 140 116:
Old : 185: 65 63 42 41 37 140 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 39.3 35.0 49.6 24.7 35.1 34.6 45.2
Old : 24.7 39.3 35.0 49.6 24.7 35.1 34.6 45.2
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 23, 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 : 102,608: 38,358 27,496 10,798 38,837 50,548 87,993 88,842: 14,615 13,766
Old : 102,608: 38,358 27,496 10,798 38,837 50,548 87,993 88,842: 14,615 13,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,453: -2,911 990 -364 -487 -4,552 -3,762 -3,926: 1,309 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 26.8 10.5 37.8 49.3 85.8 86.6: 14.2 13.4
Old : 100.0: 37.4 26.8 10.5 37.8 49.3 85.8 86.6: 14.2 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 : 189: 65 69 47 40 37 141 123:
Old : 189: 65 69 47 40 37 141 123:
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 : 24.7 37.3 36.4 48.6 24.7 32.9 35.8 44.1
Old : 24.7 37.3 36.4 48.6 24.7 32.9 35.8 44.1
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 30, 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 : 291,894: 158,841 49,008 23,232 58,835 198,485 240,908 270,725: 50,986 21,169
Old : 291,894: 158,841 49,008 23,232 58,835 198,485 240,908 270,725: 50,986 21,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -39,910: -48,057 1,797 -224 10,464 -43,760 -37,817 -42,187: -2,093 2,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 16.8 8.0 20.2 68.0 82.5 92.7: 17.5 7.3
Old : 100.0: 54.4 16.8 8.0 20.2 68.0 82.5 92.7: 17.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 127 57 32 30 43 176 119:
Old : 244: 127 57 32 30 43 176 119:
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 : 28.5 38.7 38.5 59.2 25.7 37.8 32.4 50.9
Old : 28.5 38.7 38.5 59.2 25.7 37.8 32.4 50.9
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 23, 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 : 331,804: 206,898 47,211 23,456 48,371 242,245 278,725 312,912: 53,079 18,892
Old : 331,804: 206,898 47,211 23,456 48,371 242,245 278,725 312,912: 53,079 18,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 171: -1,660 -3,740 942 2,256 2,764 1,538 -34: -1,367 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 14.2 7.1 14.6 73.0 84.0 94.3: 16.0 5.7
Old : 100.0: 62.4 14.2 7.1 14.6 73.0 84.0 94.3: 16.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 142 60 35 30 50 194 129:
Old : 268: 142 60 35 30 50 194 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 37.5 43.0 57.9 30.7 36.3 37.7 51.8
Old : 31.9 37.5 43.0 57.9 30.7 36.3 37.7 51.8
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 30, 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 : 9,290: 4,695 2,290 520 2,643 6,024 7,858 8,834: 1,432 456
Old : 9,290: 4,695 2,290 520 2,643 6,024 7,858 8,834: 1,432 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 838: 1,000 13 -23 33 1,100 1,010 1,090: -172 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 24.7 5.6 28.4 64.8 84.6 95.1: 15.4 4.9
Old : 100.0: 50.5 24.7 5.6 28.4 64.8 84.6 95.1: 15.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 3 11 6 6 33 19:
Old : 38: 17 3 11 6 6 33 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 : 53.6 79.7 68.2 89.6 50.5 68.0 59.0 77.6
Old : 53.6 79.7 68.2 89.6 50.5 68.0 59.0 77.6
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 23, 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 : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Old : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,965: -1,994 39 53 -1,405 -4,232 -3,346 -4,140: -2,619 -1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 8.4
Old : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 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 : 37: 16 3 11 6 6 32 19:
Old : 37: 16 3 11 6 6 32 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 : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
Old : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
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 30, 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 : 96,340: 27,286 6,674 3,862 49,230 68,230 80,378 78,766: 15,962 17,574
Old : 89,928: 28,749 6,718 941 44,989 66,933 74,679 74,592: 15,249 15,336
Other: 6,412: 1,457 2,876 1 4,241 1,297 5,699 4,174: 713 2,238
: : :
: : Changes in Commitments from: August 23, 2005 :
: -1,824: -1,035 -821 218 -251 309 -1,068 -294: -756 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 6.9 4.0 51.1 70.8 83.4 81.8: 16.6 18.2
Old : 100.0: 32.0 7.5 1.0 50.0 74.4 83.0 82.9: 17.0 17.1
Other: 100.0: 22.7 44.9 0.0 66.1 20.2 88.9 65.1: 11.1 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 52 13 22 41 58 100 89:
Old : 144: 51 14 9 40 58 95 79:
Other: 53: 9 13 1 8 24 18 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 39.3 47.9 22.7 29.0 31.5 37.8
Old : 27.6 38.2 38.4 50.6 22.9 32.4 32.4 41.4
Other: 67.4 35.3 83.5 51.5 67.4 35.3 83.5 51.1
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 23, 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 : 98,164: 28,321 7,495 3,644 49,481 67,921 81,446 79,060: 16,718 19,104
Old : 92,232: 28,995 7,508 1,723 45,555 66,403 76,273 75,634: 15,959 16,598
Other: 5,932: 1,247 1,908 0 3,926 1,518 5,173 3,426: 759 2,506
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,445: 5,223 -884 449 -604 6,652 5,068 6,217: -623 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.6 3.7 50.4 69.2 83.0 80.5: 17.0 19.5
Old : 100.0: 31.4 8.1 1.9 49.4 72.0 82.7 82.0: 17.3 18.0
Other: 100.0: 21.0 32.2 0.0 66.2 25.6 87.2 57.8: 12.8 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 51 14 19 47 64 106 91:
Old : 149: 54 12 15 46 62 103 86:
Other: 50: 9 7 0 7 28 16 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 33.5 37.1 45.9 22.0 28.2 30.5 36.4
Old : 25.8 35.3 35.7 48.1 20.7 30.2 30.0 38.7
Other: 74.1 35.9 84.9 49.0 74.1 35.9 84.9 48.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 30,904: 2,050 5,180 573 19,527 17,487 22,150 23,240: 8,754 7,664
Old : 30,815: 2,050 5,178 573 19,523 17,474 22,146 23,225: 8,669 7,590
Other: 89: 0 2 0 4 13 4 15: 85 74
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,985: 406 730 7 -2,696 -3,175 -2,283 -2,438: -702 -547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 16.8 1.9 63.2 56.6 71.7 75.2: 28.3 24.8
Old : 100.0: 6.7 16.8 1.9 63.4 56.7 71.9 75.4: 28.1 24.6
