WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,695
COMMITMENTS
33,552 65,310 19,106 147,674 106,115 200,332 190,531 20,363 30,164
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,151)
-165 4,518 6,508 5,040 3,847 11,383 14,873 -1,232 -4,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 29.6 8.7 66.9 48.1 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
51 105 46 44 58 129 183
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,544
COMMITMENTS
33,717 60,792 12,598 142,634 102,268 188,949 175,658 21,595 34,886
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -7,876)
-637 3,793 -1,844 931 -5,704 -1,550 -3,755 -6,326 -4,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 28.9 6.0 67.7 48.6 89.7 83.4 10.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 96 45 41 54 125 169
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 695,774
COMMITMENTS
104,112 97,383 85,163 393,487 325,740 582,762 508,286 113,012 187,488
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,947)
4,683 6,284 21,274 -3,625 -6,435 22,332 21,123 -9,385 -8,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.0 12.2 56.6 46.8 83.8 73.1 16.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
142 106 124 164 191 387 378
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,827
COMMITMENTS
99,429 91,099 63,889 397,112 332,175 560,430 487,163 122,397 195,664
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,552)
1,876 -6,120 5,627 -7,970 -5,769 -467 -6,262 -2,085 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 13.3 9.4 58.2 48.6 82.1 71.3 17.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
136 99 106 157 183 356 350
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,881
COMMITMENTS
2,596 1,203 46 2,073 4,519 4,715 5,768 3,166 2,113
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -311)
439 -194 -119 184 -6 504 -319 -815 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.3 0.6 26.3 57.3 59.8 73.2 40.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 3 9 14 23 27
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,192
COMMITMENTS
2,157 1,397 165 1,889 4,525 4,211 6,087 3,981 2,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -127)
229 -509 -71 -83 429 75 -151 -202 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.1 2.0 23.1 55.2 51.4 74.3 48.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 13 4 9 15 22 29
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,060
COMMITMENTS
81,562 23,957 31,121 128,749 164,341 241,432 219,419 63,628 85,641
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,256)
3,707 -3,533 -3,974 -1,677 7,009 -1,944 -498 3,200 1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.9 10.2 42.2 53.9 79.1 71.9 20.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
134 65 82 82 121 265 239
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,804
COMMITMENTS
77,855 27,490 35,095 130,426 157,332 243,376 219,917 60,428 83,887
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,566)
11,778 2,041 -403 -965 8,922 10,410 10,560 1,156 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 9.0 11.6 42.9 51.8 80.1 72.4 19.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
121 79 85 76 114 253 243
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,170
COMMITMENTS
12,004 1,789 821 0 777 12,825 3,387 3,345 12,783
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768)
107 -311 362 0 52 469 103 299 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,667
COMMITMENTS
29,723 11,095 18,958 73,352 104,711 122,033 134,764 25,634 12,903
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,212)
3,599 235 2,041 2,099 6,566 7,739 8,842 1,473 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.5 12.8 49.7 70.9 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
56 19 33 41 42 112 90
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 138,455
COMMITMENTS
26,124 10,860 16,917 71,253 98,145 114,294 125,922 24,161 12,533
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,170)
1,125 -3,047 3,389 -1,491 1,977 3,023 2,319 147 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 7.8 12.2 51.5 70.9 82.5 90.9 17.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 22 34 41 42 111 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,461
COMMITMENTS
143,742 100,599 9,457 373,491 379,934 526,690 489,990 132,771 169,471
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -27,075)
-16,279 -10,553 -1,664 -4,904 -14,666 -22,847 -26,883 -4,228 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 15.3 1.4 56.6 57.6 79.9 74.3 20.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 31 21 59 72 109 115
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,536
COMMITMENTS
160,021 111,152 11,121 378,395 394,600 549,537 516,873 136,999 169,663
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -68,673)
13,408 -5,660 -14,994 -42,944 -20,394 -44,530 -41,048 -24,143 -27,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 16.2 1.6 55.1 57.5 80.0 75.3 20.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 36 21 60 78 107 125
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,521
COMMITMENTS
47,678 10,660 13,668 50,701 102,635 112,047 126,963 37,474 22,558
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,471)
3,369 -2,942 352 -1,339 6,674 2,382 4,084 3,089 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 7.1 9.1 33.9 68.6 74.9 84.9 25.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 26 32 46 53 118 97
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,050
COMMITMENTS
44,309 13,602 13,316 52,040 95,961 109,665 122,879 34,385 21,171
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,297)
7,002 59 -2,340 -1,942 5,059 2,720 2,778 -423 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 9.4 9.2 36.1 66.6 76.1 85.3 23.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
42 32 33 51 56 122 103
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,858
COMMITMENTS
3,769 1,063 1,243 1,593 3,855 6,605 6,161 1,253 1,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
261 45 -129 56 -140 188 -224 -67 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 13.5 15.8 20.3 49.1 84.1 78.4 15.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 9 11 15 32 30
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,737
COMMITMENTS
3,508 1,018 1,372 1,537 3,995 6,417 6,385 1,320 1,352
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -75)
-144 93 91 126 -348 73 -164 -148 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 13.2 17.7 19.9 51.6 82.9 82.5 17.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 13 11 12 15 33 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,232
