WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,222
COMMITMENTS
41,116 86,375 21,686 175,347 117,722 238,149 225,783 22,073 34,439
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,231)
-1,953 2,602 -1,271 4,460 -2,828 1,236 -1,497 -5,467 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 33.2 8.3 67.4 45.2 91.5 86.8 8.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
56 114 49 43 52 137 188
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,453
COMMITMENTS
43,069 83,773 22,957 170,887 120,550 236,913 227,280 27,540 37,173
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 10,065)
-2,969 -4,509 6,939 1,732 7,671 5,702 10,101 4,363 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 31.7 8.7 64.6 45.6 89.6 85.9 10.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
65 104 53 44 49 144 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 713,994
COMMITMENTS
121,734 150,837 43,167 422,746 344,707 587,647 538,711 126,347 175,283
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -23,565)
-4,455 14,949 -10,050 311 -27,641 -14,194 -22,742 -9,371 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.1 6.0 59.2 48.3 82.3 75.5 17.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
125 130 91 183 209 366 390
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 737,559
COMMITMENTS
126,189 135,888 53,217 422,435 372,348 601,841 561,453 135,718 176,106
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 9,297)
5,634 22,754 -6,568 -4,654 -1,865 -5,588 14,321 14,885 -5,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 18.4 7.2 57.3 50.5 81.6 76.1 18.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
124 130 91 213 222 389 398
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,096
COMMITMENTS
2,526 555 30 1,291 3,977 3,847 4,562 2,249 1,534
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -26)
-365 137 -18 457 -371 74 -252 -100 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 9.1 0.5 21.2 65.2 63.1 74.8 36.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 3 11 13 23 20
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,122
COMMITMENTS
2,891 418 48 834 4,348 3,773 4,814 2,349 1,308
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -60)
-111 121 24 112 -218 25 -73 -85 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 6.8 0.8 13.6 71.0 61.6 78.6 38.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 3 11 13 26 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,909
COMMITMENTS
55,566 33,554 15,541 125,656 130,533 196,763 179,628 47,146 64,281
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -12,168)
-4,146 3,022 -4,815 -944 -10,470 -9,905 -12,263 -2,263 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 13.8 6.4 51.5 53.5 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
93 77 63 75 111 208 224
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,077
COMMITMENTS
59,712 30,532 20,356 126,600 141,003 206,668 191,891 49,409 64,186
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,947)
-5,824 3,149 934 1,773 -5,451 -3,117 -1,368 1,170 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.9 7.9 49.4 55.1 80.7 74.9 19.3 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
106 80 83 83 114 239 246
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 133,699
COMMITMENTS
24,063 21,719 15,174 77,216 83,618 116,453 120,511 17,246 13,188
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,783)
-1,004 -97 -292 7,855 5,464 6,559 5,075 -3,776 -2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 16.2 11.3 57.8 62.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
33 40 35 45 34 103 95
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 130,916
COMMITMENTS
25,067 21,816 15,466 69,361 78,154 109,894 115,436 21,022 15,480
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,549)
-1,144 276 -549 -2,149 -3,369 -3,842 -3,642 2,293 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.7 11.8 53.0 59.7 83.9 88.2 16.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
34 37 33 47 36 99 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 635,994
COMMITMENTS
87,432 67,845 32,822 405,001 405,678 525,255 506,345 110,739 129,649
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 19,587)
-15,307 -5,343 20,781 42,662 39,763 48,136 55,201 -28,549 -35,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 10.7 5.2 63.7 63.8 82.6 79.6 17.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 33 28 61 82 104 130
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,407
COMMITMENTS
102,739 73,188 12,041 362,339 365,915 477,119 451,144 139,288 165,263
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 19,966)
14,192 2,198 720 -4,290 15,480 10,622 18,398 9,344 1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 11.9 2.0 58.8 59.4 77.4 73.2 22.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
31 26 23 62 76 102 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 111,880
COMMITMENTS
15,626 7,550 14,068 57,626 72,557 87,320 94,175 24,560 17,705
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,196)
-470 235 -249 5,156 506 4,437 492 -2,241 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 6.7 12.6 51.5 64.9 78.0 84.2 22.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 19 25 43 38 90 77
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 109,684
COMMITMENTS
16,096 7,315 14,317 52,470 72,051 82,883 93,683 26,801 16,001
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,345)
713 1,330 388 3,101 1,865 4,202 3,583 143 762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 6.7 13.1 47.8 65.7 75.6 85.4 24.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
34 22 29 46 44 97 85
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,015
COMMITMENTS
2,793 1,394 1,052 1,943 2,999 5,788 5,445 1,227 1,570
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 176)
88 89 157 103 338 348 584 -172 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 19.9 15.0 27.7 42.8 82.5 77.6 17.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 10 9 13 16 34 31
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,839
COMMITMENTS
2,705 1,305 895 1,840 2,661 5,440 4,861 1,399 1,978
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -179)
-10 -29 -103 -66 -160 -179 -292 0 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 19.1 13.1 26.9 38.9 79.5 71.1 20.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 9 8 12 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 375,671
COMMITMENTS
109,030 87,169 10,353 203,806 168,886 323,189 266,408 52,482 109,263
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,553)
7,238 28 7,486 -15,969 -3,774 -1,245 3,740 2,798 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 23.2 2.8 54.3 45.0 86.0 70.9 14.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 28 9 47 48 67 79
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 374,118
COMMITMENTS
101,792 87,141 2,867 219,775 172,660 324,434 262,668 49,684 111,450
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,871)
-2,435 -14,522 1,736 4,305 13,229 3,606 443 -1,735 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 23.3 0.8 58.7 46.2 86.7 70.2 13.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 22 3 48 49 65 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,767
COMMITMENTS
366,960 340,257 160,945 1067368 978,283 1595273 1479485 239,494 355,282
