WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 6, 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 : 261,552: 44,408 91,062 19,849 175,223 117,886 239,480 228,797: 22,072 32,755
Old : 246,189: 43,700 88,868 15,783 166,085 113,113 225,568 217,764: 20,621 28,425
Other: 15,363: 4,579 6,065 195 9,138 4,773 13,912 11,033: 1,451 4,330
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,330: 3,292 4,687 -1,837 -124 164 1,331 3,014: -1 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 34.8 7.6 67.0 45.1 91.6 87.5: 8.4 12.5
Old : 100.0: 17.8 36.1 6.4 67.5 45.9 91.6 88.5: 8.4 11.5
Other: 100.0: 29.8 39.5 1.3 59.5 31.1 90.6 71.8: 9.4 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 64 114 51 43 51 146 187:
Old : 256: 67 117 42 37 50 131 185:
Other: 86: 22 24 5 13 34 38 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 30.3 52.0 39.1 34.9 25.2 49.2 31.2
Old : 37.0 32.1 53.6 40.7 37.0 28.3 52.2 35.5
Other: 47.3 38.6 66.6 47.2 46.5 38.5 64.9 45.9
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 6, 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 : 709,074: 132,336 150,761 40,048 413,502 342,509 585,886 533,318: 123,188 175,756
Old : 672,498: 117,731 153,911 31,699 408,422 322,052 557,852 507,662: 114,646 164,836
Other: 36,576: 20,723 2,968 2,231 5,080 20,457 28,034 25,656: 8,542 10,920
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,920: 10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393: -3,159 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.3 5.6 58.3 48.3 82.6 75.2: 17.4 24.8
Old : 100.0: 17.5 22.9 4.7 60.7 47.9 83.0 75.5: 17.0 24.5
Other: 100.0: 56.7 8.1 6.1 13.9 55.9 76.6 70.1: 23.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 133 123 92 171 204 362 377:
Old : 542: 128 130 82 168 203 351 372:
Other: 232: 51 29 5 35 122 90 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.2 34.3 24.8 24.1 18.5 33.8 24.2
Old : 25.4 18.7 36.1 24.5 25.4 18.0 35.5 23.9
Other: 19.1 34.4 30.5 42.0 16.6 32.2 27.6 38.3
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 6, 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 : 5,873: 2,383 588 65 1,302 3,577 3,750 4,230: 2,123 1,643
Old : 5,871: 2,383 588 64 1,301 3,576 3,748 4,228: 2,123 1,643
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -223: -143 33 35 11 -400 -97 -332: -126 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 10.0 1.1 22.2 60.9 63.9 72.0: 36.1 28.0
Old : 100.0: 40.6 10.0 1.1 22.2 60.9 63.8 72.0: 36.2 28.0
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 7 3 9 14 23 21:
Old : 36: 11 7 3 9 14 23 21:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 36.4 51.2 53.5 35.3 36.1 50.7 53.2
Old : 35.3 36.4 51.2 53.5 35.3 36.1 50.8 53.2
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 6, 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 : 245,509: 60,018 38,829 14,962 121,485 125,162 196,465 178,953: 49,044 66,556
Old : 239,207: 59,949 39,235 12,154 119,481 123,262 191,584 174,651: 47,623 64,556
Other: 6,302: 2,877 2,402 0 2,004 1,900 4,881 4,302: 1,421 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,600: 4,452 5,275 -579 -4,171 -5,371 -298 -675: 1,898 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 6.1 49.5 51.0 80.0 72.9: 20.0 27.1
Old : 100.0: 25.1 16.4 5.1 49.9 51.5 80.1 73.0: 19.9 27.0
Other: 100.0: 45.7 38.1 0.0 31.8 30.1 77.5 68.3: 22.5 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 100 84 61 78 106 216 228:
Old : 333: 102 84 56 77 105 213 222:
Other: 92: 11 23 0 11 50 22 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.7 34.3 28.1 24.2 16.9 34.0 24.4
Old : 24.9 20.1 35.2 28.6 24.9 17.2 34.9 25.0
Other: 59.6 33.3 70.4 47.6 59.6 33.3 70.4 47.6
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 6, 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 : 136,213: 26,100 23,908 12,793 75,958 82,014 114,851 118,715: 21,362 17,498
Old : 133,081: 26,922 23,881 11,232 74,567 81,169 112,721 116,282: 20,360 16,799
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,514: 2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796: 4,116 4,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.6 9.4 55.8 60.2 84.3 87.2: 15.7 12.8
Old : 100.0: 20.2 17.9 8.4 56.0 61.0 84.7 87.4: 15.3 12.6
Other: 100.0: 22.2 49.3 1.4 44.4 27.0 68.0 77.7: 32.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 31 38 29 45 36 97 92:
Old : 138: 39 37 28 45 36 97 91:
Other: 22: 3 9 3 9 3 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.3 35.8 40.6 24.1 24.1 34.5 33.2
Old : 24.7 30.0 36.6 41.5 24.7 25.1 35.3 34.4
Other: 59.9 55.5 65.3 73.3 41.5 42.8 46.9 55.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 6, 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 : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Old : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 36,604: 9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064: 22,978 42,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
Old : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 27 30 20 69 78 108 119:
Old : 160: 27 30 20 69 78 108 119:
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 : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
Old : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 6, 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 : 114,109: 17,571 8,894 15,095 57,019 71,428 89,685 95,417: 24,424 18,692
Old : 112,286: 17,833 8,890 14,599 55,736 70,442 88,168 93,931: 24,118 18,355
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,229: 1,945 1,344 1,027 -607 -1,129 2,365 1,242: -136 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.8 13.2 50.0 62.6 78.6 83.6: 21.4 16.4
Old : 100.0: 15.9 7.9 13.0 49.6 62.7 78.5 83.7: 21.5 16.3
Other: 100.0: 3.0 17.6 9.8 70.4 54.1 83.2 81.5: 16.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 23 28 46 42 98 87:
Old : 124: 39 23 28 46 42 98 87:
Other: 19: 1 5 3 11 3 14 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 34.4 29.5 45.7 15.5 30.8 23.7 38.6
Old : 18.4 35.0 29.1 46.3 15.5 31.4 23.5 39.4
Other: 56.0 60.1 75.0 77.0 56.0 56.3 69.0 67.9
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 6, 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 : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Old : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -451: -45 -125 -187 -114 -144 -346 -456: -105 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 24.0
Old : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 15 8 8 12 16 32 28:
Old : 47: 15 8 8 12 16 32 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 : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
Old : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 6, 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 : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Old : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,396: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,221 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Old : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
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 : 105: 13 25 6 44 47 61 75:
Old : 105: 13 25 6 44 47 61 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Old : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 6, 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 : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Old : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,757: 12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932: 13,385 65,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
Old : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 62 58 34 87 102 163 182:
Old : 256: 62 58 34 87 102 163 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
Old : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 6, 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 : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Old : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -71,030: 18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334: 43,446 -16,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 19.3
Old : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 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 : 179: 35 45 14 65 74 104 129:
Old : 179: 35 45 14 65 74 104 129:
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 : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
Old : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
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 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 6, 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 : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Old : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,438: 21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482: -1,790 11,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
Old : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 22 26 28 43 45 82 83:
Old : 106: 22 26 28 43 45 82 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
Old : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 6, 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 : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Old : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,547: 656 -1,014 171 2,948 3,627 3,775 2,784: -228 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
Old : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 8 2 22 14 36 23:
Old : 52: 13 8 2 22 14 36 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 56.8
Old : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 56.8
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 6, 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 : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Old : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,985: 2,682 254 193 -3,054 -924 -179 -477: 3,164 3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
Old : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
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 : 77: 18 30 8 19 14 43 46:
Old : 77: 18 30 8 19 14 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
Old : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 6, 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 : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Old : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,167: -696 -84 2,600 -4,000 -4,711 -2,096 -2,195: -71 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Old : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 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 : 56: 8 16 4 19 20 29 38:
Old : 56: 8 16 4 19 20 29 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 : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Old : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 6, 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 : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Old : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,594: -314 -179 -29 -2,004 -1,768 -2,347 -1,976: -247 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
Old : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
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 : 37: 5 8 8 20 16 29 28:
Old : 37: 5 8 8 20 16 29 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 : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
Old : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 6, 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 : 105,279: 19,726 21,228 22,288 48,092 29,869 90,106 73,385: 15,173 31,894
