WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 269,079: 37,749 52,616 52,186 155,494 130,205 245,429 235,007: 23,651 34,073
Old : 268,000: 37,725 52,426 52,175 154,732 129,784 244,632 234,385: 23,369 33,616
Other: 1,079: 32 198 3 762 421 797 622: 282 457
: : :
: : Changes in Commitments from: June 7, 2005 :
: 8,276: 90 3,813 5,220 4,065 3,487 9,375 12,520: -1,099 -4,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.6 19.4 57.8 48.4 91.2 87.3: 8.8 12.7
Old : 100.0: 14.1 19.6 19.5 57.7 48.4 91.3 87.5: 8.7 12.5
Other: 100.0: 3.0 18.4 0.3 70.6 39.0 73.9 57.6: 26.1 42.4
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 74 100 73 48 63 167 199:
Old : 255: 74 100 73 48 63 167 199:
Other: 31: 3 4 2 4 20 7 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 28.4 44.7 35.6 30.7 24.8 43.7 29.4
Old : 31.4 28.5 44.9 35.7 30.8 24.9 43.9 29.7
Other: 70.6 37.9 73.9 46.7 70.6 37.9 73.6 46.7
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 260,803: 37,659 48,803 46,966 151,429 126,718 236,054 222,487: 24,749 38,317
Old : 259,736: 37,639 48,703 46,952 150,682 126,314 235,273 221,969: 24,463 37,768
Other: 1,067: 31 111 3 747 404 781 518: 286 549
: : :
: : Changes in Commitments from: May 31, 2005 :
: -8,837: 798 4,001 -1,852 -979 -6,328 -2,034 -4,178: -6,803 -4,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 18.0 58.1 48.6 90.5 85.3: 9.5 14.7
Old : 100.0: 14.5 18.8 18.1 58.0 48.6 90.6 85.5: 9.4 14.5
Other: 100.0: 2.9 10.4 0.3 70.0 37.9 73.2 48.5: 26.8 51.5
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 68 96 73 47 61 165 187:
Old : 242: 68 96 72 47 61 164 187:
Other: 30: 3 3 2 4 19 8 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 29.3 45.9 35.7 31.7 26.1 45.4 30.7
Old : 32.2 29.4 46.1 35.8 31.9 26.3 45.6 31.0
Other: 70.0 32.5 73.2 40.3 70.0 32.5 72.9 40.3
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 888,593: 97,625 90,515 192,243 455,650 387,957 745,518 670,715: 143,076 217,878
Old : 520,442: 63,716 102,025 84,273 287,821 241,210 435,810 427,508: 84,633 92,935
Other: 368,151: 77,303 31,884 64,576 167,829 146,747 309,708 243,207: 58,443 124,944
: : :
: : Changes in Commitments from: June 7, 2005 :
: 16,856: 3,150 5,608 25,216 -1,144 -5,936 27,222 24,888: -10,366 -8,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.2 21.6 51.3 43.7 83.9 75.5: 16.1 24.5
Old : 100.0: 12.2 19.6 16.2 55.3 46.3 83.7 82.1: 16.3 17.9
Other: 100.0: 21.0 8.7 17.5 45.6 39.9 84.1 66.1: 15.9 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 149 118 178 205 212 454 438:
Old : 497: 122 138 142 168 180 372 387:
Other: 423: 126 67 102 151 184 322 312:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 15.9 25.9 20.9 17.0 11.3 24.1 14.7
Old : 25.5 20.6 34.7 25.2 24.9 18.6 34.0 22.7
Other: 20.3 12.5 28.2 17.4 18.6 8.6 23.8 12.8
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 871,737: 94,475 84,907 167,028 456,794 393,893 718,296 645,827: 153,441 225,910
Old : 530,315: 64,842 111,192 64,935 304,503 250,150 434,280 426,278: 96,035 104,037
Other: 341,422: 74,183 18,265 57,542 152,291 143,742 284,016 219,549: 57,406 121,873
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,854: 7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558: -3,542 4,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 9.7 19.2 52.4 45.2 82.4 74.1: 17.6 25.9
Old : 100.0: 12.2 21.0 12.2 57.4 47.2 81.9 80.4: 18.1 19.6
Other: 100.0: 21.7 5.3 16.9 44.6 42.1 83.2 64.3: 16.8 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 146 107 159 194 206 423 410:
Old : 479: 117 139 117 160 179 342 371:
Other: 388: 120 50 84 144 180 293 285:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 16.7 27.1 21.6 17.1 11.6 25.3 15.2
Old : 26.9 21.0 36.8 25.6 26.3 18.0 35.7 22.3
Other: 17.3 12.3 25.6 17.7 14.9 7.8 20.6 12.4
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,521: 2,438 899 919 2,486 5,331 5,843 7,149: 3,678 2,372
Old : 9,521: 2,438 899 919 2,486 5,331 5,843 7,149: 3,678 2,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -145: 459 -303 1 203 197 663 -106: -808 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.4 9.7 26.1 56.0 61.4 75.1: 38.6 24.9
Old : 100.0: 25.6 9.4 9.7 26.1 56.0 61.4 75.1: 38.6 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 11 5 11 14 26 28:
Old : 41: 13 11 5 11 14 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 29.4 36.7 45.6 19.1 28.9 30.7 41.5
Old : 24.1 29.4 36.7 45.6 19.1 28.9 30.7 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Old : 9,666: 1,978 1,202 918 2,283 5,134 5,180 7,255: 4,486 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -74: 235 -549 -68 -61 604 106 -13: -180 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
Old : 100.0: 20.5 12.4 9.5 23.6 53.1 53.6 75.1: 46.4 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 11 11 5 11 15 24 30:
Old : 41: 11 11 5 11 15 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
Old : 21.5 26.0 32.7 39.6 17.4 24.5 27.6 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 431,379: 91,520 19,154 97,540 153,494 205,988 342,555 322,682: 88,825 108,697
Old : 207,122: 56,635 13,227 49,487 54,135 99,013 160,257 161,727: 46,866 45,395
Other: 224,257: 45,040 16,082 37,898 99,359 106,976 182,298 160,955: 41,959 63,302
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,200: 6,270 -659 -4,025 -678 8,964 1,568 4,280: 4,633 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.4 22.6 35.6 47.8 79.4 74.8: 20.6 25.2
Old : 100.0: 27.3 6.4 23.9 26.1 47.8 77.4 78.1: 22.6 21.9
Other: 100.0: 20.1 7.2 16.9 44.3 47.7 81.3 71.8: 18.7 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 157 74 141 103 128 327 289:
Old : 344: 138 66 105 87 117 267 249:
Other: 286: 85 71 74 79 107 207 211:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 21.3 26.6 31.0 14.3 13.7 19.4 19.4
Old : 17.1 23.8 23.1 33.5 11.4 16.5 17.0 22.6
Other: 21.5 20.4 32.9 30.3 19.4 12.4 28.5 18.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 425,179: 85,250 19,813 101,565 154,172 197,024 340,987 318,402: 84,192 106,777
Old : 248,498: 59,643 25,667 52,947 88,504 120,222 201,094 198,836: 47,404 49,662
Other: 176,681: 40,160 8,699 34,065 65,669 76,802 139,893 119,566: 36,788 57,115
: : :
: : Changes in Commitments from: May 31, 2005 :
: 16,323: 10,959 -1,012 4,993 407 10,061 16,359 14,042: -37 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.7 23.9 36.3 46.3 80.2 74.9: 19.8 25.1
Old : 100.0: 24.0 10.3 21.3 35.6 48.4 80.9 80.0: 19.1 20.0
Other: 100.0: 22.7 4.9 19.3 37.2 43.5 79.2 67.7: 20.8 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 147 83 140 100 124 319 288:
Old : 352: 123 93 103 79 117 250 265:
Other: 279: 93 59 74 79 100 211 197:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 20.1 27.2 29.6 14.5 11.6 19.5 17.2
Old : 19.5 23.8 28.4 32.1 16.6 15.8 23.0 22.1
Other: 19.0 17.6 28.4 26.7 13.1 10.7 18.8 15.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,889: 11,747 1,738 1,249 0 822 12,996 3,809: 3,893 13,080
Old : 5,224: 3,188 1,985 22 0 48 3,210 2,055: 2,014 3,169
Other: 11,665: 9,691 885 95 0 774 9,786 1,754: 1,879 9,911
: : :
: : Changes in Commitments from: June 7, 2005 :
: 719: -257 -51 428 0 45 171 422: 548 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 10.3 7.4 0.0 4.9 76.9 22.6: 23.1 77.4
Old : 100.0: 61.0 38.0 0.4 0.0 0.9 61.4 39.3: 38.6 60.7
Other: 100.0: 83.1 7.6 0.8 0.0 6.6 83.9 15.0: 16.1 85.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 8 8 0 3 14 15:
Old : 20: 10 7 2 0 3 11 11:
Other: 16: 9 4 3 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 10.2 70.8 16.8 61.3 8.2 67.5 13.5
Old : 45.9 30.0 59.2 38.7 45.9 30.0 59.2 38.5
Other: 76.9 10.4 83.8 14.7 76.4 10.4 83.0 14.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,170: 12,004 1,789 821 0 777 12,825 3,387: 3,345 12,783
Old : 5,285: 3,705 1,891 15 0 41 3,720 1,947: 1,565 3,338
Other: 10,885: 8,996 595 109 0 736 9,105 1,440: 1,780 9,445
: : :
: : Changes in Commitments from: May 31, 2005 :
: 768: 107 -311 362 0 52 469 103: 299 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 11.1 5.1 0.0 4.8 79.3 20.9: 20.7 79.1
Old : 100.0: 70.1 35.8 0.3 0.0 0.8 70.4 36.8: 29.6 63.2
Other: 100.0: 82.6 5.5 1.0 0.0 6.8 83.6 13.2: 16.4 86.8
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 12 8 7 0 3 15 15:
Old : 22: 11 8 2 0 3 13 11:
Other: 15: 9 3 4 0 3 9 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 9.5 71.3 16.1 61.1 7.8 69.7 13.5
Old : 48.6 26.8 63.5 36.3 48.6 26.8 63.5 36.1
Other: 76.6 10.2 83.6 13.0 75.9 10.2 82.6 12.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 165,929: 27,643 11,041 29,228 81,557 111,477 138,428 151,746: 27,501 14,182
Old : 91,343: 29,887 9,194 10,853 32,539 61,493 73,279 81,539: 18,064 9,804
Other: 74,586: 7,969 12,060 8,163 49,018 49,984 65,149 70,207: 9,437 4,379
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,091: 3,058 131 2,881 2,247 6,338 8,186 9,350: 1,905 741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.7 17.6 49.2 67.2 83.4 91.5: 16.6 8.5
Old : 100.0: 32.7 10.1 11.9 35.6 67.3 80.2 89.3: 19.8 10.7
Other: 100.0: 10.7 16.2 10.9 65.7 67.0 87.3 94.1: 12.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 58 21 38 47 47 123 98:
Old : 140: 57 24 28 43 45 110 89:
Other: 88: 24 22 23 31 28 69 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 32.7 28.2 45.5 18.6 27.9 26.5 37.6
Old : 14.7 26.1 23.9 41.2 12.5 22.2 19.3 34.0
Other: 36.0 43.9 49.6 60.6 36.0 40.1 49.1 53.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 155,838: 24,585 10,910 26,348 79,310 105,139 130,243 142,396: 25,596 13,442
Old : 103,137: 23,275 12,221 13,937 48,641 67,038 85,853 93,196: 17,284 9,940
Other: 52,701: 6,727 4,105 6,994 30,669 38,101 44,390 49,200: 8,312 3,501
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,331: 1,168 -2,999 3,766 -763 2,755 4,171 3,522: 161 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.0 16.9 50.9 67.5 83.6 91.4: 16.4 8.6
Old : 100.0: 22.6 11.8 13.5 47.2 65.0 83.2 90.4: 16.8 9.6
Other: 100.0: 12.8 7.8 13.3 58.2 72.3 84.2 93.4: 15.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 51 27 39 47 47 120 99:
Old : 143: 55 27 33 44 47 112 95:
Other: 78: 17 20 25 31 25 67 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 30.9 28.6 44.0 19.7 27.9 27.9 37.8
Old : 18.5 26.1 29.4 40.1 17.9 23.8 27.3 36.6
Other: 27.6 45.7 41.1 60.1 27.6 40.8 39.0 51.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 902,394: 130,158 91,833 157,666 462,270 451,911 750,094 701,410: 152,300 200,984
Old : 902,394: 130,158 91,833 157,666 462,270 451,911 750,094 701,410: 152,300 200,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -19,836: -18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708: -2,135 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 10.2 17.5 51.2 50.1 83.1 77.7: 16.9 22.3
Old : 100.0: 14.4 10.2 17.5 51.2 50.1 83.1 77.7: 16.9 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 32 44 44 71 85 131 145:
Old : 174: 32 44 44 71 85 131 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 13.9 32.3 22.4 22.1 10.6 26.9 16.3
Old : 24.7 13.9 32.3 22.4 22.1 10.6 26.9 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Old : 922,230: 148,210 101,405 153,982 465,602 464,731 767,795 720,118: 154,435 202,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -11,460: 9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735: -20,460 -19,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
Old : 100.0: 16.1 11.0 16.7 50.5 50.4 83.3 78.1: 16.7 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 39 37 39 74 88 133 144:
Old : 178: 39 37 39 74 88 133 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
Old : 22.7 12.5 30.3 21.2 20.2 9.4 24.7 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 168,896: 48,530 6,277 23,366 55,890 115,155 127,786 144,797: 41,110 24,098
Old : 106,108: 40,307 4,581 12,118 25,087 73,952 77,511 90,650: 28,597 15,459
Other: 62,788: 10,687 4,159 8,785 30,803 41,203 50,275 54,148: 12,513 8,640
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,137: 3,815 -2,303 -208 -2,239 6,423 1,369 3,913: 3,768 1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.7 13.8 33.1 68.2 75.7 85.7: 24.3 14.3
Old : 100.0: 38.0 4.3 11.4 23.6 69.7 73.0 85.4: 27.0 14.6
Other: 100.0: 17.0 6.6 14.0 49.1 65.6 80.1 86.2: 19.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 48 25 35 51 61 124 108:
Old : 143: 52 21 29 46 58 114 95:
Other: 92: 20 21 22 36 34 71 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 33.2 20.2 46.5 8.7 23.8 16.0 36.3
Old : 11.9 34.9 20.6 47.4 11.9 31.9 20.6 42.7
Other: 24.2 34.8 35.4 49.9 16.4 29.5 27.0 40.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 163,759: 44,715 8,580 23,573 58,129 108,731 126,417 140,884: 37,342 22,874
Old : 111,871: 43,067 8,658 12,138 29,061 74,719 84,266 95,515: 27,605 16,356
Other: 51,888: 5,028 3,302 8,055 29,068 34,012 42,151 45,369: 9,737 6,518
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,392: 6,874 -1,202 -466 -1,628 5,553 4,780 3,884: -1,388 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.2 14.4 35.5 66.4 77.2 86.0: 22.8 14.0
Old : 100.0: 38.5 7.7 10.8 26.0 66.8 75.3 85.4: 24.7 14.6
Other: 100.0: 9.7 6.4 15.5 56.0 65.5 81.2 87.4: 18.8 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 27 37 56 66 129 117:
Old : 154: 52 26 28 49 62 116 104:
Other: 90: 19 16 25 40 37 70 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 31.1 20.6 44.1 8.9 23.3 15.5 34.1
Old : 11.9 34.0 20.7 45.4 11.9 31.7 20.7 41.8
Other: 29.5 30.7 41.0 47.3 21.8 27.7 32.1 40.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,677: 3,898 979 1,698 1,716 4,206 7,312 6,883: 1,365 1,794
Old : 3,579: 1,939 811 253 616 1,598 2,808 2,661: 770 917
Other: 5,098: 2,683 893 721 1,100 2,608 4,503 4,222: 595 876
: : :
: : Changes in Commitments from: June 7, 2005 :
: 143: 257 44 -105 80 -164 232 -225: -89 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 11.3 19.6 19.8 48.5 84.3 79.3: 15.7 20.7
Old : 100.0: 54.2 22.7 7.1 17.2 44.6 78.5 74.4: 21.5 25.6
Other: 100.0: 52.6 17.5 14.1 21.6 51.2 88.3 82.8: 11.7 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 9 11 12 15 33 32:
Old : 36: 17 6 10 7 11 25 26:
Other: 36: 11 8 9 9 14 27 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 33.7 53.5 50.4 32.7 30.1 44.1 38.6
Old : 34.5 46.2 51.4 58.3 33.7 45.4 49.6 57.2
Other: 49.4 39.4 67.2 59.9 44.1 35.4 58.6 49.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,534: 3,641 935 1,803 1,636 4,370 7,080 7,108: 1,454 1,426
Old : 4,065: 2,193 810 227 583 2,109 3,003 3,146: 1,061 918
Other: 4,469: 2,319 997 704 1,053 2,260 4,077 3,962: 392 508
: : :
: : Changes in Commitments from: May 31, 2005 :
: -86: -219 81 138 174 -372 93 -153: -179 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 11.0 21.1 19.2 51.2 83.0 83.3: 17.0 16.7
Old : 100.0: 54.0 19.9 5.6 14.3 51.9 73.9 77.4: 26.1 22.6
Other: 100.0: 51.9 22.3 15.8 23.6 50.6 91.2 88.6: 8.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 12 11 13 15 34 31:
Old : 39: 17 6 10 7 14 25 29:
Other: 34: 8 9 10 10 13 27 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 32.6 52.6 50.1 32.5 29.1 43.2 39.0
Old : 31.2 42.1 48.7 55.9 30.5 41.6 45.7 55.1
Other: 56.2 39.3 73.8 63.4 49.4 34.1 62.9 50.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 378,326: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,626 111,607
Old : 378,326: 94,344 80,564 1,987 226,369 184,168 322,700 266,719: 55,626 111,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,590: -6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634: -5,959 10,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Old : 100.0: 24.9 21.3 0.5 59.8 48.7 85.3 70.5: 14.7 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 17 4 45 42 62 61:
Old : 92: 15 17 4 45 42 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 25.0 47.2 35.6 29.9 23.5 44.2 32.0
Old : 31.0 25.0 47.2 35.6 29.9 23.5 44.2 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Old : 399,915: 101,027 75,901 2,437 234,867 220,015 338,331 298,353: 61,584 101,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 23,303: 6,348 1,262 1,649 12,199 31,121 20,196 34,032: 3,107 -10,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Old : 100.0: 25.3 19.0 0.6 58.7 55.0 84.6 74.6: 15.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 15 18 3 46 46 62 66:
Old : 95: 15 18 3 46 46 62 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Old : 30.1 26.3 47.1 37.1 26.4 22.1 39.9 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,719,239: 473,143 435,356 483,997 1,479,584 1,326,023 2,436,724 2,245,377: 282,515 473,862
Old : 2,719,239: 473,143 435,356 483,997 1,479,584 1,326,023 2,436,724 2,245,377: 282,515 473,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -29,861: 2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140: 4,991 8,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.0 17.8 54.4 48.8 89.6 82.6: 10.4 17.4
Old : 100.0: 17.4 16.0 17.8 54.4 48.8 89.6 82.6: 10.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 59 84 83 114 134 215 259:
Old : 291: 59 84 83 114 134 215 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 13.7 39.3 23.5 19.7 9.6 28.0 14.6
Old : 25.3 13.7 39.3 23.5 19.7 9.6 28.0 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Old : 2,749,100: 471,125 372,854 490,436 1,510,015 1,420,228 2,471,576 2,283,517: 277,524 465,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 100,182: 17,014 -10,479 54,933 57,391 62,966 129,338 107,420: -29,156 -7,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
Old : 100.0: 17.1 13.6 17.8 54.9 51.7 89.9 83.1: 10.1 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 56 78 75 106 134 203 246:
Old : 279: 56 78 75 106 134 203 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
Old : 26.5 15.1 39.3 26.0 19.8 9.9 27.2 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,433,063: 212,422 209,676 190,577 832,664 736,050 1,235,662 1,136,303: 197,401 296,760
Old : 1,433,063: 212,422 209,676 190,577 832,664 736,050 1,235,662 1,136,303: 197,401 296,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 47,684: 46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787: -5,657 40,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 14.6 13.3 58.1 51.4 86.2 79.3: 13.8 20.7
Old : 100.0: 14.8 14.6 13.3 58.1 51.4 86.2 79.3: 13.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 28 56 46 71 85 132 154:
Old : 183: 28 56 46 71 85 132 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 18.1 35.3 27.2 19.4 17.4 30.8 23.7
Old : 22.5 18.1 35.3 27.2 19.4 17.4 30.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Old : 1,385,379: 165,909 212,264 176,167 840,245 741,085 1,182,321 1,129,516: 203,058 255,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,768: 10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446: 7,852 -22,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Old : 100.0: 12.0 15.3 12.7 60.7 53.5 85.3 81.5: 14.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 33 43 46 75 89 132 154:
Old : 179: 33 43 46 75 89 132 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
Old : 24.3 17.4 37.2 26.2 22.1 16.6 31.8 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 577,087: 86,416 61,122 189,586 252,678 293,511 528,680 544,219: 48,406 32,867
Old : 577,087: 86,416 61,122 189,586 252,678 293,511 528,680 544,219: 48,406 32,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 20,425: 7,778 2,020 -6,640 15,572 23,493 16,710 18,873: 3,714 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.6 32.9 43.8 50.9 91.6 94.3: 8.4 5.7
Old : 100.0: 15.0 10.6 32.9 43.8 50.9 91.6 94.3: 8.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 31 22 40 51 52 101 95:
Old : 117: 31 22 40 51 52 101 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 34.3 44.3 48.1 11.6 13.8 16.8 20.6
Old : 33.2 34.3 44.3 48.1 11.6 13.8 16.8 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Old : 556,662: 78,637 59,102 196,226 237,106 270,018 511,970 525,346: 44,692 31,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -105,849: -34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071: -488 4,223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Old : 100.0: 14.1 10.6 35.3 42.6 48.5 92.0 94.4: 8.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 32 26 43 51 48 106 94:
Old : 117: 32 26 43 51 48 106 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
Old : 34.1 36.5 47.3 53.3 10.8 13.9 15.6 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,415: 12,905 4,130 2,085 20,698 35,821 35,688 42,036: 17,727 11,379
Old : 53,415: 12,905 4,130 2,085 20,698 35,821 35,688 42,036: 17,727 11,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 9,109: 236 -831 710 3,754 5,589 4,700 5,468: 4,408 3,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 7.7 3.9 38.7 67.1 66.8 78.7: 33.2 21.3
Old : 100.0: 24.2 7.7 3.9 38.7 67.1 66.8 78.7: 33.2 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 22 12 13 22 22 48 43:
Old : 65: 22 12 13 22 22 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 44.3 36.3 55.3 19.5 43.9 28.3 51.7
Old : 22.4 44.3 36.3 55.3 19.5 43.9 28.3 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Old : 44,306: 12,669 4,961 1,375 16,944 30,232 30,988 36,568: 13,319 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,549: 2 417 83 882 1,743 967 2,243: 1,582 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
Old : 100.0: 28.6 11.2 3.1 38.2 68.2 69.9 82.5: 30.1 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 23 13 10 19 15 45 35:
Old : 65: 23 13 10 19 15 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 53.8 37.3 64.0 23.9 52.9 34.8 61.7
Old : 23.9 53.8 37.3 64.0 23.9 52.9 34.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 98,498: 13,165 36,343 11,055 59,261 21,074 83,481 68,472: 15,017 30,026
Old : 98,498: 13,165 36,343 11,055 59,261 21,074 83,481 68,472: 15,017 30,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 17,250: 953 2,308 5,416 8,500 4,964 14,869 12,688: 2,381 4,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 36.9 11.2 60.2 21.4 84.8 69.5: 15.2 30.5
Old : 100.0: 13.4 36.9 11.2 60.2 21.4 84.8 69.5: 15.2 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 32 30 24 20 64 66:
Old : 84: 24 32 30 24 20 64 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 22.4 57.6 35.5 38.6 19.1 46.9 27.2
Old : 47.9 22.4 57.6 35.5 38.6 19.1 46.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Old : 81,249: 12,212 34,035 5,639 50,761 16,110 68,613 55,785: 12,636 25,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,024: 1,275 -328 1,801 2,584 2,505 5,660 3,978: 364 2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
Old : 100.0: 15.0 41.9 6.9 62.5 19.8 84.4 68.7: 15.6 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 35 19 15 16 45 59:
Old : 77: 19 35 19 15 16 45 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 22.9 64.4 34.7 46.6 21.2 55.8 29.5
Old : 53.5 22.9 64.4 34.7 46.6 21.2 55.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Old : 36,636: 3,244 5,636 1,029 31,707 28,784 35,980 35,449: 656 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -4,318: -2,924 -726 0 -1,204 -3,668 -4,128 -4,394: -190 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Old : 100.0: 8.9 15.4 2.8 86.5 78.6 98.2 96.8: 1.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 18 4 19 20 29 39:
Old : 59: 7 18 4 19 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Old : 50.9 42.1 71.5 68.4 49.2 40.0 67.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Old : 40,954: 6,168 6,362 1,029 32,911 32,452 40,108 39,843: 846 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,779: -335 -529 -17 -3,568 -2,921 -3,920 -3,467: 141 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Old : 100.0: 15.1 15.5 2.5 80.4 79.2 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 19 4 19 23 29 43:
Old : 61: 7 19 4 19 23 29 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Old : 50.6 47.4 72.4 69.2 49.3 44.0 67.7 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Old : 13,893: 0 1,547 0 13,879 12,264 13,879 13,811: 14 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,322: -100 442 0 1,411 842 1,311 1,284: 11 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Old : 100.0: 0.0 11.1 0.0 99.9 88.3 99.9 99.4: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 7 0 6 10 6 17:
Old : 21: 0 7 0 6 10 6 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Old : 97.5 77.4 99.9 92.1 83.1 69.5 84.8 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,128: 1,670 1,773 3,126 15,484 12,593 20,280 17,492: 4,848 7,636