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -130,650)
-59,254 -27,116 4,072 -97,767 -59,259 -152,949 -82,303 22,299 -48,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 18.5 8.8 58.2 53.3 86.9 80.6 13.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
62 54 45 90 110 173 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,965,417
COMMITMENTS
426,214 367,373 156,873 1165135 1037542 1748222 1561788 217,195 403,629
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -115,590)
-61,257 -21,689 13,728 -51,434 -88,453 -98,963 -96,414 -16,627 -19,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 18.7 8.0 59.3 52.8 88.9 79.5 11.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
55 57 45 92 117 169 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,382,277
COMMITMENTS
147,601 369,732 42,194 1047622 700,517 1237417 1112443 144,860 269,834
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -13,460)
-46,698 -17,036 10,407 13,513 5,638 -22,778 -991 9,318 -12,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 26.7 3.1 75.8 50.7 89.5 80.5 10.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
35 42 22 64 74 109 129
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,737
COMMITMENTS
194,299 386,768 31,787 1034109 694,879 1260195 1113434 135,542 282,303
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -89,011)
-9,880 -19,365 -12,108 -65,354 -32,906 -87,342 -64,379 -1,669 -24,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 27.7 2.3 74.1 49.8 90.3 79.8 9.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
40 39 22 64 80 112 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 418,662
COMMITMENTS
154,670 46,572 49,578 167,621 294,965 371,869 391,115 46,793 27,547
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 17,358)
17,471 4,481 -7,275 7,126 17,250 17,322 14,456 36 2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 11.1 11.8 40.0 70.5 88.8 93.4 11.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 26 34 53 38 102 80
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 401,304
COMMITMENTS
137,199 42,091 56,853 160,495 277,715 354,547 376,659 46,757 24,645
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 21,030)
1,334 -1,164 5,237 18,050 24,066 24,621 28,139 -3,591 -7,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 10.5 14.2 40.0 69.2 88.3 93.9 11.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 26 32 46 39 91 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,433
COMMITMENTS
6,901 6,058 47 15,708 17,990 22,656 24,095 7,777 6,338
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -719)
-1,003 186 39 -571 -885 -1,535 -660 816 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 19.9 0.2 51.6 59.1 74.4 79.2 25.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 10 2 18 11 31 22
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,152
COMMITMENTS
7,904 5,872 8 16,279 18,875 24,191 24,755 6,961 6,397
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -318)
-622 -345 2 10 607 -610 264 292 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 18.8 0.0 52.3 60.6 77.7 79.5 22.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 12 1 20 12 36 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,878
COMMITMENTS
11,851 35,486 928 48,396 18,617 61,175 55,031 7,703 13,847
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,934)
-8 -1,112 395 7,359 3,236 7,746 2,519 -3,812 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 51.5 1.3 70.3 27.0 88.8 79.9 11.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 31 7 19 14 41 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,944
COMMITMENTS
11,859 36,598 533 41,037 15,381 53,429 52,512 11,515 12,432
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 946)
-285 -1,909 50 61 1,502 -174 -357 1,120 1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 56.4 0.8 63.2 23.7 82.3 80.9 17.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 33 5 19 14 44 48
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 42,608
COMMITMENTS
3,126 4,518 1,843 36,260 34,374 41,229 40,735 1,379 1,873
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -451)
877 -271 -430 -984 127 -537 -574 86 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 10.6 4.3 85.1 80.7 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 16 4 22 21 33 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,059
COMMITMENTS
2,249 4,789 2,273 37,244 34,247 41,766 41,309 1,293 1,750
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,724)
-5 77 1,000 2,745 2,671 3,740 3,748 984 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.1 5.3 86.5 79.5 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,452
COMMITMENTS
1,447 2,404 599 14,526 12,022 16,572 15,025 4,880 6,427
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 758)
-211 -23 -44 472 610 217 543 541 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 11.2 2.8 67.7 56.0 77.3 70.0 22.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 12 22 16 35 30
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,694
COMMITMENTS
1,658 2,427 643 14,054 11,412 16,355 14,482 4,339 6,212
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 482)
-101 172 126 269 91 294 389 188 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 11.7 3.1 67.9 55.1 79.0 70.0 21.0 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 9 12 22 16 38 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,172
COMMITMENTS
17,329 22,607 21,342 49,079 27,725 87,750 71,674 14,422 30,498
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,687)
2,270 188 2,094 2,036 1,622 6,400 3,904 -713 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 22.1 20.9 48.0 27.1 85.9 70.2 14.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 47 44 25 33 101 97
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 96,485
COMMITMENTS
15,059 22,419 19,248 47,043 26,103 81,350 67,770 15,135 28,715
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,341)
1,116 -1,091 2,543 -1,006 1,716 2,653 3,168 3,688 3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 23.2 19.9 48.8 27.1 84.3 70.2 15.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
32 45 42 23 32 91 96
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,157
COMMITMENTS
36,042 36,439 12,220 70,303 57,013 118,565 105,672 17,592 30,485
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,010)
1,157 -1,916 -352 3,222 1,241 4,027 -1,027 -2,017 3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 26.8 9.0 51.6 41.9 87.1 77.6 12.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
44 58 44 52 80 118 170
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,147
COMMITMENTS
34,885 38,355 12,572 67,081 55,772 114,538 106,699 19,609 27,448
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,577)
-331 -4,344 708 -2,033 3,065 -1,656 -571 3,233 2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 28.6 9.4 50.0 41.6 85.4 79.5 14.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
41 64 43 54 82 117 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,344
COMMITMENTS
1,059 1,905 61 1,153 573 2,273 2,539 2,071 1,805
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 146)
64 74 -26 -12 74 26 122 120 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 43.9 1.4 26.5 13.2 52.3 58.4 47.7 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 19 5 15 11 30 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,198