Other: 100.0: 0.0 2.2 0.0 4.5 14.6 4.5 16.9: 95.5 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 11 3 25 19 34 32:
Old : 50: 7 11 3 24 19 33 32:
Other: 6: 0 1 0 1 4 1 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 50.8 47.4 59.3 28.5 39.8 39.2 47.2
Old : 32.9 51.0 47.5 59.4 28.6 39.9 39.3 47.3
Other: 4.5 15.7 4.5 16.9 4.5 15.7 4.5 16.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 23, 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 : 33,889: 1,644 4,450 566 22,223 20,662 24,433 25,678: 9,456 8,211
Old : 33,800: 1,638 4,448 566 22,223 20,649 24,427 25,663: 9,373 8,137
Other: 89: 6 2 0 0 13 6 15: 83 74
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,140: -765 768 83 873 652 191 1,503: 949 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 13.1 1.7 65.6 61.0 72.1 75.8: 27.9 24.2
Old : 100.0: 4.8 13.2 1.7 65.7 61.1 72.3 75.9: 27.7 24.1
Other: 100.0: 6.7 2.2 0.0 0.0 14.6 6.7 16.9: 93.3 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 10 4 24 16 32 29:
Old : 45: 7 10 4 24 16 32 29:
Other: 6: 1 1 0 0 4 1 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.0 48.4 62.0 23.6 36.8 32.9 41.8
Old : 35.8 54.1 48.5 62.2 23.7 36.9 33.0 41.9
Other: 6.7 15.7 6.7 16.9 6.7 15.7 6.7 16.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 30, 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 : 104,379: 20,011 43,617 3,947 67,875 45,540 91,833 93,104: 12,546 11,275
Old : 103,688: 20,082 43,704 3,751 67,369 45,155 91,202 92,610: 12,486 11,078
Other: 691: 124 108 1 506 385 631 494: 60 197
: : :
: : Changes in Commitments from: August 23, 2005 :
: -96: -551 246 344 864 448 657 1,038: -753 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 41.8 3.8 65.0 43.6 88.0 89.2: 12.0 10.8
Old : 100.0: 19.4 42.1 3.6 65.0 43.5 88.0 89.3: 12.0 10.7
Other: 100.0: 17.9 15.6 0.1 73.2 55.7 91.3 71.5: 8.7 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 57 77 42 51 45 132 143:
Old : 204: 56 79 40 51 45 131 142:
Other: 15: 2 2 1 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 28.3 39.7 37.5 25.2 27.0 37.7 34.8
Old : 25.3 28.5 39.9 37.7 25.3 27.1 38.2 35.0
Other: 78.9 60.2 91.3 71.3 78.9 60.2 91.2 71.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 23, 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 : 104,475: 20,562 43,371 3,603 67,011 45,092 91,176 92,066: 13,299 12,409
Old : 103,791: 20,744 43,503 3,288 66,505 44,814 90,537 91,605: 13,254 12,186
Other: 684: 132 182 1 506 278 639 461: 45 223
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,698: -53 3,018 -13 775 -312 709 2,693: 1,989 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 41.5 3.4 64.1 43.2 87.3 88.1: 12.7 11.9
Old : 100.0: 20.0 41.9 3.2 64.1 43.2 87.2 88.3: 12.8 11.7
Other: 100.0: 19.3 26.6 0.1 74.0 40.6 93.4 67.4: 6.6 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 56 75 39 53 45 133 140:
Old : 206: 57 76 37 53 45 132 139:
Other: 15: 2 2 1 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.7 38.7 37.9 24.1 28.0 37.1 36.2
Old : 24.3 28.9 38.9 38.1 24.3 28.1 37.5 36.4
Other: 79.7 53.1 93.4 67.3 79.7 53.1 93.3 67.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 30, 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 : 24,768: 7,898 4,801 1,491 12,356 16,706 21,745 22,998: 3,023 1,770
Old : 20,053: 7,525 5,112 81 9,774 13,366 17,380 18,559: 2,673 1,494
Other: 4,715: 1,604 920 179 2,582 3,340 4,365 4,439: 350 276
: : :
: : Changes in Commitments from: August 23, 2005 :
: -1,180: -651 547 274 -84 -1,651 -461 -830: -719 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 19.4 6.0 49.9 67.4 87.8 92.9: 12.2 7.1
Old : 100.0: 37.5 25.5 0.4 48.7 66.7 86.7 92.5: 13.3 7.5
Other: 100.0: 34.0 19.5 3.8 54.8 70.8 92.6 94.1: 7.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 32 28 16 26 17 65 56:
Old : 95: 30 30 3 26 16 57 48:
Other: 38: 13 10 7 11 7 29 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 52.4 48.6 64.2 32.8 51.1 48.1 62.6
Old : 35.8 49.0 50.7 63.6 35.8 47.5 50.3 62.0
Other: 48.9 76.6 73.7 85.2 47.8 76.4 70.6 84.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 23, 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 : 25,948: 8,549 4,254 1,217 12,440 18,357 22,206 23,828: 3,742 2,120
Old : 22,569: 8,054 4,503 304 10,871 15,894 19,229 20,701: 3,340 1,868
Other: 3,379: 1,279 535 129 1,569 2,463 2,977 3,127: 402 252
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,174: -2,349 1,023 -1,080 -679 -4,566 -4,108 -4,623: -66 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 16.4 4.7 47.9 70.7 85.6 91.8: 14.4 8.2
Old : 100.0: 35.7 20.0 1.3 48.2 70.4 85.2 91.7: 14.8 8.3
Other: 100.0: 37.9 15.8 3.8 46.4 72.9 88.1 92.5: 11.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 32 28 16 25 16 66 53:
Old : 93: 33 28 7 24 15 59 48:
Other: 32: 11 10 6 8 5 24 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 53.4 45.8 67.5 32.6 51.3 45.0 62.0
Old : 33.6 54.0 47.9 67.2 33.6 51.6 46.9 64.5
Other: 51.8 74.5 72.6 85.2 51.8 74.3 70.6 84.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 30, 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 : 132,061: 25,533 39,194 2,692 95,036 82,625 123,261 124,511: 8,800 7,550
Old : 24: 0 0 0 18 0 18 0: 6 24
Other: 132,037: 25,533 39,194 2,692 95,018 82,625 123,243 124,511: 8,794 7,526
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,206: -308 65 279 2,773 803 2,744 1,147: -538 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 29.7 2.0 72.0 62.6 93.3 94.3: 6.7 5.7
Old : 100.0: 0.0 0.0 0.0 75.0 0.0 75.0 0.0: 25.0 100.0
Other: 100.0: 19.3 29.7 2.0 72.0 62.6 93.3 94.3: 6.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 46 54 15 52 34 108 97:
Old : 2: 0 0 0 2 0 2 0:
Other: 164: 46 54 15 52 34 108 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 31.4 51.3 47.4 23.4 22.2 36.2 32.6
Old : 75.0 0.0 75.0 0.0 75.0 0.0 75.0 0.0
Other: 33.8 31.4 51.3 47.4 23.4 22.2 36.2 32.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 23, 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 : 129,855: 25,841 39,129 2,413 92,263 81,822 120,517 123,364: 9,338 6,491
Old : 405: 0 0 0 365 369 365 369: 40 36
Other: 129,450: 25,841 39,129 2,413 91,898 81,453 120,152 122,995: 9,298 6,455
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,729: -353 1,563 -443 -1,638 -2,744 -2,434 -1,624: -295 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 30.1 1.9 71.1 63.0 92.8 95.0: 7.2 5.0
