WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 270,517: 49,716 50,975 38,611 153,324 142,192 241,651 231,778: 28,866 38,739
Old : 267,428: 49,370 50,008 38,549 150,995 141,292 238,914 229,849: 28,514 37,579
Other: 3,089: 387 1,008 21 2,329 900 2,737 1,929: 352 1,160
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,463: 5,930 1,477 -14,394 -6,887 -1,247 -15,351 -14,164: -2,113 -3,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 18.8 14.3 56.7 52.6 89.3 85.7: 10.7 14.3
Old : 100.0: 18.5 18.7 14.4 56.5 52.8 89.3 85.9: 10.7 14.1
Other: 100.0: 12.5 32.6 0.7 75.4 29.1 88.6 62.4: 11.4 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 97 68 41 53 161 173:
Old : 237: 72 95 68 41 52 161 172:
Other: 42: 3 11 2 5 24 10 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 : 31.2 34.1 44.4 41.9 30.2 30.1 43.4 35.6
Old : 31.5 34.5 44.9 42.4 30.5 31.1 43.9 36.8
Other: 77.2 37.6 87.9 47.4 76.4 37.6 87.1 47.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 880,668: 114,537 63,650 179,439 439,774 414,709 733,750 657,798: 146,918 222,870
Old : 406,069: 48,993 71,915 42,058 249,236 220,493 340,287 334,467: 65,782 71,602
Other: 474,599: 119,977 46,168 82,948 190,538 194,216 393,463 323,331: 81,136 151,268
: : :
: : Changes in Commitments from: June 21, 2005 :
: -75,601: -4,683 -10,145 -35,683 -19,137 -23,639 -59,502 -69,466: -16,099 -6,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.2 20.4 49.9 47.1 83.3 74.7: 16.7 25.3
Old : 100.0: 12.1 17.7 10.4 61.4 54.3 83.8 82.4: 16.2 17.6
Other: 100.0: 25.3 9.7 17.5 40.1 40.9 82.9 68.1: 17.1 31.9
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 147 93 161 223 237 453 435:
Old : 443: 88 98 104 171 185 324 331:
Other: 486: 152 71 108 165 214 354 359:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 17.3 26.0 22.5 17.6 13.8 24.8 17.5
Old : 31.5 27.0 43.1 32.7 31.4 26.1 42.9 31.5
Other: 17.5 11.0 23.9 16.8 15.1 9.3 20.4 13.7
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 8,191: 2,780 508 665 2,189 5,687 5,635 6,860: 2,556 1,331
Old : 8,191: 2,780 508 665 2,189 5,687 5,635 6,860: 2,556 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -902: 508 33 -352 -203 -96 -47 -415: -855 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 6.2 8.1 26.7 69.4 68.8 83.8: 31.2 16.2
Old : 100.0: 33.9 6.2 8.1 26.7 69.4 68.8 83.8: 31.2 16.2
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 : 37: 11 8 6 10 16 24 27:
Old : 37: 11 8 6 10 16 24 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 : 33.7 34.8 49.8 53.5 28.8 32.7 42.8 47.6
Old : 33.7 34.8 49.8 53.5 28.8 32.7 42.8 47.6
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 420,665: 80,015 19,380 84,080 170,237 219,810 334,332 323,270: 86,333 97,395
Old : 102,095: 23,102 6,175 25,070 31,712 50,040 79,884 81,286: 22,211 20,809
Other: 318,570: 71,656 27,947 44,268 138,525 169,769 254,449 241,984: 64,121 76,586
: : :
: : Changes in Commitments from: June 21, 2005 :
: -62,832: -15,862 -6,032 -32,049 133 -12,930 -47,778 -51,010: -15,054 -11,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 4.6 20.0 40.5 52.3 79.5 76.8: 20.5 23.2
Old : 100.0: 22.6 6.0 24.6 31.1 49.0 78.2 79.6: 21.8 20.4
Other: 100.0: 22.5 8.8 13.9 43.5 53.3 79.9 76.0: 20.1 24.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 125 78 139 116 139 322 296:
Old : 278: 90 48 80 76 105 203 203:
Other: 349: 110 91 94 94 129 256 265:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 21.5 28.0 31.8 15.0 15.6 21.3 20.5
Old : 17.2 20.3 25.2 31.2 10.3 15.3 16.0 21.5
Other: 20.6 23.3 32.3 32.5 18.8 15.9 26.9 21.6
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,816: 14,317 2,279 264 0 926 14,581 3,469: 4,235 15,347
Old : 2,127: 1,295 482 14 0 29 1,309 525: 818 1,602
Other: 16,689: 13,142 1,917 130 0 897 13,272 2,944: 3,417 13,745
: : :
: : Changes in Commitments from: June 21, 2005 :
: -949: -452 1,138 -324 0 24 -776 838: -173 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 12.1 1.4 0.0 4.9 77.5 18.4: 22.5 81.6
Old : 100.0: 60.9 22.7 0.7 0.0 1.4 61.5 24.7: 38.5 75.3
Other: 100.0: 78.7 11.5 0.8 0.0 5.4 79.5 17.6: 20.5 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 6 0 3 13 15:
Old : 15: 7 6 1 0 2 8 8:
Other: 22: 11 8 5 0 3 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 8.8 74.4 14.2 67.0 8.6 73.6 14.1
Old : 57.7 23.6 61.5 24.7 57.7 22.9 60.9 24.0
Other: 70.2 9.1 77.4 14.5 69.6 9.1 76.7 14.4
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 184,765: 39,047 9,699 30,148 84,511 131,024 153,705 170,871: 31,060 13,895
Old : 68,914: 18,270 5,777 10,305 29,622 45,939 58,196 62,021: 10,718 6,893
Other: 115,851: 30,637 13,782 9,983 54,889 85,085 95,509 108,850: 20,342 7,002
: : :
: : Changes in Commitments from: June 21, 2005 :
: -10,105: -2,471 -1,093 -3,493 -2,173 -4,401 -8,137 -8,987: -1,968 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 5.2 16.3 45.7 70.9 83.2 92.5: 16.8 7.5
Old : 100.0: 26.5 8.4 15.0 43.0 66.7 84.4 90.0: 15.6 10.0
Other: 100.0: 26.4 11.9 8.6 47.4 73.4 82.4 94.0: 17.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 59 17 37 51 49 129 97:
Old : 104: 36 16 26 36 43 79 80:
Other: 130: 47 31 24 38 36 101 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.3 29.3 49.8 16.7 28.5 24.7 38.4
Old : 27.5 22.7 38.0 40.6 19.3 18.7 29.7 33.7
Other: 26.6 48.0 37.4 60.5 26.6 45.0 37.3 55.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 856,617: 132,817 89,538 131,507 444,642 436,191 708,965 657,236: 147,652 199,381
Old : 856,617: 132,817 89,538 131,507 444,642 436,191 708,965 657,236: 147,652 199,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -35,727: -3,843 -1,565 -22,666 -3,876 -8,604 -30,386 -32,835: -5,341 -2,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 10.5 15.4 51.9 50.9 82.8 76.7: 17.2 23.3
Old : 100.0: 15.5 10.5 15.4 51.9 50.9 82.8 76.7: 17.2 23.3
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 : 172: 34 38 38 70 84 125 139:
Old : 172: 34 38 38 70 84 125 139:
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 13.3 33.0 21.8 23.9 11.3 28.6 17.4
Old : 26.1 13.3 33.0 21.8 23.9 11.3 28.6 17.4
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 163,842: 36,150 2,461 28,999 61,255 109,674 126,404 141,135: 37,437 22,707
Old : 65,003: 13,618 2,439 11,996 22,462 37,724 48,076 52,159: 16,927 12,844
Other: 98,839: 29,146 6,636 10,389 38,793 71,950 78,328 88,975: 20,510 9,864
: : :
: : Changes in Commitments from: June 21, 2005 :
: -19,445: -16,272 -4,511 -297 241 -15,864 -16,328 -20,673: -3,117 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.5 17.7 37.4 66.9 77.2 86.1: 22.8 13.9