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,532 111,513
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,615)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,984 10,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,847
COMMITMENTS
101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,516 101,494
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,285)
6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,089 -10,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 18 3 46 46 62 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,830
COMMITMENTS
469,385 499,938 95,652 1117949 924,104 1682986 1519694 254,844 418,136
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,716)
12,445 63,133 -8,841 -14,541 -60,139 -10,937 -5,847 6,221 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.8 4.9 57.7 47.7 86.8 78.4 13.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
49 83 39 80 115 154 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,942,546
COMMITMENTS
456,940 436,805 104,493 1132490 984,243 1693923 1525541 248,623 417,005
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -20,705)
8,841 22,468 -10,258 11,599 -20,511 10,182 -8,301 -30,887 -12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 22.5 5.4 58.3 50.7 87.2 78.5 12.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
48 76 38 76 116 146 208
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,142,528
COMMITMENTS
231,402 228,600 17,128 710,841 620,928 959,371 866,656 183,157 275,872
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,163)
57,895 -12,014 -12,866 -29,116 -2,330 15,913 -27,210 -8,750 34,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 20.0 1.5 62.2 54.3 84.0 75.9 16.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
36 46 16 59 73 105 125
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,135,365
COMMITMENTS
173,507 240,614 29,994 739,957 623,258 943,458 893,866 191,907 241,499
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -62,734)
10,496 5,122 -5,218 -76,948 -38,254 -71,670 -38,350 8,936 -24,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 21.2 2.6 65.2 54.9 83.1 78.7 16.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
27 47 20 63 81 104 134
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 397,586
COMMITMENTS
84,037 60,353 47,977 219,831 258,550 351,845 366,880 45,741 30,706
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,279)
12,737 8,781 -16,416 15,709 22,075 12,030 14,440 4,249 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.2 12.1 55.3 65.0 88.5 92.3 11.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 20 29 43 45 81 79
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 381,307
COMMITMENTS
71,300 51,572 64,393 204,122 236,475 339,815 352,440 41,492 28,867
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -76,583)
-27,454 23,375 -38,818 -9,534 -66,204 -75,806 -81,647 -777 5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 13.5 16.9 53.5 62.0 89.1 92.4 10.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 21 32 45 42 88 78
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,592
COMMITMENTS
12,595 4,039 1,383 20,356 35,589 34,334 41,011 17,258 10,581
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,094)
241 -738 727 3,687 5,478 4,655 5,467 4,439 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 7.8 2.7 39.5 69.0 66.5 79.5 33.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 8 7 22 21 47 35
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,498
COMMITMENTS
12,354 4,777 656 16,669 30,111 29,679 35,544 12,819 6,954
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,528)
-311 226 217 834 1,778 740 2,221 1,788 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 11.2 1.5 39.2 70.9 69.8 83.6 30.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 10 2 19 14 44 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,585
COMMITMENTS
13,286 39,506 4,229 55,413 14,550 72,928 58,285 14,657 29,300
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 15,001)
927 3,934 3,609 8,048 3,013 12,584 10,556 2,417 4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 45.1 4.8 63.3 16.6 83.3 66.5 16.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 31 16 24 17 53 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 72,584
COMMITMENTS
12,359 35,572 620 47,365 11,537 60,344 47,729 12,240 24,855
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,436)
1,259 449 125 1,644 772 3,028 1,346 408 2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 49.0 0.9 65.3 15.9 83.1 65.8 16.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 34 3 15 12 33 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954
COMMITMENTS
6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779)
-335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 19 4 19 23 29 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893
COMMITMENTS
0 1,547 0 13,879 12,264 13,879 13,811 14 82
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322)
-100 442 0 1,411 842 1,311 1,284 11 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 7 0 6 10 6 17
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,691
COMMITMENTS
2,649 1,863 967 13,985 11,920 17,601 14,750 4,090 6,941
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 533)
186 -67 61 323 414 570 408 -37 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.6 4.5 64.5 55.0 81.1 68.0 18.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 8 22 16 34 27
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,158
COMMITMENTS
2,463 1,930 906 13,662 11,506 17,031 14,342 4,127 6,816
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,532)
-824 -137 -223 -1,370 -1,852 -2,417 -2,212 -115 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.1 4.3 64.6 54.4 80.5 67.8 19.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 8 21 15 32 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 92,540
COMMITMENTS
10,607 24,227 15,069 50,907 25,812 76,583 65,108 15,957 27,432
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,911)
274 2,776 -4,454 2,003 -1,006 -2,177 -2,684 266 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 26.2 16.3 55.0 27.9 82.8 70.4 17.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
30 58 37 29 32 82 108
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,451
COMMITMENTS
10,333 21,451 19,523 48,904 26,818 78,760 67,792 15,691 26,659
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,253)
-659 3,661 -6,714 2,062 -2,037 -5,311 -5,090 1,058 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 22.7 20.7 51.8 28.4 83.4 71.8 16.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
31 63 57 24 33 97 126
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,992