COMMITMENTS
995 1,831 87 1,165 499 2,247 2,417 1,951 1,781
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 53)
17 481 -147 29 -134 -101 200 154 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 43.6 2.1 27.8 11.9 53.5 57.6 46.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 17 5 15 11 27 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,935
COMMITMENTS
11,929 4,907 3,567 6,941 7,747 22,437 16,221 4,498 10,714
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,624)
148 -86 -679 -1,125 -695 -1,656 -1,460 -968 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 18.2 13.2 25.8 28.8 83.3 60.2 16.7 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
39 25 30 27 28 90 68
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,559
COMMITMENTS
11,781 4,993 4,246 8,066 8,442 24,093 17,681 5,466 11,878
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 100)
1,147 -107 185 -954 581 378 659 -278 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 16.9 14.4 27.3 28.6 81.5 59.8 18.5 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
43 25 34 34 41 99 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,153
COMMITMENTS
44,904 15,990 608 38,880 81,540 84,392 98,138 26,761 13,015
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,302)
3,361 -1,010 -111 5,721 6,041 8,971 4,920 -5,669 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 14.4 0.5 35.0 73.4 75.9 88.3 24.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 10 3 24 26 53 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 107,851
COMMITMENTS
41,543 17,000 719 33,159 75,499 75,421 93,218 32,430 14,633
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,654)
-2,499 -995 179 2,322 -808 2 -1,624 -1,656 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 15.8 0.7 30.7 70.0 69.9 86.4 30.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 11 2 21 27 48 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,721
COMMITMENTS
4,008 35,884 1 63,581 22,735 67,590 58,620 131 9,101
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -274)
843 -4,825 -33 8,143 12,631 8,953 7,773 -9,227 -8,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 53.0 0.0 93.9 33.6 99.8 86.6 0.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 20 1 10 12 13 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,995
COMMITMENTS
3,165 40,709 34 55,438 10,104 58,637 50,847 9,358 17,148
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,105)
-3,320 6,602 -373 6,610 -5,239 2,917 990 -1,812 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 59.9 0.1 81.5 14.9 86.2 74.8 13.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 19 1 8 10 11 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,597
COMMITMENTS
39,671 4,907 481 27,610 58,411 67,762 63,799 2,835 6,798
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,664)
-14,908 -4,372 75 8,073 -6,055 -6,760 -10,352 -3,904 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 7.0 0.7 39.1 82.7 96.0 90.4 4.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 15 2 16 14 52 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,261
COMMITMENTS
54,579 9,279 406 19,537 64,466 74,522 74,151 6,739 7,110
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,559)
-20,343 8,409 156 4,510 -27,709 -15,677 -19,144 -1,882 1,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.2 11.4 0.5 24.0 79.3 91.7 91.3 8.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 11 2 17 15 61 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,596
COMMITMENTS
18,388 20,599 20 45,034 47,384 63,442 68,003 14,154 9,593
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,992)
-3,320 4,389 -28 10,423 5,465 7,075 9,826 -4,083 -6,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 26.5 0.0 58.0 61.1 81.8 87.6 18.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 16 2 20 25 35 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,604
COMMITMENTS
21,708 16,210 48 34,611 41,919 56,367 58,177 18,237 16,427
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,818)
1,249 -1,891 1 526 5,927 1,776 4,037 42 -2,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 21.7 0.1 46.4 56.2 75.6 78.0 24.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 14 3 17 26 34 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 178,245
COMMITMENTS
7,941 55,606 1,142 157,079 108,008 166,162 164,756 12,083 13,489
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 11,707)
-1,417 14,882 216 28,165 6,868 26,964 21,966 -15,257 -10,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 31.2 0.6 88.1 60.6 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 35 3 25 28 40 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 166,538
COMMITMENTS
9,358 40,724 926 128,914 101,140 139,198 142,790 27,340 23,748
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -385)
-3,065 1,916 -1 3,158 -1,830 92 85 -477 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 24.5 0.6 77.4 60.7 83.6 85.7 16.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 28 4 25 27 41 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 153,731
COMMITMENTS
26,465 30,084 1,169 90,759 88,098 118,393 119,351 35,338 34,380
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 8,642)
2,227 80 151 12,972 15,097 15,350 15,328 -6,708 -6,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 19.6 0.8 59.0 57.3 77.0 77.6 23.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 28 10 26 29 59 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 145,089
COMMITMENTS
24,238 30,004 1,018 77,787 73,001 103,043 104,023 42,046 41,066
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,329)
-3,051 3,299 107 4,216 -4,536 1,272 -1,130 -4,601 -2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 20.7 0.7 53.6 50.3 71.0 71.7 29.0 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 29 10 26 25 56 61
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,410
COMMITMENTS
4,877 0 0 3,252 8,195 8,129 8,195 1,281 1,215
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 406)
296 0 0 127 175 423 175 -17 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 0.0 0.0 34.6 87.1 86.4 87.1 13.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 6 10 13 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,518,040
COMMITMENTS
974,636 983,041 971,158 5571256 4890203 7517050 6844402 1000990 1673638
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 374,971)
52,352 -4,031 118,912 104,415 157,180 275,679 272,061 99,292 102,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.5 11.4 65.4 57.4 88.2 80.4 11.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
49 64 91 127 140 228 250
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,143,069
COMMITMENTS
922,284 987,072 852,246 5466841 4733023 7241371 6572341 901,698 1570728
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 122,710)
105,625 -49,700 -26,400 7,729 209,157 86,954 133,057 35,756 -10,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 12.1 10.5 67.1 58.1 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
53 68 92 125 143 228 257
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 662,008
COMMITMENTS
49,747 60,308 9,806 467,856 499,768 527,409 569,882 134,599 92,126
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 6,101)
-1,361 5,968 3,466 -808 -5,299 1,297 4,135 4,804 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 9.1 1.5 70.7 75.5 79.7 86.1 20.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 36 19 87 60 134 104