Old : 100.0: 20.9 3.8 18.5 34.6 58.0 74.0 80.2: 26.0 19.8
Other: 100.0: 29.5 6.7 10.5 39.2 72.8 79.2 90.0: 20.8 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 50 12 45 57 54 131 104:
Old : 110: 31 15 35 47 49 94 90:
Other: 122: 44 23 30 40 39 99 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 : 14.1 33.9 21.5 48.1 10.0 28.8 16.3 38.0
Old : 11.8 22.9 20.1 34.8 9.6 18.8 15.0 28.4
Other: 17.6 42.9 27.5 59.0 11.9 36.1 20.8 46.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 7,671: 3,799 1,519 828 1,700 3,359 6,327 5,706: 1,344 1,965
Old : 1,081: 330 88 0 467 766 797 854: 284 227
Other: 6,590: 3,563 1,525 734 1,233 2,593 5,530 4,852: 1,060 1,738
: : :
: : Changes in Commitments from: June 21, 2005 :
: -934: -83 326 -623 -322 -615 -1,028 -912: 94 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 19.8 10.8 22.2 43.8 82.5 74.4: 17.5 25.6
Old : 100.0: 30.5 8.1 0.0 43.2 70.9 73.7 79.0: 26.3 21.0
Other: 100.0: 54.1 23.1 11.1 18.7 39.4 83.9 73.6: 16.1 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 14 8 8 12 28 30:
Old : 18: 10 2 0 1 5 11 7:
Other: 45: 14 16 8 8 11 28 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 : 37.9 32.0 60.2 49.0 37.8 29.0 49.7 38.4
Old : 63.9 71.1 71.9 79.0 63.9 71.1 71.9 79.0
Other: 41.7 32.7 61.9 49.1 41.6 29.4 55.1 41.7
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 366,020: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,170 105,529
Old : 366,020: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,170 105,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,682: 2,030 6,591 196 -5,886 273 -3,660 7,060: 5,342 -5,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Old : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 14 19 3 47 41 64 60:
Old : 96: 14 19 3 47 41 64 60:
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 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Old : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 2,571,252: 393,762 355,362 450,134 1,489,865 1,342,989 2,333,760 2,148,484: 237,492 422,768
Old : 2,571,252: 393,762 355,362 450,134 1,489,865 1,342,989 2,333,760 2,148,484: 237,492 422,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -64,648: -5,800 -39,403 -26,176 -32,595 -540 -64,571 -66,120: -77 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 13.8 17.5 57.9 52.2 90.8 83.6: 9.2 16.4
Old : 100.0: 15.3 13.8 17.5 57.9 52.2 90.8 83.6: 9.2 16.4
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 : 280: 61 69 71 105 138 195 249:
Old : 280: 61 69 71 105 138 195 249:
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 : 28.3 15.1 41.7 26.4 22.6 11.6 29.6 18.1
Old : 28.3 15.1 41.7 26.4 22.6 11.6 29.6 18.1
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,351,077: 187,608 178,121 145,027 835,891 743,216 1,168,527 1,066,365: 182,550 284,712
Old : 1,351,077: 187,608 178,121 145,027 835,891 743,216 1,168,527 1,066,365: 182,550 284,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -53,041: -12,003 -29,217 -35,184 -14,789 -5,904 -61,976 -70,305: 8,935 17,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.2 10.7 61.9 55.0 86.5 78.9: 13.5 21.1
Old : 100.0: 13.9 13.2 10.7 61.9 55.0 86.5 78.9: 13.5 21.1
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: 33 44 43 69 84 126 147:
Old : 174: 33 44 43 69 84 126 147:
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 35.0 30.1 21.7 20.1 31.5 27.3
Old : 23.8 20.7 35.0 30.1 21.7 20.1 31.5 27.3
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 641,274: 115,629 71,138 205,417 256,546 327,048 577,593 603,603: 63,681 37,670
Old : 641,274: 115,629 71,138 205,417 256,546 327,048 577,593 603,603: 63,681 37,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,774: 14,402 9,411 8,118 6,970 16,072 29,490 33,601: 7,284 3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 11.1 32.0 40.0 51.0 90.1 94.1: 9.9 5.9
Old : 100.0: 18.0 11.1 32.0 40.0 51.0 90.1 94.1: 9.9 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 : 123: 37 25 44 53 50 111 98:
Old : 123: 37 25 44 53 50 111 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 : 30.1 32.5 41.4 45.1 11.9 15.8 16.3 22.8
Old : 30.1 32.5 41.4 45.1 11.9 15.8 16.3 22.8
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,943: 5,376 3,683 410 15,609 16,323 21,395 20,416: 7,548 8,527
Old : 28,943: 5,376 3,683 410 15,609 16,323 21,395 20,416: 7,548 8,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -269: -1,041 727 -76 461 -1,179 -655 -528: 387 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.7 1.4 53.9 56.4 73.9 70.5: 26.1 29.5
Old : 100.0: 18.6 12.7 1.4 53.9 56.4 73.9 70.5: 26.1 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 : 49: 8 13 6 18 12 30 27:
Old : 49: 8 13 6 18 12 30 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 : 33.8 42.2 49.3 54.4 33.8 41.9 49.3 54.1
Old : 33.8 42.2 49.3 54.4 33.8 41.9 49.3 54.1
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 40,973: 11,108 19,667 2,993 15,377 8,050 29,478 30,710: 11,495 10,262
Old : 40,973: 11,108 19,667 2,993 15,377 8,050 29,478 30,710: 11,495 10,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 738: -2,242 -59 1,292 3,358 1,418 2,408 2,651: -1,670 -1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 48.0 7.3 37.5 19.6 71.9 75.0: 28.1 25.0
Old : 100.0: 27.1 48.0 7.3 37.5 19.6 71.9 75.0: 28.1 25.0
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 : 61: 27 17 16 10 11 42 39:
Old : 61: 27 17 16 10 11 42 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 : 28.7 41.8 41.7 51.3 26.9 41.0 39.2 49.0
Old : 28.7 41.8 41.7 51.3 26.9 41.0 39.2 49.0
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Old : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 943: 700 -578 1 242 1,529 943 952: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Old : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 17 4 19 22 29 40:
Old : 60: 7 17 4 19 22 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 : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Old : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 26,650: 1,098 1,913 3,333 17,051 13,182 21,481 18,428: 5,169 8,223
Old : 26,650: 1,098 1,913 3,333 17,051 13,182 21,481 18,428: 5,169 8,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 659: -578 146 -36 935 256 321 366: 338 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.2 12.5 64.0 49.5 80.6 69.1: 19.4 30.9
Old : 100.0: 4.1 7.2 12.5 64.0 49.5 80.6 69.1: 19.4 30.9
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 : 44: 11 4 13 27 18 41 32:
Old : 44: 11 4 13 27 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 : 42.9 26.3 56.2 44.6 42.9 23.3 52.2 37.3