Old : 100.0: 0.0 0.0 0.0 90.1 91.1 90.1 91.1: 9.9 8.9
Other: 100.0: 20.0 30.2 1.9 71.0 62.9 92.8 95.0: 7.2 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 54 53 12 51 33 111 95:
Old : 3: 0 0 0 2 1 2 1:
Other: 169: 54 53 12 51 33 111 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 30.8 52.3 46.8 24.5 23.0 37.7 33.6
Old : 90.1 91.1 90.1 91.1 90.1 91.1 90.1 91.1
Other: 33.8 30.9 52.2 46.9 24.3 23.1 37.6 33.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 30, 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 : 474,985: 163,292 46,148 45,565 187,051 337,694 395,908 429,407: 79,077 45,578
Old : 474,985: 163,292 46,148 45,565 187,051 337,694 395,908 429,407: 79,077 45,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 9,456: 6,944 -3,079 12,527 -13,469 -3,819 6,002 5,629: 3,454 3,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 9.7 9.6 39.4 71.1 83.4 90.4: 16.6 9.6
Old : 100.0: 34.4 9.7 9.6 39.4 71.1 83.4 90.4: 16.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 71 37 45 57 50 157 109:
Old : 183: 71 37 45 57 50 157 109:
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 : 14.6 27.8 25.0 46.1 14.6 24.5 24.0 37.8
Old : 14.6 27.8 25.0 46.1 14.6 24.5 24.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 23, 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 : 465,529: 156,348 49,227 33,038 200,520 341,513 389,906 423,778: 75,623 41,751
Old : 465,529: 156,348 49,227 33,038 200,520 341,513 389,906 423,778: 75,623 41,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -7,354: -9,453 -2,413 -739 -1,059 -5,375 -11,251 -8,527: 3,897 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.6 7.1 43.1 73.4 83.8 91.0: 16.2 9.0
Old : 100.0: 33.6 10.6 7.1 43.1 73.4 83.8 91.0: 16.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 62 33 40 57 51 147 103:
Old : 171: 62 33 40 57 51 147 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 28.4 26.0 48.8 14.6 24.5 23.7 38.4
Old : 14.9 28.4 26.0 48.8 14.6 24.5 23.7 38.4
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 30, 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 : 82,756: 20,194 19,211 7,265 47,182 49,483 74,641 75,959: 8,115 6,797
Old : 377: 266 70 0 89 144 355 214: 22 163
Other: 82,379: 20,226 19,439 6,967 47,093 49,339 74,286 75,745: 8,093 6,634
: : :
: : Changes in Commitments from: August 23, 2005 :
: -973: -2,682 313 1,355 566 -3,202 -761 -1,534: -212 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.2 8.8 57.0 59.8 90.2 91.8: 9.8 8.2
Old : 100.0: 70.6 18.6 0.0 23.6 38.2 94.2 56.8: 5.8 43.2
Other: 100.0: 24.6 23.6 8.5 57.2 59.9 90.2 91.9: 9.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 81 70 33 88 80 188 171:
Old : 20: 1 3 0 5 11 6 14:
Other: 270: 81 70 32 87 79 187 169:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 21.4 34.0 33.1 21.3 17.3 32.8 26.6
Old : 93.6 36.6 94.2 49.9 93.6 36.6 94.2 49.9
Other: 21.3 21.5 34.1 33.2 21.3 17.4 33.0 26.7
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 23, 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 : 83,729: 22,876 18,898 5,910 46,616 52,685 75,402 77,493: 8,327 6,236
Old : 1,967: 1,353 255 0 432 1,128 1,785 1,383: 182 584
Other: 81,762: 22,605 19,725 4,828 46,184 51,557 73,617 76,110: 8,145 5,652
: : :
: : Changes in Commitments from: August 16, 2005 :
: -7,809: -1,316 866 -39 -6,437 -8,583 -7,792 -7,756: -17 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 22.6 7.1 55.7 62.9 90.1 92.6: 9.9 7.4
Old : 100.0: 68.8 13.0 0.0 22.0 57.3 90.7 70.3: 9.3 29.7
Other: 100.0: 27.6 24.1 5.9 56.5 63.1 90.0 93.1: 10.0 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 86 66 32 80 78 186 164:
Old : 35: 2 7 0 5 22 7 29:
Other: 265: 86 67 29 80 76 186 159:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 23.0 33.4 35.0 20.5 18.4 31.9 27.7
Old : 89.5 47.1 90.7 57.8 88.3 47.1 89.5 57.8
Other: 21.0 22.8 33.9 35.0 21.0 18.1 32.7 27.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 30, 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 : 17,497: 6,512 2,522 2,410 6,530 10,323 15,452 15,255: 2,045 2,242
Old : 17,497: 6,512 2,522 2,410 6,530 10,323 15,452 15,255: 2,045 2,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,672: 670 -850 226 -3,207 -1,364 -2,311 -1,988: -361 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 14.4 13.8 37.3 59.0 88.3 87.2: 11.7 12.8
Old : 100.0: 37.2 14.4 13.8 37.3 59.0 88.3 87.2: 11.7 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 : 36: 9 15 7 9 4 25 21:
Old : 36: 9 15 7 9 4 25 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 : 57.7 69.3 76.4 79.1 54.0 59.9 66.8 67.5
Old : 57.7 69.3 76.4 79.1 54.0 59.9 66.8 67.5
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 23, 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 : 20,169: 5,842 3,372 2,184 9,737 11,687 17,763 17,243: 2,406 2,926
Old : 20,169: 5,842 3,372 2,184 9,737 11,687 17,763 17,243: 2,406 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 902: 615 273 -269 158 632 504 636: 398 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.7 10.8 48.3 57.9 88.1 85.5: 11.9 14.5
Old : 100.0: 29.0 16.7 10.8 48.3 57.9 88.1 85.5: 11.9 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 : 35: 13 13 9 5 3 24 21:
Old : 35: 13 13 9 5 3 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 69.1 77.6 80.8 55.6 61.9 69.3 70.7
Old : 57.0 69.1 77.6 80.8 55.6 61.9 69.3 70.7
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 30, 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 : 183,008: 31,336 21,995 24,087 90,556 111,400 145,979 157,482: 37,029 25,526
Old : 183,008: 31,336 21,995 24,087 90,556 111,400 145,979 157,482: 37,029 25,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -8,164: -3,977 2,238 -1,161 -3,431 -10,356 -8,569 -9,279: 405 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.0 13.2 49.5 60.9 79.8 86.1: 20.2 13.9
Old : 100.0: 17.1 12.0 13.2 49.5 60.9 79.8 86.1: 20.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 35 32 38 60 57 122 103:
Old : 134: 35 32 38 60 57 122 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.5 28.8 30.6 12.5 13.0 18.2 19.5
Old : 16.8 20.5 28.8 30.6 12.5 13.0 18.2 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, August 23, 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 : 191,172: 35,313 19,757 25,248 93,987 121,756 154,548 166,761: 36,624 24,411