Old : 56,703: 16,706 34,935 98 34,242 9,102 51,046 44,135: 5,657 12,568
Other: 48,576: 21,951 5,224 3,259 13,850 20,767 39,060 29,250: 9,516 19,326
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,107: 2,397 -1,379 946 -987 2,144 2,356 1,711: 751 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.2 21.2 45.7 28.4 85.6 69.7: 14.4 30.3
Old : 100.0: 29.5 61.6 0.2 60.4 16.1 90.0 77.8: 10.0 22.2
Other: 100.0: 45.2 10.8 6.7 28.5 42.8 80.4 60.2: 19.6 39.8
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 42 44 53 22 34 108 100:
Old : 137: 43 50 1 17 27 60 78:
Other: 113: 46 23 22 18 30 76 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 19.2 40.8 32.0 28.4 15.7 39.6 23.7
Old : 41.7 33.0 60.4 46.9 41.7 33.0 60.4 46.9
Other: 22.7 21.0 40.3 28.4 22.4 20.4 38.4 27.8
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 6, 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 : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Old : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 207: 1,513 -1,667 101 -2,128 -251 -514 -1,817: 721 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 23.8
Old : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 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 : 207: 47 59 45 55 78 123 168:
Old : 207: 47 59 45 55 78 123 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 22.7
Old : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 22.7
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 6, 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 : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Old : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -306: -11 -300 103 -296 -54 -204 -251: -102 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
Old : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
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 : 43: 14 12 4 13 9 28 25:
Old : 43: 14 12 4 13 9 28 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 : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
Old : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 6, 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 : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Old : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -19: 486 -518 -276 -192 465 18 -329: -37 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
Old : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
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 : 119: 42 24 29 27 29 93 64:
Old : 119: 42 24 29 27 29 93 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 : 19.0 27.5 30.6 34.0 17.8 25.5 28.6 30.1
Old : 19.0 27.5 30.6 34.0 17.8 25.5 28.6 30.1
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 6, 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 : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Old : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,298: 1,519 440 441 3,489 6,494 5,449 7,375: 849 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
Old : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 13 7 23 26 57 41:
Old : 82: 29 13 7 23 26 57 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 : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
Old : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 6, 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 : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Old : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,249: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 8,976 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
Old : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 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 : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
Old : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 6, 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 : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Old : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,155: 5,351 -2,963 174 -1,327 8,373 4,198 5,584: 957 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 8.4
Old : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 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 : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 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 : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
Old : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 6, 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 : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Old : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,926: 7,552 -5,655 41 -7,430 14,529 163 8,915: 2,763 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 4.5
Old : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 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 : 65: 16 18 4 19 24 39 42:
Old : 65: 16 18 4 19 24 39 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 : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
Old : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 6, 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 : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Old : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,259: 76 -13,217 312 -5,107 13,750 -4,719 845: 2,460 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 5.9
Old : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 13 28 6 25 30 42 60:
Old : 83: 13 28 6 25 30 42 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
Old : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 6, 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 : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Old : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,287: 12,303 -14,834 -162 -10,468 21,504 1,673 6,508: 5,614 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