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,907
COMMITMENTS
51,108 54,340 6,340 468,664 505,067 526,112 565,747 129,795 90,160
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 677)
-3,249 3,508 44 5,627 -127 2,422 3,425 -1,745 -2,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 8.3 1.0 71.5 77.0 80.2 86.3 19.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
32 33 18 87 62 132 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,103,644
COMMITMENTS
182,576 323,436 29,119 655,194 639,930 866,889 992,485 236,755 111,159
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 12,317)
-10,790 -1,080 4,162 42,748 2,685 36,120 5,767 -23,803 6,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 29.3 2.6 59.4 58.0 78.5 89.9 21.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
45 60 24 58 68 119 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,091,327
COMMITMENTS
193,366 324,516 24,957 612,446 637,245 830,769 986,718 260,558 104,609
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 45,940)
-6,263 -13,096 9,376 40,464 22,088 43,577 18,368 2,363 27,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 29.7 2.3 56.1 58.4 76.1 90.4 23.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
42 57 21 58 65 114 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,834
COMMITMENTS
1,029 530 0 6,851 10,225 7,880 10,755 4,954 2,079
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 503)
-230 530 0 423 -330 193 200 310 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 4.1 0.0 53.4 79.7 61.4 83.8 38.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 16 14 18 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,331
COMMITMENTS
1,259 0 0 6,428 10,555 7,687 10,555 4,644 1,776
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8)
206 0 0 -11 4 195 4 -187 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 0.0 52.1 85.6 62.3 85.6 37.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 15 15 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,496
COMMITMENTS
7,439 2,167 1 19,144 30,093 26,584 32,261 7,912 2,235
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,401)
810 545 1 -479 1,165 332 1,711 1,069 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.3 0.0 55.5 87.2 77.1 93.5 22.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 1 19 18 24 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,095
COMMITMENTS
6,629 1,622 0 19,623 28,928 26,252 30,550 6,843 2,545
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 698)
-637 18 0 952 1,191 315 1,209 383 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 4.9 0.0 59.3 87.4 79.3 92.3 20.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 0 16 20 20 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,968
COMMITMENTS
6,064 16,117 0 30,636 33,000 36,700 49,117 21,268 8,851
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,115)
-176 2,517 0 -17 -1,455 -193 1,062 1,308 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 27.8 0.0 52.8 56.9 63.3 84.7 36.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 20 0 31 27 41 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,853
COMMITMENTS
6,240 13,600 0 30,653 34,455 36,893 48,055 19,960 8,798
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,900)
-936 2,718 0 1,374 45 438 2,763 2,462 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 23.9 0.0 53.9 60.6 64.9 84.5 35.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 18 0 33 27 44 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,946
COMMITMENTS
106,294 91,565 1,519 211,265 173,821 319,078 266,905 15,868 68,041
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,869)
-13,810 17,384 -1,009 15,990 -27,426 1,171 -11,051 -4,040 8,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 27.3 0.5 63.1 51.9 95.3 79.7 4.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 74 12 43 37 109 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,815
COMMITMENTS
120,104 74,181 2,528 195,275 201,247 317,907 277,956 19,908 59,859
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 13,931)
3,376 -979 -54 10,594 6,566 13,916 5,533 15 8,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 22.0 0.7 57.8 59.6 94.1 82.3 5.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
69 61 13 42 36 118 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,099
COMMITMENTS
14,142 3,277 0 35,242 49,984 49,384 53,261 11,715 7,838
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 911)
-519 486 0 8,258 3,735 7,739 4,221 -6,828 -3,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 5.4 0.0 57.7 81.8 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 4 0 17 16 27 20
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,188
COMMITMENTS
14,661 2,791 0 26,984 46,249 41,645 49,040 18,543 11,148
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -13,613)
-12,429 2,005 0 3,207 -18,755 -9,222 -16,750 -4,391 3,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 4.6 0.0 44.8 76.8 69.2 81.5 30.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 0 15 17 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,215
COMMITMENTS
780 6,222 0 31,168 24,695 31,948 30,917 5,267 6,298
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,108)
560 1,059 0 348 -513 908 546 200 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.7 0.0 83.8 66.4 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 15 0 29 24 31 39
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,107
COMMITMENTS
220 5,163 0 30,820 25,208 31,040 30,371 5,067 5,736
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,109)
0 825 0 3,085 2,995 3,085 3,820 1,024 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 14.3 0.0 85.4 69.8 86.0 84.1 14.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 12 0 30 25 31 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,807
COMMITMENTS
16,476 54,063 896 220,521 183,458 237,893 238,417 11,914 11,390
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,099)
3,695 5,673 242 -254 -693 3,683 5,222 1,416 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 21.6 0.4 88.3 73.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
19 42 7 32 49 55 94
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 244,708
COMMITMENTS
12,781 48,390 654 220,775 184,151 234,210 233,195 10,498 11,513
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 17,585)
-774 1,328 30 19,731 15,102 18,987 16,460 -1,402 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 19.8 0.3 90.2 75.3 95.7 95.3 4.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
14 41 4 35 50 52 92
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,201
COMMITMENTS
19,541 12,930 357 18,239 31,240 38,137 44,527 16,064 9,674
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,422)
-1,107 1,160 -104 -891 -727 -2,102 329 -320 -2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 23.9 0.7 33.7 57.6 70.4 82.2 29.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 20 3 21 23 44 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,623
COMMITMENTS
20,648 11,770 461 19,130 31,967 40,239 44,198 16,384 12,425
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,597)
1,506 1,946 -37 2,889 2,781 4,358 4,690 2,239 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 20.8 0.8 33.8 56.5 71.1 78.1 28.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 18 3 22 23 51 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,533