Old : 25,128: 1,670 1,773 3,126 15,484 12,593 20,280 17,492: 4,848 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 401: 250 -63 -10 207 297 447 224: -47 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.1 12.4 61.6 50.1 80.7 69.6: 19.3 30.4
Old : 100.0: 6.6 7.1 12.4 61.6 50.1 80.7 69.6: 19.3 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 5 11 25 18 39 30:
Old : 42: 10 5 11 25 18 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 28.5 57.3 47.3 43.2 25.3 52.6 39.1
Old : 43.2 28.5 57.3 47.3 43.2 25.3 52.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Old : 24,728: 1,420 1,837 3,135 15,278 12,296 19,833 17,268: 4,895 7,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,715: -1,058 -152 -686 -1,812 -2,152 -3,557 -2,990: -158 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 30.2
Old : 100.0: 5.7 7.4 12.7 61.8 49.7 80.2 69.8: 19.8 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 5 11 25 18 38 30:
Old : 41: 9 5 11 25 18 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
Old : 44.0 28.3 58.0 47.4 44.0 25.4 53.2 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 99,307: 10,787 23,906 19,047 51,496 27,091 81,330 70,044: 17,977 29,263
Old : 85,877: 9,099 23,821 15,519 45,622 22,727 70,240 62,067: 15,637 23,810
Other: 13,430: 4,074 2,471 1,142 5,874 4,364 11,090 7,977: 2,340 5,453
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,438: 383 2,959 -4,147 2,001 -878 -1,763 -2,067: 325 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 24.1 19.2 51.9 27.3 81.9 70.5: 18.1 29.5
Old : 100.0: 10.6 27.7 18.1 53.1 26.5 81.8 72.3: 18.2 27.7
Other: 100.0: 30.3 18.4 8.5 43.7 32.5 82.6 59.4: 17.4 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 30 61 45 35 34 95 113:
Old : 141: 34 55 43 33 34 91 112:
Other: 53: 18 12 9 11 18 33 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 15.0 43.0 23.9 29.3 12.6 42.7 19.1
Old : 33.9 14.4 46.3 24.2 33.9 12.6 45.8 20.1
Other: 49.8 28.0 65.8 41.5 48.5 24.3 62.9 35.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,745: 10,404 20,947 23,194 49,494 27,970 83,093 72,111: 17,652 28,634
Old : 87,982: 9,707 21,775 18,838 43,865 23,913 72,409 64,525: 15,572 23,456
Other: 12,763: 4,363 2,837 691 5,629 4,057 10,683 7,585: 2,080 5,178
: : :
: : Changes in Commitments from: May 31, 2005 :
: -3,322: -620 4,224 -6,433 2,175 -1,890 -4,878 -4,100: 1,556 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.8 23.0 49.1 27.8 82.5 71.6: 17.5 28.4
Old : 100.0: 11.0 24.7 21.4 49.9 27.2 82.3 73.3: 17.7 26.7
Other: 100.0: 34.2 22.2 5.4 44.1 31.8 83.7 59.4: 16.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 31 66 62 32 34 110 129:
Old : 157: 35 66 61 30 34 108 127:
Other: 55: 22 12 8 10 17 35 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 14.3 42.4 23.9 28.8 13.2 41.6 18.7
Old : 33.1 14.3 45.5 24.3 33.0 13.6 44.8 19.9
Other: 50.1 29.0 67.8 39.9 48.8 25.8 64.7 36.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 4,180: 643 1,602 621 1,227 744 2,491 2,967: 1,689 1,212
Old : 4,101: 649 1,635 563 1,210 744 2,422 2,942: 1,679 1,158
Other: 79: 51 24 1 17 0 69 25: 10 54
: : :
: : Changes in Commitments from: June 7, 2005 :
: 121: 117 -102 -4 -87 28 26 -78: 94 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 38.3 14.9 29.4 17.8 59.6 71.0: 40.4 29.0
Old : 100.0: 15.8 39.9 13.7 29.5 18.1 59.1 71.7: 40.9 28.3
Other: 100.0: 64.6 30.4 1.3 21.5 0.0 87.3 31.6: 12.7 68.4
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 18 15 6 5 27 30:
Old : 40: 11 19 12 5 5 26 27:
Other: 9: 4 3 1 2 0 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 47.0 42.6 56.9 27.5 42.6 35.0 47.2
Old : 30.4 47.9 41.8 57.9 27.6 43.4 35.4 48.2
Other: 82.3 31.6 87.3 31.6 81.0 30.4 86.1 30.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 4,059: 525 1,704 625 1,314 716 2,464 3,046: 1,595 1,013
Old : 3,988: 533 1,750 568 1,299 716 2,400 3,035: 1,588 953
Other: 71: 48 10 1 15 0 64 11: 7 60
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4: 20 30 268 -142 -28 147 270: -143 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 42.0 15.4 32.4 17.6 60.7 75.0: 39.3 25.0
Old : 100.0: 13.4 43.9 14.3 32.6 18.0 60.2 76.1: 39.8 23.9
Other: 100.0: 67.6 14.1 1.4 21.1 0.0 90.1 15.5: 9.9 84.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 21 15 5 4 26 31:
Old : 41: 9 22 14 5 4 26 30:
Other: 5: 3 1 1 1 0 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 46.2 43.2 57.8 28.1 43.5 36.5 47.8
Old : 31.3 47.0 42.4 58.8 28.3 44.3 36.8 48.7
Other: 90.1 15.5 90.1 15.5 88.7 14.1 88.7 14.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 144,168: 30,720 18,752 22,537 73,450 68,102 126,708 109,392: 17,460 34,776
Old : 144,168: 30,720 18,752 22,537 73,450 68,102 126,708 109,392: 17,460 34,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -7,584: -4,542 5,727 -1,368 932 -7,690 -4,978 -3,331: -2,606 -4,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 13.0 15.6 50.9 47.2 87.9 75.9: 12.1 24.1
Old : 100.0: 21.3 13.0 15.6 50.9 47.2 87.9 75.9: 12.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 49 54 51 71 93 149 178:
Old : 221: 49 54 51 71 93 149 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 13.4 38.3 23.2 24.3 12.8 37.1 21.0
Old : 24.3 13.4 38.3 23.2 24.3 12.8 37.1 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Old : 151,752: 35,262 13,025 23,905 72,518 75,793 131,686 112,723: 20,066 39,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -9,941: -5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357: -1,425 -2,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 25.7
Old : 100.0: 23.2 8.6 15.8 47.8 49.9 86.8 74.3: 13.2 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 62 41 55 73 96 162 175:
Old : 224: 62 41 55 73 96 162 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
Old : 22.9 14.4 35.7 24.4 22.9 13.8 33.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,953: 1,189 655 260 1,237 1,785 2,686 2,700: 1,267 1,253
Old : 3,953: 1,189 655 260 1,237 1,785 2,686 2,700: 1,267 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 228: -46 193 -11 125 -132 67 49: 161 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 16.6 6.6 31.3 45.2 68.0 68.3: 32.0 31.7
Old : 100.0: 30.1 16.6 6.6 31.3 45.2 68.0 68.3: 32.0 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 13 8 18 19 34 35:
Old : 49: 11 13 8 18 19 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 35.6 37.5 46.3 23.2 33.5 34.0 43.4
Old : 24.9 35.6 37.5 46.3 23.2 33.5 34.0 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Old : 3,724: 1,235 462 271 1,112 1,918 2,619 2,651: 1,106 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: -10 104 -42 67 -130 14 -69: -144 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 28.8
Old : 100.0: 33.2 12.4 7.3 29.9 51.5 70.3 71.2: 29.7 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 11 9 18 19 34 34:
Old : 47: 11 11 9 18 19 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
Old : 27.4 37.9 40.1 47.9 26.1 36.1 37.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,428: 8,357 2,321 3,573 7,976 4,676 19,905 10,569: 5,522 14,859
Old : 25,428: 8,357 2,321 3,573 7,976 4,676 19,905 10,569: 5,522 14,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -1,100: -1,578 -552 -109 596 452 -1,091 -209: -9 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 9.1 14.1 31.4 18.4 78.3 41.6: 21.7 58.4
Old : 100.0: 32.9 9.1 14.1 31.4 18.4 78.3 41.6: 21.7 58.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 38 23 23 40 43 95 75:
Old : 128: 38 23 23 40 43 95 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 10.1 28.5 16.6 16.1 6.8 26.3 11.6
Old : 17.2 10.1 28.5 16.6 16.1 6.8 26.3 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Old : 26,528: 9,935 2,873 3,682 7,380 4,223 20,997 10,778: 5,532 15,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,634: -444 352 630 951 -57 1,137 924: 497 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
Old : 100.0: 37.4 10.8 13.9 27.8 15.9 79.1 40.6: 20.9 59.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 48 27 23 36 41 98 79:
Old : 140: 48 27 23 36 41 98 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Old : 17.8 11.5 30.2 16.9 17.3 6.9 28.3 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 68,382: 11,516 28,509 1,651 27,509 17,233 40,676 47,392: 27,707 20,990
Old : 68,382: 11,516 28,509 1,651 27,509 17,233 40,676 47,392: 27,707 20,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -30,357: 1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833: -2,075 -2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 41.7 2.4 40.2 25.2 59.5 69.3: 40.5 30.7
Old : 100.0: 16.8 41.7 2.4 40.2 25.2 59.5 69.3: 40.5 30.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 13 21 7 25 23 43 46:
Old : 69: 13 21 7 25 23 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.7 36.6 35.3 21.6 20.7 33.4 34.9
Old : 23.8 20.7 36.6 35.3 21.6 20.7 33.4 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Old : 98,739: 10,259 36,319 1,466 57,231 37,440 68,957 75,226: 29,782 23,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,550: -656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049: 3,594 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 23.8
Old : 100.0: 10.4 36.8 1.5 58.0 37.9 69.8 76.2: 30.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 23 7 24 22 38 46:
Old : 63: 8 23 7 24 22 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
Old : 34.1 27.2 45.6 41.8 32.6 23.5 42.7 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 74,084: 2,905 46,486 0 64,004 4,362 66,909 50,848: 7,175 23,236
Old : 74,084: 2,905 46,486 0 64,004 4,362 66,909 50,848: 7,175 23,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -16,281: 962 -769 -1 -14,427 -14,653 -13,466 -15,423: -2,815 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 62.7 0.0 86.4 5.9 90.3 68.6: 9.7 31.4
Old : 100.0: 3.9 62.7 0.0 86.4 5.9 90.3 68.6: 9.7 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 26 0 12 3 14 29:
Old : 42: 2 26 0 12 3 14 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 25.4 84.5 39.9 68.1 25.4 84.1 39.9
Old : 68.1 25.4 84.5 39.9 68.1 25.4 84.1 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Old : 90,365: 1,943 47,255 1 78,431 19,015 80,375 66,271: 9,990 24,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 19,633: 270 7,006 -125 19,672 11,299 19,817 18,180: -185 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
Old : 100.0: 2.2 52.3 0.0 86.8 21.0 88.9 73.3: 11.1 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 25 1 22 9 25 34:
Old : 52: 2 25 1 22 9 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
Old : 49.4 21.0 68.9 36.6 41.5 19.9 57.1 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 102,624: 82,396 4,364 124 10,557 92,040 93,077 96,528: 9,548 6,096
Old : 102,624: 82,396 4,364 124 10,557 92,040 93,077 96,528: 9,548 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -18,452: 1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176: -642 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 4.3 0.1 10.3 89.7 90.7 94.1: 9.3 5.9
Old : 100.0: 80.3 4.3 0.1 10.3 89.7 90.7 94.1: 9.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 63 6 2 11 18 75 25:
Old : 95: 63 6 2 11 18 75 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 65.8 50.4 82.9 30.9 65.5 50.4 82.6
Old : 30.9 65.8 50.4 82.9 30.9 65.5 50.4 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Old : 121,076: 80,586 3,237 2,912 27,388 109,555 110,886 115,704: 10,190 5,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 10,898: -3,244 -331 2,186 10,746 7,943 9,688 9,798: 1,209 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
Old : 100.0: 66.6 2.7 2.4 22.6 90.5 91.6 95.6: 8.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 63 11 7 17 21 83 37:
Old : 106: 63 11 7 17 21 83 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
Old : 27.2 56.3 44.6 77.9 27.2 53.2 42.5 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 71,392: 14,149 31,268 1,451 36,709 19,096 52,309 51,815: 19,083 19,577
Old : 71,392: 14,149 31,268 1,451 36,709 19,096 52,309 51,815: 19,083 19,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -32,140: -526 8,199 63 -25,523 -38,394 -25,986 -30,133: -6,154 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 43.8 2.0 51.4 26.7 73.3 72.6: 26.7 27.4