Old : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 43 15 11 27 31 73 54:
Old : 97: 43 15 11 27 31 73 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 : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
Old : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 6, 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 : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
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, September 6, 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 : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Old : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -221,256: 293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782: 19,439 -61,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 19.4
Old : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 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 : 270: 44 68 85 128 146 225 249:
Old : 270: 44 68 85 128 146 225 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
Old : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 6, 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 : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Old : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,436: -6,048 -1,719 3,765 18,348 15,197 16,065 17,243: 9,371 8,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 14.6
Old : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 33 33 24 85 66 132 110:
Old : 182: 33 33 24 85 66 132 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
Old : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 6, 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 : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Old : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 98,104: 25,968 38,649 24,201 19,322 42,948 69,491 105,798: 28,613 -7,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 8.6
Old : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 45 66 26 63 70 126 144:
Old : 213: 45 66 26 63 70 126 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
Old : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, September 6, 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 : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 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 : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 6, 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 : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 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 : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 6, 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 : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Old : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 381: 362 157 16 3,660 506 4,038 679: -3,657 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
Old : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 11 22 1 34 29 46 51:
Old : 82: 11 22 1 34 29 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
Old : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 6, 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 : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Old : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -133: 7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880: 4,402 -12,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 16.7
Old : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 16.7
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: 70 57 12 43 41 120 104:
Old : 199: 70 57 12 43 41 120 104:
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 : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
Old : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 6, 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 : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Old : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,193: 6,656 -1,812 0 -4,000 6,521 2,656 4,709: 1,537 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
Old : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 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 : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
Old : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 6, 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 : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Old : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 926: -559 -77 55 986 1,160 482 1,138: 444 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 15 1 29 27 31 42:
Old : 58: 1 15 1 29 27 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.1
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 6, 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 : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Old : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -9,002: 4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392: 1,745 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 4.5
Old : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 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 : 126: 23 38 9 37 50 65 93:
Old : 126: 23 38 9 37 50 65 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
Old : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 6, 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 : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Old : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 11,597: 797 202 5,865 3,089 3,051 9,751 9,118: 1,846 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 18.5
Old : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 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 : 86: 24 20 15 23 27 58 53:
Old : 86: 24 20 15 23 27 58 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 36.5 28.3 49.4 13.0 36.5 24.1 45.0