COMMITMENTS
694 1,597 485 1,227 744 2,406 2,826 1,586 1,166
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86)
129 -106 -26 -87 28 16 -104 70 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 40.0 12.1 30.7 18.6 60.3 70.8 39.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 14 10 6 5 23 26
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,906
COMMITMENTS
565 1,703 511 1,314 716 2,390 2,930 1,516 976
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2)
31 15 246 -142 -28 135 233 -133 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 43.6 13.1 33.6 18.3 61.2 75.0 38.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 17 10 5 4 22 27
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,331
COMMITMENTS
30,832 21,561 16,530 70,017 63,749 117,379 101,840 15,952 31,491
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,012)
-4,408 5,277 -1,413 684 -7,474 -5,137 -3,610 -2,875 -4,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 16.2 12.4 52.5 47.8 88.0 76.4 12.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
46 55 41 57 82 128 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,343
COMMITMENTS
35,240 16,284 17,943 69,333 71,223 122,516 105,450 18,827 35,893
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,824)
-5,246 123 1,630 -1,106 -5,791 -4,722 -4,038 -1,102 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 11.5 12.7 49.1 50.4 86.7 74.6 13.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
57 45 46 63 89 145 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,640
COMMITMENTS
1,176 655 129 1,217 1,689 2,522 2,473 1,118 1,167
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 221)
-57 154 15 121 -147 79 22 142 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 18.0 3.5 33.4 46.4 69.3 67.9 30.7 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 9 5 18 16 33 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,419
COMMITMENTS
1,233 501 114 1,096 1,836 2,443 2,451 976 968
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -90)
-26 110 -19 92 -125 47 -34 -137 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 14.7 3.3 32.1 53.7 71.5 71.7 28.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 10 5 17 15 31 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,853
COMMITMENTS
8,346 3,726 1,371 7,289 3,729 17,006 8,826 4,847 13,027
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,445)
-1,570 -786 -5 263 424 -1,312 -367 -133 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 17.1 6.3 33.4 17.1 77.8 40.4 22.2 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 23 17 27 37 74 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,298
COMMITMENTS
9,916 4,512 1,376 7,026 3,305 18,318 9,193 4,980 14,105
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,471)
-418 372 553 910 -113 1,045 812 426 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 19.4 5.9 30.2 14.2 78.6 39.5 21.4 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 29 16 24 36 78 71
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 63,187
COMMITMENTS
10,932 28,521 647 26,421 15,297 38,000 44,465 25,187 18,722
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,999)
1,257 -7,715 52 -30,511 -20,903 -29,202 -28,566 -1,797 -2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 45.1 1.0 41.8 24.2 60.1 70.4 39.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 19 4 25 20 40 41
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,186
COMMITMENTS
9,675 36,236 595 56,932 36,200 67,202 73,031 26,984 21,155
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -514)
-849 -5,528 -52 -3,678 5,286 -4,579 -294 4,065 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 38.5 0.6 60.4 38.4 71.4 77.5 28.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 21 4 24 21 35 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,534
COMMITMENTS
2,905 46,486 0 64,004 4,362 66,909 50,848 6,625 22,686
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,486)
962 -769 -1 -14,427 -14,649 -13,466 -15,419 -3,020 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 63.2 0.0 87.0 5.9 91.0 69.1 9.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 26 0 12 3 14 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,020
COMMITMENTS
1,943 47,255 1 78,431 19,011 80,375 66,267 9,645 23,753
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 20,983)
1,093 7,006 -52 19,672 12,073 20,713 19,027 270 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 52.5 0.0 87.1 21.1 89.3 73.6 10.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 25 1 22 9 25 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,424
COMMITMENTS
82,315 4,367 121 10,557 92,040 92,993 96,528 9,431 5,896
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,456)
1,817 1,127 -2,743 -16,831 -17,515 -17,757 -19,131 -699 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 4.3 0.1 10.3 89.9 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
62 7 1 11 18 74 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 120,880
COMMITMENTS
80,498 3,240 2,864 27,388 109,555 110,750 115,659 10,130 5,221
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,059)
-3,332 -160 2,225 10,905 7,943 9,798 10,008 1,261 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.6 2.7 2.4 22.7 90.6 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
62 12 6 17 21 82 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,775
COMMITMENTS
14,197 31,146 543 36,280 18,422 51,020 50,111 17,755 18,664
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,745)
-471 7,903 -180 -25,775 -38,822 -26,426 -31,099 -6,319 -1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 45.3 0.8 52.8 26.8 74.2 72.9 25.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 21 2 16 13 29 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,520
COMMITMENTS
14,668 23,243 723 62,055 57,244 77,446 81,210 24,074 20,310
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,447)
322 -2,174 -70 566 8,890 818 6,646 5,629 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 22.9 0.7 61.1 56.4 76.3 80.0 23.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 20 3 25 18 36 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 144,048
COMMITMENTS
8,991 61,022 929 112,210 53,702 122,130 115,653 21,918 28,395
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -41,940)
3,696 18,616 93 -39,766 -63,335 -35,977 -44,626 -5,963 2,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 42.4 0.6 77.9 37.3 84.8 80.3 15.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 30 4 32 17 48 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 185,988
COMMITMENTS
5,295 42,406 836 151,976 117,037 158,107 160,279 27,881 25,709