Old : 191,172: 35,313 19,757 25,248 93,987 121,756 154,548 166,761: 36,624 24,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,051: -5,549 -2,899 1,664 2,842 523 -1,043 -712: -8 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.3 13.2 49.2 63.7 80.8 87.2: 19.2 12.8
Old : 100.0: 18.5 10.3 13.2 49.2 63.7 80.8 87.2: 19.2 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 : 131: 32 29 35 63 58 120 100:
Old : 131: 32 29 35 63 58 120 100:
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 : 15.1 22.8 27.0 33.6 12.1 15.0 18.9 20.6
Old : 15.1 22.8 27.0 33.6 12.1 15.0 18.9 20.6
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 30, 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 : 497,961: 60,483 69,679 149,740 218,364 248,675 428,587 468,094: 69,374 29,867
Old : 497,961: 60,483 69,679 149,740 218,364 248,675 428,587 468,094: 69,374 29,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -30,065: -11,773 -7,627 -17,330 -2,124 -7,332 -31,227 -32,289: 1,162 2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 14.0 30.1 43.9 49.9 86.1 94.0: 13.9 6.0
Old : 100.0: 12.1 14.0 30.1 43.9 49.9 86.1 94.0: 13.9 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 60 48 67 94 80 194 158:
Old : 208: 60 48 67 94 80 194 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 23.9 28.1 37.0 7.6 12.1 11.8 18.9
Old : 17.8 23.9 28.1 37.0 7.6 12.1 11.8 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 23, 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 : 528,026: 72,256 77,306 167,070 220,488 256,007 459,814 500,383: 68,212 27,643
Old : 528,026: 72,256 77,306 167,070 220,488 256,007 459,814 500,383: 68,212 27,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -14,532: -3,703 517 -6,171 -1,379 2,651 -11,253 -3,003: -3,279 -11,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 14.6 31.6 41.8 48.5 87.1 94.8: 12.9 5.2
Old : 100.0: 13.7 14.6 31.6 41.8 48.5 87.1 94.8: 12.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 59 50 75 97 86 201 172:
Old : 216: 59 50 75 97 86 201 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.3 27.0 37.0 7.3 12.6 11.2 19.1
Old : 17.7 24.3 27.0 37.0 7.3 12.6 11.2 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,736: 2,688 3,799 2,549 33,052 28,747 38,289 35,095: 3,447 6,641
Old : 41,736: 2,688 3,799 2,549 33,052 28,747 38,289 35,095: 3,447 6,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,658: 612 120 430 890 1,634 1,932 2,184: -274 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.1 6.1 79.2 68.9 91.7 84.1: 8.3 15.9
Old : 100.0: 6.4 9.1 6.1 79.2 68.9 91.7 84.1: 8.3 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 2 20 18 22 22:
Old : 26: 1 3 2 20 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 37.3 66.2 59.3 36.3 32.0 55.9 51.0
Old : 43.9 37.3 66.2 59.3 36.3 32.0 55.9 51.0
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 23, 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 : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Old : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,139: -1,360 -1,158 355 3,504 3,610 2,499 2,807: -360 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 17.9
Old : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 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 : 26: 2 3 2 18 14 21 18:
Old : 26: 2 3 2 18 14 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
Old : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
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 30, 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 : 112,424: 10,131 5,360 5,312 84,845 96,734 100,288 107,406: 12,136 5,018
Old : 112,424: 10,131 5,360 5,312 84,845 96,734 100,288 107,406: 12,136 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,336: 3,338 -372 -442 -866 2,510 2,030 1,696: 306 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.8 4.7 75.5 86.0 89.2 95.5: 10.8 4.5
Old : 100.0: 9.0 4.8 4.7 75.5 86.0 89.2 95.5: 10.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 4 25 27 30 32:
Old : 37: 4 2 4 25 27 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 : 55.5 36.4 67.7 57.3 50.4 32.8 57.9 52.5
Old : 55.5 36.4 67.7 57.3 50.4 32.8 57.9 52.5
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 23, 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 : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Old : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,167: -5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887: 420 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
Old : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 4 25 27 29 32:
Old : 36: 3 2 4 25 27 29 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 : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Old : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,049: 17,492 14,567 2,684 51,618 51,516 71,794 68,767: 4,255 7,282
Old : 76,049: 17,492 14,567 2,684 51,618 51,516 71,794 68,767: 4,255 7,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 4,882: 2,282 1,624 0 2,660 3,754 4,942 5,378: -60 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.2 3.5 67.9 67.7 94.4 90.4: 5.6 9.6
Old : 100.0: 23.0 19.2 3.5 67.9 67.7 94.4 90.4: 5.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 1 20 16 22 20:
Old : 29: 2 3 1 20 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 36.8 81.4 65.8 51.8 35.2 66.1 59.8
Old : 63.4 36.8 81.4 65.8 51.8 35.2 66.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 23, 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 : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Old : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,593: -8,907 -214 0 3,774 -3,825 -5,133 -4,039: 540 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 10.9
Old : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 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 : 28: 2 3 1 19 15 21 19:
Old : 28: 2 3 1 19 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Old : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 30, 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 : 68,776: 0 20,142 3,440 61,899 42,860 65,339 66,442: 3,437 2,334
Old : 68,776: 0 20,142 3,440 61,899 42,860 65,339 66,442: 3,437 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 5,318: 0 -4,103 -242 6,137 9,998 5,895 5,653: -577 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.3 5.0 90.0 62.3 95.0 96.6: 5.0 3.4
