WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,720
COMMITMENTS
47,226 59,352 11,915 146,652 124,442 205,793 195,709 25,927 36,011
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,311)
7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436 -737 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 25.6 5.1 63.3 53.7 88.8 84.5 11.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 95 46 36 49 133 159
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,031
COMMITMENTS
40,160 62,038 15,997 151,210 118,110 207,367 196,145 26,664 37,886
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 13,336)
6,608 -3,272 -3,109 3,536 11,995 7,035 5,614 6,301 7,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.5 6.8 64.6 50.5 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 102 46 43 50 135 165
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 707,495
COMMITMENTS
108,692 75,222 86,327 390,744 355,224 585,763 516,773 121,732 190,722
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -27,846)
-20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959 -4,497 -4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.6 12.2 55.2 50.2 82.8 73.0 17.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
124 103 120 190 208 397 378
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,341
COMMITMENTS
129,178 85,581 87,147 392,787 367,004 609,112 539,732 126,229 195,609
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 39,567)
25,066 -11,802 1,984 -700 41,264 26,350 31,446 13,217 8,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.6 11.9 53.4 49.9 82.8 73.4 17.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
146 114 128 180 213 410 399
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,185
COMMITMENTS
2,863 723 146 1,793 5,091 4,802 5,960 2,383 1,225
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -189)
497 -189 80 -187 230 390 121 -579 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 10.1 2.0 25.0 70.9 66.8 83.0 33.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 4 9 15 23 24
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,374
COMMITMENTS
2,366 912 66 1,980 4,861 4,412 5,839 2,962 1,535
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -507)
-230 -291 20 -93 342 -303 71 -204 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 12.4 0.9 26.9 65.9 59.8 79.2 40.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 3 11 15 22 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,235
COMMITMENTS
80,445 23,852 27,153 146,586 191,875 254,184 242,880 63,051 74,355
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -19,017)
-8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238 -7,132 -7,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.5 8.6 46.2 60.5 80.1 76.6 19.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
120 60 99 99 130 280 256
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,252
COMMITMENTS
89,292 34,712 33,987 142,790 185,419 266,069 254,118 70,183 82,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 31,192)
7,730 10,755 2,866 14,041 21,078 24,637 34,699 6,555 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 10.3 10.1 42.5 55.1 79.1 75.6 20.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
141 75 99 97 127 303 265
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,816
COMMITMENTS
14,317 2,279 264 0 926 14,581 3,469 4,235 15,347
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -949)
-452 1,138 -324 0 24 -776 838 -173 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 12.1 1.4 0.0 4.9 77.5 18.4 22.5 81.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 6 0 3 13 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 167,513
COMMITMENTS
40,367 9,741 19,417 78,069 125,447 137,853 154,605 29,660 12,908
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,760)
-543 -1,166 -2,305 55 -122 -2,793 -3,593 -967 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.8 11.6 46.6 74.9 82.3 92.3 17.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
57 16 34 48 43 123 89
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,273
COMMITMENTS
40,910 10,907 21,722 78,014 125,569 140,646 158,198 30,627 13,075
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,606)
11,187 -188 2,764 4,662 20,858 18,613 23,434 4,993 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 6.4 12.7 45.5 73.3 82.1 92.4 17.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
67 18 37 42 44 126 94
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,177
COMMITMENTS
149,422 101,351 11,564 365,892 371,149 526,878 484,064 130,299 173,113
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,231)
-3,322 -790 4,768 6,335 -2,193 7,781 1,785 -3,550 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.4 1.8 55.7 56.5 80.2 73.7 19.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 31 23 59 72 105 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,946
COMMITMENTS
152,744 102,141 6,796 359,557 373,342 519,097 482,279 133,849 170,667
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,515)
9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711 1,078 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 15.6 1.0 55.1 57.2 79.5 73.9 20.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 32 20 57 69 108 111
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,941
COMMITMENTS
34,673 2,977 22,232 57,208 102,903 114,113 128,112 34,828 20,829
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -12,060)
-16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143 -1,569 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 2.0 14.9 38.4 69.1 76.6 86.0 23.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 14 42 54 48 126 95
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 161,001
COMMITMENTS
50,707 10,028 18,910 54,987 112,317 124,604 141,255 36,397 19,746
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 11,480)
3,029 -632 5,242 4,286 9,682 12,557 14,292 -1,077 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 6.2 11.7 34.2 69.8 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
51 28 39 51 51 134 100
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,380
COMMITMENTS
3,685 1,557 700 1,700 3,190 6,085 5,447 1,295 1,933
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -482)
-131 199 -256 -167 -475 -554 -532 72 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 21.1 9.5 23.0 43.2 82.5 73.8 17.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 16 8 8 12 28 30
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,816 1,358 956 1,867 3,665 6,639 5,979 1,223 1,883
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4)
47 295 -287 274 -190 34 -182 -30 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 17.3 12.2 23.7 46.6 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 15 10 12 14 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 365,933
COMMITMENTS
94,915 88,770 438 214,497 171,283 309,850 260,491 56,083 105,442
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,688)