Old : 42.9 26.3 56.2 44.6 42.9 23.3 52.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 97,134: 9,937 26,529 21,762 50,164 21,510 81,863 69,801: 15,271 27,333
Old : 79,805: 8,636 26,082 15,493 43,440 16,892 67,569 58,467: 12,236 21,338
Other: 17,329: 5,650 4,796 1,919 6,725 4,618 14,294 11,334: 3,035 5,995
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,988: -556 1,156 3,798 595 149 3,837 5,103: 150 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 27.3 22.4 51.6 22.1 84.3 71.9: 15.7 28.1
Old : 100.0: 10.8 32.7 19.4 54.4 21.2 84.7 73.3: 15.3 26.7
Other: 100.0: 32.6 27.7 11.1 38.8 26.7 82.5 65.4: 17.5 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 28 67 50 29 28 96 116:
Old : 143: 29 66 46 27 28 89 114:
Other: 55: 19 16 15 10 17 36 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.9 44.5 22.9 30.2 12.8 44.2 19.3
Old : 36.8 12.8 50.7 21.7 36.8 11.4 50.0 19.3
Other: 45.7 31.7 63.9 42.1 44.5 26.2 60.6 35.8
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 3,534: 485 1,140 312 1,075 786 1,872 2,237: 1,663 1,297
Old : 3,371: 496 1,160 276 991 768 1,763 2,204: 1,608 1,167
Other: 163: 24 15 0 84 18 108 33: 55 130
: : :
: : Changes in Commitments from: June 21, 2005 :
: -316: -56 -209 -148 -59 27 -263 -331: -53 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 32.2 8.8 30.4 22.2 53.0 63.3: 47.0 36.7
Old : 100.0: 14.7 34.4 8.2 29.4 22.8 52.3 65.4: 47.7 34.6
Other: 100.0: 14.9 9.2 0.0 51.4 11.0 66.3 20.2: 33.7 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 20 11 8 7 26 28:
Old : 39: 8 20 9 7 6 24 26:
Other: 13: 6 1 0 4 3 10 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 : 30.4 34.0 39.1 44.3 27.3 33.0 34.5 39.6
Old : 29.3 35.6 38.4 46.4 26.0 34.9 34.0 41.7
Other: 57.5 20.2 65.5 20.2 57.5 19.6 65.5 19.6
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 137,589: 28,519 29,786 16,654 76,260 61,144 121,433 107,584: 16,155 30,004
Old : 137,589: 28,519 29,786 16,654 76,260 61,144 121,433 107,584: 16,155 30,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,696: -2,206 2,960 -2,669 870 -2,691 -4,005 -2,399: -691 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 21.6 12.1 55.4 44.4 88.3 78.2: 11.7 21.8
Old : 100.0: 20.7 21.6 12.1 55.4 44.4 88.3 78.2: 11.7 21.8
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 : 225: 44 69 49 68 88 137 187:
Old : 225: 44 69 49 68 88 137 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 12.0 43.2 21.2 27.2 11.6 42.6 20.0
Old : 27.2 12.0 43.2 21.2 27.2 11.6 42.6 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 4,082: 1,067 750 235 1,383 1,530 2,684 2,515: 1,398 1,567
Old : 4,082: 1,067 750 235 1,383 1,530 2,684 2,515: 1,398 1,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 172: -1 133 -69 308 -75 237 -11: -65 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.4 5.8 33.9 37.5 65.8 61.6: 34.2 38.4
Old : 100.0: 26.1 18.4 5.8 33.9 37.5 65.8 61.6: 34.2 38.4
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 : 45: 14 10 11 16 13 32 32:
Old : 45: 14 10 11 16 13 32 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 : 25.3 31.1 36.8 44.0 22.2 31.1 33.0 42.7
Old : 25.3 31.1 36.8 44.0 22.2 31.1 33.0 42.7
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 25,211: 7,968 2,163 4,055 8,219 5,315 20,242 11,532: 4,969 13,678
Old : 25,211: 7,968 2,163 4,055 8,219 5,315 20,242 11,532: 4,969 13,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 25: 995 -852 69 -488 881 577 99: -552 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 8.6 16.1 32.6 21.1 80.3 45.7: 19.7 54.3
Old : 100.0: 31.6 8.6 16.1 32.6 21.1 80.3 45.7: 19.7 54.3
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 : 134: 44 18 25 48 48 104 82:
Old : 134: 44 18 25 48 48 104 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 : 16.6 11.6 28.0 18.3 14.3 7.9 24.6 12.4
Old : 16.6 11.6 28.0 18.3 14.3 7.9 24.6 12.4
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 77,571: 21,941 19,183 1,151 21,900 39,372 44,992 59,705: 32,580 17,866
Old : 77,571: 21,941 19,183 1,151 21,900 39,372 44,992 59,705: 32,580 17,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,234: 4,160 2,198 -87 -94 2,815 3,979 4,926: 255 -693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 24.7 1.5 28.2 50.8 58.0 77.0: 42.0 23.0
Old : 100.0: 28.3 24.7 1.5 28.2 50.8 58.0 77.0: 42.0 23.0
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 : 73: 19 16 5 24 27 46 45:
Old : 73: 19 16 5 24 27 46 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 : 17.8 25.4 29.2 40.4 16.8 25.4 26.7 40.1
Old : 17.8 25.4 29.2 40.4 16.8 25.4 26.7 40.1
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 73,702: 1,764 46,185 0 63,541 4,868 65,305 51,053: 8,397 22,649
Old : 73,702: 1,764 46,185 0 63,541 4,868 65,305 51,053: 8,397 22,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,660: 185 2,219 0 2,014 206 2,199 2,425: -539 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 62.7 0.0 86.2 6.6 88.6 69.3: 11.4 30.7
Old : 100.0: 2.4 62.7 0.0 86.2 6.6 88.6 69.3: 11.4 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 : 40: 2 26 0 10 4 12 30:
Old : 40: 2 26 0 10 4 12 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 : 70.4 25.8 84.5 40.7 70.4 25.8 83.7 40.7
Old : 70.4 25.8 84.5 40.7 70.4 25.8 83.7 40.7
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 101,352: 77,729 3,965 503 14,530 90,697 92,762 95,165: 8,590 6,187
Old : 101,352: 77,729 3,965 503 14,530 90,697 92,762 95,165: 8,590 6,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,210: -6,417 -1,000 495 2,628 -2,689 -3,294 -3,194: 84 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 3.9 0.5 14.3 89.5 91.5 93.9: 8.5 6.1
Old : 100.0: 76.7 3.9 0.5 14.3 89.5 91.5 93.9: 8.5 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 : 98: 64 5 2 15 17 80 24:
Old : 98: 64 5 2 15 17 80 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 67.8 45.2 84.4 29.1 67.0 45.2 83.5
Old : 29.1 67.8 45.2 84.4 29.1 67.0 45.2 83.5
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 69,659: 8,914 28,852 1,176 41,249 20,303 51,339 50,332: 18,320 19,327
Old : 69,659: 8,914 28,852 1,176 41,249 20,303 51,339 50,332: 18,320 19,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,906: -4,977 1,904 31 7,152 -884 2,206 1,051: -300 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 41.4 1.7 59.2 29.1 73.7 72.3: 26.3 27.7
Old : 100.0: 12.8 41.4 1.7 59.2 29.1 73.7 72.3: 26.3 27.7
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 : 56: 12 19 4 17 16 30 38:
Old : 56: 12 19 4 17 16 30 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 : 40.2 26.6 53.1 41.9 35.3 26.6 48.3 41.2