Old : 100.0: 0.0 29.3 5.0 90.0 62.3 95.0 96.6: 5.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 4 22 22 26 26:
Old : 29: 0 4 4 22 22 26 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 : 41.2 45.7 62.0 65.6 26.8 36.9 42.1 49.0
Old : 41.2 45.7 62.0 65.6 26.8 36.9 42.1 49.0
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Old : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 3,449: 0 5,239 542 4,702 -4,341 5,244 1,440: -1,795 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
Old : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 4 21 19 25 23:
Old : 27: 0 4 4 21 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
Old : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
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 30, 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 : 64,144: 14,123 14,241 2,762 41,106 41,031 57,991 58,034: 6,153 6,110
Old : 64,144: 14,123 14,241 2,762 41,106 41,031 57,991 58,034: 6,153 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,565: 720 324 -201 -659 618 -140 741: 1,705 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.2 4.3 64.1 64.0 90.4 90.5: 9.6 9.5
Old : 100.0: 22.0 22.2 4.3 64.1 64.0 90.4 90.5: 9.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 5 20 19 25 26:
Old : 31: 3 4 5 20 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 37.2 65.4 56.8 40.5 35.0 52.8 52.3
Old : 46.5 37.2 65.4 56.8 40.5 35.0 52.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, August 23, 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 : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Old : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 569: 1,413 1,842 -692 200 79 921 1,229: -352 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 8.4
Old : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 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 : 31: 3 4 6 20 21 26 28:
Old : 31: 3 4 6 20 21 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 : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
Old : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,043: 0 2,219 1,946 60,351 53,566 62,297 57,731: 746 5,312
Old : 63,043: 0 2,219 1,946 60,351 53,566 62,297 57,731: 746 5,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,872: 0 182 1,092 3,148 2,474 4,240 3,748: -368 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.1 95.7 85.0 98.8 91.6: 1.2 8.4
Old : 100.0: 0.0 3.5 3.1 95.7 85.0 98.8 91.6: 1.2 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 : 25: 0 1 1 22 21 23 22:
Old : 25: 0 1 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 39.7 80.6 65.6 58.1 33.8 63.4 48.4
Old : 65.1 39.7 80.6 65.6 58.1 33.8 63.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Old : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,638: -397 2,037 -947 3,494 1,248 2,150 2,338: 488 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 8.8
Old : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 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 : 25: 0 1 1 22 22 23 23:
Old : 25: 0 1 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 : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Old : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 30, 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 : 68,662: 0 15,457 522 60,634 47,620 61,156 63,599: 7,506 5,063
Old : 68,662: 0 15,457 522 60,634 47,620 61,156 63,599: 7,506 5,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,950: 0 -494 212 2,765 2,619 2,977 2,337: -27 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.5 0.8 88.3 69.4 89.1 92.6: 10.9 7.4
Old : 100.0: 0.0 22.5 0.8 88.3 69.4 89.1 92.6: 10.9 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 : 30: 0 2 2 24 22 26 24:
Old : 30: 0 2 2 24 22 26 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 : 31.9 46.6 54.3 76.1 24.9 43.8 38.9 55.2
Old : 31.9 46.6 54.3 76.1 24.9 43.8 38.9 55.2
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 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Old : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 896: 0 -44 70 1,804 1,285 1,874 1,311: -978 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
Old : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 24 22 25 24:
Old : 30: 0 2 1 24 22 25 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 : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
Old : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
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 30, 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 : 75,824: 25,531 835 4,133 42,378 65,350 72,042 70,318: 3,782 5,506
Old : 75,824: 25,531 835 4,133 42,378 65,350 72,042 70,318: 3,782 5,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,520: 740 -1,506 -368 2,762 4,458 3,134 2,584: -614 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.1 5.5 55.9 86.2 95.0 92.7: 5.0 7.3
Old : 100.0: 33.7 1.1 5.5 55.9 86.2 95.0 92.7: 5.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 3 21 22 24 26:
Old : 29: 3 1 3 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 48.9 75.0 68.0 49.5 31.9 55.8 44.9
Old : 58.5 48.9 75.0 68.0 49.5 31.9 55.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 23, 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 : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Old : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -9,234: 1,046 -8,460 -962 -10,178 -532 -10,094 -9,954: 860 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
Old : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 4 20 21 24 25:
Old : 27: 3 1 4 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Old : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,353: 1,067 3,583 2,780 36,357 25,897 40,204 32,260: 2,149 10,093
Old : 42,353: 1,067 3,583 2,780 36,357 25,897 40,204 32,260: 2,149 10,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,573: -1,034 1,088 52 4,421 1,477 3,439 2,617: 134 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.5 6.6 85.8 61.1 94.9 76.2: 5.1 23.8
Old : 100.0: 2.5 8.5 6.6 85.8 61.1 94.9 76.2: 5.1 23.8
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 : 27: 3 1 2 20 18 24 20:
Old : 27: 3 1 2 20 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 36.6 69.8 56.2 36.8 27.6 55.6 39.4
Old : 48.9 36.6 69.8 56.2 36.8 27.6 55.6 39.4