2,030 6,591 196 -5,886 273 -3,660 7,060 5,348 -5,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 24.3 0.1 58.6 46.8 84.7 71.2 15.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 19 3 47 41 64 60
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,245
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,735 110,814
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,987)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,797 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 22.6 0.1 60.5 46.9 86.1 69.6 13.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,903,667
COMMITMENTS
391,641 412,545 124,754 1177092 984,937 1693487 1522236 210,180 381,431
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 9,031)
-7,011 -37,140 20,683 -1,315 22,590 12,357 6,133 -3,326 2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 21.7 6.6 61.8 51.7 89.0 80.0 11.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 83 42 80 119 148 215
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,636
COMMITMENTS
398,652 449,685 104,071 1178407 962,347 1681130 1516103 213,506 378,533
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43,194)
-70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591 -41,338 -39,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 23.7 5.5 62.2 50.8 88.7 80.0 11.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
45 89 41 83 121 157 222
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,121,058
COMMITMENTS
201,309 193,919 13,026 731,418 638,645 945,753 845,590 175,305 275,468
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,384)
-13,507 -38,260 -871 -932 9,921 -15,310 -29,210 11,926 25,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.3 1.2 65.2 57.0 84.4 75.4 15.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 37 15 63 74 105 119
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,442
COMMITMENTS
214,816 232,179 13,897 732,350 628,724 961,063 874,800 163,379 249,642
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,086)
-16,586 3,579 -3,231 21,509 7,796 1,692 8,144 -19,778 -26,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.6 1.2 65.1 55.9 85.5 77.8 14.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 47 16 64 75 107 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 443,231
COMMITMENTS
113,771 67,783 52,305 220,116 291,775 386,192 411,863 57,039 31,368
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 24,270)
13,095 5,357 2,724 3,560 14,908 19,379 22,989 4,891 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.3 11.8 49.7 65.8 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 21 33 44 42 90 82
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 418,961
COMMITMENTS
100,676 62,426 49,581 216,556 276,867 366,813 388,874 52,148 30,087
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,375)
16,639 2,073 1,604 -3,275 18,317 14,968 21,994 6,407 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 14.9 11.8 51.7 66.1 87.6 92.8 12.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 20 31 44 43 86 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,798
COMMITMENTS
5,334 3,619 0 15,432 16,232 20,766 19,851 7,032 7,947
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -323)
-1,155 656 0 475 -1,197 -680 -541 357 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 0.0 55.5 58.4 74.7 71.4 25.3 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 0 18 11 26 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,121
COMMITMENTS
6,489 2,963 0 14,957 17,429 21,446 20,392 6,675 7,729
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -23,471)
-6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619 -10,583 -2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.5 0.0 53.2 62.0 76.3 72.5 23.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 0 15 13 26 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,178
COMMITMENTS
11,901 19,196 711 12,576 6,424 25,188 26,331 10,990 9,847
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 122)
-1,485 187 478 2,752 1,157 1,745 1,822 -1,623 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 53.1 2.0 34.8 17.8 69.6 72.8 30.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 19 3 10 8 34 27
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,056
COMMITMENTS
13,386 19,009 233 9,824 5,267 23,443 24,509 12,613 11,547
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -51,529)
100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776 -2,044 -17,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 52.7 0.6 27.2 14.6 65.0 68.0 35.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 21 1 13 6 31 28
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,154
COMMITMENTS
3,768 5,429 1,028 31,681 29,550 36,477 36,007 677 1,147
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 943)
700 -578 1 242 1,529 943 952 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.6 2.8 85.3 79.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 17 4 19 22 29 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,933
COMMITMENTS
2,018 2,069 1,037 15,451 12,365 18,506 15,471 4,427 7,462
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 666)
-710 95 148 935 148 373 391 293 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 9.0 4.5 67.4 53.9 80.7 67.5 19.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 7 11 24 15 36 29
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,267
COMMITMENTS
2,728 1,974 889 14,516 12,217 18,133 15,080 4,134 7,187
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 576)
79 111 -78 531 297 532 330 44 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 8.9 4.0 65.2 54.9 81.4 67.7 18.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 23 16 36 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,504
COMMITMENTS
9,829 27,054 18,154 49,910 21,084 77,893 66,292 13,611 25,212
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,934)
-631 1,111 3,163 459 114 2,991 4,388 -57 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 29.6 19.8 54.5 23.0 85.1 72.4 14.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 63 44 26 27 86 112
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 88,570
COMMITMENTS
10,460 25,943 14,991 49,451 20,970 74,902 61,904 13,668 26,666
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,970)
-147 1,716 -78 -1,456 -4,842 -1,681 -3,204 -2,289 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 29.3 16.9 55.8 23.7 84.6 69.9 15.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 56 37 24 26 78 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,302
COMMITMENTS
549 1,130 151 1,075 786 1,775 2,067 1,527 1,235
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -347)
-46 -212 -163 -59 27 -268 -348 -79 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 34.2 4.6 32.6 23.8 53.8 62.6 46.2 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 17 6 8 7 22 25
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,649
COMMITMENTS
595 1,342 314 1,134 759 2,043 2,415 1,606 1,234
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -343)