COMMITMENTS
6,556 1,889 179 19,178 11,367 25,913 13,435 5,620 18,098
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 849)
-732 998 -60 594 389 -198 1,327 1,047 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 6.0 0.6 60.8 36.0 82.2 42.6 17.8 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 10 10 20 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,684
COMMITMENTS
7,288 891 239 18,584 10,978 26,111 12,108 4,573 18,576
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,095)
689 623 239 1,107 1,541 2,035 2,403 60 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 2.9 0.8 60.6 35.8 85.1 39.5 14.9 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 2 3 10 9 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,445
COMMITMENTS
1,710 3,070 45 18,619 25,155 20,374 28,270 17,071 9,175
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,132)
457 568 45 -224 -216 278 397 -1,410 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.2 0.1 49.7 67.2 54.4 75.5 45.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 1 17 22 21 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,577
COMMITMENTS
1,253 2,502 0 18,843 25,371 20,096 27,873 18,481 10,704
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,968)
-965 0 0 2,418 1,131 1,453 1,131 1,515 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 6.5 0.0 48.8 65.8 52.1 72.3 47.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 9 0 16 22 19 31
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,303
COMMITMENTS
43,817 32,167 7,952 35,083 67,188 86,852 107,307 33,451 12,996
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,172)
3,650 16,677 -3,899 5,287 -9,282 5,038 3,496 -866 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 26.7 6.6 29.2 55.8 72.2 89.2 27.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
92 42 21 23 26 121 85
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 116,131
COMMITMENTS
40,167 15,490 11,851 29,796 76,470 81,814 103,811 34,317 12,320
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,175)
-32 -371 -1,460 -4,372 -4,555 -5,864 -6,386 689 1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 13.3 10.2 25.7 65.8 70.4 89.4 29.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
91 30 23 21 30 120 77
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,766
COMMITMENTS
37,291 27,936 12,956 40,412 50,927 90,659 91,819 14,107 12,947
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,158)
-1,067 440 2,158 1,575 379 2,666 2,977 -508 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 26.7 12.4 38.6 48.6 86.5 87.6 13.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
65 63 42 41 37 140 116
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,608
COMMITMENTS
38,358 27,496 10,798 38,837 50,548 87,993 88,842 14,615 13,766
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,453)
-2,911 990 -364 -487 -4,552 -3,762 -3,926 1,309 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 26.8 10.5 37.8 49.3 85.8 86.6 14.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
65 69 47 40 37 141 123
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 291,894
COMMITMENTS
158,841 49,008 23,232 58,835 198,485 240,908 270,725 50,986 21,169
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -39,910)
-48,057 1,797 -224 10,464 -43,760 -37,817 -42,187 -2,093 2,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 16.8 8.0 20.2 68.0 82.5 92.7 17.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
127 57 32 30 43 176 119
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 331,804
COMMITMENTS
206,898 47,211 23,456 48,371 242,245 278,725 312,912 53,079 18,892
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 171)
-1,660 -3,740 942 2,256 2,764 1,538 -34 -1,367 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.4 14.2 7.1 14.6 73.0 84.0 94.3 16.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
142 60 35 30 50 194 129
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,290
COMMITMENTS
4,695 2,290 520 2,643 6,024 7,858 8,834 1,432 456
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 838)
1,000 13 -23 33 1,100 1,010 1,090 -172 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 24.7 5.6 28.4 64.8 84.6 95.1 15.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 3 11 6 6 33 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,452
COMMITMENTS
3,695 2,277 543 2,610 4,924 6,848 7,744 1,604 708
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,965)
-1,994 39 53 -1,405 -4,232 -3,346 -4,140 -2,619 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 26.9 6.4 30.9 58.3 81.0 91.6 19.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 3 11 6 6 32 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 96,340
COMMITMENTS
27,286 6,674 3,862 49,230 68,230 80,378 78,766 15,962 17,574
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,824)
-1,035 -821 218 -251 309 -1,068 -294 -756 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 6.9 4.0 51.1 70.8 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
52 13 22 41 58 100 89
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 98,164
COMMITMENTS
28,321 7,495 3,644 49,481 67,921 81,446 79,060 16,718 19,104
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,445)
5,223 -884 449 -604 6,652 5,068 6,217 -623 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 7.6 3.7 50.4 69.2 83.0 80.5 17.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
51 14 19 47 64 106 91
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,904
COMMITMENTS
2,050 5,180 573 19,527 17,487 22,150 23,240 8,754 7,664
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,985)
406 730 7 -2,696 -3,175 -2,283 -2,438 -702 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 16.8 1.9 63.2 56.6 71.7 75.2 28.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 11 3 25 19 34 32
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,889
COMMITMENTS
1,644 4,450 566 22,223 20,662 24,433 25,678 9,456 8,211
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,140)
-765 768 83 873 652 191 1,503 949 -363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 13.1 1.7 65.6 61.0 72.1 75.8 27.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 10 4 24 16 32 29
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,379
COMMITMENTS
20,011 43,617 3,947 67,875 45,540 91,833 93,104 12,546 11,275
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -96)
-551 246 344 864 448 657 1,038 -753 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 41.8 3.8 65.0 43.6 88.0 89.2 12.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
57 77 42 51 45 132 143
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,475
COMMITMENTS
20,562 43,371 3,603 67,011 45,092 91,176 92,066 13,299 12,409
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,698)
-53 3,018 -13 775 -312 709 2,693 1,989 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 41.5 3.4 64.1 43.2 87.3 88.1 12.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
56 75 39 53 45 133 140
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,768
COMMITMENTS
7,898 4,801 1,491 12,356 16,706 21,745 22,998 3,023 1,770
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,180)
-651 547 274 -84 -1,651 -461 -830 -719 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.4 6.0 49.9 67.4 87.8 92.9 12.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 28 16 26 17 65 56