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 23, 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 : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Old : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 773: -912 1,472 667 1,876 -1,366 1,631 773: -858 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 23.6
Old : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 17 21 19:
Old : 24: 3 1 2 17 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Old : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 53,930: 1,712 8,112 1,379 36,779 36,761 39,870 46,252: 14,060 7,678
Old : 53,930: 1,712 8,112 1,379 36,779 36,761 39,870 46,252: 14,060 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,577: 0 3,538 260 1,886 64 2,146 3,862: 1,431 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.0 2.6 68.2 68.2 73.9 85.8: 26.1 14.2
Old : 100.0: 3.2 15.0 2.6 68.2 68.2 73.9 85.8: 26.1 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 : 21: 1 3 2 11 12 14 15:
Old : 21: 1 3 2 11 12 14 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 : 54.6 46.6 67.8 72.7 53.4 41.6 59.7 61.4
Old : 54.6 46.6 67.8 72.7 53.4 41.6 59.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, August 23, 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 : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Old : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 15.8
Old : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 15.8
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 : 21: 1 2 1 12 13 14 15:
Old : 21: 1 2 1 12 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
Old : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,806: 3,274 0 0 43,132 46,332 46,406 46,332: 400 474
Old : 46,806: 3,274 0 0 43,132 46,332 46,406 46,332: 400 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 92.2 99.0 99.1 99.0: 0.9 1.0
Old : 100.0: 7.0 0.0 0.0 92.2 99.0 99.1 99.0: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 14 16 17 16:
Old : 26: 3 0 0 14 16 17 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 : 84.7 83.8 94.3 92.9 71.1 69.3 76.1 75.1
Old : 84.7 83.8 94.3 92.9 71.1 69.3 76.1 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, August 30, 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 : 33,588: 4,684 0 0 27,702 32,518 32,386 32,518: 1,202 1,070
Old : 33,588: 4,684 0 0 27,702 32,518 32,386 32,518: 1,202 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.0 82.5 96.8 96.4 96.8: 3.6 3.2
Old : 100.0: 13.9 0.0 0.0 82.5 96.8 96.4 96.8: 3.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 14 19 17 19:
Old : 26: 3 0 0 14 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 63.9 85.5 79.7 47.0 48.9 59.2 61.9
Old : 59.7 63.9 85.5 79.7 47.0 48.9 59.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, August 30, 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 : 1,210,931: 317,274 53,903 233,048 639,527 911,431 1,189,849 1,198,382: 21,082 12,549
Old : 1,210,931: 317,274 53,903 233,048 639,527 911,431 1,189,849 1,198,382: 21,082 12,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -36,558: -9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555: 1,233 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.2 52.8 75.3 98.3 99.0: 1.7 1.0
Old : 100.0: 26.2 4.5 19.2 52.8 75.3 98.3 99.0: 1.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 25 10 34 82 79 116 115:
Old : 125: 25 10 34 82 79 116 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 25.6 42.9 40.8 20.4 16.4 30.2 28.5
Old : 27.3 25.6 42.9 40.8 20.4 16.4 30.2 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 23, 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 : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Old : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 34,712: 859 4,578 4,386 31,312 26,727 36,557 35,691: -1,845 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 1.0
Old : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 22 16 36 91 83 127 122:
Old : 136: 22 16 36 91 83 127 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 28.5
Old : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, August 30, 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 : 191,661: 41,771 39,205 52,561 94,939 96,346 189,271 188,112: 2,390 3,549
Old : 191,661: 41,771 39,205 52,561 94,939 96,346 189,271 188,112: 2,390 3,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -10,743: 10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130: 1,063 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.5 27.4 49.5 50.3 98.8 98.1: 1.2 1.9
Old : 100.0: 21.8 20.5 27.4 49.5 50.3 98.8 98.1: 1.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 9 17 29 30 47 49:
Old : 51: 11 9 17 29 30 47 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 : 37.4 44.7 57.2 63.7 26.1 24.4 35.3 35.7
Old : 37.4 44.7 57.2 63.7 26.1 24.4 35.3 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, August 23, 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 : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Old : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 11,905: 6,318 -487 1,104 4,672 11,519 12,094 12,136: -189 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 1.1
Old : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 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 : 57: 11 12 19 32 33 53 54:
Old : 57: 11 12 19 32 33 53 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 : 37.9 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Old : 37.9 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 30, 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 : 85,984: 25,082 5,740 19,802 40,795 60,025 85,679 85,567: 305 417
Old : 85,984: 25,082 5,740 19,802 40,795 60,025 85,679 85,567: 305 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,450: 1,040 2,300 -1,060 3,353 2,233 3,333 3,473: 117 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 6.7 23.0 47.4 69.8 99.6 99.5: 0.4 0.5
Old : 100.0: 29.2 6.7 23.0 47.4 69.8 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 7 10 37 35 47 47:
Old : 52: 5 7 10 37 35 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 : 56.4 41.8 70.3 65.4 38.6 38.7 45.1 47.2
Old : 56.4 41.8 70.3 65.4 38.6 38.7 45.1 47.2
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 23, 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 : 82,534: 24,042 3,440 20,862 37,442 57,792 82,346 82,094: 188 440