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,395)
-1,172 -12,496 12 1,035 16,301 -125 3,817 2,520 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 22.8 0.4 81.7 62.9 85.0 86.2 15.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 25 3 29 29 41 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,233
COMMITMENTS
26,335 46,000 1,613 65,262 42,453 93,210 90,066 47,023 50,167
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -53,474)
3,396 5,290 984 -59,982 -62,855 -55,602 -56,581 2,128 3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 32.8 1.2 46.5 30.3 66.5 64.2 33.5 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 37 9 26 24 61 65
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,707
COMMITMENTS
22,939 40,710 629 125,244 105,308 148,812 146,647 44,895 47,060
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,213)
-1,272 -1,811 -414 21,649 21,407 19,963 19,182 -16,750 -15,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 21.0 0.3 64.7 54.4 76.8 75.7 23.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 33 6 32 30 59 65
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930
COMMITMENTS
15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298)
5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 12 16 15 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,409,695
COMMITMENTS
656,463 669,270 802,568 5005162 4420553 6464193 5892391 945,502 1517304
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,543,793)
-329,447 -73,851 -238,500 -857,599 -1179229 -1425546 -1491580 -118,247 -52,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 9.0 10.8 67.5 59.7 87.2 79.5 12.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
43 58 77 115 128 203 223
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,953,488
COMMITMENTS
985,910 743,121 1041068 5862761 5599782 7889739 7383971 1063749 1569517
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 157,720)
107,091 -22,540 -28,805 6,775 193,525 85,061 142,180 72,659 15,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.3 11.6 65.5 62.5 88.1 82.5 11.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
59 56 90 128 136 234 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 772,296
COMMITMENTS
54,950 69,092 13,260 551,924 565,178 620,134 647,530 152,162 124,766
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,501)
-3,917 3,614 -1,971 57,995 53,445 52,107 55,088 5,394 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 8.9 1.7 71.5 73.2 80.3 83.8 19.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 30 28 101 68 154 111
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,795
COMMITMENTS
58,867 65,478 15,231 493,929 511,733 568,027 592,442 146,768 122,353
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 14,957)
1,792 -2,977 937 12,928 16,732 15,657 14,692 -700 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.2 2.1 69.1 71.6 79.5 82.9 20.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 30 20 91 64 141 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,211,683
COMMITMENTS
202,817 211,222 54,392 592,365 824,970 849,574 1090584 362,109 121,099
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,268)
3,700 -2,620 26,541 69,288 75,763 99,529 99,684 22,739 22,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.4 4.5 48.9 68.1 70.1 90.0 29.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
53 48 38 70 62 139 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,089,415
COMMITMENTS
199,117 213,842 27,851 523,077 749,207 750,045 990,900 339,370 98,515
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 24,633)
10,519 -9,371 11,318 2,705 16,112 24,542 18,059 91 6,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.6 2.6 48.0 68.8 68.8 91.0 31.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 52 23 57 61 120 122
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,980
COMMITMENTS
1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329)
0 52 82 478 655 560 789 769 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,651
COMMITMENTS
1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507)
286 2,426 12 2,931 1,106 3,229 3,544 278 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 12 14 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,113
COMMITMENTS
10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125)
416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 18 21 27 32
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,988
COMMITMENTS
10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450)
498 -1,821 198 2,340 4,180 3,036 2,557 414 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 2 16 17 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,607
COMMITMENTS
8,969 11,637 1,828 43,768 36,571 54,565 50,036 21,042 25,571
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 19,012)
-288 164 1,784 7,534 10,121 9,030 12,069 9,982 6,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 15.4 2.4 57.9 48.4 72.2 66.2 27.8 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 18 5 43 38 61 61
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,595
COMMITMENTS
9,257 11,473 44 36,234 26,450 45,535 37,967 11,060 18,628
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 917)
-146 -1,494 42 -287 726 -391 -726 1,308 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.3 0.1 64.0 46.7 80.5 67.1 19.5 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 17 2 30 26 47 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,856
COMMITMENTS
86,234 110,228 15,779 198,864 220,464 300,877 346,471 103,979 58,385
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,243)
6,364 -1,099 8,448 37,390 41,829 52,202 49,178 34,041 37,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 27.2 3.9 49.1 54.5 74.3 85.6 25.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 54 22 52 41 118 109
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,613
COMMITMENTS
79,870 111,327 7,331 161,474 178,635 248,675 297,293 69,938 21,320
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,326)
8,179 -722 401 -5,504 16,500 3,076 16,179 8,250 -4,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 34.9 2.3 50.7 56.1 78.0 93.3 22.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
58 65 12 46 35 108 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,436
COMMITMENTS
19,846 4,587 564 20,750 44,750 41,160 49,901 18,276 9,535
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,142)
4,318 1,908 -386 -30,999 -25,619 -27,067 -24,097 -1,075 -4,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 7.7 0.9 34.9 75.3 69.3 84.0 30.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 7 2 11 17 21 24
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 87,578