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,948
COMMITMENTS
8,549 4,254 1,217 12,440 18,357 22,206 23,828 3,742 2,120
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,174)
-2,349 1,023 -1,080 -679 -4,566 -4,108 -4,623 -66 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 16.4 4.7 47.9 70.7 85.6 91.8 14.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 28 16 25 16 66 53
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,061
COMMITMENTS
25,533 39,194 2,692 95,036 82,625 123,261 124,511 8,800 7,550
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,206)
-308 65 279 2,773 803 2,744 1,147 -538 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 29.7 2.0 72.0 62.6 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 54 15 52 34 108 97
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,855
COMMITMENTS
25,841 39,129 2,413 92,263 81,822 120,517 123,364 9,338 6,491
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,729)
-353 1,563 -443 -1,638 -2,744 -2,434 -1,624 -295 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 30.1 1.9 71.1 63.0 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
54 53 12 51 33 111 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 474,985
COMMITMENTS
163,292 46,148 45,565 187,051 337,694 395,908 429,407 79,077 45,578
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 9,456)
6,944 -3,079 12,527 -13,469 -3,819 6,002 5,629 3,454 3,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 9.7 9.6 39.4 71.1 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
71 37 45 57 50 157 109
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 465,529
COMMITMENTS
156,348 49,227 33,038 200,520 341,513 389,906 423,778 75,623 41,751
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -7,354)
-9,453 -2,413 -739 -1,059 -5,375 -11,251 -8,527 3,897 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 10.6 7.1 43.1 73.4 83.8 91.0 16.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
62 33 40 57 51 147 103
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 82,756
COMMITMENTS
20,194 19,211 7,265 47,182 49,483 74,641 75,959 8,115 6,797
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -973)
-2,682 313 1,355 566 -3,202 -761 -1,534 -212 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 23.2 8.8 57.0 59.8 90.2 91.8 9.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
81 70 33 88 80 188 171
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 83,729
COMMITMENTS
22,876 18,898 5,910 46,616 52,685 75,402 77,493 8,327 6,236
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -7,809)
-1,316 866 -39 -6,437 -8,583 -7,792 -7,756 -17 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 22.6 7.1 55.7 62.9 90.1 92.6 9.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
86 66 32 80 78 186 164
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,497
COMMITMENTS
6,512 2,522 2,410 6,530 10,323 15,452 15,255 2,045 2,242
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,672)
670 -850 226 -3,207 -1,364 -2,311 -1,988 -361 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 14.4 13.8 37.3 59.0 88.3 87.2 11.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 15 7 9 4 25 21
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,169
COMMITMENTS
5,842 3,372 2,184 9,737 11,687 17,763 17,243 2,406 2,926
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 902)
615 273 -269 158 632 504 636 398 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 16.7 10.8 48.3 57.9 88.1 85.5 11.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 13 9 5 3 24 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,008
COMMITMENTS
31,336 21,995 24,087 90,556 111,400 145,979 157,482 37,029 25,526
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -8,164)
-3,977 2,238 -1,161 -3,431 -10,356 -8,569 -9,279 405 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 12.0 13.2 49.5 60.9 79.8 86.1 20.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
35 32 38 60 57 122 103
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,172
COMMITMENTS
35,313 19,757 25,248 93,987 121,756 154,548 166,761 36,624 24,411
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,051)
-5,549 -2,899 1,664 2,842 523 -1,043 -712 -8 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 10.3 13.2 49.2 63.7 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
32 29 35 63 58 120 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 497,961
COMMITMENTS
60,483 69,679 149,740 218,364 248,675 428,587 468,094 69,374 29,867
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -30,065)
-11,773 -7,627 -17,330 -2,124 -7,332 -31,227 -32,289 1,162 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 14.0 30.1 43.9 49.9 86.1 94.0 13.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
60 48 67 94 80 194 158
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 528,026
COMMITMENTS
72,256 77,306 167,070 220,488 256,007 459,814 500,383 68,212 27,643
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -14,532)
-3,703 517 -6,171 -1,379 2,651 -11,253 -3,003 -3,279 -11,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 14.6 31.6 41.8 48.5 87.1 94.8 12.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
59 50 75 97 86 201 172
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,736
COMMITMENTS
2,688 3,799 2,549 33,052 28,747 38,289 35,095 3,447 6,641
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,658)
612 120 430 890 1,634 1,932 2,184 -274 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 9.1 6.1 79.2 68.9 91.7 84.1 8.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 18 22 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,078
COMMITMENTS
2,076 3,679 2,119 32,162 27,113 36,357 32,911 3,721 7,167
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,139)
-1,360 -1,158 355 3,504 3,610 2,499 2,807 -360 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 9.2 5.3 80.2 67.7 90.7 82.1 9.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 18 14 21 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,424
COMMITMENTS
10,131 5,360 5,312 84,845 96,734 100,288 107,406 12,136 5,018
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,336)
3,338 -372 -442 -866 2,510 2,030 1,696 306 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.8 4.7 75.5 86.0 89.2 95.5 10.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 25 27 30 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,088
COMMITMENTS
6,793 5,732 5,754 85,711 94,224 98,258 105,710 11,830 4,378
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,167)
-5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887 420 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.2 5.2 77.9 85.6 89.3 96.0 10.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 25 27 29 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,049
COMMITMENTS
17,492 14,567 2,684 51,618 51,516 71,794 68,767 4,255 7,282
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,882)
2,282 1,624 0 2,660 3,754 4,942 5,378 -60 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.2 3.5 67.9 67.7 94.4 90.4 5.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 20 16 22 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,167
COMMITMENTS
15,210 12,943 2,684 48,958 47,762 66,852 63,389 4,315 7,778
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,593)