Old : 16.3 36.5 28.3 49.4 13.0 36.5 24.1 45.0
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 6, 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 : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 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 : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 6, 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 : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Old : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 20.3
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 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 : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, September 6, 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 : 112,175: 39,225 24,659 7,969 33,429 68,541 80,623 101,169: 31,552 11,006
Old : 112,175: 39,225 24,659 7,969 33,429 68,541 80,623 101,169: 31,552 11,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,128: -4,592 -7,508 17 -1,654 1,353 -6,229 -6,138: -1,899 -1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.0 7.1 29.8 61.1 71.9 90.2: 28.1 9.8
Old : 100.0: 35.0 22.0 7.1 29.8 61.1 71.9 90.2: 28.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 86 37 26 24 28 118 84:
Old : 165: 86 37 26 24 28 118 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 : 23.0 29.9 34.4 47.0 15.7 25.3 21.7 40.3
Old : 23.0 29.9 34.4 47.0 15.7 25.3 21.7 40.3
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 105,839: 38,826 29,059 12,537 40,126 51,435 91,489 93,031: 14,350 12,808
Old : 105,839: 38,826 29,059 12,537 40,126 51,435 91,489 93,031: 14,350 12,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,073: 1,535 1,123 -419 -286 508 830 1,212: 243 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 27.5 11.8 37.9 48.6 86.4 87.9: 13.6 12.1
Old : 100.0: 36.7 27.5 11.8 37.9 48.6 86.4 87.9: 13.6 12.1
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 : 187: 67 63 41 42 37 144 114:
Old : 187: 67 63 41 42 37 144 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 39.9 34.7 50.0 24.6 36.1 34.3 45.8
Old : 24.6 39.9 34.7 50.0 24.6 36.1 34.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, August 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, September 6, 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 : 299,192: 159,922 44,670 26,577 56,461 205,078 242,960 276,325: 56,232 22,867
Old : 299,192: 159,922 44,670 26,577 56,461 205,078 242,960 276,325: 56,232 22,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,298: 1,081 -4,338 3,345 -2,374 6,593 2,052 5,600: 5,246 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 14.9 8.9 18.9 68.5 81.2 92.4: 18.8 7.6
Old : 100.0: 53.5 14.9 8.9 18.9 68.5 81.2 92.4: 18.8 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 : 242: 124 57 28 31 45 176 114:
Old : 242: 124 57 28 31 45 176 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 38.3 38.3 57.6 25.2 37.2 31.7 50.0
Old : 28.9 38.3 38.3 57.6 25.2 37.2 31.7 50.0
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 6, 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 : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Old : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 26: 3 -29 21 -36 35 -12 27: 38 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Old : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 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 : 39: 18 3 11 6 6 34 19:
Old : 39: 18 3 11 6 6 34 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 : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Old : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 6, 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 : 94,432: 23,354 9,250 3,836 49,594 62,459 76,784 75,545: 17,648 18,887
Old : 87,081: 23,936 9,241 786 46,328 60,958 71,050 70,985: 16,031 16,096
Other: 7,351: 2,467 3,058 1 3,266 1,501 5,734 4,560: 1,617 2,791
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,908: -3,932 2,576 -26 364 -5,771 -3,594 -3,221: 1,686 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.8 4.1 52.5 66.1 81.3 80.0: 18.7 20.0
Old : 100.0: 27.5 10.6 0.9 53.2 70.0 81.6 81.5: 18.4 18.5
Other: 100.0: 33.6 41.6 0.0 44.4 20.4 78.0 62.0: 22.0 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 43 16 19 41 54 88 86:
Old : 134: 43 17 9 41 53 87 76:
Other: 54: 10 12 1 11 22 22 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 33.9 41.5 45.1 23.3 26.8 31.8 34.8
Old : 31.5 36.5 42.6 48.1 26.5 30.1 35.8 39.2
Other: 59.5 32.9 70.4 49.7 59.5 32.9 70.4 49.1
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, September 6, 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 : 28,029: 2,250 5,607 688 16,294 14,421 19,232 20,716: 8,797 7,313
Old : 27,910: 2,250 5,605 688 16,263 14,393 19,201 20,686: 8,709 7,224
Other: 119: 0 2 0 31 28 31 30: 88 89
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,875: 200 427 115 -3,233 -3,066 -2,918 -2,524: 43 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 20.0 2.5 58.1 51.5 68.6 73.9: 31.4 26.1
Old : 100.0: 8.1 20.1 2.5 58.3 51.6 68.8 74.1: 31.2 25.9
Other: 100.0: 0.0 1.7 0.0 26.1 23.5 26.1 25.2: 73.9 74.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 10 4 24 17 33 30:
Old : 47: 7 10 4 23 17 32 30:
Other: 8: 0 1 0 2 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 48.2 43.1 57.3 30.5 46.3 40.4 53.2
Old : 30.5 48.4 43.2 57.5 30.5 46.5 40.5 53.4
Other: 26.1 23.5 26.1 25.2 26.1 23.5 26.1 25.2
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 6, 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 : 107,098: 21,111 41,986 4,843 68,509 48,237 94,463 95,066: 12,635 12,032
Old : 106,364: 21,191 42,135 4,602 67,995 47,801 93,788 94,538: 12,576 11,826
Other: 734: 160 91 1 514 436 675 528: 59 206