-99 -255 -171 -93 15 -363 -411 20 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 36.8 8.6 31.1 20.8 56.0 66.2 44.0 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 16 8 5 5 20 25
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,673
COMMITMENTS
28,788 32,259 10,458 72,209 56,302 111,455 99,019 14,218 26,654
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,950)
-2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623 -855 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 25.7 8.3 57.5 44.8 88.7 78.8 11.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
42 70 42 55 71 119 167
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,623
COMMITMENTS
31,066 28,992 13,344 71,140 59,306 115,550 101,642 15,073 28,981
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,708)
234 7,431 -3,186 1,123 -4,443 -1,829 -198 -879 -2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 22.2 10.2 54.5 45.4 88.5 77.8 11.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
46 59 40 54 75 123 161
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,720
COMMITMENTS
1,061 798 73 1,344 1,401 2,478 2,272 1,242 1,448
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 133)
-30 134 -45 292 -112 217 -23 -84 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 21.5 2.0 36.1 37.7 66.6 61.1 33.4 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 6 16 10 30 25
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,587
COMMITMENTS
1,091 664 118 1,052 1,513 2,261 2,295 1,326 1,292
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -53)
-85 9 -11 -165 -176 -261 -178 208 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.5 3.3 29.3 42.2 63.0 64.0 37.0 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 10 6 17 12 29 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,238
COMMITMENTS
7,993 3,634 1,658 7,317 4,035 16,968 9,327 4,270 11,911
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 57)
1,071 -749 -51 -428 846 592 46 -535 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 17.1 7.8 34.5 19.0 79.9 43.9 20.1 56.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 21 19 31 36 82 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,181
COMMITMENTS
6,922 4,383 1,709 7,745 3,189 16,376 9,281 4,805 11,900
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -672)
-1,424 657 338 456 -540 -630 455 -42 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 20.7 8.1 36.6 15.1 77.3 43.8 22.7 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 25 21 33 30 81 62
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,522
COMMITMENTS
20,959 18,675 591 20,187 37,461 41,737 56,727 29,785 14,795
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,379)
4,087 2,087 5 -181 2,762 3,911 4,854 468 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 26.1 0.8 28.2 52.4 58.4 79.3 41.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 15 2 21 24 40 40
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 67,143
COMMITMENTS
16,872 16,588 586 20,368 34,699 37,826 51,873 29,317 15,270
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,956)
5,940 -11,933 -61 -6,053 19,402 -174 7,408 4,130 -3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 24.7 0.9 30.3 51.7 56.3 77.3 43.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 14 2 20 23 37 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,119
COMMITMENTS
1,764 46,185 0 63,541 4,868 65,305 51,053 7,814 22,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,590)
185 2,219 0 2,014 206 2,199 2,425 -609 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 63.2 0.0 86.9 6.7 89.3 69.8 10.7 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 26 0 10 4 12 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,529
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,423 22,901
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,005)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,798 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 61.5 0.0 86.0 6.5 88.2 68.0 11.8 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,145
COMMITMENTS
77,644 3,968 500 14,530 90,697 92,674 95,165 8,471 5,980
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,206)
-6,414 -1,000 495 2,628 -2,689 -3,291 -3,194 85 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 3.9 0.5 14.4 89.7 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
63 6 1 15 17 79 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,351
COMMITMENTS
84,058 4,968 5 11,902 93,386 95,965 98,359 8,386 5,992
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,927)
1,743 601 -116 1,345 1,346 2,972 1,831 -1,045 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 4.8 0.0 11.4 89.5 92.0 94.3 8.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
65 7 1 13 16 79 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,998
COMMITMENTS
8,962 28,767 175 40,945 19,759 50,082 48,701 16,916 18,297
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,766)
-5,017 1,869 0 7,199 -937 2,182 932 -416 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 42.9 0.3 61.1 29.5 74.8 72.7 25.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 18 1 17 14 27 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,232
COMMITMENTS
13,979 26,898 175 33,746 20,696 47,900 47,769 17,332 17,463
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,543)
-218 -4,248 -368 -2,534 2,274 -3,120 -2,342 -423 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 41.2 0.3 51.7 31.7 73.4 73.2 26.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 18 1 16 15 28 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 147,872
COMMITMENTS
10,844 62,689 856 112,688 53,483 124,388 117,028 23,484 30,844
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,146)
-284 13,587 -18 8,445 -9,124 8,143 4,445 3 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 42.4 0.6 76.2 36.2 84.1 79.1 15.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 28 3 26 21 44 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,726
COMMITMENTS
11,128 49,102 874 104,243 62,607 116,245 112,583 23,481 27,143
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,322)
2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070 1,563 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 35.1 0.6 74.6 44.8 83.2 80.6 16.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 28 3 25 18 44 47
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 139,172
COMMITMENTS
31,816 46,057 1,572 62,859 46,580 96,247 94,209 42,925 44,963
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,394)
5,755 -1,286 -80 -6,430 2,193 -755 827 -2,639 -4,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 33.1 1.1 45.2 33.5 69.2 67.7 30.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
33 35 7 26 25 61 65
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 142,566
COMMITMENTS
26,061 47,343 1,652 69,289 44,387 97,002 93,382 45,564 49,184
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,333)
-274 1,343 39 4,027 1,934 3,792 3,316 -1,459 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 33.2 1.2 48.6 31.1 68.0 65.5 32.0 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 33 9 23 24 56 63