COMMITMENTS
15,528 2,679 950 51,749 70,369 68,227 73,998 19,351 13,580
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,406)
509 -6,416 886 2,515 11,896 3,910 6,366 496 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 3.1 1.1 59.1 80.4 77.9 84.5 22.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 2 21 19 30 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,504
COMMITMENTS
555 14,438 886 35,440 25,523 36,881 40,847 8,623 4,657
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,558)
-494 558 441 5,278 5,981 5,225 6,980 1,333 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 31.7 1.9 77.9 56.1 81.1 89.8 18.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 14 4 31 27 37 42
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,946
COMMITMENTS
1,049 13,880 445 30,162 19,542 31,656 33,867 7,290 5,079
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,120)
40 223 338 -1,545 937 -1,167 1,498 2,287 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 35.6 1.1 77.4 50.2 81.3 87.0 18.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 3 28 28 33 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 305,120
COMMITMENTS
48,353 36,596 21,728 207,352 211,031 277,433 269,355 27,687 35,765
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 56,383)
-605 3,471 18,006 21,206 19,037 38,607 40,514 17,776 15,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.0 7.1 68.0 69.2 90.9 88.3 9.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
20 38 19 43 50 75 96
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 248,737
COMMITMENTS
48,958 33,125 3,722 186,146 191,994 238,826 228,841 9,911 19,896
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 990)
-3,629 -2,395 901 4,489 -214 1,761 -1,708 -771 2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 13.3 1.5 74.8 77.2 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
14 38 9 37 48 57 89
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,741
COMMITMENTS
9,951 7,215 88 9,125 14,537 19,164 21,840 11,577 8,901
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574)
-4,252 667 -2,520 -7,459 -11,526 -14,231 -13,379 -7,343 -8,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 23.5 0.3 29.7 47.3 62.3 71.0 37.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 12 1 13 15 35 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,315
COMMITMENTS
14,203 6,548 2,608 16,584 26,063 33,395 35,219 18,920 17,096
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,401)
636 992 2,465 3,105 2,600 6,206 6,057 5,195 5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 12.5 5.0 31.7 49.8 63.8 67.3 36.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 18 9 22 27 59 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374
COMMITMENTS
6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040)
-124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 8 12 4 24 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867
COMMITMENTS
1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271)
-2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 3 15 21 20 36
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138
COMMITMENTS
4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612)
203 -34 170 251 1,405 624 1,541 988 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 4 19 29 26 46
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,442
COMMITMENTS
59,725 5,778 13,813 24,633 98,583 98,171 118,174 30,271 10,268
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,585)
-5,223 -1,701 5,173 6,843 3,921 6,793 7,393 -208 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 4.5 10.8 19.2 76.8 76.4 92.0 23.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
95 23 28 17 40 119 87
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,857
COMMITMENTS
64,948 7,479 8,640 17,790 94,662 91,378 110,781 30,479 11,076
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 8,499)
12,191 -2,477 129 -4,731 8,925 7,589 6,577 910 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 6.1 7.1 14.6 77.7 75.0 90.9 25.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
92 30 27 19 43 119 93
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,947
COMMITMENTS
36,892 16,080 12,708 41,424 62,980 91,024 91,768 13,923 13,179
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,374)
5,271 2,471 -1,002 882 3,901 5,151 5,370 223 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 15.3 12.1 39.5 60.0 86.7 87.4 13.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 50 36 40 44 129 110
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,573
COMMITMENTS
31,621 13,609 13,710 40,542 59,079 85,873 86,398 13,700 13,175
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 7,320)
8,294 -226 -671 -2,534 6,730 5,089 5,833 2,231 1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 13.7 13.8 40.7 59.3 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
58 52 37 41 45 126 112
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 257,034
COMMITMENTS
119,458 62,597 22,054 65,549 153,639 207,061 238,290 49,973 18,744
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 4,883)
7,662 -10,092 288 -6,072 14,966 1,878 5,162 3,005 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 24.4 8.6 25.5 59.8 80.6 92.7 19.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
112 54 32 37 40 164 116
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 252,151
COMMITMENTS
111,796 72,689 21,766 71,621 138,673 205,183 233,128 46,968 19,023
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,844)
-1,206 -7,348 3,187 -9,120 4,936 -7,139 775 3,295 -4,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 28.8 8.6 28.4 55.0 81.4 92.5 18.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
101 65 31 41 42 158 126
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,152
COMMITMENTS
6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834)
-458 -153 235 276 474 53 556 781 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 8 6 39 16
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,318
COMMITMENTS
6,988 1,731 339 2,127 9,676 9,454 11,746 2,864 572
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,349)
329 177 121 212 818 662 1,116 687 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 14.1 2.8 17.3 78.6 76.7 95.4 23.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
24 2 5 7 5 36 10
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 82,948
COMMITMENTS
14,324 11,348 2,904 43,320 44,814 60,548 59,066 22,400 23,882
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,937)
-2,001 1,927 1,209 3,549 -472 2,757 2,664 3,180 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 13.7 3.5 52.2 54.0 73.0 71.2 27.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