Old : 40.2 26.6 53.1 41.9 35.3 26.6 48.3 41.2
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 173,076: 8,119 62,707 5,684 133,448 71,095 147,251 139,486: 25,825 33,591
Old : 173,076: 8,119 62,707 5,684 133,448 71,095 147,251 139,486: 25,825 33,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,667: -484 13,581 301 8,614 -9,068 8,431 4,814: 236 3,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 36.2 3.3 77.1 41.1 85.1 80.6: 14.9 19.4
Old : 100.0: 4.7 36.2 3.3 77.1 41.1 85.1 80.6: 14.9 19.4
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 : 83: 12 32 8 29 26 47 60:
Old : 83: 12 32 8 29 26 47 60:
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 : 47.3 29.3 65.8 43.5 33.5 16.8 46.3 29.1
Old : 47.3 29.3 65.8 43.5 33.5 16.8 46.3 29.1
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 175,334: 31,915 43,315 19,711 71,677 58,482 123,303 121,507: 52,031 53,827
Old : 175,334: 31,915 43,315 19,711 71,677 58,482 123,303 121,507: 52,031 53,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -755: 5,739 -700 1,274 -5,908 2,635 1,106 3,209: -1,861 -3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.7 11.2 40.9 33.4 70.3 69.3: 29.7 30.7
Old : 100.0: 18.2 24.7 11.2 40.9 33.4 70.3 69.3: 29.7 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 : 120: 42 37 31 30 29 84 85:
Old : 120: 42 37 31 30 29 84 85:
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 : 18.1 19.9 31.1 31.5 17.5 18.4 29.8 28.8
Old : 18.1 19.9 31.1 31.5 17.5 18.4 29.8 28.8
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Old : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Old : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
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 : 21: 3 1 1 8 15 12 16:
Old : 21: 3 1 1 8 15 12 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 : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Old : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
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 28, 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 :11,552,427: 728,408 562,730 3,209,217 6,601,319 6,179,276 10,538,943 9,951,223: 1,013,484 1,601,203
Old :11,552,427: 728,408 562,730 3,209,217 6,601,319 6,179,276 10,538,943 9,951,223: 1,013,484 1,601,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 325,189: 109,162 -47,895 118,518 87,143 291,213 314,823 361,836: 10,366 -36,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.9 27.8 57.1 53.5 91.2 86.1: 8.8 13.9
Old : 100.0: 6.3 4.9 27.8 57.1 53.5 91.2 86.1: 8.8 13.9
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 : 267: 66 53 101 135 138 248 247:
Old : 267: 66 53 101 135 138 248 247:
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 : 20.0 14.1 33.3 24.2 18.5 7.9 25.8 12.2
Old : 20.0 14.1 33.3 24.2 18.5 7.9 25.8 12.2
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 712,278: 49,136 47,081 31,509 490,976 525,055 571,621 603,645: 140,657 108,633
Old : 712,278: 49,136 47,081 31,509 490,976 525,055 571,621 603,645: 140,657 108,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 6,651: -5,373 2,293 -227 10,301 8,242 4,701 10,308: 1,949 -3,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.6 4.4 68.9 73.7 80.3 84.7: 19.7 15.3
Old : 100.0: 6.9 6.6 4.4 68.9 73.7 80.3 84.7: 19.7 15.3
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: 35 35 45 91 65 153 118:
Old : 188: 35 35 45 91 65 153 118:
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 : 19.6 32.6 28.1 46.6 19.5 31.8 28.0 45.8
Old : 19.6 32.6 28.1 46.6 19.5 31.8 28.0 45.8
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 860,147: 133,582 167,515 17,625 448,883 579,526 600,090 764,666: 260,057 95,481
Old : 860,147: 133,582 167,515 17,625 448,883 579,526 600,090 764,666: 260,057 95,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,668: 42,887 -19,760 -180 -3,578 69,328 39,129 49,389: -2,461 -12,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.5 2.0 52.2 67.4 69.8 88.9: 30.2 11.1
Old : 100.0: 15.5 19.5 2.0 52.2 67.4 69.8 88.9: 30.2 11.1
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 : 176: 43 46 25 61 57 119 113:
Old : 176: 43 46 25 61 57 119 113:
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 : 22.8 30.1 33.1 47.6 19.8 28.8 28.0 42.9
Old : 22.8 30.1 33.1 47.6 19.8 28.8 28.0 42.9
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Old : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 434: 235 19 0 183 405 418 424: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Old : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
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 : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 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 : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Old : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Old : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,529: 943 -913 64 2,957 3,342 3,964 2,493: -435 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Old : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 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 : 37: 4 4 1 17 18 22 22:
Old : 37: 4 4 1 17 18 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 : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Old : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 49,602: 6,784 8,209 0 25,774 32,782 32,558 40,992: 17,044 8,611
Old : 49,602: 6,784 8,209 0 25,774 32,782 32,558 40,992: 17,044 8,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,702: -1,572 795 -80 4,018 3,507 2,366 4,223: 2,337 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.6 0.0 52.0 66.1 65.6 82.6: 34.4 17.4
Old : 100.0: 13.7 16.6 0.0 52.0 66.1 65.6 82.6: 34.4 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 : 78: 11 17 0 33 26 44 43:
Old : 78: 11 17 0 33 26 44 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 : 20.1 38.0 30.8 53.2 20.1 34.9 30.5 49.4
Old : 20.1 38.0 30.8 53.2 20.1 34.9 30.5 49.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 222,027: 72,323 87,525 1,339 118,009 75,579 191,671 164,443: 30,356 57,584
Old : 222,027: 72,323 87,525 1,339 118,009 75,579 191,671 164,443: 30,356 57,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,298: 9,012 8,711 116 18,200 10,467 27,329 19,295: 7,969 16,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.4 0.6 53.2 34.0 86.3 74.1: 13.7 25.9
Old : 100.0: 32.6 39.4 0.6 53.2 34.0 86.3 74.1: 13.7 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 59 56 10 43 31 107 92:
Old : 178: 59 56 10 43 31 107 92:
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 18.2 39.1 28.0 23.4 16.2 37.2 25.7