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 76,427
COMMITMENTS
25,322 921 245 44,521 66,742 70,088 67,908 6,339 8,519
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 1.2 0.3 58.3 87.3 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 8 15 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,507
COMMITMENTS
804,739 624,416 782,033 5070628 4655560 6657400 6062009 903,107 1498498
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 53,136)
91,439 -60,730 -55,094 23,779 216,596 60,124 100,772 -6,988 -47,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.3 10.3 67.1 61.6 88.1 80.2 11.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
46 56 78 120 129 212 221
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,507,371
COMMITMENTS
713,300 685,146 837,127 5046849 4438964 6597276 5961237 910,095 1546134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 97,676)
56,837 15,876 34,559 41,687 18,411 133,083 68,846 -35,407 28,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 9.1 11.2 67.2 59.1 87.9 79.4 12.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
44 60 85 115 125 211 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 659,821
COMMITMENTS
47,150 46,783 4,285 478,919 513,120 530,354 564,188 129,467 95,633
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 7,407)
-5,715 1,622 327 11,790 8,380 6,402 10,329 1,005 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 7.1 0.6 72.6 77.8 80.4 85.5 19.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 27 12 86 62 120 94
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 652,414
COMMITMENTS
52,865 45,161 3,958 467,129 504,740 523,952 553,859 128,462 98,555
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -119,882)
-2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671 -23,700 -26,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.9 0.6 71.6 77.4 80.3 84.9 19.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 27 12 85 59 122 90
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 836,123
COMMITMENTS
133,534 167,394 8,906 437,570 567,916 580,010 744,216 256,113 91,907
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,617)
42,676 -20,787 364 -2,738 69,004 40,302 48,581 -3,685 -11,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 20.0 1.1 52.3 67.9 69.4 89.0 30.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
41 45 12 57 55 106 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 799,506
COMMITMENTS
90,858 188,181 8,542 440,308 498,912 539,708 695,635 259,798 103,871
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -412,177)
-111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949 -102,311 -17,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.5 1.1 55.1 62.4 67.5 87.0 32.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 52 11 58 55 98 111
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,205
COMMITMENTS
960 224 0 6,510 10,949 7,470 11,173 4,735 1,032
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 434)
235 19 0 183 405 418 424 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 1.8 0.0 53.3 89.7 61.2 91.5 38.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,118
COMMITMENTS
7,006 1,392 292 17,150 22,368 24,448 24,052 3,670 4,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,529)
943 -913 64 2,957 3,342 3,964 2,493 -435 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.0 1.0 61.0 79.6 86.9 85.5 13.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 1 17 18 22 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,441
COMMITMENTS
6,784 8,101 0 25,688 32,764 32,472 40,865 16,969 8,576
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,582)
-1,572 688 -80 3,948 3,497 2,296 4,105 2,286 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 16.4 0.0 52.0 66.3 65.7 82.7 34.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 15 0 31 24 42 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,859
COMMITMENTS
8,356 7,413 80 21,740 29,267 30,176 36,760 14,683 8,099
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,748)
-613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276 -6,359 -17,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.5 0.2 48.5 65.2 67.3 81.9 32.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 15 1 29 23 43 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,573
COMMITMENTS
72,323 87,658 1,145 117,911 75,286 191,379 164,089 30,194 57,484
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,196)
9,010 8,753 121 18,182 10,360 27,313 19,234 7,883 15,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 39.6 0.5 53.2 34.0 86.4 74.1 13.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 56 8 42 31 104 92
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,377
COMMITMENTS
63,313 78,905 1,024 99,729 64,926 164,066 144,855 22,311 41,522
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,479)
-22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616 -81,668 -16,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 42.3 0.5 53.5 34.8 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 6 39 32 96 88
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,392
COMMITMENTS
24,447 1,473 0 23,923 61,343 48,370 62,816 21,022 6,576
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -13,899)
-12,019 -1,598 0 1,572 -11,402 -10,447 -13,000 -3,452 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 2.1 0.0 34.5 88.4 69.7 90.5 30.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 3 0 13 18 29 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,291
COMMITMENTS
36,466 3,071 0 22,351 72,745 58,817 75,816 24,474 7,475
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,855)
16,620 -1,516 -564 1,601 27,995 17,657 25,915 6,198 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 3.7 0.0 26.8 87.3 70.6 91.0 29.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 4 0 10 20 27 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,965
COMMITMENTS
765 3,519 0 23,144 18,343 23,909 21,862 5,056 7,103
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 143)
277 221 0 -34 -409 243 -188 -100 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 12.1 0.0 79.9 63.3 82.5 75.5 17.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 29 21 32 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,822
COMMITMENTS
488 3,298 0 23,178 18,752 23,666 22,050 5,156 6,772
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,682)
-67 -11,140 -886 -12,262 -6,771 -13,215 -18,797 -3,467 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.4 0.0 80.4 65.1 82.1 76.5 17.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 22 31 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 233,459
COMMITMENTS
16,665 45,161 521 201,570 176,565 218,756 222,247 14,703 11,212
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 17,312)
-270 -7,216 -101 16,995 23,761 16,624 16,444 688 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 19.3 0.2 86.3 75.6 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
21 38 3 36 45 58 85