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,719: 1,100 -1,631 896 634 2,697 2,630 1,962: 89 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 39.2 4.5 64.0 45.0 88.2 88.8: 11.8 11.2
Old : 100.0: 19.9 39.6 4.3 63.9 44.9 88.2 88.9: 11.8 11.1
Other: 100.0: 21.8 12.4 0.1 70.0 59.4 92.0 71.9: 8.0 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 58 75 41 53 44 133 141:
Old : 204: 57 77 39 53 44 132 140:
Other: 15: 2 1 1 6 6 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 28.5 38.9 36.8 24.5 26.4 37.2 33.8
Old : 24.7 28.7 39.1 37.0 24.7 26.5 37.7 34.0
Other: 74.3 63.6 92.0 71.9 74.3 63.6 91.8 71.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 6, 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 : 23,635: 7,791 5,402 1,490 11,430 14,832 20,711 21,724: 2,924 1,911
Old : 18,707: 7,455 5,710 0 8,768 11,454 16,223 17,164: 2,484 1,543
Other: 4,928: 1,606 962 220 2,662 3,378 4,488 4,560: 440 368
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,133: -107 601 -1 -926 -1,874 -1,034 -1,274: -99 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 22.9 6.3 48.4 62.8 87.6 91.9: 12.4 8.1
Old : 100.0: 39.9 30.5 0.0 46.9 61.2 86.7 91.8: 13.3 8.2
Other: 100.0: 32.6 19.5 4.5 54.0 68.5 91.1 92.5: 8.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 30 29 14 25 14 63 51:
Old : 93: 29 31 0 25 13 54 44:
Other: 37: 14 8 8 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 : 34.5 47.7 50.4 63.2 33.9 47.0 49.8 62.2
Old : 38.7 43.8 53.5 62.6 38.7 43.4 53.1 61.8
Other: 47.2 75.5 71.7 83.5 45.8 75.3 68.3 82.5
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 6, 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 : 115,177: 20,559 19,798 1,321 85,844 88,423 107,724 109,542: 7,453 5,635
Old : 101,750: 20,709 19,970 936 72,865 75,358 94,510 96,264: 7,240 5,486
Other: 13,427: 182 160 53 12,979 13,065 13,214 13,278: 213 149
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,884: -4,974 -19,396 -1,371 -9,192 5,798 -15,537 -14,969: -1,347 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.2 1.1 74.5 76.8 93.5 95.1: 6.5 4.9
Old : 100.0: 20.4 19.6 0.9 71.6 74.1 92.9 94.6: 7.1 5.4
Other: 100.0: 1.4 1.2 0.4 96.7 97.3 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 41 37 10 50 36 96 80:
Old : 139: 42 37 9 49 36 95 79:
Other: 23: 2 1 2 15 10 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 37.2 55.1 53.7 23.3 26.6 35.7 36.0
Old : 36.6 34.6 56.2 51.5 30.0 28.3 44.0 40.2
Other: 64.9 88.5 89.1 98.4 48.9 65.7 64.7 69.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 6, 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 : 483,634: 172,346 42,740 48,057 177,810 336,587 398,213 427,384: 85,421 56,250
Old : 483,634: 172,346 42,740 48,057 177,810 336,587 398,213 427,384: 85,421 56,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 8,649: 9,054 -3,408 2,492 -9,241 -1,107 2,305 -2,023: 6,344 10,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 8.8 9.9 36.8 69.6 82.3 88.4: 17.7 11.6
Old : 100.0: 35.6 8.8 9.9 36.8 69.6 82.3 88.4: 17.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 66 40 49 57 50 160 109:
Old : 181: 66 40 49 57 50 160 109:
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 : 14.4 28.0 24.6 44.9 14.4 24.9 23.3 38.1
Old : 14.4 28.0 24.6 44.9 14.4 24.9 23.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, September 6, 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 : 85,493: 21,282 18,919 8,702 46,712 51,360 76,696 78,981: 8,797 6,512
Old : 84,637: 21,228 19,389 8,226 46,467 50,679 75,921 78,294: 8,716 6,343
Other: 856: 524 0 6 245 681 775 687: 81 169
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,737: 1,088 -292 1,437 -470 1,877 2,055 3,022: 682 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.1 10.2 54.6 60.1 89.7 92.4: 10.3 7.6
Old : 100.0: 25.1 22.9 9.7 54.9 59.9 89.7 92.5: 10.3 7.5
Other: 100.0: 61.2 0.0 0.7 28.6 79.6 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 77 36 91 83 199 179:
Old : 283: 83 79 36 90 83 197 179:
Other: 29: 4 0 1 10 17 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.9 34.1 34.5 20.5 17.7 31.2 26.5
Old : 20.7 22.0 34.4 34.7 20.7 17.8 31.5 26.6
Other: 66.1 45.6 83.8 70.7 65.4 45.6 83.1 70.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 6, 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 : 20,866: 5,880 11,235 2,703 11,146 4,252 19,729 18,190: 1,137 2,676
Old : 20,866: 5,880 11,235 2,703 11,146 4,252 19,729 18,190: 1,137 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,369: -632 8,713 293 4,616 -6,071 4,277 2,935: -908 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 53.8 13.0 53.4 20.4 94.6 87.2: 5.4 12.8
Old : 100.0: 28.2 53.8 13.0 53.4 20.4 94.6 87.2: 5.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 19 8 8 6 21 30:
Old : 41: 8 19 8 8 6 21 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 : 67.8 47.0 86.1 67.5 65.9 43.2 76.0 58.3
Old : 67.8 47.0 86.1 67.5 65.9 43.2 76.0 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 178,746: 30,307 18,430 23,878 89,137 113,991 143,322 156,299: 35,424 22,447
Old : 178,746: 30,307 18,430 23,878 89,137 113,991 143,322 156,299: 35,424 22,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,262: -1,029 -3,565 -209 -1,419 2,591 -2,657 -1,183: -1,605 -3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 10.3 13.4 49.9 63.8 80.2 87.4: 19.8 12.6
Old : 100.0: 17.0 10.3 13.4 49.9 63.8 80.2 87.4: 19.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 35 27 40 56 56 117 99:
Old : 128: 35 27 40 56 56 117 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 21.5 27.7 31.8 12.7 15.3 18.6 21.9
Old : 16.6 21.5 27.7 31.8 12.7 15.3 18.6 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 6, 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 : 519,727: 60,313 68,917 161,479 225,878 257,423 447,670 487,819: 72,057 31,908