Old : 25.3 18.2 39.1 28.0 23.4 16.2 37.2 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 71,356: 24,447 1,439 229 24,888 62,232 49,563 63,900: 21,793 7,456
Old : 71,356: 24,447 1,439 229 24,888 62,232 49,563 63,900: 21,793 7,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -14,747: -12,158 -1,516 5 997 -12,381 -11,157 -13,892: -3,590 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 2.0 0.3 34.9 87.2 69.5 89.6: 30.5 10.4
Old : 100.0: 34.3 2.0 0.3 34.9 87.2 69.5 89.6: 30.5 10.4
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 : 47: 16 3 1 15 20 32 23:
Old : 47: 16 3 1 15 20 32 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 : 39.9 41.0 50.6 65.1 39.9 41.0 50.6 64.4
Old : 39.9 41.0 50.6 65.1 39.9 41.0 50.6 64.4
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 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,987: 765 3,519 0 23,145 18,343 23,910 21,862: 5,076 7,125
Old : 28,987: 765 3,519 0 23,145 18,343 23,910 21,862: 5,076 7,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 143: 277 221 0 -34 -409 243 -188: -100 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.1 0.0 79.8 63.3 82.5 75.4: 17.5 24.6
Old : 100.0: 2.6 12.1 0.0 79.8 63.3 82.5 75.4: 17.5 24.6
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 : 53: 3 9 0 29 22 32 31:
Old : 53: 3 9 0 29 22 32 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 : 51.1 34.0 59.3 48.4 50.3 34.0 58.5 48.1
Old : 51.1 34.0 59.3 48.4 50.3 34.0 58.5 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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 234,860: 16,745 45,197 874 202,225 176,820 219,845 222,892: 15,016 11,969
Old : 234,860: 16,745 45,197 874 202,225 176,820 219,845 222,892: 15,016 11,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 17,430: -269 -7,233 -74 17,043 23,787 16,700 16,481: 730 949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.2 0.4 86.1 75.3 93.6 94.9: 6.4 5.1
Old : 100.0: 7.1 19.2 0.4 86.1 75.3 93.6 94.9: 6.4 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 : 124: 21 39 6 36 46 60 88:
Old : 124: 21 39 6 36 46 60 88:
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 38.9 68.5 53.3 55.6 36.9 64.8 50.3
Old : 57.5 38.9 68.5 53.3 55.6 36.9 64.8 50.3
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 32,337: 10,625 5,825 509 10,286 19,030 21,420 25,364: 10,917 6,973
Old : 32,337: 10,625 5,825 509 10,286 19,030 21,420 25,364: 10,917 6,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 796: 174 5 67 484 2,161 725 2,233: 71 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 18.0 1.6 31.8 58.8 66.2 78.4: 33.8 21.6
Old : 100.0: 32.9 18.0 1.6 31.8 58.8 66.2 78.4: 33.8 21.6
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 : 66: 22 14 4 14 18 39 34:
Old : 66: 22 14 4 14 18 39 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 : 19.2 38.7 32.6 50.5 19.2 37.5 32.6 49.3
Old : 19.2 38.7 32.6 50.5 19.2 37.5 32.6 49.3
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Old : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -489: 0 -50 -100 867 -450 767 -600: -1,256 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Old : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
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 : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
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 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Old : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 140,647: 54,258 6,624 19,166 29,691 101,057 103,115 126,847: 37,532 13,800
Old : 140,647: 54,258 6,624 19,166 29,691 101,057 103,115 126,847: 37,532 13,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -13,044: -3,328 951 -9,392 -2 -3,899 -12,723 -12,340: -321 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 4.7 13.6 21.1 71.9 73.3 90.2: 26.7 9.8
Old : 100.0: 38.6 4.7 13.6 21.1 71.9 73.3 90.2: 26.7 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 : 167: 84 36 50 25 41 133 106:
Old : 167: 84 36 50 25 41 133 106:
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 : 21.7 32.5 31.1 51.3 14.0 27.7 20.4 39.5
Old : 21.7 32.5 31.1 51.3 14.0 27.7 20.4 39.5
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 117,266: 42,079 20,634 19,351 39,347 63,026 100,777 103,010: 16,489 14,256
Old : 117,266: 42,079 20,634 19,351 39,347 63,026 100,777 103,010: 16,489 14,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -1,780: -1,217 1,872 -1,506 1,265 -1,781 -1,458 -1,415: -322 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.6 16.5 33.6 53.7 85.9 87.8: 14.1 12.2
Old : 100.0: 35.9 17.6 16.5 33.6 53.7 85.9 87.8: 14.1 12.2
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 : 185: 63 61 45 44 41 137 125:
Old : 185: 63 61 45 44 41 137 125:
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 : 21.3 32.0 32.5 45.7 21.0 28.8 30.4 41.7
Old : 21.3 32.0 32.5 45.7 21.0 28.8 30.4 41.7
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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 373,380: 185,159 44,627 58,289 69,972 248,529 313,420 351,445: 59,961 21,935
Old : 373,380: 185,159 44,627 58,289 69,972 248,529 313,420 351,445: 59,961 21,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 7,655: 15,962 -9,456 -1,774 -3,918 21,234 10,270 10,004: -2,616 -2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 12.0 15.6 18.7 66.6 83.9 94.1: 16.1 5.9
Old : 100.0: 49.6 12.0 15.6 18.7 66.6 83.9 94.1: 16.1 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 : 275: 144 66 58 38 53 218 145:
Old : 275: 144 66 58 38 53 218 145:
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 : 22.5 31.7 33.4 49.9 21.6 28.9 27.9 42.2
Old : 22.5 31.7 33.4 49.9 21.6 28.9 27.9 42.2
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Old : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 701: -134 273 70 396 106 332 449: 369 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Old : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 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 : 38: 21 2 10 4 6 34 17:
Old : 38: 21 2 10 4 6 34 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 : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Old : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 81,958: 19,248 6,862 6,808 40,465 47,420 66,522 61,090: 15,436 20,868
Old : 81,408: 19,129 6,862 6,788 40,107 47,078 66,025 60,728: 15,383 20,680
Other: 550: 119 0 20 358 342 497 362: 53 188
: : :
: : Changes in Commitments from: June 21, 2005 :
: -6,152: 1,015 -1,982 -1,099 -2,765 -957 -2,849 -4,038: -3,303 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.4 8.3 49.4 57.9 81.2 74.5: 18.8 25.5