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 216,147
COMMITMENTS
16,935 52,377 622 184,575 152,804 202,132 205,803 14,015 10,344
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -88,973)
-31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552 -13,672 -25,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 24.2 0.3 85.4 70.7 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
20 38 6 32 41 54 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,617
COMMITMENTS
10,875 5,825 259 9,566 18,830 20,700 24,914 10,917 6,703
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 796)
174 5 67 484 2,161 725 2,233 71 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 18.4 0.8 30.3 59.6 65.5 78.8 34.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 14 3 14 17 39 32
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,821
COMMITMENTS
10,701 5,820 192 9,082 16,669 19,975 22,681 10,846 8,140
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 18.9 0.6 29.5 54.1 64.8 73.6 35.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 11 3 13 16 37 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,524
COMMITMENTS
1,265 2,892 693 13,752 22,242 15,710 25,827 13,814 3,697
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -489)
0 -50 -100 867 -450 767 -600 -1,256 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 9.8 2.3 46.6 75.3 53.2 87.5 46.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 124,362
COMMITMENTS
52,982 6,335 10,371 27,220 95,868 90,573 112,574 33,789 11,788
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -6,112)
-4,090 554 -5,055 1,544 -2,279 -7,601 -6,780 1,489 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 5.1 8.3 21.9 77.1 72.8 90.5 27.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
84 24 32 22 39 115 89
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 130,474
COMMITMENTS
57,072 5,781 15,426 25,676 98,147 98,174 119,354 32,300 11,120
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,032)
-2,653 3 1,613 1,043 -436 3 1,180 2,029 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 4.4 11.8 19.7 75.2 75.2 91.5 24.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
88 27 31 15 40 114 88
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,939
COMMITMENTS
41,847 21,136 16,334 39,069 62,180 97,250 99,650 15,689 13,289
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 888)
-854 1,218 886 1,000 -1,695 1,032 409 -144 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 18.7 14.5 34.6 55.1 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
60 59 41 44 41 136 118
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,051
COMMITMENTS
42,701 19,918 15,448 38,069 63,875 96,218 99,241 15,833 12,810
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 7,104)
5,809 3,838 2,740 -3,355 895 5,194 7,473 1,910 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 17.8 13.8 34.0 57.0 85.9 88.6 14.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
63 55 44 39 42 137 116
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 303,385
COMMITMENTS
175,520 45,589 24,791 49,769 215,343 250,080 285,723 53,305 17,662
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 13,614)
13,282 -8,139 3,686 -2,154 19,358 14,814 14,905 -1,200 -1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 15.0 8.2 16.4 71.0 82.4 94.2 17.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
137 49 30 33 50 186 117
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 289,771
COMMITMENTS
162,238 53,728 21,105 51,923 195,985 235,266 270,818 54,505 18,953
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 32,737)
42,780 -8,869 -949 -13,626 42,346 28,205 32,528 4,532 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 18.5 7.3 17.9 67.6 81.2 93.5 18.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
139 55 31 36 49 190 124
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,210
COMMITMENTS
6,123 2,017 856 2,236 8,636 9,215 11,509 2,995 701
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 701)
-134 273 70 396 106 332 449 369 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 16.5 7.0 18.3 70.7 75.5 94.3 24.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 2 10 4 6 34 17
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,509
COMMITMENTS
6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643)
-273 166 212 -563 -1,620 -624 -1,242 -1,019 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 2 10 5 6 36 17
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,480
COMMITMENTS
18,888 8,051 2,915 38,493 44,539 60,296 55,505 15,184 19,975
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,437)
1,035 -1,329 464 -1,893 -444 -394 -1,309 -3,043 -2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.7 3.9 51.0 59.0 79.9 73.5 20.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
33 20 17 53 46 99 73
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 78,917
COMMITMENTS
17,853 9,380 2,451 40,386 44,983 60,690 56,814 18,227 22,103
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,031)
3,529 -1,968 -453 -2,934 169 142 -2,252 -4,173 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 11.9 3.1 51.2 57.0 76.9 72.0 23.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 18 19 53 47 96 79
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,161
COMMITMENTS
1,923 1,148 549 19,060 17,684 21,532 19,381 5,629 7,780
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,616)
250 -810 138 -344 82 44 -590 -3,660 -3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 4.2 2.0 70.2 65.1 79.3 71.4 20.7 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 3 19 19 26 24
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,777
COMMITMENTS
1,673 1,958 411 19,404 17,602 21,488 19,971 9,289 10,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,277)
-466 -1,253 -149 684 2,821 69 1,419 1,208 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.4 1.3 63.0 57.2 69.8 64.9 30.2 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 2 18 17 23 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 88,242
COMMITMENTS
18,593 20,275 2,261 55,369 57,012 76,223 79,548 12,019 8,694
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -5,711)
-53 -8,747 -475 -3,364 5,418 -3,892 -3,804 -1,819 -1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.0 2.6 62.7 64.6 86.4 90.1 13.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
58 50 27 50 43 125 105
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 93,953
COMMITMENTS
18,646 29,022 2,736 58,733 51,594 80,115 83,352 13,838 10,601
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,337)
-498 1,361 -936 104 -571 -1,330 -146 -7 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 30.9 2.9 62.5 54.9 85.3 88.7 14.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
60 59 30 58 44 134 119
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,586
COMMITMENTS
13,464 4,038 1,979 10,775 22,882 26,218 28,899 4,368 1,687
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,401)