Old : 100.0: 19.8 43.8 2.0 51.4 26.7 73.3 72.6: 26.7 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 22 5 18 15 33 40:
Old : 59: 13 22 5 18 15 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 24.3 50.2 39.0 32.8 24.3 47.8 38.5
Old : 34.1 24.3 50.2 39.0 32.8 24.3 47.8 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Old : 103,532: 14,675 23,069 1,388 62,232 57,490 78,295 81,947: 25,237 21,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,146: 300 -2,375 -1,209 206 7,291 -704 3,707: 3,850 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
Old : 100.0: 14.2 22.3 1.3 60.1 55.5 75.6 79.2: 24.4 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 11 21 5 25 18 38 42:
Old : 63: 11 21 5 25 18 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
Old : 24.7 36.0 43.0 51.7 23.7 32.2 39.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 168,766: 6,287 61,042 5,384 132,973 71,189 144,643 137,615: 24,124 31,151
Old : 168,766: 6,287 61,042 5,384 132,973 71,189 144,643 137,615: 24,124 31,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -22,389: 1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051: -5,802 3,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 36.2 3.2 78.8 42.2 85.7 81.5: 14.3 18.5
Old : 100.0: 3.7 36.2 3.2 78.8 42.2 85.7 81.5: 14.3 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 11 33 9 34 22 50 59:
Old : 85: 11 33 9 34 22 50 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 32.4 66.0 47.8 34.7 19.9 44.5 31.8
Old : 50.1 32.4 66.0 47.8 34.7 19.9 44.5 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Old : 191,156: 4,876 42,122 2,978 153,376 118,566 161,230 163,666: 29,925 27,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -19,990: -1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624: 1,438 -2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 14.4
Old : 100.0: 2.6 22.0 1.6 80.2 62.0 84.3 85.6: 15.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 9 26 8 32 31 45 61:
Old : 77: 9 26 8 32 31 45 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
Old : 57.9 37.9 71.5 51.3 54.4 36.5 65.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 173,504: 26,623 44,232 18,021 72,776 53,254 117,419 115,507: 56,085 57,998
Old : 173,504: 26,623 44,232 18,021 72,776 53,254 117,419 115,507: 56,085 57,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,951: 3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832: 4,942 4,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.5 10.4 41.9 30.7 67.7 66.6: 32.3 33.4
Old : 100.0: 15.3 25.5 10.4 41.9 30.7 67.7 66.6: 32.3 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 35 41 27 28 30 79 82:
Old : 116: 35 41 27 28 30 79 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 18.9 36.6 29.6 22.4 17.6 34.3 26.9
Old : 23.5 18.9 36.6 29.6 22.4 17.6 34.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Old : 220,455: 23,042 38,417 14,357 131,914 114,565 169,313 167,338: 51,143 53,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -22,117: -4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005: -24,253 -20,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
Old : 100.0: 10.5 17.4 6.5 59.8 52.0 76.8 75.9: 23.2 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 27 36 23 34 32 75 77:
Old : 108: 27 36 23 34 32 75 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
Old : 32.7 31.1 44.8 41.5 29.9 23.2 38.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Old : 67,930: 15,413 3,191 469 47,302 58,048 63,184 61,708: 4,746 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,298: 5,841 0 -120 7,229 13,078 12,950 12,958: -652 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Old : 100.0: 22.7 4.7 0.7 69.6 85.5 93.0 90.8: 7.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 12 16 15 19:
Old : 24: 2 3 1 12 16 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Old : 65.5 60.4 83.9 75.5 58.1 56.6 73.4 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,136,845: 602,973 614,478 3,013,407 6,483,818 5,896,992 10,100,198 9,524,878: 1,036,647 1,611,967
Old :11,136,845: 602,973 614,478 3,013,407 6,483,818 5,896,992 10,100,198 9,524,878: 1,036,647 1,611,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
:-2,927,316: -200,914 80,928 -1,179,416 -1,402,555 -1,746,105 -2,782,885 -2,844,594: -144,431 -82,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.5 27.1 58.2 53.0 90.7 85.5: 9.3 14.5
Old : 100.0: 5.4 5.5 27.1 58.2 53.0 90.7 85.5: 9.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 62 55 99 131 135 242 244:
Old : 264: 62 55 99 131 135 242 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.8 33.3 23.3 19.3 8.5 26.1 12.8
Old : 20.8 13.8 33.3 23.3 19.3 8.5 26.1 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Old :14,064,161: 803,887 533,550 4,192,824 7,886,373 7,643,097 12,883,083 12,369,471: 1,181,078 1,694,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 406,600: 85,075 -71,593 168,825 74,446 290,344 328,347 387,577: 78,253 19,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
Old : 100.0: 5.7 3.8 29.8 56.1 54.3 91.6 88.0: 8.4 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 65 69 113 144 143 272 267:
Old : 288: 65 69 113 144 143 272 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 15.8 31.0 26.0 16.1 9.1 21.1 13.5
Old : 18.0 15.8 31.0 26.0 16.1 9.1 21.1 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 842,141: 57,615 68,019 51,240 569,473 582,255 678,329 701,514: 163,812 140,626
Old : 842,141: 57,615 68,019 51,240 569,473 582,255 678,329 701,514: 163,812 140,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 55,739: -3,196 3,244 -2,333 57,606 53,636 52,076 54,547: 3,663 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.1 6.1 67.6 69.1 80.5 83.3: 19.5 16.7
Old : 100.0: 6.8 8.1 6.1 67.6 69.1 80.5 83.3: 19.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 41 44 57 105 73 183 137:
Old : 203: 41 44 57 105 73 183 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 31.1 26.2 42.8 15.9 26.5 22.6 37.4
Old : 18.0 31.1 26.2 42.8 15.9 26.5 22.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Old : 786,402: 60,811 64,775 53,574 511,868 528,619 626,253 646,967: 160,149 139,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 18,260: 2,177 -3,159 1,821 14,364 17,667 18,362 16,329: -101 1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
Old : 100.0: 7.7 8.2 6.8 65.1 67.2 79.6 82.3: 20.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 44 42 54 96 69 174 131:
Old : 203: 44 42 54 96 69 174 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
Old : 17.3 30.6 25.2 42.4 16.9 28.5 24.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,245,090: 202,750 212,772 65,357 610,630 840,391 878,737 1,118,520: 366,354 126,570
Old : 1,245,090: 202,750 212,772 65,357 610,630 840,391 878,737 1,118,520: 366,354 126,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 122,483: 3,505 -2,756 26,942 69,595 76,139 100,042 100,325: 22,441 22,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.1 5.2 49.0 67.5 70.6 89.8: 29.4 10.2
Old : 100.0: 16.3 17.1 5.2 49.0 67.5 70.6 89.8: 29.4 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 52 51 47 73 63 148 138:
Old : 191: 52 51 47 73 63 148 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 28.0 29.4 40.7 13.1 21.2 19.0 31.0
Old : 20.5 28.0 29.4 40.7 13.1 21.2 19.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Old : 1,122,607: 199,246 215,528 38,414 541,035 764,253 778,695 1,018,196: 343,912 104,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 30,863: 10,270 -9,589 14,391 6,398 19,443 31,059 24,245: -197 6,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
Old : 100.0: 17.7 19.2 3.4 48.2 68.1 69.4 90.7: 30.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 47 56 34 61 62 130 130:
Old : 195: 47 56 34 61 62 130 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 34.4
Old : 18.2 28.1 28.0 41.5 13.8 22.9 20.6 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Old : 16,980: 1,011 3,759 113 9,329 11,353 10,453 15,225: 6,527 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,329: 0 52 82 478 655 560 789: 769 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Old : 100.0: 6.0 22.1 0.7 54.9 66.9 61.6 89.7: 38.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Old : 33.6 42.8 46.9 67.2 33.0 39.6 43.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Old : 15,651: 1,011 3,707 31 8,851 10,698 9,893 14,436: 5,758 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,507: 286 2,426 12 2,931 1,106 3,229 3,544: 278 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Old : 100.0: 6.5 23.7 0.2 56.6 68.4 63.2 92.2: 36.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 12 14 15 17:
Old : 28: 2 3 1 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Old : 36.2 43.0 50.5 69.0 36.1 43.0 47.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Old : 43,113: 10,712 5,646 1,091 25,757 32,098 37,560 38,835: 5,553 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 10,125: 416 2,153 749 7,382 8,541 8,547 11,443: 1,578 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Old : 100.0: 24.8 13.1 2.5 59.7 74.5 87.1 90.1: 12.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 6 18 21 27 32:
Old : 41: 6 7 6 18 21 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Old : 45.4 51.7 66.0 67.1 37.0 43.2 56.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Old : 32,988: 10,296 3,493 342 18,375 23,557 29,013 27,392: 3,975 5,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,450: 498 -1,821 198 2,340 4,180 3,036 2,557: 414 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Old : 100.0: 31.2 10.6 1.0 55.7 71.4 88.0 83.0: 12.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 5 2 16 17 22 24:
Old : 35: 6 5 2 16 17 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Old : 45.6 58.2 68.9 68.9 44.6 54.3 67.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 75,807: 8,969 11,673 1,833 43,860 36,614 54,662 50,120: 21,144 25,687
Old : 75,807: 8,969 11,673 1,833 43,860 36,614 54,662 50,120: 21,144 25,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 18,919: -288 132 1,773 7,508 10,106 8,993 12,011: 9,926 6,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.4 2.4 57.9 48.3 72.1 66.1: 27.9 33.9
Old : 100.0: 11.8 15.4 2.4 57.9 48.3 72.1 66.1: 27.9 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 16 20 6 44 39 63 64:
Old : 94: 16 20 6 44 39 63 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 22.8 38.9 32.9 24.1 16.2 31.8 23.0
Old : 26.9 22.8 38.9 32.9 24.1 16.2 31.8 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Old : 56,887: 9,257 11,541 60 36,353 26,508 45,670 38,108: 11,218 18,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 944: -146 -1,414 45 -256 717 -357 -653: 1,301 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
Old : 100.0: 16.3 20.3 0.1 63.9 46.6 80.3 67.0: 19.7 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 17 19 3 31 27 49 48:
Old : 82: 17 19 3 31 27 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Old : 36.9 24.2 48.9 37.5 35.4 21.5 46.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 405,654: 86,261 110,180 16,032 199,169 220,852 301,462 347,064: 104,192 58,589
Old : 405,654: 86,261 110,180 16,032 199,169 220,852 301,462 347,064: 104,192 58,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 86,251: 6,214 -1,185 8,588 37,417 41,735 52,219 49,139: 34,032 37,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 27.2 4.0 49.1 54.4 74.3 85.6: 25.7 14.4
Old : 100.0: 21.3 27.2 4.0 49.1 54.4 74.3 85.6: 25.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 57 54 24 52 42 119 111:
Old : 179: 57 54 24 52 42 119 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 32.1 36.0 45.7 20.3 25.6 26.5 34.7
Old : 28.2 32.1 36.0 45.7 20.3 25.6 26.5 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Old : 319,402: 80,047 111,365 7,444 161,752 179,116 249,242 297,926: 70,160 21,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,588: 8,354 -693 386 -5,482 16,737 3,258 16,430: 8,330 -4,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 6.7
Old : 100.0: 25.1 34.9 2.3 50.6 56.1 78.0 93.3: 22.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 59 65 14 47 37 111 111:
Old : 192: 59 65 14 47 37 111 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
