WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 287,980: 43,786 49,498 53,005 160,211 143,439 257,002 245,942: 30,978 42,038
Old : 286,060: 43,768 48,965 52,973 158,684 142,864 255,425 244,802: 30,635 41,258
Other: 1,920: 48 563 2 1,527 575 1,577 1,140: 343 780
: : :
: : Changes in Commitments from: June 14, 2005 :
: 18,901: 6,038 -3,118 819 4,717 13,235 11,573 10,935: 7,328 7,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.2 18.4 55.6 49.8 89.2 85.4: 10.8 14.6
Old : 100.0: 15.3 17.1 18.5 55.5 49.9 89.3 85.6: 10.7 14.4
Other: 100.0: 2.5 29.3 0.1 79.5 29.9 82.1 59.4: 17.9 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 78 97 78 47 55 177 184:
Old : 248: 79 96 78 47 55 177 184:
Other: 35: 4 7 1 4 20 8 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.9 41.9 39.5 28.6 26.8 41.1 31.6
Old : 29.3 32.1 42.2 39.7 28.8 27.4 41.3 32.2
Other: 79.5 40.1 82.1 47.7 79.5 40.1 82.0 47.7
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 956,269: 119,220 73,795 215,122 458,911 438,348 793,253 727,265: 163,017 229,004
Old : 508,472: 57,887 73,918 87,062 278,471 261,106 423,420 422,087: 85,052 86,385
Other: 447,797: 111,273 49,817 78,120 180,440 177,242 369,833 305,178: 77,965 142,619
: : :
: : Changes in Commitments from: June 14, 2005 :
: 67,676: 21,595 -16,719 22,878 3,261 50,391 47,735 56,550: 19,941 11,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.7 22.5 48.0 45.8 83.0 76.1: 17.0 23.9
Old : 100.0: 11.4 14.5 17.1 54.8 51.4 83.3 83.0: 16.7 17.0
Other: 100.0: 24.8 11.1 17.4 40.3 39.6 82.6 68.2: 17.4 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 166 115 182 221 235 483 460:
Old : 492: 110 126 139 184 199 382 382:
Other: 486: 151 79 111 160 209 352 362:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 17.1 25.3 22.2 16.0 13.0 22.7 16.4
Old : 26.1 24.3 35.3 29.6 25.3 22.6 34.5 27.1
Other: 19.4 11.6 26.0 16.9 18.0 10.0 23.1 14.3
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 9,093: 2,272 475 1,018 2,393 5,783 5,682 7,276: 3,411 1,818
Old : 9,093: 2,272 475 1,018 2,393 5,783 5,682 7,276: 3,411 1,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -427: -166 -424 99 -93 452 -161 127: -267 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.2 11.2 26.3 63.6 62.5 80.0: 37.5 20.0
Old : 100.0: 25.0 5.2 11.2 26.3 63.6 62.5 80.0: 37.5 20.0
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: 10 7 5 13 15 25 25:
Old : 35: 10 7 5 13 15 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 32.8 40.7 51.6 21.9 31.2 33.2 44.1
Old : 26.6 32.8 40.7 51.6 21.9 31.2 33.2 44.1
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 483,497: 95,877 25,412 116,129 170,104 232,740 382,110 374,280: 101,387 109,217
Old : 190,412: 41,489 9,512 58,385 47,949 82,930 147,823 150,827: 42,589 39,585
Other: 293,085: 65,059 26,571 47,073 122,155 149,810 234,287 223,453: 58,798 69,632
: : :
: : Changes in Commitments from: June 14, 2005 :
: 52,118: 4,357 6,258 18,589 16,610 26,752 39,556 51,598: 12,562 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 5.3 24.0 35.2 48.1 79.0 77.4: 21.0 22.6
Old : 100.0: 21.8 5.0 30.7 25.2 43.6 77.6 79.2: 22.4 20.8
Other: 100.0: 22.2 9.1 16.1 41.7 51.1 79.9 76.2: 20.1 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 156 88 157 118 141 358 323:
Old : 337: 120 70 116 90 118 259 260:
Other: 351: 114 92 83 96 128 257 258:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.9 25.3 31.0 12.9 14.3 18.5 19.7
Old : 18.5 23.7 25.5 33.6 10.7 14.5 15.5 20.2
Other: 19.0 22.2 30.9 31.5 17.5 15.2 26.3 21.1
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,765: 14,769 1,141 588 0 902 15,357 2,631: 4,408 17,134
Old : 3,375: 1,797 574 24 0 39 1,821 637: 1,554 2,738
Other: 16,390: 13,405 1,000 131 0 863 13,536 1,994: 2,854 14,396
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,876: 3,022 -597 -661 0 80 2,361 -1,178: 515 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 5.8 3.0 0.0 4.6 77.7 13.3: 22.3 86.7
Old : 100.0: 53.2 17.0 0.7 0.0 1.2 54.0 18.9: 46.0 81.1
Other: 100.0: 81.8 6.1 0.8 0.0 5.3 82.6 12.2: 17.4 87.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 8 0 3 16 14:
Old : 15: 7 5 2 0 3 8 9:
Other: 21: 13 5 3 0 3 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 6.5 72.0 10.6 63.6 6.2 70.9 9.8
Old : 48.7 16.7 54.0 18.7 48.7 16.6 53.2 18.2
Other: 69.7 7.2 79.1 11.4 69.1 7.2 78.3 11.4
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 194,870: 41,517 10,792 33,641 86,684 135,424 161,843 179,858: 33,028 15,013
Old : 86,442: 27,961 6,931 12,361 29,856 58,434 70,177 77,727: 16,265 8,716
Other: 108,428: 25,170 15,474 9,667 56,829 76,991 91,665 102,131: 16,763 6,297
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,942: 13,874 -249 4,413 5,127 23,947 23,414 28,111: 5,527 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.5 17.3 44.5 69.5 83.1 92.3: 16.9 7.7
Old : 100.0: 32.3 8.0 14.3 34.5 67.6 81.2 89.9: 18.8 10.1
Other: 100.0: 23.2 14.3 8.9 52.4 71.0 84.5 94.2: 15.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 66 20 41 48 49 134 102:
Old : 127: 53 18 32 37 46 99 89:
Other: 127: 45 34 27 33 33 95 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.2 26.1 50.0 15.9 30.6 23.9 40.6
Old : 18.4 26.6 27.8 42.3 12.1 20.3 19.6 32.0
Other: 28.4 46.5 40.0 59.9 28.4 43.2 40.0 54.8
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 892,344: 136,660 91,103 154,172 448,518 444,796 739,351 690,070: 152,993 202,274
Old : 892,344: 136,660 91,103 154,172 448,518 444,796 739,351 690,070: 152,993 202,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -10,050: 6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339: 693 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.2 17.3 50.3 49.8 82.9 77.3: 17.1 22.7
Old : 100.0: 15.3 10.2 17.3 50.3 49.8 82.9 77.3: 17.1 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 37 40 45 71 84 135 142:
Old : 174: 37 40 45 71 84 135 142:
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 13.5 31.8 21.8 22.2 10.8 26.8 17.0
Old : 24.4 13.5 31.8 21.8 22.2 10.8 26.8 17.0
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 183,287: 52,422 6,973 29,296 61,014 125,539 142,733 161,807: 40,554 21,479
Old : 94,675: 36,288 5,240 12,301 21,839 63,050 70,428 80,590: 24,247 14,085
Other: 88,611: 23,004 8,603 10,125 39,176 62,489 72,305 81,217: 16,307 7,394
: : :
: : Changes in Commitments from: June 14, 2005 :