Old : 519,727: 60,313 68,917 161,479 225,878 257,423 447,670 487,819: 72,057 31,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 21,766: -170 -762 11,739 7,514 8,748 19,083 19,725: 2,683 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 31.1 43.5 49.5 86.1 93.9: 13.9 6.1
Old : 100.0: 11.6 13.3 31.1 43.5 49.5 86.1 93.9: 13.9 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 : 204: 58 44 72 95 80 190 163:
Old : 204: 58 44 72 95 80 190 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 23.9 29.5 37.1 7.2 12.0 11.4 18.7
Old : 18.7 23.9 29.5 37.1 7.2 12.0 11.4 18.7
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 6, 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 : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Old : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -815: -2,688 -205 2,380 -2,016 -3,018 -2,324 -843: 1,509 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Old : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Old : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
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 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 6, 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 : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Old : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,430: -656 -60 -916 -2,082 -5,030 -3,654 -6,006: -2,776 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Old : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 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 : 38: 4 2 4 25 29 30 34:
Old : 38: 4 2 4 25 29 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Old : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 6, 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 : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Old : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,711: -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539: -178 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Old : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 20 17 23 21:
Old : 29: 2 3 2 20 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Old : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 6, 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 : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Old : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,768: 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925: 1,316 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Old : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 4 21 20 25 24:
Old : 27: 1 3 4 21 20 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 : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Old : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Old : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,034: -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949: -621 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Old : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 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 : 30: 2 4 3 20 21 23 27:
Old : 30: 2 4 3 20 21 23 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 : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Old : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Old : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,443: 403 -2,219 43 -2,678 -1,367 -2,232 -3,543: -211 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Old : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 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 : 24: 1 0 1 19 20 20 21:
Old : 24: 1 0 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Old : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, September 6, 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 : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Old : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,162: 0 1,166 -460 -2,656 -3,818 -3,116 -3,112: -46 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Old : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Old : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Old : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,444: -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044: 444 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Old : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 3 18 21 21 25:
Old : 27: 3 1 3 18 21 21 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 : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Old : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Old : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,426: 325 -2,935 382 -6,887 -1,827 -6,180 -4,380: 1,754 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Old : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 15 21 17:
Old : 24: 3 1 2 17 15 21 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 : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Old : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
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
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
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, September 6, 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 : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Old : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 19,523: 5,129 1,604 5,531 11,169 15,221 21,829 22,356: -2,306 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Old : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
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 : 127: 28 10 35 81 79 117 116:
Old : 127: 28 10 35 81 79 117 116:
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 : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Old : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Old : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 13,171: 8,456 2,408 -633 5,365 10,926 13,188 12,701: -17 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Old : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 7 17 29 30 47 48:
Old : 50: 12 7 17 29 30 47 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 : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Old : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 6, 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 : 80,042: 21,939 6,180 18,185 39,400 55,157 79,524 79,522: 518 520
Old : 80,042: 21,939 6,180 18,185 39,400 55,157 79,524 79,522: 518 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,942: -3,143 440 -1,617 -1,395 -4,868 -6,155 -6,045: 213 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.7 22.7 49.2 68.9 99.4 99.4: 0.6 0.6
Old : 100.0: 27.4 7.7 22.7 49.2 68.9 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 7 9 36 36 45 47:
Old : 50: 3 7 9 36 36 45 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 : 57.1 44.0 70.9 65.9 40.5 40.5 46.7 49.8
Old : 57.1 44.0 70.9 65.9 40.5 40.5 46.7 49.8
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Old : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,988: -44 322 -571 -909 -1,483 -1,524 -1,732: -464 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Old : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 4 4 19 23 24 28:
Old : 32: 2 4 4 19 23 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Old : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
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 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Old : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,935: -322 -257 -295 -1,444 -917 -2,061 -1,469: 126 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Old : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Old : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 6, 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 : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Old : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -762: -160 146 -600 -174 -306 -934 -760: 172 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Old : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 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 : 26: 3 3 6 16 16 22 22:
Old : 26: 3 3 6 16 16 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 : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Old : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 6, 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 : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Old : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -990: 470 -40 -470 -1,070 -360 -1,070 -870: 80 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Old : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Old : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 6, 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 : 897,560: 140,777 116,683 161,402 524,902 540,460 827,081 818,545: 70,479 79,015
Old : 897,560: 140,777 116,683 161,402 524,902 540,460 827,081 818,545: 70,479 79,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,862: -1,814 -6,548 -5,777 -7,708 3,270 -15,299 -9,055: -1,563 -7,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.0 18.0 58.5 60.2 92.1 91.2: 7.9 8.8
Old : 100.0: 15.7 13.0 18.0 58.5 60.2 92.1 91.2: 7.9 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 : 267: 78 92 95 74 83 217 212:
Old : 267: 78 92 95 74 83 217 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 15.7 33.3 26.3 16.6 11.1 23.0 18.1
Old : 22.2 15.7 33.3 26.3 16.6 11.1 23.0 18.1
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Old : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,484: 32 817 -420 -929 -1,700 -1,317 -1,303: -167 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Old : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 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 : 104: 53 16 2 15 24 70 40:
Old : 104: 53 16 2 15 24 70 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 : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Old : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 6, 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 : 11,319: 7,782 818 245 1,005 9,246 9,032 10,309: 2,287 1,010
Old : 11,319: 7,782 818 245 1,005 9,246 9,032 10,309: 2,287 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 484: 347 112 178 -100 61 425 351: 59 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 7.2 2.2 8.9 81.7 79.8 91.1: 20.2 8.9
Old : 100.0: 68.8 7.2 2.2 8.9 81.7 79.8 91.1: 20.2 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 9 3 8 23 35 32:
Old : 58: 24 9 3 8 23 35 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 : 31.9 47.2 47.8 67.3 31.9 46.8 47.8 66.9
Old : 31.9 47.2 47.8 67.3 31.9 46.8 47.8 66.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, September 6, 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 : 139,725: 35,665 5,759 6,271 79,913 116,632 121,849 128,662: 17,876 11,063
Old : 139,725: 35,665 5,759 6,271 79,913 116,632 121,849 128,662: 17,876 11,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -14,077: -4,093 -1,443 -953 -8,433 -9,535 -13,479 -11,931: -598 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.1 4.5 57.2 83.5 87.2 92.1: 12.8 7.9
Old : 100.0: 25.5 4.1 4.5 57.2 83.5 87.2 92.1: 12.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 55 15 29 55 73 122 105:
Old : 149: 55 15 29 55 73 122 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 24.4 37.2 40.1 16.6 20.4 26.3 30.8
Old : 21.9 24.4 37.2 40.1 16.6 20.4 26.3 30.8
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 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
Updated September 16, 2005