26 28 17 58 46 95 81
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 77,011
COMMITMENTS
16,325 9,421 1,695 39,771 45,286 57,791 56,402 19,220 20,609
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,243)
-815 -143 452 569 729 206 1,038 3,037 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 12.2 2.2 51.6 58.8 75.0 73.2 25.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 22 13 45 42 80 72
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,500
COMMITMENTS
2,139 3,211 560 18,720 14,781 21,419 18,552 8,081 10,948
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -144)
-341 198 -386 -589 -1,120 -1,316 -1,308 1,172 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 10.9 1.9 63.5 50.1 72.6 62.9 27.4 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 8 3 20 14 27 24
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,644
COMMITMENTS
2,480 3,013 946 19,309 15,901 22,735 19,860 6,909 9,784
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,336)
-46 32 -374 -274 -944 -694 -1,286 -642 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.2 3.2 65.1 53.6 76.7 67.0 23.3 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 10 6 19 12 30 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 95,290
COMMITMENTS
19,144 27,661 3,672 58,629 52,165 81,445 83,498 13,845 11,792
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,091)
-1,269 8,871 -3,222 1,679 -8,207 -2,812 -2,558 1,721 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 29.0 3.9 61.5 54.7 85.5 87.6 14.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
52 68 31 56 45 130 127
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 96,381
COMMITMENTS
20,413 18,790 6,894 56,950 60,372 84,257 86,056 12,124 10,325
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,032)
-2,677 2,285 1,791 -407 -5,809 -1,293 -1,733 261 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 19.5 7.2 59.1 62.6 87.4 89.3 12.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
62 59 45 54 45 139 131
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,834
COMMITMENTS
10,638 4,428 1,945 12,422 20,953 25,005 27,326 3,829 1,508
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,382)
1,122 847 201 183 910 1,506 1,958 -124 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 15.4 6.7 43.1 72.7 86.7 94.8 13.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
49 18 17 18 14 75 42
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,452
COMMITMENTS
9,516 3,581 1,744 12,239 20,043 23,499 25,368 3,953 2,084
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,090)
362 363 44 365 314 771 721 319 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 13.0 6.4 44.6 73.0 85.6 92.4 14.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
44 20 17 21 14 75 42
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,958
COMMITMENTS
26,837 23,403 4,037 93,959 103,032 124,833 130,472 11,125 5,486
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -361)
1,822 -2,565 911 -6,345 -239 -3,612 -1,893 3,251 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.2 3.0 69.1 75.8 91.8 96.0 8.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
62 39 21 50 39 123 96
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,319
COMMITMENTS
25,015 25,968 3,126 100,304 103,271 128,445 132,365 7,874 3,954
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,855)
987 2,126 -335 3,905 3,388 4,557 5,179 298 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 19.0 2.3 73.6 75.8 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
55 46 15 52 37 116 92
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 352,603
COMMITMENTS
71,371 68,984 15,668 206,194 229,815 293,233 314,467 59,370 38,136
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,769)
1,693 -16,851 486 -14,041 7,170 -11,862 -9,195 3,093 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 19.6 4.4 58.5 65.2 83.2 89.2 16.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
37 38 28 51 45 108 92
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 361,372
COMMITMENTS
69,678 85,835 15,182 220,235 222,645 305,095 323,662 56,277 37,710
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,655)
3,948 -5,186 1,503 -6,917 10,660 -1,466 6,977 -189 -8,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 23.8 4.2 60.9 61.6 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
40 47 28 55 44 116 99
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,474
COMMITMENTS
26,788 11,080 6,018 53,687 71,980 86,493 89,078 6,981 4,396
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,918)
-10,321 -169 -5,618 8,763 -2,988 -7,176 -8,775 -1,742 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.9 6.4 57.4 77.0 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
109 45 55 76 85 210 171
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 102,392
COMMITMENTS
37,109 11,249 11,636 44,924 74,968 93,669 97,853 8,723 4,539
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 7,731)
4,308 600 1,811 945 5,639 7,064 8,050 667 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 11.0 11.4 43.9 73.2 91.5 95.6 8.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
136 40 63 75 92 246 175
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,682
COMMITMENTS
19,487 2,523 2,164 3,372 22,205 25,023 26,892 3,659 1,790
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -6,973)
1,476 560 -555 -7,532 -6,482 -6,611 -6,477 -362 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 8.8 7.5 11.8 77.4 87.2 93.8 12.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
34 9 6 8 7 45 20
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,655
COMMITMENTS
18,011 1,963 2,719 10,904 28,687 31,634 33,369 4,021 2,286
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,357)
294 -393 -107 5,971 6,261 6,158 5,761 199 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 5.5 7.6 30.6 80.5 88.7 93.6 11.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
32 7 7 10 8 48 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,142
COMMITMENTS
32,749 27,714 29,103 85,797 98,440 147,649 155,257 39,493 31,885
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,282)
1,652 2,527 5,386 -5,802 -3,818 1,236 4,095 6,046 3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 14.8 15.6 45.8 52.6 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 25 32 59 63 113 104
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,860
COMMITMENTS
31,097 25,187 23,717 91,599 102,258 146,413 151,162 33,447 28,698
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,957)