Old : 33.5 34.3 43.2 48.9 27.2 26.6 34.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,654: 19,846 4,483 838 21,913 45,885 42,596 51,205: 19,058 10,449
Old : 61,654: 19,846 4,483 838 21,913 45,885 42,596 51,205: 19,058 10,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -28,215: 4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267: -1,060 -3,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.3 1.4 35.5 74.4 69.1 83.1: 30.9 16.9
Old : 100.0: 32.2 7.3 1.4 35.5 74.4 69.1 83.1: 30.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 7 3 14 19 25 26:
Old : 41: 8 7 3 14 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 38.3 57.6 59.2 51.0 37.9 57.6 58.2
Old : 51.0 38.3 57.6 59.2 51.0 37.9 57.6 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Old : 89,869: 15,566 2,591 1,192 52,994 71,690 69,752 75,472: 20,117 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,957: -326 -8,163 -2,278 460 10,847 -2,143 407: 186 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 16.0
Old : 100.0: 17.3 2.9 1.3 59.0 79.8 77.6 84.0: 22.4 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 3 3 22 21 32 25:
Old : 40: 8 3 3 22 21 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
Old : 42.9 57.1 54.8 69.3 39.7 51.7 47.6 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 45,526: 555 14,438 886 35,454 25,531 36,895 40,855: 8,631 4,671
Old : 45,526: 555 14,438 886 35,454 25,531 36,895 40,855: 8,631 4,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,557: -494 558 441 5,290 5,988 5,237 6,987: 1,320 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 31.7 1.9 77.9 56.1 81.0 89.7: 19.0 10.3
Old : 100.0: 1.2 31.7 1.9 77.9 56.1 81.0 89.7: 19.0 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 14 4 31 29 37 44:
Old : 63: 3 14 4 31 29 37 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 37.0 61.5 50.1 45.3 31.4 52.0 43.0
Old : 50.3 37.0 61.5 50.1 45.3 31.4 52.0 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Old : 38,969: 1,048 13,880 446 30,164 19,542 31,658 33,868: 7,311 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,140: 40 223 338 -1,545 937 -1,167 1,498: 2,307 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
Old : 100.0: 2.7 35.6 1.1 77.4 50.1 81.2 86.9: 18.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 13 3 28 28 33 43:
Old : 61: 4 13 3 28 28 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Old : 52.9 35.5 61.3 47.9 51.2 35.1 59.1 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 307,436: 48,268 37,001 22,555 208,713 211,321 279,536 270,877: 27,900 36,560
Old : 307,436: 48,268 37,001 22,555 208,713 211,321 279,536 270,877: 27,900 36,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 57,056: -748 3,777 18,342 21,806 18,887 39,399 41,006: 17,657 16,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.0 7.3 67.9 68.7 90.9 88.1: 9.1 11.9
Old : 100.0: 15.7 12.0 7.3 67.9 68.7 90.9 88.1: 9.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 20 39 22 43 50 77 98:
Old : 125: 20 39 22 43 50 77 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 32.9 62.8 48.3 47.5 29.3 55.8 41.2
Old : 53.3 32.9 62.8 48.3 47.5 29.3 55.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Old : 250,380: 49,016 33,224 4,213 186,907 192,434 240,137 229,871: 10,244 20,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,370: -3,595 -2,284 936 4,697 -142 2,038 -1,490: -667 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
Old : 100.0: 19.6 13.3 1.7 74.6 76.9 95.9 91.8: 4.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 38 12 38 49 61 91:
Old : 120: 15 38 12 38 49 61 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
Old : 62.3 37.2 72.7 52.4 59.0 34.3 68.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,461: 9,701 7,215 338 9,845 14,737 19,884 22,290: 11,577 9,171
Old : 31,461: 9,701 7,215 338 9,845 14,737 19,884 22,290: 11,577 9,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,574: -4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179: -7,343 -8,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 22.9 1.1 31.3 46.8 63.2 70.8: 36.8 29.2
Old : 100.0: 30.8 22.9 1.1 31.3 46.8 63.2 70.8: 36.8 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 21 12 2 13 16 35 30:
Old : 60: 21 12 2 13 16 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 40.3 31.7 48.7 19.4 40.3 31.7 48.7
Old : 19.4 40.3 31.7 48.7 19.4 40.3 31.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Old : 53,035: 14,027 6,622 2,784 17,304 26,063 34,115 35,469: 18,920 17,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,271: 460 1,066 2,641 2,975 2,149 6,076 5,856: 5,195 5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
Old : 100.0: 26.4 12.5 5.2 32.6 49.1 64.3 66.9: 35.7 33.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 29 19 10 22 27 59 48:
Old : 87: 29 19 10 22 27 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
Old : 14.9 23.3 23.2 33.2 12.5 22.5 20.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Old : 39,374: 6,993 426 1,978 18,055 2,439 27,026 4,843: 12,348 34,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 11,040: -124 -134 1,875 1,392 40 3,143 1,781: 7,897 9,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Old : 100.0: 17.8 1.1 5.0 45.9 6.2 68.6 12.3: 31.4 87.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 9 2 8 12 4 24 13:
Old : 28: 9 2 8 12 4 24 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Old : 45.5 7.5 52.7 11.0 44.9 6.5 52.1 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Old : 29,867: 1,832 3,844 693 12,060 22,336 14,585 26,873: 15,282 2,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -46,271: -2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092: -2,601 -37,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Old : 100.0: 6.1 12.9 2.3 40.4 74.8 48.8 90.0: 51.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 12 3 15 21 20 36:
Old : 42: 4 12 3 15 21 20 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Old : 21.0 47.4 35.3 62.3 15.8 35.2 21.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Old : 76,138: 4,652 5,728 769 52,834 29,468 58,255 35,965: 17,883 40,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,612: 203 -34 170 251 1,405 624 1,541: 988 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Old : 100.0: 6.1 7.5 1.0 69.4 38.7 76.5 47.2: 23.5 52.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 14 4 19 29 26 46:
Old : 52: 5 14 4 19 29 26 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Old : 58.6 19.3 66.5 29.2 46.8 12.0 52.1 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 151,903: 59,817 5,630 27,167 29,178 105,430 116,163 138,227: 35,740 13,675
Old : 151,903: 59,817 5,630 27,167 29,178 105,430 116,163 138,227: 35,740 13,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,783: -5,182 -1,716 5,372 5,964 3,414 6,154 7,070: -371 -1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.7 17.9 19.2 69.4 76.5 91.0: 23.5 9.0
Old : 100.0: 39.4 3.7 17.9 19.2 69.4 76.5 91.0: 23.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 106 32 54 26 41 149 113:
Old : 187: 106 32 54 26 41 149 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 29.9 28.0 48.1 13.6 25.8 20.9 38.4
Old : 18.3 29.9 28.0 48.1 13.6 25.8 20.9 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 146,120: 64,999 7,347 21,794 23,214 102,016 110,008 131,157: 36,111 14,962
Old : 146,120: 64,999 7,347 21,794 23,214 102,016 110,008 131,157: 36,111 14,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,312: 12,457 -2,807 921 -4,750 9,289 8,628 7,403: 684 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 5.0 14.9 15.9 69.8 75.3 89.8: 24.7 10.2
Old : 100.0: 44.5 5.0 14.9 15.9 69.8 75.3 89.8: 24.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 97 40 50 27 45 144 116:
Old : 187: 97 40 50 27 45 144 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 31.5 25.1 45.4 14.9 26.9 23.6 40.2
Old : 14.9 31.5 25.1 45.4 14.9 26.9 23.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 110,612: 37,309 15,042 17,000 41,445 63,774 95,753 95,815: 14,858 14,796
Old : 110,612: 37,309 15,042 17,000 41,445 63,774 95,753 95,815: 14,858 14,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 5,317: 5,217 2,493 -1,085 884 3,856 5,017 5,265: 300 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 13.6 15.4 37.5 57.7 86.6 86.6: 13.4 13.4
Old : 100.0: 33.7 13.6 15.4 37.5 57.7 86.6 86.6: 13.4 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 67 51 42 42 44 134 118:
Old : 177: 67 51 42 42 44 134 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 28.4 34.2 42.8 21.9 27.4 30.3 41.3
Old : 23.5 28.4 34.2 42.8 21.9 27.4 30.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 105,295: 32,092 12,549 18,084 40,561 59,918 90,737 90,551: 14,558 14,744
Old : 105,295: 32,092 12,549 18,084 40,561 59,918 90,737 90,551: 14,558 14,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 8,432: 8,764 -647 -129 -2,576 7,223 6,059 6,447: 2,372 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 11.9 17.2 38.5 56.9 86.2 86.0: 13.8 14.0
Old : 100.0: 30.5 11.9 17.2 38.5 56.9 86.2 86.0: 13.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 51 43 43 45 130 121:
Old : 174: 64 51 43 43 45 130 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 28.7 33.3 44.1 22.5 27.4 30.9 41.5
Old : 22.5 28.7 33.3 44.1 22.5 27.4 30.9 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 310,698: 123,715 64,827 48,654 82,434 175,074 254,803 288,555: 55,895 22,143
Old : 310,698: 123,715 64,827 48,654 82,434 175,074 254,803 288,555: 55,895 22,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 12,916: 9,645 -8,655 3,812 -4,162 17,891 9,295 13,048: 3,621 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 20.9 15.7 26.5 56.3 82.0 92.9: 18.0 7.1
Old : 100.0: 39.8 20.9 15.7 26.5 56.3 82.0 92.9: 18.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 131 63 63 41 43 198 148:
Old : 252: 131 63 63 41 43 198 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 32.4 32.6 47.2 19.6 28.4 24.6 39.7
Old : 24.4 32.4 32.6 47.2 19.6 28.4 24.6 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 297,782: 114,070 73,481 44,843 86,596 157,183 245,508 275,507: 52,274 22,275
Old : 297,782: 114,070 73,481 44,843 86,596 157,183 245,508 275,507: 52,274 22,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 3,185: 789 -5,491 4,206 -6,390 8,457 -1,395 7,173: 4,580 -3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 24.7 15.1 29.1 52.8 82.4 92.5: 17.6 7.5
Old : 100.0: 38.3 24.7 15.1 29.1 52.8 82.4 92.5: 17.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 115 74 54 43 44 183 150:
Old : 247: 115 74 54 43 44 183 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 32.3 33.9 46.1 20.4 29.2 25.9 38.5
Old : 25.7 32.3 33.9 46.1 20.4 29.2 25.9 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Old : 13,152: 6,530 1,578 574 2,403 10,150 9,507 12,302: 3,645 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 834: -458 -153 235 276 474 53 556: 781 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
Old : 100.0: 49.7 12.0 4.4 18.3 77.2 72.3 93.5: 27.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 22 2 10 8 6 39 16:
Old : 40: 22 2 10 8 6 39 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Old : 41.0 85.2 53.9 91.2 41.0 79.8 52.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Old : 12,318: 6,988 1,731 339 2,127 9,676 9,454 11,746: 2,864 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,349: 329 177 121 212 818 662 1,116: 687 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Old : 100.0: 56.7 14.1 2.8 17.3 78.6 76.7 95.4: 23.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 24 2 5 7 5 36 10:
Old : 37: 24 2 5 7 5 36 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Old : 43.7 85.5 57.8 94.6 43.7 81.1 57.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 92,210: 14,798 10,621 8,700 45,904 48,125 69,402 67,446: 22,808 24,764
Old : 92,098: 14,773 10,621 8,700 45,827 48,101 69,300 67,422: 22,798 24,676
Other: 112: 25 0 0 77 24 102 24: 10 88
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,163: -1,853 1,899 1,374 3,653 -273 3,175 3,001: 2,988 3,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 11.5 9.4 49.8 52.2 75.3 73.1: 24.7 26.9
Old : 100.0: 16.0 11.5 9.4 49.8 52.2 75.2 73.2: 24.8 26.8