2,133 351 -194 461 2,150 2,400 2,307 1 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 13.2 6.5 35.2 74.8 85.7 94.5 14.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
56 19 15 17 17 82 42
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,185
COMMITMENTS
11,331 3,687 2,173 10,314 20,732 23,818 26,592 4,367 1,593
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -649)
693 -741 228 -2,108 -221 -1,187 -734 538 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 13.1 7.7 36.6 73.6 84.5 94.3 15.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
52 17 14 16 16 75 40
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,783
COMMITMENTS
22,724 13,031 2,448 84,662 99,450 109,834 114,929 7,949 2,854
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,750)
-977 -5,061 80 -1,594 3,509 -2,491 -1,472 -259 -1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.1 2.1 71.9 84.4 93.3 97.6 6.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
56 31 17 48 37 112 81
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,533
COMMITMENTS
23,701 18,092 2,368 86,256 95,941 112,325 116,401 8,208 4,132
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -15,425)
-3,136 -5,311 -1,669 -7,703 -7,091 -12,508 -14,071 -2,917 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 15.0 2.0 71.6 79.6 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
54 34 18 49 37 112 86
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 385,202
COMMITMENTS
101,092 64,164 15,899 201,414 261,156 318,405 341,219 66,797 43,983
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 15,839)
23,900 4,647 1,830 -16,922 2,321 8,808 8,798 7,031 7,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 16.7 4.1 52.3 67.8 82.7 88.6 17.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
55 34 30 51 49 125 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 369,363
COMMITMENTS
77,192 59,517 14,069 218,336 258,835 309,597 332,421 59,766 36,942
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 16,760)
5,821 -9,467 -1,599 12,142 29,020 16,364 17,954 396 -1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 16.1 3.8 59.1 70.1 83.8 90.0 16.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
44 32 27 53 48 111 93
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 89,892
COMMITMENTS
26,832 14,800 6,074 47,958 62,456 80,864 83,330 9,028 6,562
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,554)
811 1,306 225 51 478 1,087 2,009 467 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 16.5 6.8 53.4 69.5 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
102 61 43 88 89 211 178
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 88,338
COMMITMENTS
26,021 13,494 5,849 47,907 61,978 79,777 81,321 8,561 7,017
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,136)
-767 2,414 -169 -5,780 -10,002 -6,716 -7,757 1,580 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 15.3 6.6 54.2 70.2 90.3 92.1 9.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
101 54 46 84 85 208 173
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,235
COMMITMENTS
21,511 2,201 2,276 4,184 25,065 27,971 29,542 3,264 1,693
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,051)
2,591 409 -198 75 2,056 2,468 2,267 -417 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 7.0 7.3 13.4 80.2 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
32 10 9 8 7 47 20
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,184
COMMITMENTS
18,920 1,792 2,474 4,109 23,009 25,503 27,275 3,681 1,909
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 502)
-567 -731 310 737 804 480 383 22 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 6.1 8.5 14.1 78.8 87.4 93.5 12.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
31 5 5 8 6 40 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,482
COMMITMENTS
31,207 26,110 29,479 93,750 108,575 154,436 164,164 41,046 31,318
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,008)
-164 -427 -78 5,713 7,313 5,471 6,808 2,537 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.4 15.1 48.0 55.5 79.0 84.0 21.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 29 29 56 62 107 102
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,474
COMMITMENTS
31,371 26,537 29,557 88,037 101,262 148,965 157,356 38,509 30,118
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 332)
-1,378 -1,177 454 2,240 2,822 1,316 2,099 -984 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 14.2 15.8 47.0 54.0 79.5 83.9 20.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 27 29 57 63 106 102
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 471,643
COMMITMENTS
40,366 65,932 145,440 211,858 229,166 397,664 440,538 73,979 31,105
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -15,534)
-2,716 -6,061 -7,463 -4,053 -3,340 -14,232 -16,864 -1,302 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.0 30.8 44.9 48.6 84.3 93.4 15.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
56 39 59 89 77 176 148
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 487,177
COMMITMENTS
43,082 71,993 152,903 215,911 232,506 411,896 457,402 75,281 29,775
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 20,877)
11,029 8,187 5,087 8,673 12,231 24,789 25,505 -3,912 -4,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 14.8 31.4 44.3 47.7 84.5 93.9 15.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 51 65 88 78 182 156
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,864
COMMITMENTS
11,424 1,731 1,408 24,630 27,314 37,462 30,453 3,402 10,411
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,924)
-316 186 350 1,349 1,796 1,383 2,332 541 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 4.2 3.4 60.3 66.8 91.7 74.5 8.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 14 19 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,940
COMMITMENTS
11,740 1,545 1,058 23,281 25,518 36,079 28,121 2,861 10,819
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,884)
-327 -248 546 5,701 3,118 5,920 3,416 -1,036 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.0 2.7 59.8 65.5 92.7 72.2 7.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 15 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,642
COMMITMENTS
786 16,549 27,625 93,603 82,092 122,014 126,266 10,628 6,376
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,163)
-162 -772 3,188 1,310 1,022 4,336 3,438 -1,173 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 12.5 20.8 70.6 61.9 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 4 24 25 29 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,479
COMMITMENTS
948 17,321 24,437 92,293 81,070 117,678 122,828 11,801 6,651
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 5,483)
-3,622 1,297 5,445 2,128 -328 3,951 6,414 1,532 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 13.4 18.9 71.3 62.6 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 24 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,724
COMMITMENTS
18,015 9,666 4,544 41,761 43,326 64,320 57,536 3,404 10,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 13,318)