7,085 -1,181 4,620 -6,938 26 4,767 3,465 190 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 14.0 13.2 50.9 56.9 81.4 84.0 18.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 23 29 58 63 109 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 466,300
COMMITMENTS
32,053 63,806 147,816 207,238 220,275 387,107 431,897 79,193 34,403
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,404)
295 -909 4,389 -2,231 2,636 2,453 6,116 3,951 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 13.7 31.7 44.4 47.2 83.0 92.6 17.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
48 54 65 85 74 173 157
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 459,896
COMMITMENTS
31,758 64,715 143,427 209,469 217,639 384,654 425,781 75,242 34,115
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -16,940)
-6,731 -19,108 -4,176 -10,145 7,809 -21,052 -15,475 4,112 -1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 14.1 31.2 45.5 47.3 83.6 92.6 16.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 57 62 85 71 166 157
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,056
COMMITMENTS
12,067 1,793 512 17,580 22,400 30,159 24,705 3,897 9,351
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -576)
350 -924 16 -1,504 494 -1,138 -414 562 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 5.3 1.5 51.6 65.8 88.6 72.5 11.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 14 14 17 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,632
COMMITMENTS
11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353)
3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 13 17 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,996
COMMITMENTS
4,570 16,024 18,992 90,165 81,398 113,727 116,414 10,269 7,582
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -385)
-1,270 332 526 910 -2,750 166 -1,892 -551 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 12.9 15.3 72.7 65.6 91.7 93.9 8.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 22 23 25 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,381
COMMITMENTS
5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331)
-2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 20 24 23 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,762
COMMITMENTS
11,031 6,838 848 37,117 35,202 48,996 42,888 3,766 9,874
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,339)
1,565 0 0 838 1,972 2,403 1,972 -64 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.0 1.6 70.3 66.7 92.9 81.3 7.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 13 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,423
COMMITMENTS
9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009)
-976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 12 11 15 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,827
COMMITMENTS
0 8,997 5,877 50,834 42,259 56,711 57,133 5,116 4,694
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,134)
-2,132 2,412 2,426 6,471 -520 6,765 4,318 369 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.6 9.5 82.2 68.4 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 13 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,693
COMMITMENTS
2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590)
-578 272 240 -3,024 -3,712 -3,362 -3,200 772 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,403
COMMITMENTS
4,294 13,609 6,184 44,150 34,702 54,628 54,495 5,775 5,908
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,423)
-6,136 323 3,418 3,276 -1,262 558 2,479 1,865 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 22.5 10.2 73.1 57.5 90.4 90.2 9.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 5 19 16 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,980
COMMITMENTS
10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774)
2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 19 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,030
COMMITMENTS
1,317 0 867 37,786 37,971 39,970 38,838 1,060 2,192
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 813)
1,293 0 -621 141 1,500 813 879 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 2.1 92.1 92.5 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 18 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,217
COMMITMENTS
24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033)
-1,624 -240 930 2,707 1,849 2,013 2,539 20 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 17 19 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,348
COMMITMENTS
0 7,215 3,558 55,165 47,953 58,723 58,726 6,625 6,622
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,810)
0 1,108 118 3,329 -280 3,447 946 -1,637 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 5.4 84.4 73.4 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,538
COMMITMENTS
0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067)
0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 18 23 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,826
COMMITMENTS
34,816 26,274 2,104 32,362 42,821 69,282 71,199 7,544 5,627
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,030)
1,108 3,062 744 3,816 1,090 5,668 4,896 362 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 34.2 2.7 42.1 55.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 17 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,796
COMMITMENTS
33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646)
-1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 17 18 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,040,586
COMMITMENTS
252,101 40,073 195,255 576,963 792,696 1024319 1028024 16,267 12,562
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 28,632)
15,666 -13,952 15,027 -649 26,742 30,044 27,817 -1,412 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 3.9 18.8 55.4 76.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 12 32 84 79 121 113
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,011,954
COMMITMENTS
236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602)
15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 11 29 85 78 119 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,448
COMMITMENTS
38,486 53,539 34,484 86,121 70,093 159,091 158,116 1,357 2,332
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,273)
9,336 2,741 2,958 4,676 11,040 16,970 16,739 303 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 33.4 21.5 53.7 43.7 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 17 28 27 47 45
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,175
COMMITMENTS
29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588)
6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 6 17 29 27 47 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,411
COMMITMENTS
14,596 4,823 12,076 33,379 43,280 60,051 60,179 360 232