Old : 82,534: 24,042 3,440 20,862 37,442 57,792 82,346 82,094: 188 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,712: 1,840 640 1,660 -628 272 2,872 2,572: -160 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.2 25.3 45.4 70.0 99.8 99.5: 0.2 0.5
Old : 100.0: 29.1 4.2 25.3 45.4 70.0 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 5 11 37 35 48 47:
Old : 52: 5 5 11 37 35 48 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 : 55.4 46.4 68.2 68.9 35.2 40.3 42.4 46.8
Old : 55.4 46.4 68.2 68.9 35.2 40.3 42.4 46.8
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 30, 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 : 27,053: 2,158 4,746 3,218 19,278 17,932 24,654 25,896: 2,399 1,157
Old : 27,053: 2,158 4,746 3,218 19,278 17,932 24,654 25,896: 2,399 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2: -508 -88 -42 -218 -180 -768 -310: 770 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 17.5 11.9 71.3 66.3 91.1 95.7: 8.9 4.3
Old : 100.0: 8.0 17.5 11.9 71.3 66.3 91.1 95.7: 8.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 20 24 25 29:
Old : 33: 1 5 4 20 24 25 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 : 52.3 48.0 70.7 65.9 48.0 37.8 56.8 49.0
Old : 52.3 48.0 70.7 65.9 48.0 37.8 56.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, August 23, 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 : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Old : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,469: 0 1,770 -876 758 491 -118 1,385: 1,587 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
Old : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 19 25 24 30:
Old : 33: 1 5 4 19 25 24 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 : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
Old : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, August 30, 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 : 12,194: 582 4,236 2,128 8,212 4,814 10,922 11,178: 1,272 1,016
Old : 12,194: 582 4,236 2,128 8,212 4,814 10,922 11,178: 1,272 1,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 628: 42 882 -714 1,306 0 634 168: -6 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.7 17.5 67.3 39.5 89.6 91.7: 10.4 8.3
Old : 100.0: 4.8 34.7 17.5 67.3 39.5 89.6 91.7: 10.4 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 : 30: 3 3 3 20 13 25 17:
Old : 30: 3 3 3 20 13 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 61.8 64.4 82.2 35.2 50.5 52.1 66.3
Old : 43.7 61.8 64.4 82.2 35.2 50.5 52.1 66.3
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 23, 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 : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Old : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -691: 0 0 0 -699 -189 -699 -189: 8 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
Old : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 18 14 23 17:
Old : 28: 3 2 3 18 14 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
Old : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
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 30, 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 : 11,957: 2,403 3,039 399 9,132 8,385 11,934 11,823: 23 134
Old : 11,957: 2,403 3,039 399 9,132 8,385 11,934 11,823: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -42: 84 0 -84 -42 42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.4 3.3 76.4 70.1 99.8 98.9: 0.2 1.1
Old : 100.0: 20.1 25.4 3.3 76.4 70.1 99.8 98.9: 0.2 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 : 21: 2 3 3 12 9 15 14:
Old : 21: 2 3 3 12 9 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 83.8 96.4 96.2 73.1 75.4 77.8 78.1
Old : 81.5 83.8 96.4 96.2 73.1 75.4 77.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, August 23, 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 : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Old : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 133: 168 126 -84 557 599 641 641: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 1.1
Old : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 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 : 21: 2 3 3 12 8 15 13:
Old : 21: 2 3 3 12 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
Old : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
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 30, 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 : 16,862: 3,360 3,074 3,000 10,342 10,558 16,702 16,632: 160 230
Old : 16,862: 3,360 3,074 3,000 10,342 10,558 16,702 16,632: 160 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 580: -100 0 60 500 500 460 560: 120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.2 17.8 61.3 62.6 99.1 98.6: 0.9 1.4
Old : 100.0: 19.9 18.2 17.8 61.3 62.6 99.1 98.6: 0.9 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 : 27: 4 2 6 20 17 26 23:
Old : 27: 4 2 6 20 17 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 57.8 73.9 77.1 40.9 43.5 54.1 55.8
Old : 45.7 57.8 73.9 77.1 40.9 43.5 54.1 55.8
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 23, 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 : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Old : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 980: 360 -340 -180 920 1,550 1,100 1,030: -120 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 1.3
Old : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 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 : 27: 4 2 6 19 19 25 25:
Old : 27: 4 2 6 19 19 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 : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
Old : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
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 30, 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: 11,380 280 1,950 10,960 22,214 24,290 24,444: 786 632
Old : 25,076: 11,380 280 1,950 10,960 22,214 24,290 24,444: 786 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 430: -110 0 30 90 -80 10 -50: 420 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.1 7.8 43.7 88.6 96.9 97.5: 3.1 2.5
Old : 100.0: 45.4 1.1 7.8 43.7 88.6 96.9 97.5: 3.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 4 23 23 28 28:
Old : 32: 5 1 4 23 23 28 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 : 65.0 54.1 80.3 77.5 55.9 50.2 69.3 70.1