: 14,391: 3,892 696 5,930 5,124 10,384 14,947 17,010: -556 -2,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.8 16.0 33.3 68.5 77.9 88.3: 22.1 11.7
Old : 100.0: 38.3 5.5 13.0 23.1 66.6 74.4 85.1: 25.6 14.9
Other: 100.0: 26.0 9.7 11.4 44.2 70.5 81.6 91.7: 18.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 54 27 42 55 61 138 114:
Old : 143: 59 16 33 47 60 115 103:
Other: 116: 29 33 30 41 39 95 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 35.3 20.0 49.2 8.9 26.9 15.8 39.5
Old : 12.3 33.4 20.0 44.9 11.3 28.1 18.1 38.9
Other: 21.9 40.0 31.6 56.4 14.3 31.4 23.2 42.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 8,606: 3,882 1,193 1,451 2,022 3,974 7,355 6,618: 1,250 1,987
Old : 2,539: 959 478 298 824 1,195 2,080 1,971: 459 568
Other: 6,066: 3,329 1,120 748 1,198 2,779 5,275 4,647: 791 1,419
: : :
: : Changes in Commitments from: June 14, 2005 :
: -71: -16 213 -246 305 -232 44 -265: -115 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 13.9 16.9 23.5 46.2 85.5 76.9: 14.5 23.1
Old : 100.0: 37.8 18.8 11.7 32.4 47.1 81.9 77.6: 18.1 22.4
Other: 100.0: 54.9 18.5 12.3 19.7 45.8 87.0 76.6: 13.0 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 12 10 13 14 35 31:
Old : 34: 13 6 9 9 11 26 22:
Other: 42: 15 11 10 9 13 29 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 31.6 54.2 50.5 33.4 28.0 44.0 37.0
Old : 47.1 48.2 62.1 60.5 45.6 46.3 58.8 56.6
Other: 45.9 35.5 64.7 52.5 43.0 32.1 57.2 43.9
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 364,338: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,828 110,907
Old : 364,338: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,828 110,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -13,988: -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288: -4,798 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.6 0.1 60.5 46.9 86.0 69.6: 14.0 30.4
Old : 100.0: 25.5 22.6 0.1 60.5 46.9 86.0 69.6: 14.0 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 : 89: 15 17 2 45 38 62 55:
Old : 89: 15 17 2 45 38 62 55:
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 : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Old : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 2,635,900: 399,562 394,765 476,310 1,522,460 1,343,529 2,398,332 2,214,604: 237,568 421,296
Old : 2,635,900: 399,562 394,765 476,310 1,522,460 1,343,529 2,398,332 2,214,604: 237,568 421,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -83,339: -73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773: -44,947 -52,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.0 18.1 57.8 51.0 91.0 84.0: 9.0 16.0
Old : 100.0: 15.2 15.0 18.1 57.8 51.0 91.0 84.0: 9.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 50 92 82 116 143 217 266:
Old : 299: 50 92 82 116 143 217 266:
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 : 28.1 15.4 41.2 26.2 22.0 11.9 29.6 17.0
Old : 28.1 15.4 41.2 26.2 22.0 11.9 29.6 17.0
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,404,118: 199,611 207,338 180,212 850,681 749,120 1,230,503 1,136,670: 173,615 267,449
Old : 1,404,118: 199,611 207,338 180,212 850,681 749,120 1,230,503 1,136,670: 173,615 267,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -28,945: -12,811 -2,339 -10,365 18,017 13,070 -5,159 367: -23,786 -29,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.8 12.8 60.6 53.4 87.6 81.0: 12.4 19.0
Old : 100.0: 14.2 14.8 12.8 60.6 53.4 87.6 81.0: 12.4 19.0
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 : 186: 37 46 47 78 88 139 157:
Old : 186: 37 46 47 78 88 139 157:
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 19.7 34.5 29.1 19.5 18.9 29.4 26.1
Old : 22.4 19.7 34.5 29.1 19.5 18.9 29.4 26.1
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 604,499: 101,227 61,727 197,299 249,576 310,976 548,102 570,002: 56,397 34,497
Old : 604,499: 101,227 61,727 197,299 249,576 310,976 548,102 570,002: 56,397 34,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 27,413: 14,811 605 7,713 -3,103 17,465 19,422 25,783: 7,991 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 10.2 32.6 41.3 51.4 90.7 94.3: 9.3 5.7
Old : 100.0: 16.7 10.2 32.6 41.3 51.4 90.7 94.3: 9.3 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 : 119: 35 22 42 51 50 105 95:
Old : 119: 35 22 42 51 50 105 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 : 30.3 33.9 42.1 46.9 11.8 14.2 17.0 21.5
Old : 30.3 33.9 42.1 46.9 11.8 14.2 17.0 21.5
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 29,211: 6,417 2,956 486 15,147 17,502 22,050 20,944: 7,161 8,268
Old : 29,211: 6,417 2,956 486 15,147 17,502 22,050 20,944: 7,161 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -24,204: -6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092: -10,566 -3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.1 1.7 51.9 59.9 75.5 71.7: 24.5 28.3
Old : 100.0: 22.0 10.1 1.7 51.9 59.9 75.5 71.7: 24.5 28.3
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 : 48: 10 11 6 16 13 30 26:
Old : 48: 10 11 6 16 13 30 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 : 33.9 40.7 49.8 55.3 33.9 40.5 49.8 54.7
Old : 33.9 40.7 49.8 55.3 33.9 40.5 49.8 54.7
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 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 40,235: 13,350 19,726 1,701 12,019 6,632 27,070 28,060: 13,165 12,175
Old : 40,235: 13,350 19,726 1,701 12,019 6,632 27,070 28,060: 13,165 12,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -58,263: 185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413: -1,852 -17,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 49.0 4.2 29.9 16.5 67.3 69.7: 32.7 30.3
Old : 100.0: 33.2 49.0 4.2 29.9 16.5 67.3 69.7: 32.7 30.3
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 : 61: 19 24 14 13 9 41 38:
Old : 61: 19 24 14 13 9 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 36.0 42.4 46.3 28.2 35.1 40.1 44.8
Old : 30.5 36.0 42.4 46.3 28.2 35.1 40.1 44.8
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Old : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -425: -176 371 -2 -268 -763 -446 -394: 21 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 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 : 60: 7 18 4 19 21 29 40:
Old : 60: 7 18 4 19 21 29 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 : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Old : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