Other: 100.0: 22.3 0.0 0.0 68.8 21.4 91.1 21.4: 8.9 78.6
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 29 25 19 62 51 100 87:
Old : 127: 29 25 19 62 51 100 87:
Other: 7: 1 0 0 3 3 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 29.0 30.4 38.5 17.4 23.2 23.6 28.5
Old : 21.9 29.0 30.4 38.6 17.4 23.3 23.6 28.6
Other: 91.1 21.4 91.1 21.4 91.1 21.4 91.1 21.4
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 86,047: 16,651 8,721 7,326 42,251 48,398 66,227 64,445: 19,820 21,602
Old : 85,949: 16,626 8,721 7,326 42,201 48,388 66,152 64,435: 19,797 21,514
Other: 98: 25 0 0 50 10 75 10: 23 88
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,987: 19 -349 145 92 853 256 649: 2,731 2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.1 8.5 49.1 56.2 77.0 74.9: 23.0 25.1
Old : 100.0: 19.3 10.1 8.5 49.1 56.3 77.0 75.0: 23.0 25.0
Other: 100.0: 25.5 0.0 0.0 51.0 10.2 76.5 10.2: 23.5 89.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 32 20 16 50 48 86 80:
Old : 117: 32 20 16 50 48 86 80:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 30.9 28.5 39.9 16.6 25.3 23.8 31.0
Old : 20.2 30.9 28.5 40.0 16.6 25.4 23.8 31.1
Other: 76.5 10.2 76.5 10.2 76.5 10.2 76.5 10.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 30,932: 2,112 3,211 800 19,330 15,150 22,242 19,161: 8,690 11,772
Old : 10,879: 1,470 2,554 103 4,036 2,845 5,610 5,502: 5,270 5,377
Other: 20,053: 950 965 389 15,294 12,305 16,632 13,658: 3,420 6,395
: : :
: : Changes in Commitments from: June 7, 2005 :
: -211: -284 181 -453 -639 -1,104 -1,376 -1,377: 1,165 1,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 10.4 2.6 62.5 49.0 71.9 61.9: 28.1 38.1
Old : 100.0: 13.5 23.5 1.0 37.1 26.2 51.6 50.6: 48.4 49.4
Other: 100.0: 4.7 4.8 1.9 76.3 61.4 82.9 68.1: 17.1 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 8 3 20 15 27 25:
Old : 33: 5 8 1 17 7 22 16:
Other: 29: 3 4 1 16 14 20 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 39.3 53.6 49.1 40.5 37.4 50.3 45.0
Old : 23.0 33.2 34.0 44.7 22.4 31.8 33.4 43.3
Other: 60.1 49.1 72.4 60.8 59.8 47.9 71.5 55.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 31,143: 2,396 3,030 1,253 19,968 16,254 23,618 20,538: 7,525 10,605
Old : 12,949: 2,897 3,080 121 5,219 5,119 8,238 8,321: 4,711 4,628
Other: 18,194: 147 599 484 14,749 11,135 15,380 12,217: 2,814 5,977
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,485: -91 29 -353 -360 -1,074 -804 -1,398: -682 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.7 4.0 64.1 52.2 75.8 65.9: 24.2 34.1
Old : 100.0: 22.4 23.8 0.9 40.3 39.5 63.6 64.3: 36.4 35.7
Other: 100.0: 0.8 3.3 2.7 81.1 61.2 84.5 67.2: 15.5 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 12 6 19 14 30 27:
Old : 39: 9 9 2 14 11 24 21:
Other: 28: 2 5 3 16 13 21 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 41.1 55.7 51.1 42.8 37.7 53.1 44.4
Old : 28.9 35.4 43.9 50.3 28.2 34.4 43.1 49.3
Other: 62.9 49.1 74.0 59.1 62.5 45.9 71.5 51.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 126,852: 18,231 24,343 23,230 69,074 65,897 110,535 113,469: 16,317 13,382
Old : 27,820: 8,737 10,884 0 11,708 13,653 20,445 24,537: 7,375 3,283
Other: 99,032: 11,587 15,552 21,136 57,366 52,244 90,090 88,932: 8,942 10,099
: : :
: : Changes in Commitments from: June 7, 2005 :
: -21,439: -437 7,805 -14,627 -7,855 -15,730 -22,919 -22,552: 1,480 1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 19.2 18.3 54.5 51.9 87.1 89.5: 12.9 10.5
Old : 100.0: 31.4 39.1 0.0 42.1 49.1 73.5 88.2: 26.5 11.8
Other: 100.0: 11.7 15.7 21.3 57.9 52.8 91.0 89.8: 9.0 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 67 60 48 69 57 158 146:
Old : 113: 38 25 0 33 21 71 46:
Other: 177: 49 53 40 67 57 134 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 25.9 30.1 34.6 19.9 21.9 28.7 28.2
Old : 19.2 46.8 30.8 61.6 19.0 44.7 30.5 59.4
Other: 23.0 23.0 33.3 32.9 23.0 18.8 33.0 24.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 148,291: 18,668 16,538 37,856 76,929 81,628 133,454 136,022: 14,837 12,269
Old : 73,475: 10,940 15,454 16,747 38,543 34,921 66,230 67,122: 7,245 6,353
Other: 74,815: 9,566 2,922 19,271 38,386 46,707 67,224 68,900: 7,592 5,915
: : :
: : Changes in Commitments from: May 31, 2005 :
: 4,284: -2,581 1,497 5,663 1,428 -2,844 4,510 4,316: -226 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.2 25.5 51.9 55.0 90.0 91.7: 10.0 8.3
Old : 100.0: 14.9 21.0 22.8 52.5 47.5 90.1 91.4: 9.9 8.6
Other: 100.0: 12.8 3.9 25.8 51.3 62.4 89.9 92.1: 10.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 70 64 63 70 60 174 157:
Old : 187: 64 56 48 55 43 144 122:
Other: 157: 43 41 48 62 55 132 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 29.7 30.7 39.2 17.0 18.8 24.0 23.7
Old : 25.7 39.6 39.0 47.1 21.6 27.5 31.0 34.1
Other: 19.2 24.5 30.0 37.6 16.2 19.7 25.4 27.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 41,860: 10,852 3,678 10,070 15,262 25,747 36,185 39,494: 5,676 2,366
Old : 38,770: 10,945 4,051 8,315 13,993 24,094 33,253 36,460: 5,517 2,310
Other: 3,091: 425 144 1,237 1,270 1,653 2,932 3,034: 159 56
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,589: 508 595 1,561 607 1,076 2,676 3,232: -88 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.8 24.1 36.5 61.5 86.4 94.3: 13.6 5.7
Old : 100.0: 28.2 10.4 21.4 36.1 62.1 85.8 94.0: 14.2 6.0
Other: 100.0: 13.7 4.7 40.0 41.1 53.5 94.9 98.2: 5.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 53 23 25 20 18 87 54:
Old : 106: 53 23 25 20 18 87 54:
Other: 23: 8 7 11 7 5 20 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 46.6 40.1 61.4 20.4 37.0 27.8 47.0
Old : 25.6 46.8 39.6 61.1 21.6 38.6 29.6 49.5
Other: 54.0 65.6 72.9 85.2 18.7 27.2 24.1 29.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 39,272: 10,345 3,083 8,508 14,656 24,671 33,508 36,263: 5,763 3,009
Old : 36,999: 10,455 3,344 7,191 13,729 23,504 31,375 34,038: 5,624 2,960
Other: 2,273: 399 248 808 926 1,167 2,133 2,224: 140 49
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,823: 337 -368 587 648 1,173 1,572 1,391: 252 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 7.9 21.7 37.3 62.8 85.3 92.3: 14.7 7.7
Old : 100.0: 28.3 9.0 19.4 37.1 63.5 84.8 92.0: 15.2 8.0
Other: 100.0: 17.5 10.9 35.6 40.7 51.4 93.8 97.8: 6.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 51 21 25 23 19 88 53:
Old : 104: 53 19 25 23 19 88 53:
Other: 24: 9 7 9 7 5 19 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 47.4 39.2 61.6 21.2 40.0 29.4 50.2
Old : 24.2 47.6 38.9 61.5 22.1 41.3 30.7 52.5
Other: 52.7 70.4 75.8 87.6 25.4 32.3 31.2 36.3
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 150,149: 24,225 23,152 14,892 98,281 105,846 137,398 143,890: 12,751 6,259
Old : 68,200: 13,682 19,993 8,204 35,734 35,150 57,621 63,348: 10,579 4,852
Other: 81,949: 11,926 4,543 5,304 62,547 70,696 79,777 80,542: 2,172 1,406
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,023: 1,302 -2,523 2,116 -6,079 -211 -2,661 -618: 3,684 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 9.9 65.5 70.5 91.5 95.8: 8.5 4.2
Old : 100.0: 20.1 29.3 12.0 52.4 51.5 84.5 92.9: 15.5 7.1
Other: 100.0: 14.6 5.5 6.5 76.3 86.3 97.4 98.3: 2.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 59 49 41 50 40 132 114:
Old : 167: 63 45 37 47 36 126 104:
Other: 90: 25 21 24 33 30 70 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 35.7 45.3 51.4 18.8 22.9 29.0 30.7
Old : 24.8 30.3 34.1 44.5 19.6 22.0 27.2 33.0
Other: 44.1 55.4 62.2 69.1 26.8 37.9 39.4 47.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 149,126: 22,922 25,675 12,776 104,361 106,056 140,059 144,508: 9,068 4,619
Old : 70,802: 13,763 24,907 5,745 43,885 36,718 63,393 67,371: 7,409 3,431
Other: 78,324: 11,290 2,899 4,900 60,476 69,338 76,666 77,137: 1,658 1,187
: : :
: : Changes in Commitments from: May 31, 2005 :
: 730: -170 1,817 -1,459 2,586 1,165 956 1,523: -226 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.2 8.6 70.0 71.1 93.9 96.9: 6.1 3.1
Old : 100.0: 19.4 35.2 8.1 62.0 51.9 89.5 95.2: 10.5 4.8
Other: 100.0: 14.4 3.7 6.3 77.2 88.5 97.9 98.5: 2.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 52 53 33 52 38 124 107:
Old : 162: 61 44 27 50 31 120 93:
Other: 79: 16 21 21 31 30 62 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 35.5 46.5 52.6 19.0 22.5 29.7 30.5
Old : 25.8 31.7 38.3 45.8 19.3 23.1 27.0 34.0
Other: 44.2 56.5 63.7 71.5 27.0 39.7 42.4 49.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 439,830: 78,401 50,310 61,786 227,831 283,911 368,017 396,007: 71,813 43,823
Old : 439,830: 78,401 50,310 61,786 227,831 283,911 368,017 396,007: 71,813 43,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -31,861: 1,246 -7,964 -14,292 -19,712 -8,830 -32,758 -31,087: 897 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.4 14.0 51.8 64.6 83.7 90.0: 16.3 10.0
Old : 100.0: 17.8 11.4 14.0 51.8 64.6 83.7 90.0: 16.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 45 35 35 55 49 118 102:
Old : 144: 45 35 35 55 49 118 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 29.2 26.6 44.0 13.9 23.6 23.7 32.5
Old : 14.7 29.2 26.6 44.0 13.9 23.6 23.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Old : 471,691: 77,155 58,274 76,078 247,543 292,742 400,775 427,094: 70,916 44,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,045: 4,656 -8,478 5,622 -8,350 13,149 1,928 10,293: 117 -8,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 9.5
Old : 100.0: 16.4 12.4 16.1 52.5 62.1 85.0 90.5: 15.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 46 47 49 58 49 133 117:
Old : 159: 46 47 49 58 49 133 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
Old : 15.0 26.6 26.7 41.5 13.2 21.1 23.3 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 118,984: 24,200 10,272 24,936 61,093 77,965 110,229 113,173: 8,756 5,812
Old : 86,302: 23,704 12,084 12,614 42,990 57,695 79,308 82,392: 6,995 3,910
Other: 32,682: 3,366 1,058 9,452 18,103 20,270 30,921 30,781: 1,761 1,901
: : :
: : Changes in Commitments from: June 7, 2005 :
: -15,234: -10,401 991 -11,462 8,974 -4,148 -12,889 -14,619: -2,346 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.6 21.0 51.3 65.5 92.6 95.1: 7.4 4.9
Old : 100.0: 27.5 14.0 14.6 49.8 66.9 91.9 95.5: 8.1 4.5
Other: 100.0: 10.3 3.2 28.9 55.4 62.0 94.6 94.2: 5.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 126 62 100 86 90 258 213:
Old : 295: 130 60 86 75 82 238 196:
Other: 171: 41 40 56 59 75 133 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 23.9 30.7 36.2 15.5 15.5 24.6 25.0
Old : 21.0 26.4 33.9 38.2 20.6 20.8 32.2 31.2
Other: 29.1 33.6 41.8 46.0 22.6 25.0 30.0 31.4
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 134,219: 34,601 9,281 36,398 52,118 82,112 123,117 127,791: 11,101 6,427
Old : 106,929: 34,679 14,294 23,216 39,449 64,522 97,344 102,032: 9,585 4,897
Other: 27,290: 5,842 907 7,263 12,669 17,590 25,774 25,759: 1,516 1,531
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,205: 4,945 -9 3,035 606 6,831 8,586 9,857: 619 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 6.9 27.1 38.8 61.2 91.7 95.2: 8.3 4.8
Old : 100.0: 32.4 13.4 21.7 36.9 60.3 91.0 95.4: 9.0 4.6
Other: 100.0: 21.4 3.3 26.6 46.4 64.5 94.4 94.4: 5.6 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 168 63 128 91 101 318 242:
Old : 354: 161 74 119 88 97 311 230:
Other: 170: 51 29 56 55 78 123 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 21.4 24.9 32.3 14.0 16.4 22.0 25.0
Old : 17.6 21.2 26.9 32.6 17.6 17.7 26.9 27.8
Other: 29.2 33.7 42.3 44.1 23.0 24.9 30.9 31.2
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,333: 19,469 2,636 2,486 3,380 22,205 25,334 27,327: 3,999 2,006
Old : 29,333: 19,469 2,636 2,486 3,380 22,205 25,334 27,327: 3,999 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -6,878: 1,490 614 -512 -7,545 -6,482 -6,567 -6,380: -311 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 9.0 8.5 11.5 75.7 86.4 93.2: 13.6 6.8
Old : 100.0: 66.4 9.0 8.5 11.5 75.7 86.4 93.2: 13.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 35 8 10 9 7 48 22:
Old : 56: 35 8 10 9 7 48 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 80.7 53.1 89.0 31.2 72.6 49.1 78.2