5,524 2,224 3,940 3,970 6,664 13,434 12,828 -116 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 14.3 6.7 61.7 64.0 95.0 85.0 5.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 13 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,406
COMMITMENTS
12,491 7,442 604 37,791 36,662 50,886 44,708 3,520 9,698
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,644)
1,460 604 -244 674 1,460 1,890 1,820 -246 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.7 1.1 69.5 67.4 93.5 82.2 6.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 14 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,494
COMMITMENTS
0 8,201 6,001 50,046 42,480 56,047 56,682 4,447 3,812
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -177)
0 -1,020 124 -368 683 -244 -213 67 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.6 9.9 82.7 70.2 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 16 21 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,671
COMMITMENTS
0 9,221 5,877 50,414 41,797 56,291 56,895 4,380 3,776
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,156)
0 224 0 -420 -462 -420 -238 -736 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.2 9.7 83.1 68.9 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 15 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,272
COMMITMENTS
2,492 15,668 8,036 46,649 34,091 57,177 57,795 5,095 4,477
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,750)
418 833 777 1,075 2,997 2,270 4,607 480 -1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 25.2 12.9 74.9 54.7 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 6 22 19 28 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,522
COMMITMENTS
2,074 14,835 7,259 45,574 31,094 54,907 53,188 4,615 6,334
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -881)
-2,220 1,226 1,075 1,424 -3,608 279 -1,307 -1,160 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 24.9 12.2 76.6 52.2 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 22 18 27 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,293
COMMITMENTS
3,505 0 625 36,917 39,480 41,047 40,105 1,246 2,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -74)
-1,288 0 192 712 -564 -384 -372 310 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 1.5 87.3 93.3 97.1 94.8 2.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 19 20 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,367
COMMITMENTS
4,793 0 433 36,205 40,044 41,431 40,477 936 1,890
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,337)
3,476 0 -434 -1,581 2,073 1,461 1,639 -124 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.0 1.0 85.5 94.5 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 19 19 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,336
COMMITMENTS
0 6,968 4,625 53,645 49,164 58,270 60,757 8,066 5,579
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,651)
0 2,066 479 85 -66 564 2,479 1,087 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 7.0 80.9 74.1 87.8 91.6 12.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 19 25 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,685
COMMITMENTS
0 4,902 4,146 53,560 49,230 57,706 58,278 6,979 6,407
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -663)
0 -2,313 588 -1,605 1,277 -1,017 -448 354 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 6.4 82.8 76.1 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,790
COMMITMENTS
42,044 35,172 3,322 40,254 47,633 85,620 86,127 5,170 4,663
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 5,738)
2,722 2,856 1,218 2,774 1,890 6,714 5,964 -976 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 38.7 3.7 44.3 52.5 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 21 23 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,052
COMMITMENTS
39,322 32,316 2,104 37,480 45,743 78,906 80,163 6,146 4,889
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,226)
4,506 6,042 0 5,118 2,922 9,624 8,964 -1,398 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 38.0 2.5 44.1 53.8 92.8 94.3 7.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 19 21 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,734
COMMITMENTS
2,410 2,570 2,853 26,888 23,665 32,151 29,088 5,583 8,646
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,761)
5 -248 23 2,651 2,705 2,679 2,480 82 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 6.8 7.6 71.3 62.7 85.2 77.1 14.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 17 19 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,973
COMMITMENTS
2,405 2,818 2,830 24,237 20,960 29,472 26,608 5,501 8,365
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.1 8.1 69.3 59.9 84.3 76.1 15.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,747
COMMITMENTS
3,038 0 0 38,058 41,096 41,096 41,096 651 651
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 91.2 98.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 12 17 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,262
COMMITMENTS
3,038 0 0 25,728 27,817 28,766 27,817 496 1,445
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.0 0.0 87.9 95.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 12 17 15 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,116,556
COMMITMENTS
259,188 46,160 210,096 620,493 836,857 1089777 1093113 26,779 23,443
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 47,717)
-9,164 2,852 16,008 33,925 15,220 40,769 34,080 6,948 13,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 4.1 18.8 55.6 74.9 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 11 32 98 86 138 120
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,068,839
COMMITMENTS
268,352 43,308 194,088 586,568 821,637 1049008 1059033 19,831 9,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,253)
16,251 3,235 -1,167 9,605 28,941 24,689 31,009 3,564 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 4.1 18.2 54.9 76.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 12 32 86 82 126 117
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,300
COMMITMENTS
33,161 42,262 45,092 85,739 75,943 163,992 163,297 1,308 2,003
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -17,089)
-2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311 714 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 25.6 27.3 51.9 45.9 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 8 16 26 25 44 43
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,389
COMMITMENTS
35,722 54,510 46,814 99,259 79,284 181,795 180,608 594 1,781
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,941)
-2,764 971 12,330 13,138 9,191 22,704 22,492 -763 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 29.9 25.7 54.4 43.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 6 17 29 28 48 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,999
COMMITMENTS
17,796 5,313 15,408 34,215 46,866 67,419 67,587 580 412
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,305)
1,340 -710 698 -1,001 1,169 1,037 1,157 268 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 7.8 22.7 50.3 68.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 7 36 32 45 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,694