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 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 25,991: 1,675 1,767 3,369 16,116 12,926 21,161 18,062: 4,831 7,929
Old : 25,991: 1,675 1,767 3,369 16,116 12,926 21,161 18,062: 4,831 7,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 863: 5 -6 243 632 333 880 570: -17 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 13.0 62.0 49.7 81.4 69.5: 18.6 30.5
Old : 100.0: 6.4 6.8 13.0 62.0 49.7 81.4 69.5: 18.6 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 : 44: 12 4 13 26 18 41 32:
Old : 44: 12 4 13 26 18 41 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 : 43.8 27.2 57.9 45.6 43.8 24.1 53.3 37.8
Old : 43.8 27.2 57.9 45.6 43.8 24.1 53.3 37.8
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 93,147: 10,493 25,372 17,964 49,569 21,361 78,026 64,698: 15,120 28,449
Old : 78,793: 9,037 25,360 13,443 43,515 17,206 65,994 56,009: 12,798 22,784
Other: 14,354: 4,491 3,047 1,487 6,054 4,155 12,032 8,689: 2,322 5,665
: : :
: : Changes in Commitments from: June 14, 2005 :
: -6,160: -294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346: -2,856 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 27.2 19.3 53.2 22.9 83.8 69.5: 16.2 30.5
Old : 100.0: 11.5 32.2 17.1 55.2 21.8 83.8 71.1: 16.2 28.9
Other: 100.0: 31.3 21.2 10.4 42.2 28.9 83.8 60.5: 16.2 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 28 59 45 27 27 89 108:
Old : 134: 28 60 40 25 27 81 106:
Other: 50: 21 10 13 9 16 34 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 : 31.9 16.5 46.1 23.4 31.9 13.1 45.8 19.6
Old : 37.7 15.8 51.2 23.5 37.7 13.2 51.0 20.9
Other: 47.8 28.0 66.2 39.6 46.5 22.3 61.7 32.9
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 3,850: 541 1,349 460 1,134 759 2,135 2,568: 1,715 1,283
Old : 3,733: 552 1,432 361 1,118 751 2,032 2,544: 1,701 1,189
Other: 117: 86 15 1 16 8 103 24: 14 93
: : :
: : Changes in Commitments from: June 14, 2005 :
: -329: -101 -253 -161 -93 15 -356 -399: 27 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 35.0 11.9 29.5 19.7 55.4 66.7: 44.6 33.3
Old : 100.0: 14.8 38.3 9.7 29.9 20.1 54.4 68.1: 45.6 31.9
Other: 100.0: 73.6 12.8 0.9 13.6 6.8 88.1 20.4: 11.9 79.6
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 19 13 5 5 24 28:
Old : 37: 10 19 12 5 5 24 27:
Other: 9: 5 1 1 2 2 7 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 : 32.1 39.8 41.2 49.7 29.2 37.6 35.6 43.4
Old : 32.6 41.1 40.7 51.3 29.7 39.2 36.6 45.2
Other: 83.5 20.4 88.1 20.4 82.6 18.7 86.4 18.7
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 142,285: 30,725 26,826 19,323 75,390 63,835 125,438 109,984: 16,847 32,301
Old : 142,285: 30,725 26,826 19,323 75,390 63,835 125,438 109,984: 16,847 32,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,883: 5 8,074 -3,214 1,940 -4,268 -1,270 592: -613 -2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 18.9 13.6 53.0 44.9 88.2 77.3: 11.8 22.7
Old : 100.0: 21.6 18.9 13.6 53.0 44.9 88.2 77.3: 11.8 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 48 58 48 65 86 138 177:
Old : 218: 48 58 48 65 86 138 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 12.4 40.1 22.3 24.9 11.8 39.5 20.2
Old : 25.0 12.4 40.1 22.3 24.9 11.8 39.5 20.2
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 3,910: 1,068 617 304 1,075 1,605 2,447 2,526: 1,463 1,384
Old : 3,910: 1,068 617 304 1,075 1,605 2,447 2,526: 1,463 1,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -43: -122 -38 44 -162 -181 -239 -174: 196 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.8 7.8 27.5 41.0 62.6 64.6: 37.4 35.4
Old : 100.0: 27.3 15.8 7.8 27.5 41.0 62.6 64.6: 37.4 35.4
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 : 43: 13 8 10 17 15 31 32:
Old : 43: 13 8 10 17 15 31 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 : 25.5 35.2 37.4 46.6 23.7 35.2 34.6 45.3
Old : 25.5 35.2 37.4 46.6 23.7 35.2 34.6 45.3
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 25,186: 6,973 3,014 3,986 8,706 4,433 19,665 11,433: 5,521 13,752
Old : 25,186: 6,973 3,014 3,986 8,706 4,433 19,665 11,433: 5,521 13,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -242: -1,383 693 413 730 -242 -240 864: -2 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 12.0 15.8 34.6 17.6 78.1 45.4: 21.9 54.6
Old : 100.0: 27.7 12.0 15.8 34.6 17.6 78.1 45.4: 21.9 54.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 36 25 28 45 41 101 77:
Old : 128: 36 25 28 45 41 101 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 : 16.1 11.7 27.0 19.0 14.7 8.6 24.5 13.2
Old : 16.1 11.7 27.0 19.0 14.7 8.6 24.5 13.2
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 73,338: 17,781 16,984 1,237 21,994 36,558 41,012 54,779: 32,325 18,559
Old : 73,338: 17,781 16,984 1,237 21,994 36,558 41,012 54,779: 32,325 18,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,955: 6,265 -11,524 -414 -5,515 19,325 337 7,387: 4,619 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 23.2 1.7 30.0 49.8 55.9 74.7: 44.1 25.3
Old : 100.0: 24.2 23.2 1.7 30.0 49.8 55.9 74.7: 44.1 25.3
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 : 69: 17 15 5 23 26 43 43:
Old : 69: 17 15 5 23 26 43 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 : 19.0 26.0 29.1 40.4 17.5 25.9 27.1 40.0
Old : 19.0 26.0 29.1 40.4 17.5 25.9 27.1 40.0
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 72,042: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,936 23,414
Old : 72,042: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,936 23,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,042: -1,326 -2,520 0 -2,477 300 -3,803 -2,220: 1,761 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 61.0 0.0 85.4 6.5 87.6 67.5: 12.4 32.5
Old : 100.0: 2.2 61.0 0.0 85.4 6.5 87.6 67.5: 12.4 32.5
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 : 42: 1 26 0 13 4 14 30:
Old : 42: 1 26 0 13 4 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 25.8 82.8 40.1 67.5 25.8 82.2 40.1
Old : 67.5 25.8 82.8 40.1 67.5 25.8 82.2 40.1
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 104,562: 84,146 4,965 8 11,902 93,386 96,056 98,359: 8,506 6,203
Old : 104,562: 84,146 4,965 8 11,902 93,386 96,056 98,359: 8,506 6,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,938: 1,750 601 -116 1,345 1,346 2,979 1,831: -1,042 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 4.7 0.0 11.4 89.3 91.9 94.1: 8.1 5.9
Old : 100.0: 80.5 4.7 0.0 11.4 89.3 91.9 94.1: 8.1 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 : 98: 66 6 2 13 16 80 23:
Old : 98: 66 6 2 13 16 80 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 : 29.7 68.2 47.0 85.5 29.7 67.9 47.0 85.2
Old : 29.7 68.2 47.0 85.5 29.7 67.9 47.0 85.2
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 67,753: 13,891 26,948 1,145 34,097 21,188 49,133 49,281: 18,620 18,472
Old : 67,753: 13,891 26,948 1,145 34,097 21,188 49,133 49,281: 18,620 18,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,639: -259 -4,320 -306 -2,612 2,092 -3,176 -2,534: -463 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 39.8 1.7 50.3 31.3 72.5 72.7: 27.5 27.3
Old : 100.0: 20.5 39.8 1.7 50.3 31.3 72.5 72.7: 27.5 27.3
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 : 57: 13 19 4 16 17 30 39:
Old : 57: 13 19 4 16 17 30 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 : 38.9 25.9 52.3 41.5 37.6 25.9 50.1 40.5
Old : 38.9 25.9 52.3 41.5 37.6 25.9 50.1 40.5
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 164,409: 8,603 49,126 5,382 124,834 80,162 138,820 134,671: 25,589 29,738
Old : 164,409: 8,603 49,126 5,382 124,834 80,162 138,820 134,671: 25,589 29,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,358: 2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944: 1,465 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 29.9 3.3 75.9 48.8 84.4 81.9: 15.6 18.1
Old : 100.0: 5.2 29.9 3.3 75.9 48.8 84.4 81.9: 15.6 18.1
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 : 80: 15 30 9 28 22 48 56:
Old : 80: 15 30 9 28 22 48 56:
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 : 50.0 34.8 64.4 50.6 34.4 22.1 44.6 34.4
Old : 50.0 34.8 64.4 50.6 34.4 22.1 44.6 34.4
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 176,090: 26,175 44,015 18,437 77,585 55,847 122,197 118,298: 53,892 57,791
Old : 176,090: 26,175 44,015 18,437 77,585 55,847 122,197 118,298: 53,892 57,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,585: -448 -217 416 4,810 2,593 4,778 2,792: -2,193 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 25.0 10.5 44.1 31.7 69.4 67.2: 30.6 32.8
Old : 100.0: 14.9 25.0 10.5 44.1 31.7 69.4 67.2: 30.6 32.8
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: 35 39 30 27 30 77 84:
Old : 113: 35 39 30 27 30 77 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 19.4 37.7 30.0 24.4 17.7 35.9 26.7
Old : 24.6 19.4 37.7 30.0 24.4 17.7 35.9 26.7
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 :11,227,238: 619,246 610,625 3,090,699 6,514,175 5,888,063 10,224,121 9,589,388: 1,003,117 1,637,850
Old :11,227,238: 619,246 610,625 3,090,699 6,514,175 5,888,063 10,224,121 9,589,388: 1,003,117 1,637,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 90,393: 16,273 -3,853 77,292 30,358 -8,929 123,922 64,510: -33,530 25,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.4 27.5 58.0 52.4 91.1 85.4: 8.9 14.6
Old : 100.0: 5.5 5.4 27.5 58.0 52.4 91.1 85.4: 8.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 55 64 105 131 133 247 247:
Old : 266: 55 64 105 131 133 247 247:
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 14.0 34.1 23.3 19.6 8.0 26.5 12.3
Old : 21.0 14.0 34.1 23.3 19.6 8.0 26.5 12.3
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 705,627: 54,508 44,788 31,736 480,675 516,813 566,919 593,337: 138,708 112,290
Old : 705,627: 54,508 44,788 31,736 480,675 516,813 566,919 593,337: 138,708 112,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -136,513: -3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177: -25,104 -28,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.3 4.5 68.1 73.2 80.3 84.1: 19.7 15.9
Old : 100.0: 7.7 6.3 4.5 68.1 73.2 80.3 84.1: 19.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 39 35 48 90 62 158 116:
Old : 188: 39 35 48 90 62 158 116:
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 : 19.3 33.1 28.0 47.1 19.2 32.7 27.9 46.8
Old : 19.3 33.1 28.0 47.1 19.2 32.7 27.9 46.8
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 823,479: 90,696 187,275 17,804 452,461 510,197 560,961 715,277: 262,518 108,202
Old : 823,479: 90,696 187,275 17,804 452,461 510,197 560,961 715,277: 262,518 108,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -421,612: -112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244: -103,836 -18,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 22.7 2.2 54.9 62.0 68.1 86.9: 31.9 13.1
Old : 100.0: 11.0 22.7 2.2 54.9 62.0 68.1 86.9: 31.9 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 : 174: 36 51 27 61 57 114 118:
Old : 174: 36 51 27 61 57 114 118:
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 : 24.0 29.6 33.9 44.2 20.5 28.4 28.7 40.1
Old : 24.0 29.6 33.9 44.2 20.5 28.4 28.7 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Old : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,209: -286 -3,554 -113 -3,002 -809 -3,401 -4,476: -1,808 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Old : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 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 : 27: 1 1 0 14 15 15 16:
Old : 27: 1 1 0 14 15 15 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 : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Old : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Old : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,524: -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276: -1,448 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Old : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 1 13 18 16 23:
Old : 33: 3 4 1 13 18 16 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 : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Old : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 44,900: 8,356 7,414 80 21,757 29,275 30,193 36,769: 14,707 8,132
Old : 44,900: 8,356 7,414 80 21,757 29,275 30,193 36,769: 14,707 8,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -30,906: -613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351: -6,437 -17,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 0.2 48.5 65.2 67.2 81.9: 32.8 18.1
Old : 100.0: 18.6 16.5 0.2 48.5 65.2 67.2 81.9: 32.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 16 1 31 25 45 42:
Old : 78: 14 16 1 31 25 45 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 : 20.4 39.2 31.1 52.0 20.3 35.3 30.0 47.1
Old : 20.4 39.2 31.1 52.0 20.3 35.3 30.0 47.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 186,729: 63,311 78,813 1,223 99,808 65,112 164,342 145,148: 22,388 41,581