Old : 100.0: 23.5 8.4 8.3 49.3 57.8 81.1 74.6: 18.9 25.4
Other: 100.0: 21.7 0.0 3.6 65.1 62.3 90.4 65.9: 9.6 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 37 16 21 57 48 105 77:
Old : 125: 36 17 21 57 48 105 77:
Other: 25: 6 0 5 4 16 10 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.0 32.6 42.9 21.7 25.1 28.3 32.9
Old : 23.7 32.2 32.3 43.1 21.7 25.6 28.4 33.5
Other: 80.3 50.3 89.0 58.6 79.9 48.6 85.0 55.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,109: 1,787 1,148 768 19,480 17,812 22,035 19,728: 6,074 8,381
Old : 2,198: 119 0 0 1,011 1,376 1,130 1,376: 1,068 822
Other: 25,911: 1,770 1,250 666 18,469 16,436 20,905 18,352: 5,006 7,559
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,546: 222 -819 -10 -805 -349 -593 -1,178: -3,953 -3,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.1 2.7 69.3 63.4 78.4 70.2: 21.6 29.8
Old : 100.0: 5.4 0.0 0.0 46.0 62.6 51.4 62.6: 48.6 37.4
Other: 100.0: 6.8 4.8 2.6 71.3 63.4 80.7 70.8: 19.3 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 6 3 3 19 20 26 25:
Old : 18: 1 0 0 9 9 10 9:
Other: 36: 5 4 3 18 18 25 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.0 60.4 57.9 45.9 43.0 56.6 50.5
Old : 43.7 53.7 50.4 62.6 39.4 53.7 46.0 58.3
Other: 50.2 47.6 64.1 58.3 49.9 45.3 61.4 53.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 125,209: 17,444 17,915 24,640 67,747 72,370 109,831 114,925: 15,378 10,284
Old : 1,824: 3 1 0 1,709 1,661 1,712 1,662: 112 162
Other: 123,385: 17,441 17,914 24,640 66,038 70,709 108,119 113,263: 15,266 10,122
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,490: -222 -9,614 1,451 -3,009 6,564 -1,780 -1,599: -1,710 -1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.3 19.7 54.1 57.8 87.7 91.8: 12.3 8.2
Old : 100.0: 0.2 0.1 0.0 93.7 91.1 93.9 91.1: 6.1 8.9
Other: 100.0: 14.1 14.5 20.0 53.5 57.3 87.6 91.8: 12.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 66 50 43 70 57 156 132:
Old : 9: 1 1 0 4 3 5 4:
Other: 196: 66 50 43 70 57 156 132:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 32.1 30.2 40.5 20.4 26.5 29.2 33.2
Old : 93.7 91.1 93.9 91.1 93.7 91.1 93.9 91.1
Other: 20.7 31.2 30.0 39.8 20.7 26.9 29.6 33.7
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 43,225: 14,484 3,296 8,561 14,095 28,776 37,140 40,633: 6,086 2,593
Old : 39,096: 14,507 3,980 6,160 12,552 26,422 33,219 36,562: 5,877 2,535
Other: 4,129: 757 96 1,621 1,543 2,354 3,921 4,071: 208 58
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,782: 1,768 -471 479 1,774 3,532 4,020 3,539: -239 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 7.6 19.8 32.6 66.6 85.9 94.0: 14.1 6.0
Old : 100.0: 37.1 10.2 15.8 32.1 67.6 85.0 93.5: 15.0 6.5
Other: 100.0: 18.3 2.3 39.2 37.4 57.0 95.0 98.6: 5.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 64 19 22 20 21 93 53:
Old : 111: 60 23 22 20 20 93 52:
Other: 25: 11 5 12 7 6 21 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 46.4 34.8 63.2 17.5 38.1 26.6 50.3
Old : 22.2 46.9 33.5 63.4 19.0 40.7 29.0 54.1
Other: 56.7 63.5 78.0 83.8 17.0 25.8 21.8 28.4
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 133,215: 21,140 13,385 12,895 89,398 103,129 123,433 129,410: 9,781 3,805
Old : 50,551: 13,032 12,812 5,887 23,977 28,818 42,896 47,517: 7,655 3,034
Other: 82,664: 9,234 1,700 5,882 65,421 74,311 80,537 81,893: 2,127 771
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,914: -20 -4,409 -885 -1,706 3,629 -2,611 -1,665: -303 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.0 9.7 67.1 77.4 92.7 97.1: 7.3 2.9
Old : 100.0: 25.8 25.3 11.6 47.4 57.0 84.9 94.0: 15.1 6.0
Other: 100.0: 11.2 2.1 7.1 79.1 89.9 97.4 99.1: 2.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 58 38 35 49 38 125 96:
Old : 151: 58 36 29 42 32 113 84:
Other: 86: 21 21 26 33 33 69 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 : 32.2 36.4 47.0 53.3 20.8 25.6 30.2 34.2
Old : 18.3 28.8 28.1 42.1 17.1 24.1 25.0 35.7
Other: 47.3 51.1 63.5 67.8 28.9 35.3 39.0 45.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 493,037: 113,111 47,342 67,243 231,790 327,590 412,144 442,176: 80,893 50,861
Old : 493,037: 113,111 47,342 67,243 231,790 327,590 412,144 442,176: 80,893 50,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 27,507: 27,263 3,967 5,228 -13,344 10,395 19,147 19,590: 8,360 7,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 13.6 47.0 66.4 83.6 89.7: 16.4 10.3
Old : 100.0: 22.9 9.6 13.6 47.0 66.4 83.6 89.7: 16.4 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 : 171: 65 34 40 61 53 147 107:
Old : 171: 65 34 40 61 53 147 107:
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 : 14.1 27.4 25.1 43.0 12.6 19.3 21.2 29.4
Old : 14.1 27.4 25.1 43.0 12.6 19.3 21.2 29.4
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 118,891: 24,344 13,681 27,670 56,020 69,550 108,035 110,901: 10,856 7,990
Old : 81,455: 23,971 15,012 13,408 35,967 47,313 73,347 75,733: 8,108 5,722
Other: 37,436: 3,807 2,103 10,828 20,053 22,237 34,688 35,168: 2,748 2,268
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,713: 766 907 2,347 209 949 3,322 4,203: 392 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.5 23.3 47.1 58.5 90.9 93.3: 9.1 6.7
Old : 100.0: 29.4 18.4 16.5 44.2 58.1 90.0 93.0: 10.0 7.0
Other: 100.0: 10.2 5.6 28.9 53.6 59.4 92.7 93.9: 7.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 126 74 106 102 97 277 233:
Old : 316: 124 74 88 87 81 249 206:
Other: 195: 54 40 60 69 83 151 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 20.9 28.0 31.6 15.7 15.3 24.7 24.2
Old : 21.1 22.4 33.3 35.1 21.1 21.4 33.3 33.5
Other: 26.8 30.3 38.1 41.5 21.1 22.3 28.1 28.8
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 32,021: 21,581 2,302 2,645 4,192 25,065 28,418 30,012: 3,604 2,010
Old : 32,021: 21,581 2,302 2,645 4,192 25,065 28,418 30,012: 3,604 2,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,163: 2,655 432 -148 60 2,056 2,567 2,340: -403 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 7.2 8.3 13.1 78.3 88.7 93.7: 11.3 6.3
Old : 100.0: 67.4 7.2 8.3 13.1 78.3 88.7 93.7: 11.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 34 8 12 9 7 50 21:
Old : 55: 34 8 12 9 7 50 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 : 30.6 82.8 52.7 90.5 30.6 74.8 49.1 80.1
Old : 30.6 82.8 52.7 90.5 30.6 74.8 49.1 80.1
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 227,007: 31,063 24,800 46,769 103,422 120,325 181,255 191,894: 45,752 35,112