COMMITMENTS
16,456 6,023 14,710 35,216 45,697 66,382 66,430 312 264
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,283)
1,860 1,200 2,634 1,837 2,417 6,331 6,251 -48 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.0 22.1 52.8 68.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 6 37 33 46 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,580
COMMITMENTS
3,277 327 4,368 17,935 20,376 25,580 25,071 0 509
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,222)
-162 0 -6 1,390 1,228 1,222 1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 1.3 17.1 70.1 79.7 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 20 24 25 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,358
COMMITMENTS
3,439 327 4,374 16,545 19,148 24,358 23,849 0 509
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 697)
-550 126 978 409 -365 837 739 -140 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 1.3 18.0 67.9 78.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 19 22 24 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,636
COMMITMENTS
230 2,410 2,745 6,661 4,227 9,636 9,382 0 254
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 258)
56 -1,372 1,586 -1,220 -46 422 168 -164 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 25.0 28.5 69.1 43.9 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 15 19 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,378
COMMITMENTS
174 3,782 1,159 7,881 4,273 9,214 9,214 164 164
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 378)
-86 -344 344 168 340 426 340 -48 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 40.3 12.4 84.0 45.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 14 13 18 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,388
COMMITMENTS
1,394 2,461 632 8,533 7,611 10,559 10,704 829 684
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,202)
680 1,270 -172 1,016 678 1,524 1,776 678 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 21.6 5.5 74.9 66.8 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 9 15 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,186
COMMITMENTS
714 1,191 804 7,517 6,933 9,035 8,928 151 258
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 172)
-344 -86 258 258 0 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.0 8.8 81.8 75.5 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 9 16 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,350
COMMITMENTS
2,720 2,180 3,420 6,230 6,980 12,370 12,580 980 770
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,360)
-140 320 440 300 450 600 1,210 760 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.3 25.6 46.7 52.3 92.7 94.2 7.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 5 16 18 21 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,990
COMMITMENTS
2,860 1,860 2,980 5,930 6,530 11,770 11,370 220 620
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,150)
-300 -340 560 1,070 880 1,330 1,100 -180 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 15.5 24.9 49.5 54.5 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 5 16 17 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,610
COMMITMENTS
5,330 360 1,250 7,590 12,340 14,170 13,950 440 660
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 380)
620 0 -320 20 700 320 380 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 2.5 8.6 52.0 84.5 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 19 20 22 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,230
COMMITMENTS
4,710 360 1,570 7,570 11,640 13,850 13,570 380 660
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,500)
1,620 80 360 -400 720 1,580 1,160 -80 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 2.5 11.0 53.2 81.8 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 18 18 21 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,203
COMMITMENTS
112,569 90,561 122,155 481,358 487,852 716,082 700,568 67,121 82,635
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 11,588)
4,307 2,146 12,968 -15,460 -13,112 1,815 2,002 9,773 9,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.6 15.6 61.5 62.3 91.4 89.4 8.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
66 92 98 76 86 213 220
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 771,615
COMMITMENTS
108,262 88,415 109,187 496,818 500,964 714,267 698,566 57,348 73,049
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -35,533)
9,025 1,741 -10,548 -32,579 -21,165 -34,102 -29,972 -1,431 -5,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 11.5 14.2 64.4 64.9 92.6 90.5 7.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 89 87 83 94 206 216
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,067
COMMITMENTS
8,153 5,257 415 2,716 7,580 11,284 13,252 2,783 815
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 294)
53 145 3 173 -92 229 56 65 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 37.4 3.0 19.3 53.9 80.2 94.2 19.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
60 22 6 11 25 75 51
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,773
COMMITMENTS
8,100 5,112 412 2,543 7,672 11,055 13,196 2,718 577
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 504)
99 -84 48 502 786 649 750 -145 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 37.1 3.0 18.5 55.7 80.3 95.8 19.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
58 20 5 14 24 76 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,355
COMMITMENTS
8,184 746 460 500 8,829 9,144 10,035 2,211 1,320
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -328)
388 -54 445 -222 277 611 668 -939 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 6.6 4.1 4.4 77.8 80.5 88.4 19.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
31 9 5 6 19 41 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,683
COMMITMENTS
7,796 800 15 722 8,552 8,533 9,367 3,150 2,316
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,303)
1,326 10 -84 -224 1,168 1,018 1,094 1,285 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 6.8 0.1 6.2 73.2 73.0 80.2 27.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 6 2 5 18 33 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 151,796
COMMITMENTS
36,581 7,865 7,786 88,183 124,412 132,550 140,063 19,246 11,733
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,890)
-1,294 -127 -1,801 -2,712 -1,212 -5,807 -3,140 2,917 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.2 5.1 58.1 82.0 87.3 92.3 12.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
49 20 27 63 73 123 109
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,686
COMMITMENTS
37,875 7,992 9,587 90,895 125,624 138,357 143,203 16,329 11,483
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,335)
8,092 63 -1,529 -1,595 5,696 4,968 4,230 -3,633 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 5.2 6.2 58.8 81.2 89.4 92.6 10.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
49 20 28 72 75 135 110
Updated July 8, 2005