Old : 186,729: 63,311 78,813 1,223 99,808 65,112 164,342 145,148: 22,388 41,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -218,924: -22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916: -81,805 -17,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 42.2 0.7 53.5 34.9 88.0 77.7: 12.0 22.3
Old : 100.0: 33.9 42.2 0.7 53.5 34.9 88.0 77.7: 12.0 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 : 167: 54 53 8 40 32 98 89:
Old : 167: 54 53 8 40 32 98 89:
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 : 27.5 20.1 41.0 30.2 27.2 16.8 40.5 26.2
Old : 27.5 20.1 41.0 30.2 27.2 16.8 40.5 26.2
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 86,103: 36,605 2,955 224 23,891 74,613 60,720 77,792: 25,383 8,311
Old : 86,103: 36,605 2,955 224 23,891 74,613 60,720 77,792: 25,383 8,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 24,449: 16,759 -1,528 -614 1,979 28,729 18,124 26,587: 6,325 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 3.4 0.3 27.7 86.7 70.5 90.3: 29.5 9.7
Old : 100.0: 42.5 3.4 0.3 27.7 86.7 70.5 90.3: 29.5 9.7
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: 18 3 1 13 22 31 26:
Old : 49: 18 3 1 13 22 31 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 : 37.4 40.6 50.9 63.8 37.4 40.6 50.9 63.4
Old : 37.4 40.6 50.9 63.8 37.4 40.6 50.9 63.4
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 28,844: 488 3,298 0 23,179 18,752 23,667 22,050: 5,176 6,793
Old : 28,844: 488 3,298 0 23,179 18,752 23,667 22,050: 5,176 6,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -16,683: -67 -11,140 -886 -12,275 -6,779 -13,228 -18,805: -3,455 2,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.4 0.0 80.4 65.0 82.1 76.4: 17.9 23.6
Old : 100.0: 1.7 11.4 0.0 80.4 65.0 82.1 76.4: 17.9 23.6
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 : 52: 2 8 0 29 23 31 31:
Old : 52: 2 8 0 29 23 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Old : 50.7 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 217,430: 17,014 52,430 948 185,182 153,033 203,145 206,411: 14,285 11,020
Old : 217,430: 17,014 52,430 948 185,182 153,033 203,145 206,411: 14,285 11,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -90,006: -31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466: -13,615 -25,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.1 0.4 85.2 70.4 93.4 94.9: 6.6 5.1
Old : 100.0: 7.8 24.1 0.4 85.2 70.4 93.4 94.9: 6.6 5.1
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 : 116: 20 39 9 32 42 56 86:
Old : 116: 20 39 9 32 42 56 86:
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 : 56.0 39.3 69.0 55.0 54.3 37.2 65.3 50.4
Old : 56.0 39.3 69.0 55.0 54.3 37.2 65.3 50.4
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 31,541: 10,451 5,820 442 9,802 16,869 20,695 23,131: 10,846 8,410
Old : 31,541: 10,451 5,820 442 9,802 16,869 20,695 23,131: 10,846 8,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 80: 750 -1,395 104 -43 2,132 811 841: -731 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 18.5 1.4 31.1 53.5 65.6 73.3: 34.4 26.7
Old : 100.0: 33.1 18.5 1.4 31.1 53.5 65.6 73.3: 34.4 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 : 60: 21 11 4 13 17 37 30:
Old : 60: 21 11 4 13 17 37 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 : 19.9 39.0 32.4 49.6 19.9 39.0 32.4 49.6
Old : 19.9 39.0 32.4 49.6 19.9 39.0 32.4 49.6
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Old : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 146: -567 -902 100 825 356 358 -446: -212 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Old : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 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 : 39: 3 12 3 14 20 19 34:
Old : 39: 3 12 3 14 20 19 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 : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Old : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 153,691: 57,587 5,673 28,558 29,693 104,956 115,838 139,187: 37,853 14,504
Old : 153,691: 57,587 5,673 28,558 29,693 104,956 115,838 139,187: 37,853 14,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,788: -2,231 43 1,392 515 -475 -325 959: 2,112 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 3.7 18.6 19.3 68.3 75.4 90.6: 24.6 9.4
Old : 100.0: 37.5 3.7 18.6 19.3 68.3 75.4 90.6: 24.6 9.4
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 : 182: 101 34 58 25 42 145 116:
Old : 182: 101 34 58 25 42 145 116:
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 : 20.0 30.0 29.6 48.4 13.1 25.8 19.9 37.1
Old : 20.0 30.0 29.6 48.4 13.1 25.8 19.9 37.1
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 119,046: 43,296 18,761 20,857 38,082 64,807 102,235 104,425: 16,811 14,621
Old : 119,046: 43,296 18,761 20,857 38,082 64,807 102,235 104,425: 16,811 14,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 8,435: 5,987 3,719 3,857 -3,363 1,033 6,482 8,610: 1,953 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 15.8 17.5 32.0 54.4 85.9 87.7: 14.1 12.3
Old : 100.0: 36.4 15.8 17.5 32.0 54.4 85.9 87.7: 14.1 12.3
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 : 188: 76 51 52 41 43 143 128:
Old : 188: 76 51 52 41 43 143 128:
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 : 20.8 30.2 30.6 44.9 20.5 29.1 29.0 41.9
Old : 20.8 30.2 30.6 44.9 20.5 29.1 29.0 41.9
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 365,726: 169,197 54,084 60,063 73,890 227,295 303,149 341,441: 62,576 24,285
Old : 365,726: 169,197 54,084 60,063 73,890 227,295 303,149 341,441: 62,576 24,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 55,028: 45,482 -10,743 11,408 -8,544 52,221 48,347 52,886: 6,681 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 14.8 16.4 20.2 62.1 82.9 93.4: 17.1 6.6
Old : 100.0: 46.3 14.8 16.4 20.2 62.1 82.9 93.4: 17.1 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 152 67 73 42 51 228 161:
Old : 284: 152 67 73 42 51 228 161:
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 30.9 34.7 46.2 21.8 28.6 27.4 39.4
Old : 22.9 30.9 34.7 46.2 21.8 28.6 27.4 39.4
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Old : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,643: -273 166 212 -563 -1,620 -624 -1,242: -1,019 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Old : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 22 2 10 5 6 36 17:
Old : 39: 22 2 10 5 6 36 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Old : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 88,110: 18,233 8,844 7,907 43,231 48,377 69,371 65,128: 18,739 22,982
Old : 87,802: 18,183 8,844 7,899 43,013 48,196 69,095 64,939: 18,707 22,863
Other: 308: 50 0 8 218 181 276 189: 32 119
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,100: 3,436 -1,777 -793 -2,674 253 -31 -2,317: -4,069 -1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.0 9.0 49.1 54.9 78.7 73.9: 21.3 26.1
Old : 100.0: 20.7 10.1 9.0 49.0 54.9 78.7 74.0: 21.3 26.0
Other: 100.0: 16.3 0.0 2.6 70.7 58.8 89.6 61.4: 10.4 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 38 16 21 56 53 100 86:
Old : 126: 38 16 21 56 53 100 86:
Other: 16: 3 0 1 2 11 5 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 30.8 31.3 41.9 18.4 25.7 24.7 30.8
Old : 22.9 30.9 31.1 42.1 18.4 26.0 24.8 31.2
Other: 86.9 52.3 89.6 58.8 86.9 52.3 87.0 56.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 32,655: 1,565 1,967 778 20,285 18,161 22,628 20,906: 10,027 11,750
Old : 7,881: 0 862 169 2,750 2,472 2,919 3,504: 4,961 4,377
Other: 24,775: 1,588 1,127 586 17,535 15,689 19,709 17,402: 5,066 7,373
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,723: -547 -1,244 -22 955 3,011 386 1,745: 1,337 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.0 2.4 62.1 55.6 69.3 64.0: 30.7 36.0
Old : 100.0: 0.0 10.9 2.2 34.9 31.4 37.0 44.5: 63.0 55.5
Other: 100.0: 6.4 4.5 2.4 70.8 63.3 79.6 70.2: 20.4 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 8 3 18 18 24 26:
Old : 23: 0 6 2 12 8 14 14:
Other: 32: 4 4 2 17 17 22 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 41.8 55.5 51.0 41.5 37.9 52.9 46.1
Old : 26.6 26.3 34.9 39.0 19.5 25.4 26.5 33.5
Other: 55.2 47.8 67.2 59.5 54.8 46.7 66.8 56.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 128,699: 17,666 27,528 23,189 70,756 65,806 111,611 116,524: 17,088 12,175
Old : 12,605: 1,976 1,679 45 6,790 9,552 8,811 11,276: 3,794 1,329
Other: 116,094: 16,345 26,504 22,489 63,966 56,254 102,800 105,248: 13,294 10,846
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,847: -565 3,186 -41 1,682 -91 1,076 3,054: 771 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.4 18.0 55.0 51.1 86.7 90.5: 13.3 9.5
Old : 100.0: 15.7 13.3 0.4 53.9 75.8 69.9 89.5: 30.1 10.5
Other: 100.0: 14.1 22.8 19.4 55.1 48.5 88.5 90.7: 11.5 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 63 61 46 72 58 158 144:
Old : 49: 9 5 1 24 13 34 19:
Other: 203: 60 62 44 71 58 154 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 25.7 29.9 34.9 19.8 21.3 28.7 27.8
Old : 34.4 76.8 49.0 87.1 34.4 72.1 44.7 78.6
Other: 21.8 21.6 31.3 31.2 21.8 17.8 30.9 24.7
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 39,444: 12,716 3,766 8,082 12,321 25,244 33,119 37,093: 6,325 2,351
Old : 35,595: 12,809 4,313 5,872 10,786 23,118 29,467 33,303: 6,127 2,292
Other: 3,849: 612 159 1,505 1,535 2,126 3,652 3,791: 197 59
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,417: 1,863 89 -1,987 -2,941 -502 -3,065 -2,401: 649 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 9.5 20.5 31.2 64.0 84.0 94.0: 16.0 6.0
Old : 100.0: 36.0 12.1 16.5 30.3 64.9 82.8 93.6: 17.2 6.4
Other: 100.0: 15.9 4.1 39.1 39.9 55.2 94.9 98.5: 5.1 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 51 24 20 19 19 84 49:
Old : 102: 51 24 19 19 18 83 48:
Other: 24: 10 5 12 7 6 21 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 45.1 35.7 62.8 19.9 40.0 29.8 52.7
Old : 21.7 45.3 34.5 62.8 21.7 43.3 32.5 57.0
Other: 56.9 64.1 76.3 84.5 15.7 23.7 21.1 27.2
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 136,129: 21,160 17,795 13,780 91,103 99,500 126,044 131,075: 10,084 5,054
Old : 55,306: 12,732 15,618 6,371 28,723 29,914 47,827 51,903: 7,480 3,403
Other: 80,822: 9,714 3,462 6,124 62,380 69,586 78,218 79,172: 2,605 1,651
: : :
: : Changes in Commitments from: June 14, 2005 :
: -14,020: -3,064 -5,358 -1,112 -7,178 -6,346 -11,354 -12,815: -2,667 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.1 10.1 66.9 73.1 92.6 96.3: 7.4 3.7
Old : 100.0: 23.0 28.2 11.5 51.9 54.1 86.5 93.8: 13.5 6.2
Other: 100.0: 12.0 4.3 7.6 77.2 86.1 96.8 98.0: 3.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 55 42 37 49 38 124 103:
Old : 155: 53 45 30 41 34 110 93:
Other: 86: 27 16 26 32 32 68 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 36.2 47.1 51.6 20.5 24.7 30.2 32.9
Old : 22.2 29.7 34.5 43.7 19.9 23.3 28.9 34.2
Other: 45.0 53.5 61.5 67.9 26.7 37.4 39.1 48.0
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 465,530: 85,848 43,375 62,015 245,133 317,195 392,997 422,586: 72,533 42,945
Old : 465,530: 85,848 43,375 62,015 245,133 317,195 392,997 422,586: 72,533 42,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 25,700: 7,448 -6,935 230 17,302 33,284 24,980 26,578: 720 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 13.3 52.7 68.1 84.4 90.8: 15.6 9.2
Old : 100.0: 18.4 9.3 13.3 52.7 68.1 84.4 90.8: 15.6 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 : 152: 50 33 38 59 52 128 104:
Old : 152: 50 33 38 59 52 128 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 29.6 26.1 45.9 13.3 22.6 22.6 31.8
Old : 14.4 29.6 26.1 45.9 13.3 22.6 22.6 31.8
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 115,177: 23,578 12,774 25,323 55,812 68,601 104,713 106,698: 10,464 8,479
Old : 80,104: 22,774 13,660 13,013 36,044 47,114 71,831 73,787: 8,273 6,317
Other: 35,074: 3,136 1,446 9,979 19,767 21,487 32,883 32,912: 2,191 2,162
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,807: -622 2,503 387 -5,281 -9,364 -5,515 -6,474: 1,708 2,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.1 22.0 48.5 59.6 90.9 92.6: 9.1 7.4
Old : 100.0: 28.4 17.1 16.2 45.0 58.8 89.7 92.1: 10.3 7.9
Other: 100.0: 8.9 4.1 28.5 56.4 61.3 93.8 93.8: 6.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 114 72 101 96 92 263 221:
Old : 304: 121 68 85 81 84 236 203:
Other: 182: 48 39 56 63 77 140 144:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 22.0 29.1 33.2 16.3 15.8 25.3 24.9
Old : 22.6 23.4 34.5 35.8 22.6 21.8 34.5 33.7
Other: 28.6 32.6 41.0 44.3 22.5 23.6 28.8 29.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 29,858: 18,926 1,870 2,793 4,132 23,009 25,851 27,672: 4,007 2,186
Old : 29,858: 18,926 1,870 2,793 4,132 23,009 25,851 27,672: 4,007 2,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 525: -543 -766 307 752 804 517 345: 9 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 6.3 9.4 13.8 77.1 86.6 92.7: 13.4 7.3