Old : 227,007: 31,063 24,800 46,769 103,422 120,325 181,255 191,894: 45,752 35,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,984: -13 -555 -2,877 3,302 5,426 411 1,993: 2,573 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.9 20.6 45.6 53.0 79.8 84.5: 20.2 15.5
Old : 100.0: 13.7 10.9 20.6 45.6 53.0 79.8 84.5: 20.2 15.5
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 : 132: 33 30 31 57 62 110 104:
Old : 132: 33 30 31 57 62 110 104:
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 : 16.6 21.4 25.9 32.0 11.0 12.3 16.9 17.4
Old : 16.6 21.4 25.9 32.0 11.0 12.3 16.9 17.4
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 753,128: 35,340 66,520 300,604 337,391 350,032 673,334 717,155: 79,794 35,972
Old : 753,128: 35,340 66,520 300,604 337,391 350,032 673,334 717,155: 79,794 35,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -59,395: -1,825 -6,628 -31,291 -23,737 -22,268 -56,853 -60,186: -2,543 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.8 39.9 44.8 46.5 89.4 95.2: 10.6 4.8
Old : 100.0: 4.7 8.8 39.9 44.8 46.5 89.4 95.2: 10.6 4.8
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 : 202: 57 47 71 93 85 189 166:
Old : 202: 57 47 71 93 85 189 166:
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 22.7 31.4 35.8 4.2 7.7 6.6 11.7
Old : 19.9 22.7 31.4 35.8 4.2 7.7 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 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Old : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,924: -316 186 350 1,349 1,796 1,383 2,332: 541 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Old : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
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 : 24: 4 1 1 15 14 19 16:
Old : 24: 4 1 1 15 14 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 : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Old : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Old : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,163: -162 -772 3,188 1,310 1,022 4,336 3,438: -1,173 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Old : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
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 : 35: 1 4 4 24 25 29 29:
Old : 35: 1 4 4 24 25 29 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 : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Old : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Old : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,318: 5,524 2,224 3,940 3,970 6,664 13,434 12,828: -116 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Old : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
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 : 23: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 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 : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Old : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Old : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -177: 0 -1,020 124 -368 683 -244 -213: 67 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Old : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 18 16 21 19:
Old : 23: 0 3 3 18 16 21 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 : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Old : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Old : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,750: 418 833 777 1,075 2,997 2,270 4,607: 480 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Old : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
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 : 31: 1 5 6 22 19 28 25:
Old : 31: 1 5 6 22 19 28 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 : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Old : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Old : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -74: -1,288 0 192 712 -564 -384 -372: 310 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Old : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 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 : 23: 1 0 1 19 19 20 20:
Old : 23: 1 0 1 19 19 20 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 : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Old : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
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 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Old : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,651: 0 2,066 479 85 -66 564 2,479: 1,087 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Old : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
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 : 27: 0 2 2 23 19 25 21:
Old : 27: 0 2 2 23 19 25 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 : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Old : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Old : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 5,738: 2,722 2,856 1,218 2,774 1,890 6,714 5,964: -976 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Old : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 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 : 27: 2 2 1 20 21 23 23:
Old : 27: 2 2 1 20 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Old : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Old : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,761: 5 -248 23 2,651 2,705 2,679 2,480: 82 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Old : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
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 : 23: 2 1 2 16 17 19 19:
Old : 23: 2 1 2 16 17 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 : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Old : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
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 INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Old : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Old : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
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: 3 0 0 12 17 15 17:
Old : 30: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Old : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Old : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Old : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 12 17 15 17:
Old : 26: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Old : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Old : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 47,717: -9,164 2,852 16,008 33,925 15,220 40,769 34,080: 6,948 13,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Old : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 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 : 147: 28 11 32 98 86 138 120:
Old : 147: 28 11 32 98 86 138 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Old : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
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 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Old : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,089: -2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311: 714 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Old : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 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 : 47: 12 8 16 26 25 44 43:
Old : 47: 12 8 16 26 25 44 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 : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Old : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 74,182: 18,788 6,612 17,261 37,554 49,898 73,602 73,770: 580 412
Old : 74,182: 18,788 6,612 17,261 37,554 49,898 73,602 73,770: 580 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,658: 1,351 -637 766 -688 1,381 1,430 1,510: 228 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 8.9 23.3 50.6 67.3 99.2 99.4: 0.8 0.6
Old : 100.0: 25.3 8.9 23.3 50.6 67.3 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 5 7 37 35 46 43:
Old : 49: 5 5 7 37 35 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 : 51.9 43.9 65.8 63.6 33.1 30.7 38.5 38.8
Old : 51.9 43.9 65.8 63.6 33.1 30.7 38.5 38.8
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Old : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,222: -162 0 -6 1,390 1,228 1,222 1,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Old : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
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 : 33: 4 1 4 20 24 25 28:
Old : 33: 4 1 4 20 24 25 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 : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Old : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Old : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 258: 56 -1,372 1,586 -1,220 -46 422 168: -164 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Old : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
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 : 28: 2 3 3 15 15 19 19:
Old : 28: 2 3 3 15 15 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 : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Old : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Old : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,202: 680 1,270 -172 1,016 678 1,524 1,776: 678 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Old : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
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 : 20: 2 2 3 12 9 15 13:
Old : 20: 2 2 3 12 9 15 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 : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Old : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Old : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,360: -140 320 440 300 450 600 1,210: 760 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Old : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
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 : 25: 3 2 5 16 18 21 23:
Old : 25: 3 2 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 : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Old : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Old : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 380: 620 0 -320 20 700 320 380: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Old : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 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 : 28: 3 2 3 19 20 22 25:
Old : 28: 3 2 3 19 20 22 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 : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Old : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 1,268,977: 125,562 68,140 328,609 738,883 783,440 1,193,054 1,180,188: 75,924 88,789
Old : 1,268,977: 125,562 68,140 328,609 738,883 783,440 1,193,054 1,180,188: 75,924 88,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,894: 5,749 2,622 26,052 -7,259 682 24,542 29,356: 11,352 6,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.4 25.9 58.2 61.7 94.0 93.0: 6.0 7.0
Old : 100.0: 9.9 5.4 25.9 58.2 61.7 94.0 93.0: 6.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 79 102 119 79 88 231 250:
Old : 288: 79 102 119 79 88 231 250:
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 17.7 31.3 30.6 10.8 9.6 16.1 14.5
Old : 20.3 17.7 31.3 30.6 10.8 9.6 16.1 14.5
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Old : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 294: 53 145 3 173 -92 229 56: 65 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Old : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
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 : 119: 60 22 6 11 25 75 51:
Old : 119: 60 22 6 11 25 75 51:
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 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Old : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 11,360: 8,184 742 464 500 8,829 9,148 10,036: 2,212 1,324
Old : 11,360: 8,184 742 464 500 8,829 9,148 10,036: 2,212 1,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -324: 388 -58 449 -222 277 615 669: -939 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 6.5 4.1 4.4 77.7 80.5 88.3: 19.5 11.7
Old : 100.0: 72.0 6.5 4.1 4.4 77.7 80.5 88.3: 19.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 31 9 5 6 19 41 30:
Old : 61: 31 9 5 6 19 41 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 : 35.9 48.5 49.3 67.2 35.9 47.8 49.3 66.4
Old : 35.9 48.5 49.3 67.2 35.9 47.8 49.3 66.4
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 176,767: 36,561 7,888 21,613 95,906 132,496 154,081 161,997: 22,686 14,770
Old : 176,767: 36,561 7,888 21,613 95,906 132,496 154,081 161,997: 22,686 14,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -9,073: -639 604 -6,440 -3,981 -2,546 -11,060 -8,382: 1,987 -691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 4.5 12.2 54.3 75.0 87.2 91.6: 12.8 8.4
Old : 100.0: 20.7 4.5 12.2 54.3 75.0 87.2 91.6: 12.8 8.4
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 : 155: 49 25 31 65 74 129 115:
Old : 155: 49 25 31 65 74 129 115:
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 18.5 36.7 31.1 17.4 14.5 26.8 22.6
Old : 23.4 18.5 36.7 31.1 17.4 14.5 26.8 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
Updated July 8, 2005