Old : 65.0 54.1 80.3 77.5 55.9 50.2 69.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, August 23, 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 : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Old : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -430: -900 0 -90 670 -140 -320 -230: -110 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
Old : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 4 22 23 27 28:
Old : 32: 5 1 4 22 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
Old : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, August 30, 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 : 914,422: 142,591 123,231 167,179 532,610 537,190 842,380 827,600: 72,042 86,822
Old : 914,422: 142,591 123,231 167,179 532,610 537,190 842,380 827,600: 72,042 86,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 18,332: 2,142 -1,498 -810 10,279 6,503 11,611 4,195: 6,721 14,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 13.5 18.3 58.2 58.7 92.1 90.5: 7.9 9.5
Old : 100.0: 15.6 13.5 18.3 58.2 58.7 92.1 90.5: 7.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 75 98 96 74 85 213 220:
Old : 271: 75 98 96 74 85 213 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 15.8 33.3 25.6 17.4 11.1 23.6 17.6
Old : 22.1 15.8 33.3 25.6 17.4 11.1 23.6 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, August 23, 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 : 896,090: 140,449 124,729 167,989 522,331 530,687 830,769 823,405: 65,321 72,685
Old : 896,090: 140,449 124,729 167,989 522,331 530,687 830,769 823,405: 65,321 72,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -61,677: -14,014 10,661 -13,013 -30,640 -47,996 -57,667 -50,348: -4,010 -11,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.9 18.7 58.3 59.2 92.7 91.9: 7.3 8.1
Old : 100.0: 15.7 13.9 18.7 58.3 59.2 92.7 91.9: 7.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 78 92 92 74 85 212 218:
Old : 273: 78 92 92 74 85 212 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 15.9 32.6 26.4 17.0 11.6 23.5 18.2
Old : 22.0 15.9 32.6 26.4 17.0 11.6 23.5 18.2
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 30, 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 : 14,799: 8,360 5,881 656 3,220 7,315 12,236 13,852: 2,563 947
Old : 14,799: 8,360 5,881 656 3,220 7,315 12,236 13,852: 2,563 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -107: -118 458 -282 432 -363 32 -187: -139 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 39.7 4.4 21.8 49.4 82.7 93.6: 17.3 6.4
Old : 100.0: 56.5 39.7 4.4 21.8 49.4 82.7 93.6: 17.3 6.4
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 : 106: 53 16 4 16 25 73 42:
Old : 106: 53 16 4 16 25 73 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 46.7 38.7 62.3 24.2 45.4 38.0 59.4
Old : 24.2 46.7 38.7 62.3 24.2 45.4 38.0 59.4
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 23, 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 : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Old : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 462: -120 360 366 220 -511 466 215: -4 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 5.8
Old : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 53 17 8 13 26 74 48:
Old : 112: 53 17 8 13 26 74 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
Old : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
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 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 10,835: 7,435 706 67 1,105 9,185 8,607 9,958: 2,228 877
Old : 10,835: 7,435 706 67 1,105 9,185 8,607 9,958: 2,228 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -457: -209 5 59 85 -406 -65 -342: -392 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 6.5 0.6 10.2 84.8 79.4 91.9: 20.6 8.1
Old : 100.0: 68.6 6.5 0.6 10.2 84.8 79.4 91.9: 20.6 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 : 55: 24 6 2 8 21 33 29:
Old : 55: 24 6 2 8 21 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 49.2 48.5 69.0 32.5 48.8 48.2 68.6
Old : 32.5 49.2 48.5 69.0 32.5 48.8 48.2 68.6
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 23, 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 : 11,292: 7,644 701 8 1,020 9,591 8,672 10,300: 2,620 992
Old : 11,292: 7,644 701 8 1,020 9,591 8,672 10,300: 2,620 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -367: -473 60 0 0 -414 -473 -354: 106 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 6.2 0.1 9.0 84.9 76.8 91.2: 23.2 8.8
Old : 100.0: 67.7 6.2 0.1 9.0 84.9 76.8 91.2: 23.2 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 : 55: 27 6 1 7 20 34 27:
Old : 55: 27 6 1 7 20 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 51.6 46.0 71.3 31.3 51.2 45.4 70.9
Old : 31.3 51.6 46.0 71.3 31.3 51.2 45.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 153,802: 39,758 7,202 7,224 88,346 126,167 135,328 140,593: 18,474 13,209
Old : 153,802: 39,758 7,202 7,224 88,346 126,167 135,328 140,593: 18,474 13,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,640: -8,152 1,087 -1,410 5,798 -5,882 -3,764 -6,205: 1,124 3,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 4.7 4.7 57.4 82.0 88.0 91.4: 12.0 8.6
Old : 100.0: 25.9 4.7 4.7 57.4 82.0 88.0 91.4: 12.0 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 : 151: 52 20 27 63 66 127 102:
Old : 151: 52 20 27 63 66 127 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 26.8 37.5 41.5 15.6 19.9 25.8 28.8
Old : 22.6 26.8 37.5 41.5 15.6 19.9 25.8 28.8
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 23, 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 : 156,442: 47,910 6,115 8,634 82,548 132,049 139,092 146,798: 17,350 9,644
Old : 156,442: 47,910 6,115 8,634 82,548 132,049 139,092 146,798: 17,350 9,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,478: -3,254 -1,144 -667 35 -1,848 -3,886 -3,659: -592 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 3.9 5.5 52.8 84.4 88.9 93.8: 11.1 6.2
Old : 100.0: 30.6 3.9 5.5 52.8 84.4 88.9 93.8: 11.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 60 14 30 63 67 134 101:
Old : 156: 60 14 30 63 67 134 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 26.2 35.8 41.1 15.0 18.7 24.6 27.9
Old : 21.0 26.2 35.8 41.1 15.0 18.7 24.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005