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,008)
240 580 510 1,206 988 1,956 2,078 52 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 8.0 20.0 55.3 71.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 6 37 33 45 39
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 58,403
COMMITMENTS
14,356 4,243 11,566 32,173 42,292 58,095 58,101 308 302
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,136)
-2,000 1,200 200 3,040 -204 1,240 1,196 -104 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 7.3 19.8 55.1 72.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 7 36 32 45 40
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 1,840
COMMITMENTS
480 740 140 1,120 860 1,740 1,740 100 100
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -570)
-580 -700 140 -210 -10 -650 -570 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 40.2 7.6 60.9 46.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 10 11 15 15
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410
COMMITMENTS
1,060 1,440 0 1,330 870 2,390 2,310 20 100
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 9 8 12 13
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,661
COMMITMENTS
3,989 201 3,396 16,136 19,513 23,521 23,110 140 551
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,558)
-272 -646 1,910 -220 428 1,418 1,692 140 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 0.8 14.4 68.2 82.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 18 23 22
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103
COMMITMENTS
4,261 847 1,486 16,356 19,085 22,103 21,418 0 685
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719)
105 -932 386 -1,210 -305 -719 -851 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 19 23 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,000
COMMITMENTS
260 4,126 815 7,713 3,933 8,788 8,874 212 126
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 217)
86 -674 43 -80 722 49 91 168 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 45.8 9.1 85.7 43.7 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 13 12 18 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783
COMMITMENTS
174 4,800 772 7,793 3,211 8,739 8,783 44 0
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372)
-42 -252 -84 -246 -36 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 11 17 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,014
COMMITMENTS
1,058 1,277 546 7,259 6,933 8,863 8,756 151 258
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.2 6.1 80.5 76.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,840
COMMITMENTS
3,160 2,200 2,420 4,860 5,650 10,440 10,270 400 570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 800)
-80 -60 420 530 740 870 1,100 -70 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 20.3 22.3 44.8 52.1 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 5 16 18 21 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040
COMMITMENTS
3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
100 -620 -20 -490 -40 -410 -680 280 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 13 17 18 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,730
COMMITMENTS
3,090 280 1,210 7,970 10,920 12,270 12,410 460 320
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 120)
-60 -320 80 0 660 20 420 100 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 2.2 9.5 62.6 85.8 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 19 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610
COMMITMENTS
3,150 600 1,130 7,970 10,260 12,250 11,990 360 620
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360)
1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 19 16 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 807,148
COMMITMENTS
99,237 86,674 119,735 529,397 522,129 748,369 728,538 58,779 78,610
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 23,602)
7,090 -4,098 -13,460 32,458 36,476 26,088 18,918 -2,486 4,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 10.7 14.8 65.6 64.7 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
73 77 97 83 94 217 222
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,546
COMMITMENTS
92,147 90,772 133,195 496,939 485,653 722,281 709,620 61,265 73,926
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 192)
8,158 -10,618 -48 -15,297 12,517 -7,187 1,851 7,379 -1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 11.6 17.0 63.4 62.0 92.2 90.6 7.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
58 91 99 83 93 213 224
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,269
COMMITMENTS
8,001 5,196 364 2,041 6,886 10,406 12,446 2,863 823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 206)
-77 533 -1 135 -261 57 271 149 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 39.2 2.7 15.4 51.9 78.4 93.8 21.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 22 4 15 23 77 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063
COMMITMENTS
8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149)
30 223 26 -377 -151 -321 98 172 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 5 15 23 76 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,380
COMMITMENTS
6,470 790 99 946 7,384 7,515 8,273 1,865 1,107
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 574)
557 0 -34 -85 684 438 650 136 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 8.4 1.1 10.1 78.7 80.1 88.2 19.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
26 6 2 5 18 31 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,806
COMMITMENTS
5,913 790 133 1,031 6,700 7,077 7,623 1,729 1,183
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 860)
1,388 -269 -198 -416 1,177 774 710 86 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 9.0 1.5 11.7 76.1 80.4 86.6 19.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 6 3 4 17 27 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,351
COMMITMENTS
29,783 7,929 11,116 92,490 119,928 133,389 138,973 19,962 14,378
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 11,761)
436 -1,242 -269 5,222 10,867 5,389 9,356 6,372 2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 5.2 7.2 60.3 78.2 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
45 18 30 66 78 123 116
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 141,590
COMMITMENTS
29,347 9,171 11,385 87,268 109,061 128,000 129,617 13,590 11,973
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,783)
4,222 -161 3,189 947 6,339 8,358 9,367 2,425 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 6.5 8.0 61.6 77.0 90.4 91.5 9.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 24 33 62 74 126 118
Updated June 24, 2005