Old : 32.1 80.7 53.1 89.0 31.2 72.6 49.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Old : 36,211: 17,978 2,022 2,998 10,925 28,687 31,901 33,707: 4,309 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 5,338: 372 -404 -746 5,823 6,056 5,449 4,906: -110 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 6.9
Old : 100.0: 49.6 5.6 8.3 30.2 79.2 88.1 93.1: 11.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 33 6 10 11 8 49 22:
Old : 56: 33 6 10 11 8 49 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
Old : 42.9 77.8 60.1 89.5 26.1 61.4 38.9 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 220,901: 32,737 26,106 47,461 97,227 111,837 177,425 185,405: 43,475 35,496
Old : 220,901: 32,737 26,106 47,461 97,227 111,837 177,425 185,405: 43,475 35,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 11,959: 2,098 2,534 7,758 -4,379 -2,285 5,477 8,007: 6,482 3,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 11.8 21.5 44.0 50.6 80.3 83.9: 19.7 16.1
Old : 100.0: 14.8 11.8 21.5 44.0 50.6 80.3 83.9: 19.7 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 36 24 33 60 64 115 107:
Old : 133: 36 24 33 60 64 115 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 20.9 25.3 29.8 11.5 11.7 18.4 17.0
Old : 15.1 20.9 25.3 29.8 11.5 11.7 18.4 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Old : 208,942: 30,639 23,572 39,704 101,606 114,122 171,949 177,398: 36,993 31,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,324: 7,340 -1,996 8,854 -5,259 2,960 10,936 9,819: 1,389 2,506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
Old : 100.0: 14.7 11.3 19.0 48.6 54.6 82.3 84.9: 17.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 36 22 30 59 65 111 103:
Old : 129: 36 22 30 59 65 111 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
Old : 15.7 21.1 26.3 30.7 12.0 12.8 19.4 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 772,239: 27,034 62,409 314,351 344,255 354,844 685,640 731,604: 86,600 40,635
Old : 772,239: 27,034 62,409 314,351 344,255 354,844 685,640 731,604: 86,600 40,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 24,190: -1,991 -1,048 15,798 5,487 8,502 19,293 23,252: 4,896 937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.1 40.7 44.6 46.0 88.8 94.7: 11.2 5.3
Old : 100.0: 3.5 8.1 40.7 44.6 46.0 88.8 94.7: 11.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 53 56 78 89 83 186 175:
Old : 202: 53 56 78 89 83 186 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 22.7 31.1 35.2 4.4 6.4 6.6 11.2
Old : 20.0 22.7 31.1 35.2 4.4 6.4 6.6 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Old : 748,050: 29,025 63,457 298,553 338,768 346,342 666,346 708,352: 81,703 39,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 9,032: -4,238 -12,451 3,253 4,074 18,623 3,089 9,425: 5,943 -393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
Old : 100.0: 3.9 8.5 39.9 45.3 46.3 89.1 94.7: 10.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 49 58 74 89 80 181 173:
Old : 201: 49 58 74 89 80 181 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
Old : 19.4 21.4 30.0 33.9 4.6 6.4 6.9 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Old : 34,056: 12,067 1,793 512 17,580 22,400 30,159 24,705: 3,897 9,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -576: 350 -924 16 -1,504 494 -1,138 -414: 562 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5
Old : 100.0: 35.4 5.3 1.5 51.6 65.8 88.6 72.5: 11.4 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 14 14 17 17:
Old : 22: 3 1 2 14 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
Old : 56.3 38.2 76.7 58.1 54.8 31.7 69.3 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Old : 34,632: 11,717 2,717 496 19,084 21,906 31,297 25,119: 3,335 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,353: 3,704 -401 -904 -3,119 398 -319 -907: -1,034 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Old : 100.0: 33.8 7.8 1.4 55.1 63.3 90.4 72.5: 9.6 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 15 13 17 15:
Old : 21: 2 1 1 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Old : 56.7 37.9 78.2 58.2 55.2 32.6 70.7 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Old : 123,996: 4,570 16,024 18,992 90,165 81,398 113,727 116,414: 10,269 7,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -385: -1,270 332 526 910 -2,750 166 -1,892: -551 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Old : 100.0: 3.7 12.9 15.3 72.7 65.6 91.7 93.9: 8.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 3 22 23 25 26:
Old : 31: 1 2 3 22 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
Old : 61.2 44.2 73.8 63.7 51.7 32.4 57.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Old : 124,381: 5,840 15,692 18,466 89,255 84,148 113,561 118,306: 10,820 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,331: -2,414 3,946 4,094 -355 -3,137 1,325 4,903: 6 -3,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Old : 100.0: 4.7 12.6 14.8 71.8 67.7 91.3 95.1: 8.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 20 24 23 27:
Old : 30: 1 2 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Old : 61.4 44.1 74.5 64.8 52.2 30.6 57.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Old : 52,762: 11,031 6,838 848 37,117 35,202 48,996 42,888: 3,766 9,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,339: 1,565 0 0 838 1,972 2,403 1,972: -64 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
Old : 100.0: 20.9 13.0 1.6 70.3 66.7 92.9 81.3: 7.1 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 2 14 13 17 17:
Old : 23: 1 4 2 14 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
Old : 58.1 45.4 80.2 65.6 49.0 42.4 68.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Old : 50,423: 9,466 6,838 848 36,279 33,230 46,593 40,916: 3,830 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -6,009: -976 -2,104 0 -4,504 -2,664 -5,480 -4,768: -529 -1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Old : 100.0: 18.8 13.6 1.7 71.9 65.9 92.4 81.1: 7.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 12 11 15 14:
Old : 21: 1 3 2 12 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Old : 58.0 49.3 81.4 69.3 49.9 47.6 71.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Old : 61,827: 0 8,997 5,877 50,834 42,259 56,711 57,133: 5,116 4,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 7,134: -2,132 2,412 2,426 6,471 -520 6,765 4,318: 369 2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
Old : 100.0: 0.0 14.6 9.5 82.2 68.4 91.7 92.4: 8.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 3 16 13 19 16:
Old : 21: 0 3 3 16 13 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
Old : 52.1 44.4 72.7 72.0 27.7 28.5 41.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Old : 54,693: 2,132 6,585 3,451 44,363 42,779 49,946 52,815: 4,747 1,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -2,590: -578 272 240 -3,024 -3,712 -3,362 -3,200: 772 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Old : 100.0: 3.9 12.0 6.3 81.1 78.2 91.3 96.6: 8.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 2 2 16 15 18 18:
Old : 22: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Old : 53.3 49.8 75.1 73.2 24.3 31.5 39.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Old : 60,403: 4,294 13,609 6,184 44,150 34,702 54,628 54,495: 5,775 5,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 2,423: -6,136 323 3,418 3,276 -1,262 558 2,479: 1,865 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8
Old : 100.0: 7.1 22.5 10.2 73.1 57.5 90.4 90.2: 9.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 5 19 16 24 21:
Old : 28: 2 3 5 19 16 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
Old : 44.9 36.1 69.0 59.1 39.2 30.2 54.1 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Old : 57,980: 10,430 13,286 2,766 40,874 35,964 54,070 52,016: 3,910 5,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -4,774: 2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148: -386 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Old : 100.0: 18.0 22.9 4.8 70.5 62.0 93.3 89.7: 6.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 3 19 19 23 23:
Old : 29: 2 3 3 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Old : 51.8 34.9 73.3 58.9 51.7 32.1 65.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Old : 41,030: 1,317 0 867 37,786 37,971 39,970 38,838: 1,060 2,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 813: 1,293 0 -621 141 1,500 813 879: 0 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3
Old : 100.0: 3.2 0.0 2.1 92.1 92.5 97.4 94.7: 2.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 18 18 19 19:
Old : 22: 1 0 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
Old : 58.8 40.1 80.6 67.5 58.3 29.2 63.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Old : 40,217: 24 0 1,488 37,645 36,471 39,157 37,959: 1,060 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,033: -1,624 -240 930 2,707 1,849 2,013 2,539: 20 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Old : 100.0: 0.1 0.0 3.7 93.6 90.7 97.4 94.4: 2.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 18 17 19 18:
Old : 21: 1 0 1 18 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Old : 62.4 38.3 85.7 67.2 61.6 30.4 62.5 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Old : 65,348: 0 7,215 3,558 55,165 47,953 58,723 58,726: 6,625 6,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,810: 0 1,108 118 3,329 -280 3,447 946: -1,637 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
Old : 100.0: 0.0 11.0 5.4 84.4 73.4 89.9 89.9: 10.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 24 20 26 22:
Old : 28: 0 2 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
Old : 36.2 58.0 57.4 72.0 30.8 48.2 47.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Old : 63,538: 0 6,107 3,440 51,836 48,233 55,276 57,780: 8,262 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -1,067: 0 211 436 1,173 1,497 1,609 2,144: -2,676 -3,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Old : 100.0: 0.0 9.6 5.4 81.6 75.9 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 21 18 23 20:
Old : 26: 0 2 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Old : 33.2 59.1 54.6 73.8 27.3 47.7 43.9 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Old : 76,826: 34,816 26,274 2,104 32,362 42,821 69,282 71,199: 7,544 5,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 6,030: 1,108 3,062 744 3,816 1,090 5,668 4,896: 362 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3
Old : 100.0: 45.3 34.2 2.7 42.1 55.7 90.2 92.7: 9.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 1 15 17 18 19:
Old : 23: 3 1 1 15 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Old : 67.4 60.2 80.1 77.6 63.3 57.7 66.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Old : 70,796: 33,708 23,212 1,360 28,546 41,731 63,614 66,303: 7,182 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -5,646: -1,468 -902 628 -6,346 -6,019 -7,186 -6,293: 1,540 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Old : 100.0: 47.6 32.8 1.9 40.3 58.9 89.9 93.7: 10.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 16 17 18 19:
Old : 22: 2 1 1 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Old : 69.0 60.2 81.9 78.2 63.4 57.8 66.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Old : 1,040,586: 252,101 40,073 195,255 576,963 792,696 1,024,319 1,028,024: 16,267 12,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 28,632: 15,666 -13,952 15,027 -649 26,742 30,044 27,817: -1,412 815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2
Old : 100.0: 24.2 3.9 18.8 55.4 76.2 98.4 98.8: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 25 12 32 84 79 121 113:
Old : 128: 25 12 32 84 79 121 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
Old : 26.1 24.2 40.0 39.5 21.1 19.5 30.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Old : 1,011,954: 236,435 54,025 180,228 577,612 765,954 994,275 1,000,207: 17,679 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 55,602: 15,277 -7,770 23,376 18,501 41,260 57,154 56,866: -1,552 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Old : 100.0: 23.4 5.3 17.8 57.1 75.7 98.3 98.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 23 11 29 85 78 119 109:
Old : 124: 23 11 29 85 78 119 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Old : 27.0 23.2 40.6 38.7 22.7 18.1 31.0 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Old : 160,448: 38,486 53,539 34,484 86,121 70,093 159,091 158,116: 1,357 2,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 17,273: 9,336 2,741 2,958 4,676 11,040 16,970 16,739: 303 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
Old : 100.0: 24.0 33.4 21.5 53.7 43.7 99.2 98.5: 0.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 7 17 28 27 47 45:
Old : 49: 13 7 17 28 27 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
Old : 37.8 46.4 55.5 67.5 21.7 37.4 32.8 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Old : 143,175: 29,150 50,798 31,526 81,445 59,053 142,121 141,377: 1,054 1,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 6,588: 6,284 4,688 -1,863 2,176 3,561 6,597 6,386: -9 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Old : 100.0: 20.4 35.5 22.0 56.9 41.2 99.3 98.7: 0.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 6 17 29 27 47 45:
Old : 49: 13 6 17 29 27 47 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Old : 30.4 49.5 49.9 69.0 19.1 38.3 30.9 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 65,554: 15,204 6,061 13,847 36,079 45,401 65,130 65,308: 424 246
Old : 65,554: 15,204 6,061 13,847 36,079 45,401 65,130 65,308: 424 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 3,110: 609 945 786 1,600 1,438 2,994 3,168: 116 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.2 21.1 55.0 69.3 99.4 99.6: 0.6 0.4
Old : 100.0: 23.2 9.2 21.1 55.0 69.3 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 5 7 38 36 46 43:
Old : 48: 3 5 7 38 36 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 42.2 64.3 62.9 33.2 31.2 40.2 41.2
Old : 49.9 42.2 64.3 62.9 33.2 31.2 40.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Old : 62,444: 14,596 5,116 13,061 34,479 43,963 62,136 62,140: 308 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 1,935: -2,082 1,355 357 3,764 281 2,039 1,993: -104 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
Old : 100.0: 23.4 8.2 20.9 55.2 70.4 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 7 37 34 46 42:
Old : 49: 5 5 7 37 34 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Old : 49.4 41.0 64.8 62.1 33.6 31.3 41.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Old : 1,840: 480 740 140 1,120 860 1,740 1,740: 100 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: -570: -580 -700 140 -210 -10 -650 -570: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4
Old : 100.0: 26.1 40.2 7.6 60.9 46.7 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 4 2 10 11 15 15:
Old : 23: 3 4 2 10 11 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
Old : 57.6 60.9 78.3 77.2 57.6 54.3 70.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Old : 2,410: 1,060 1,440 0 1,330 870 2,390 2,310: 20 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Old : 100.0: 44.0 59.8 0.0 55.2 36.1 99.2 95.9: 0.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 5 0 9 8 12 13:
Old : 25: 3 5 0 9 8 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Old : 72.2 75.1 90.5 87.6 72.2 75.1 90.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Old : 23,661: 3,989 201 3,396 16,136 19,513 23,521 23,110: 140 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 1,558: -272 -646 1,910 -220 428 1,418 1,692: 140 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3
Old : 100.0: 16.9 0.8 14.4 68.2 82.5 99.4 97.7: 0.6 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 4 19 18 23 22:
Old : 28: 3 1 4 19 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
Old : 59.8 49.2 80.7 69.0 50.3 45.3 60.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Old : 22,103: 4,261 847 1,486 16,356 19,085 22,103 21,418: 0 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -719: 105 -932 386 -1,210 -305 -719 -851: 0 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Old : 100.0: 19.3 3.8 6.7 74.0 86.3 100.0 96.9: 0.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 19 19 23 22:
Old : 28: 2 2 3 19 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Old : 60.9 51.0 81.1 71.1 58.2 47.2 69.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Old : 9,000: 260 4,126 815 7,713 3,933 8,788 8,874: 212 126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 217: 86 -674 43 -80 722 49 91: 168 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4
Old : 100.0: 2.9 45.8 9.1 85.7 43.7 97.6 98.6: 2.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 3 13 12 18 15:
Old : 26: 2 3 3 13 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Old : 60.8 62.9 84.3 84.8 60.0 53.9 73.3 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Old : 8,783: 174 4,800 772 7,793 3,211 8,739 8,783: 44 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -372: -42 -252 -84 -246 -36 -372 -372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Old : 100.0: 2.0 54.7 8.8 88.7 36.6 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 2 14 11 17 14:
Old : 25: 1 3 2 14 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Old : 62.3 71.7 87.8 91.2 61.5 62.9 80.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Old : 9,014: 1,058 1,277 546 7,259 6,933 8,863 8,756: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
Old : 100.0: 11.7 14.2 6.1 80.5 76.9 98.3 97.1: 1.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 3 3 11 9 14 14:
Old : 21: 2 3 3 11 9 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
Old : 74.1 71.6 91.6 92.3 66.7 61.0 73.3 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Old : 10,840: 3,160 2,200 2,420 4,860 5,650 10,440 10,270: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 800: -80 -60 420 530 740 870 1,100: -70 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3
Old : 100.0: 29.2 20.3 22.3 44.8 52.1 96.3 94.7: 3.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 5 16 18 21 23:
Old : 24: 3 1 5 16 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
Old : 50.2 55.2 72.8 74.5 34.4 42.8 48.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Old : 10,040: 3,240 2,260 2,000 4,330 4,910 9,570 9,170: 470 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -130: 100 -620 -20 -490 -40 -410 -680: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Old : 100.0: 32.3 22.5 19.9 43.1 48.9 95.3 91.3: 4.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 5 13 17 18 22:
Old : 22: 3 2 5 13 17 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Old : 53.2 53.2 77.6 74.5 38.9 42.4 54.4 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Old : 12,730: 3,090 280 1,210 7,970 10,920 12,270 12,410: 460 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 120: -60 -320 80 0 660 20 420: 100 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
Old : 100.0: 24.3 2.2 9.5 62.6 85.8 96.4 97.5: 3.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 3 19 16 22 20:
Old : 25: 3 1 3 19 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
Old : 49.3 59.9 73.0 80.7 37.2 47.0 53.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Old : 12,610: 3,150 600 1,130 7,970 10,260 12,250 11,990: 360 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 2,360: 1,480 300 -620 1,700 3,200 2,560 2,880: -200 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Old : 100.0: 25.0 4.8 9.0 63.2 81.4 97.1 95.1: 2.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 19 16 22 21:
Old : 26: 3 2 3 19 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Old : 48.9 55.8 73.4 74.9 37.7 46.0 55.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,282,889: 107,398 58,166 325,180 783,014 813,616 1,215,592 1,196,962: 67,298 85,927
Old : 1,282,889: 107,398 58,166 325,180 783,014 813,616 1,215,592 1,196,962: 67,298 85,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 35,333: 5,474 -5,982 -3,342 35,446 43,104 37,578 33,780: -2,245 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.5 25.3 61.0 63.4 94.8 93.3: 5.2 6.7
Old : 100.0: 8.4 4.5 25.3 61.0 63.4 94.8 93.3: 5.2 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 74 98 120 84 95 233 252:
Old : 284: 74 98 120 84 95 233 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.8 30.8 30.5 11.0 8.8 16.0 13.0
Old : 20.3 17.8 30.8 30.5 11.0 8.8 16.0 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Old : 1,247,557: 101,924 64,148 328,522 747,568 770,512 1,178,014 1,163,182: 69,543 84,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 28,007: 10,909 -11,593 13,420 -4,344 25,854 19,985 27,680: 8,022 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 6.8
Old : 100.0: 8.2 5.1 26.3 59.9 61.8 94.4 93.2: 5.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 69 102 118 84 94 226 253:
Old : 283: 69 102 118 84 94 226 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 17.8 30.9 29.6 11.1 9.0 16.4 12.9
Old : 20.3 17.8 30.9 29.6 11.1 9.0 16.4 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Old : 13,269: 8,001 5,196 364 2,041 6,886 10,406 12,446: 2,863 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 206: -77 533 -1 135 -261 57 271: 149 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2
Old : 100.0: 60.3 39.2 2.7 15.4 51.9 78.4 93.8: 21.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 60 22 4 15 23 77 48:
Old : 116: 60 22 4 15 23 77 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
Old : 24.5 45.9 36.8 62.5 24.4 45.9 36.8 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Old : 13,063: 8,078 4,663 365 1,906 7,147 10,349 12,175: 2,714 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: -149: 30 223 26 -377 -151 -321 98: 172 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Old : 100.0: 61.8 35.7 2.8 14.6 54.7 79.2 93.2: 20.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 21 5 15 23 76 48:
Old : 113: 58 21 5 15 23 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Old : 24.8 42.9 37.4 59.9 24.8 42.7 37.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,394: 6,470 795 99 949 7,384 7,518 8,278: 1,876 1,116
Old : 9,394: 6,470 795 99 949 7,384 7,518 8,278: 1,876 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 553: 557 -8 -34 -97 675 426 633: 127 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 8.5 1.1 10.1 78.6 80.0 88.1: 20.0 11.9
Old : 100.0: 68.9 8.5 1.1 10.1 78.6 80.0 88.1: 20.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 26 7 2 7 18 33 27:
Old : 53: 26 7 2 7 18 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 50.5 52.0 66.4 37.6 50.0 52.0 65.9
Old : 37.6 50.5 52.0 66.4 37.6 50.0 52.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Old : 8,841: 5,913 802 133 1,046 6,709 7,092 7,645: 1,749 1,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 856: 1,387 -270 -213 -420 1,183 753 699: 102 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
Old : 100.0: 66.9 9.1 1.5 11.8 75.9 80.2 86.5: 19.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 23 7 3 6 17 29 27:
Old : 50: 23 7 3 6 17 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
Old : 36.8 50.1 52.3 66.2 36.8 49.6 52.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 179,703: 29,221 7,313 26,845 100,423 128,521 156,489 162,678: 23,214 17,025
Old : 179,703: 29,221 7,313 26,845 100,423 128,521 156,489 162,678: 23,214 17,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2005 :
: 13,351: 1,065 -1,308 474 5,468 11,655 7,007 10,822: 6,344 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.1 14.9 55.9 71.5 87.1 90.5: 12.9 9.5
Old : 100.0: 16.3 4.1 14.9 55.9 71.5 87.1 90.5: 12.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 46 23 36 69 80 131 125:
Old : 158: 46 23 36 69 80 131 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 17.9 36.2 30.1 19.2 12.0 27.6 19.6
Old : 24.1 17.9 36.2 30.1 19.2 12.0 27.6 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Old : 166,352: 28,156 8,621 26,370 94,955 116,866 149,481 151,857: 16,870 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2005 :
: 12,494: 4,473 -458 3,986 888 6,801 9,347 10,328: 3,147 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
Old : 100.0: 16.9 5.2 15.9 57.1 70.3 89.9 91.3: 10.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 47 30 39 65 77 134 128:
Old : 166: 47 30 39 65 77 134 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Old : 25.4 17.9 37.3 29.4 21.7 11.8 30.2 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2005