-8,907 -214 0 3,774 -3,825 -5,133 -4,039 540 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 18.2 3.8 68.8 67.1 93.9 89.1 6.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 19 15 21 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,776
COMMITMENTS
0 20,142 3,440 61,899 42,860 65,339 66,442 3,437 2,334
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,318)
0 -4,103 -242 6,137 9,998 5,895 5,653 -577 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.3 5.0 90.0 62.3 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 4 22 22 26 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,458
COMMITMENTS
0 24,245 3,682 55,762 32,862 59,444 60,789 4,014 2,669
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,449)
0 5,239 542 4,702 -4,341 5,244 1,440 -1,795 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 38.2 5.8 87.9 51.8 93.7 95.8 6.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 4 21 19 25 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,144
COMMITMENTS
14,123 14,241 2,762 41,106 41,031 57,991 58,034 6,153 6,110
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,565)
720 324 -201 -659 618 -140 741 1,705 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 22.2 4.3 64.1 64.0 90.4 90.5 9.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 5 20 19 25 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,579
COMMITMENTS
13,403 13,917 2,963 41,765 40,413 58,131 57,293 4,448 5,286
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 569)
1,413 1,842 -692 200 79 921 1,229 -352 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 22.2 4.7 66.7 64.6 92.9 91.6 7.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 6 20 21 26 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,043
COMMITMENTS
0 2,219 1,946 60,351 53,566 62,297 57,731 746 5,312
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,872)
0 182 1,092 3,148 2,474 4,240 3,748 -368 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 3.1 95.7 85.0 98.8 91.6 1.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 21 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,171
COMMITMENTS
0 2,037 854 57,203 51,092 58,057 53,983 1,114 5,188
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,638)
-397 2,037 -947 3,494 1,248 2,150 2,338 488 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 1.4 96.7 86.3 98.1 91.2 1.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 22 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,662
COMMITMENTS
0 15,457 522 60,634 47,620 61,156 63,599 7,506 5,063
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,950)
0 -494 212 2,765 2,619 2,977 2,337 -27 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.5 0.8 88.3 69.4 89.1 92.6 10.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 24 22 26 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,712
COMMITMENTS
0 15,951 310 57,869 45,001 58,179 61,262 7,533 4,450
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 896)
0 -44 70 1,804 1,285 1,874 1,311 -978 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.3 0.5 88.1 68.5 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 22 25 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,824
COMMITMENTS
25,531 835 4,133 42,378 65,350 72,042 70,318 3,782 5,506
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,520)
740 -1,506 -368 2,762 4,458 3,134 2,584 -614 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 1.1 5.5 55.9 86.2 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 21 22 24 26
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,304
COMMITMENTS
24,791 2,341 4,501 39,616 60,892 68,908 67,734 4,396 5,570
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -9,234)
1,046 -8,460 -962 -10,178 -532 -10,094 -9,954 860 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 3.2 6.1 54.0 83.1 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 20 21 24 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,353
COMMITMENTS
1,067 3,583 2,780 36,357 25,897 40,204 32,260 2,149 10,093
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,573)
-1,034 1,088 52 4,421 1,477 3,439 2,617 134 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 8.5 6.6 85.8 61.1 94.9 76.2 5.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 20 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,780
COMMITMENTS
2,101 2,495 2,728 31,936 24,420 36,765 29,643 2,015 9,137
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 773)
-912 1,472 667 1,876 -1,366 1,631 773 -858 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.4 7.0 82.4 63.0 94.8 76.4 5.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 17 21 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,930
COMMITMENTS
1,712 8,112 1,379 36,779 36,761 39,870 46,252 14,060 7,678
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,577)
0 3,538 260 1,886 64 2,146 3,862 1,431 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 15.0 2.6 68.2 68.2 73.9 85.8 26.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 12 14 15
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,353
COMMITMENTS
1,712 4,574 1,119 34,893 36,697 37,724 42,390 12,629 7,963
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 9.1 2.2 69.3 72.9 74.9 84.2 25.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 13 14 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,806
COMMITMENTS
3,274 0 0 43,132 46,332 46,406 46,332 400 474
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 92.2 99.0 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 16 17 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,588
COMMITMENTS
4,684 0 0 27,702 32,518 32,386 32,518 1,202 1,070
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.0 0.0 82.5 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 19 17 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,210,931
COMMITMENTS
317,274 53,903 233,048 639,527 911,431 1189849 1198382 21,082 12,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -36,558)
-9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555 1,233 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.5 19.2 52.8 75.3 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 10 34 82 79 116 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,247,489
COMMITMENTS
326,959 72,846 235,380 665,301 926,711 1227640 1234937 19,849 12,552
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 34,712)
859 4,578 4,386 31,312 26,727 36,557 35,691 -1,845 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 5.8 18.9 53.3 74.3 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
22 16 36 91 83 127 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,661
COMMITMENTS
41,771 39,205 52,561 94,939 96,346 189,271 188,112 2,390 3,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,743)
10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130 1,063 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.5 27.4 49.5 50.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 9 17 29 30 47 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,404
COMMITMENTS
31,737 38,120 64,543 104,797 97,579 201,077 200,242 1,327 2,162
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 11,905)
6,318 -487 1,104 4,672 11,519 12,094 12,136 -189 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 18.8 31.9 51.8 48.2 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 12 19 32 33 53 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,984