Old : 100.0: 63.4 6.3 9.4 13.8 77.1 86.6 92.7: 13.4 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 : 48: 32 4 7 9 6 43 16:
Old : 48: 32 4 7 9 6 43 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 : 32.9 82.3 54.3 90.0 32.6 73.7 48.3 78.3
Old : 32.9 82.3 54.3 90.0 32.6 73.7 48.3 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 224,022: 31,076 25,355 49,647 100,121 114,900 180,844 189,901: 43,178 34,121
Old : 224,022: 31,076 25,355 49,647 100,121 114,900 180,844 189,901: 43,178 34,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 3,122: -1,661 -751 2,185 2,894 3,062 3,418 4,496: -297 -1,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.3 22.2 44.7 51.3 80.7 84.8: 19.3 15.2
Old : 100.0: 13.9 11.3 22.2 44.7 51.3 80.7 84.8: 19.3 15.2
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 : 130: 32 28 31 58 63 109 105:
Old : 130: 32 28 31 58 63 109 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 20.6 25.6 30.5 11.4 12.3 18.0 17.1
Old : 15.3 20.6 25.6 30.5 11.4 12.3 18.0 17.1
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 812,523: 37,165 73,147 331,894 361,128 372,300 730,187 777,342: 82,336 35,182
Old : 812,523: 37,165 73,147 331,894 361,128 372,300 730,187 777,342: 82,336 35,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 40,284: 10,131 10,738 17,543 16,873 17,456 44,547 45,738: -4,263 -5,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.0 40.8 44.4 45.8 89.9 95.7: 10.1 4.3
Old : 100.0: 4.6 9.0 40.8 44.4 45.8 89.9 95.7: 10.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 57 55 78 92 87 194 177:
Old : 208: 57 55 78 92 87 194 177:
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 : 19.6 23.0 30.9 35.4 4.3 7.1 6.6 11.7
Old : 19.6 23.0 30.9 35.4 4.3 7.1 6.6 11.7
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Old : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,884: -327 -248 546 5,701 3,118 5,920 3,416: -1,036 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
Old : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
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 : 24: 4 1 1 15 15 19 17:
Old : 24: 4 1 1 15 15 19 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 : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Old : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Old : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 5,483: -3,622 1,297 5,445 2,128 -328 3,951 6,414: 1,532 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Old : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
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 : 33: 1 3 4 23 24 27 28:
Old : 33: 1 3 4 23 24 27 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 : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
Old : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Old : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,644: 1,460 604 -244 674 1,460 1,890 1,820: -246 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Old : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 1 15 14 17 18:
Old : 24: 1 4 1 15 14 17 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 : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
Old : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Old : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,156: 0 224 0 -420 -462 -420 -238: -736 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Old : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 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 : 23: 0 3 3 18 15 21 18:
Old : 23: 0 3 3 18 15 21 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 : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Old : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Old : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -881: -2,220 1,226 1,075 1,424 -3,608 279 -1,307: -1,160 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Old : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 5 22 18 27 23:
Old : 30: 1 4 5 22 18 27 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 : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
Old : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Old : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,337: 3,476 0 -434 -1,581 2,073 1,461 1,639: -124 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Old : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 19 19 20:
Old : 23: 1 0 1 18 19 19 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 : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
Old : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Old : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -663: 0 -2,313 588 -1,605 1,277 -1,017 -448: 354 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
Old : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 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 : 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 : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
Old : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Old : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 8,226: 4,506 6,042 0 5,118 2,922 9,624 8,964: -1,398 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Old : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 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 : 25: 3 1 1 18 19 21 21:
Old : 25: 3 1 1 18 19 21 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 : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Old : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Old : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Old : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 17 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 : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Old : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
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 21, 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 : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Old : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,253: 16,251 3,235 -1,167 9,605 28,941 24,689 31,009: 3,564 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Old : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
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 : 135: 28 12 32 86 82 126 117:
Old : 135: 28 12 32 86 82 126 117:
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 : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
Old : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Old : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,941: -2,764 971 12,330 13,138 9,191 22,704 22,492: -763 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Old : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 6 17 29 28 48 46:
Old : 50: 13 6 17 29 28 48 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 : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
Old : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
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 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 72,524: 17,437 7,249 16,494 38,241 48,517 72,172 72,260: 352 264
Old : 72,524: 17,437 7,249 16,494 38,241 48,517 72,172 72,260: 352 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,970: 2,232 1,188 2,648 2,162 3,116 7,042 6,952: -72 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.0 22.7 52.7 66.9 99.5 99.6: 0.5 0.4
Old : 100.0: 24.0 10.0 22.7 52.7 66.9 99.5 99.6: 0.5 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 : 51: 5 5 6 38 36 47 43:
Old : 51: 5 5 6 38 36 47 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 : 51.4 42.8 64.7 62.7 32.0 29.3 38.5 39.7
Old : 51.4 42.8 64.7 62.7 32.0 29.3 38.5 39.7
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 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Old : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 697: -550 126 978 409 -365 837 739: -140 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Old : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 19 22 24 26:
Old : 30: 4 1 4 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
Old : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Old : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 378: -86 -344 344 168 340 426 340: -48 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Old : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
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 : 26: 1 3 3 14 13 18 16:
Old : 26: 1 3 3 14 13 18 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 : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Old : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Old : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 172: -344 -86 258 258 0 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
Old : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
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 : 20: 2 2 3 13 9 16 13:
Old : 20: 2 2 3 13 9 16 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 : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
Old : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
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 21, 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 : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Old : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,150: -300 -340 560 1,070 880 1,330 1,100: -180 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Old : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
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 : 25: 4 2 5 16 17 22 22:
Old : 25: 4 2 5 16 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
Old : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Old : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,500: 1,620 80 360 -400 720 1,580 1,160: -80 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 4.6
Old : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 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 : 26: 3 2 3 18 18 21 23:
Old : 26: 3 2 3 18 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 : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Old : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 1,233,084: 119,813 65,518 302,556 746,143 782,757 1,168,512 1,150,832: 64,572 82,252
Old : 1,233,084: 119,813 65,518 302,556 746,143 782,757 1,168,512 1,150,832: 64,572 82,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -49,806: 12,415 7,352 -22,623 -36,871 -30,859 -47,080 -46,130: -2,726 -3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.3 24.5 60.5 63.5 94.8 93.3: 5.2 6.7
Old : 100.0: 9.7 5.3 24.5 60.5 63.5 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 : 276: 73 94 104 84 96 220 241:
Old : 276: 73 94 104 84 96 220 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 17.4 31.6 30.5 11.1 9.3 16.5 14.4
Old : 20.6 17.4 31.6 30.5 11.1 9.3 16.5 14.4
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Old : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 504: 99 -84 48 502 786 649 750: -145 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Old : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
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 : 115: 58 20 5 14 24 76 48:
Old : 115: 58 20 5 14 24 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 : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
Old : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,684: 7,796 800 15 722 8,552 8,533 9,367: 3,151 2,317
Old : 11,684: 7,796 800 15 722 8,552 8,533 9,367: 3,151 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,290: 1,326 5 -84 -227 1,168 1,015 1,089: 1,275 1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Old : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
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 : 54: 28 6 2 5 18 33 26:
Old : 54: 28 6 2 5 18 33 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 : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
Old : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 185,840: 37,200 7,284 28,053 99,887 135,042 165,141 170,379: 20,699 15,462
Old : 185,840: 37,200 7,284 28,053 99,887 135,042 165,141 170,379: 20,699 15,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,137: 7,980 -29 1,209 -536 6,521 8,652 7,701: -2,515 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.9 15.1 53.7 72.7 88.9 91.7: 11.1 8.3
Old : 100.0: 20.0 3.9 15.1 53.7 72.7 88.9 91.7: 11.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 53 23 34 75 77 144 119:
Old : 164: 53 23 34 75 77 144 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 17.9 35.8 30.8 17.0 11.9 26.0 20.2
Old : 23.4 17.9 35.8 30.8 17.0 11.9 26.0 20.2
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
Updated July 1, 2005