COMMITMENTS
25,082 5,740 19,802 40,795 60,025 85,679 85,567 305 417
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,450)
1,040 2,300 -1,060 3,353 2,233 3,333 3,473 117 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 6.7 23.0 47.4 69.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 10 37 35 47 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 82,534
COMMITMENTS
24,042 3,440 20,862 37,442 57,792 82,346 82,094 188 440
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,712)
1,840 640 1,660 -628 272 2,872 2,572 -160 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 4.2 25.3 45.4 70.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 11 37 35 48 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,053
COMMITMENTS
2,158 4,746 3,218 19,278 17,932 24,654 25,896 2,399 1,157
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2)
-508 -88 -42 -218 -180 -768 -310 770 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 17.5 11.9 71.3 66.3 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 20 24 25 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,051
COMMITMENTS
2,666 4,834 3,260 19,496 18,112 25,422 26,206 1,629 845
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,469)
0 1,770 -876 758 491 -118 1,385 1,587 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 17.9 12.1 72.1 67.0 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 19 25 24 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,194
COMMITMENTS
582 4,236 2,128 8,212 4,814 10,922 11,178 1,272 1,016
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 628)
42 882 -714 1,306 0 634 168 -6 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 34.7 17.5 67.3 39.5 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 20 13 25 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,566
COMMITMENTS
540 3,354 2,842 6,906 4,814 10,288 11,010 1,278 556
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -691)
0 0 0 -699 -189 -699 -189 8 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 29.0 24.6 59.7 41.6 89.0 95.2 11.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 18 14 23 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,957
COMMITMENTS
2,403 3,039 399 9,132 8,385 11,934 11,823 23 134
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -42)
84 0 -84 -42 42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 25.4 3.3 76.4 70.1 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 12 9 15 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,999
COMMITMENTS
2,319 3,039 483 9,174 8,343 11,976 11,865 23 134
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 133)
168 126 -84 557 599 641 641 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 25.3 4.0 76.5 69.5 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 12 8 15 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,862
COMMITMENTS
3,360 3,074 3,000 10,342 10,558 16,702 16,632 160 230
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 580)
-100 0 60 500 500 460 560 120 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.2 17.8 61.3 62.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 6 20 17 26 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,282
COMMITMENTS
3,460 3,074 2,940 9,842 10,058 16,242 16,072 40 210
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 980)
360 -340 -180 920 1,550 1,100 1,030 -120 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 18.9 18.1 60.4 61.8 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 6 19 19 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076
COMMITMENTS
11,380 280 1,950 10,960 22,214 24,290 24,444 786 632
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 430)
-110 0 30 90 -80 10 -50 420 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 1.1 7.8 43.7 88.6 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 23 23 28 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,646
COMMITMENTS
11,490 280 1,920 10,870 22,294 24,280 24,494 366 152
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -430)
-900 0 -90 670 -140 -320 -230 -110 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 1.1 7.8 44.1 90.5 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 22 23 27 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 914,422
COMMITMENTS
142,591 123,231 167,179 532,610 537,190 842,380 827,600 72,042 86,822
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 18,332)
2,142 -1,498 -810 10,279 6,503 11,611 4,195 6,721 14,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.5 18.3 58.2 58.7 92.1 90.5 7.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
75 98 96 74 85 213 220
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 896,090
COMMITMENTS
140,449 124,729 167,989 522,331 530,687 830,769 823,405 65,321 72,685
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -61,677)
-14,014 10,661 -13,013 -30,640 -47,996 -57,667 -50,348 -4,010 -11,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 13.9 18.7 58.3 59.2 92.7 91.9 7.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
78 92 92 74 85 212 218
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,799
COMMITMENTS
8,360 5,881 656 3,220 7,315 12,236 13,852 2,563 947
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -107)
-118 458 -282 432 -363 32 -187 -139 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 39.7 4.4 21.8 49.4 82.7 93.6 17.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 16 4 16 25 73 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,906
COMMITMENTS
8,478 5,423 938 2,788 7,678 12,204 14,039 2,702 867
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 462)
-120 360 366 220 -511 466 215 -4 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 36.4 6.3 18.7 51.5 81.9 94.2 18.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
53 17 8 13 26 74 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,835
COMMITMENTS
7,435 706 67 1,105 9,185 8,607 9,958 2,228 877
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -457)
-209 5 59 85 -406 -65 -342 -392 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 6.5 0.6 10.2 84.8 79.4 91.9 20.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 6 2 8 21 33 29
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,292
COMMITMENTS
7,644 701 8 1,020 9,591 8,672 10,300 2,620 992
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -367)
-473 60 0 0 -414 -473 -354 106 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 6.2 0.1 9.0 84.9 76.8 91.2 23.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 6 1 7 20 34 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,802
COMMITMENTS
39,758 7,202 7,224 88,346 126,167 135,328 140,593 18,474 13,209
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,640)
-8,152 1,087 -1,410 5,798 -5,882 -3,764 -6,205 1,124 3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 4.7 4.7 57.4 82.0 88.0 91.4 12.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
52 20 27 63 66 127 102
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,442
COMMITMENTS
47,910 6,115 8,634 82,548 132,049 139,092 146,798 17,350 9,644
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,478)
-3,254 -1,144 -667 35 -1,848 -3,886 -3,659 -592 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 3.9 5.5 52.8 84.4 88.9 93.8 11.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
60 14 30 63 67 134 101
Updated September 9, 2005