WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 273,782: 50,777 52,659 38,468 158,237 147,395 247,482 238,523: 26,300 35,260
Old : 270,065: 50,423 51,436 38,454 155,367 146,229 244,244 236,120: 25,821 33,946
Other: 3,717: 367 1,236 1 2,870 1,166 3,238 2,403: 479 1,314
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,266: 1,061 1,685 -143 4,913 5,203 5,831 6,745: -2,565 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.2 14.1 57.8 53.8 90.4 87.1: 9.6 12.9
Old : 100.0: 18.7 19.0 14.2 57.5 54.1 90.4 87.4: 9.6 12.6
Other: 100.0: 9.9 33.3 0.0 77.2 31.4 87.1 64.6: 12.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 78 93 65 46 61 166 180:
Old : 246: 78 93 65 46 61 166 180:
Other: 46: 3 12 1 6 28 10 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.7 44.2 42.9 29.6 30.7 43.0 35.9
Old : 31.0 35.2 44.8 43.4 30.0 31.8 43.6 37.1
Other: 77.7 36.0 86.8 46.3 76.2 35.3 81.7 44.3
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 876,277: 108,046 73,368 187,394 433,644 399,632 729,083 660,394: 147,194 215,883
Old : 383,952: 48,019 78,023 42,951 236,609 199,626 327,579 320,600: 56,373 63,352
Other: 492,325: 114,050 49,368 90,420 197,034 200,006 401,504 339,793: 90,820 152,531
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,391: -6,491 9,717 7,955 -6,130 -15,077 -4,667 2,595: 276 -6,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.4 21.4 49.5 45.6 83.2 75.4: 16.8 24.6
Old : 100.0: 12.5 20.3 11.2 61.6 52.0 85.3 83.5: 14.7 16.5
Other: 100.0: 23.2 10.0 18.4 40.0 40.6 81.6 69.0: 18.4 31.0
: : :
:# Traders : Number of Traders in Each Category :
All : 534: 139 102 165 205 229 435 430:
Old : 423: 77 103 94 145 171 281 312:
Other: 491: 148 82 113 167 211 360 364:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.6 26.0 21.7 17.8 13.5 25.2 17.2
Old : 32.6 25.9 45.2 32.6 32.5 25.0 45.1 31.7
Other: 17.1 11.4 23.4 16.9 15.0 9.7 20.0 13.9
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 8,515: 2,957 73 699 2,259 6,352 5,916 7,124: 2,600 1,391
Old : 8,515: 2,957 73 699 2,259 6,352 5,916 7,124: 2,600 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 324: 177 -435 34 69 665 281 264: 43 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.9 8.2 26.5 74.6 69.5 83.7: 30.5 16.3
Old : 100.0: 34.7 0.9 8.2 26.5 74.6 69.5 83.7: 30.5 16.3
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 : 36: 13 4 6 10 17 25 25:
Old : 36: 13 4 6 10 17 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 : 33.2 37.5 47.4 60.2 27.4 35.6 39.7 53.4
Old : 33.2 37.5 47.4 60.2 27.4 35.6 39.7 53.4
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 409,146: 73,518 23,681 84,536 160,819 209,065 318,873 317,282: 90,273 91,864
Old : 84,764: 15,087 6,700 24,398 23,677 36,124 63,161 67,221: 21,602 17,542
Other: 324,383: 66,060 24,610 52,509 137,143 172,942 255,712 250,061: 68,671 74,322
: : :
: : Changes in Commitments from: June 28, 2005 :
: -11,519: -6,498 4,301 456 -9,418 -10,745 -15,459 -5,988: 3,941 -5,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.8 20.7 39.3 51.1 77.9 77.5: 22.1 22.5
Old : 100.0: 17.8 7.9 28.8 27.9 42.6 74.5 79.3: 25.5 20.7
Other: 100.0: 20.4 7.6 16.2 42.3 53.3 78.8 77.1: 21.2 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 135 78 140 112 139 321 301:
Old : 258: 70 53 70 73 96 179 191:
Other: 360: 123 88 104 96 129 274 270:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 20.8 28.9 32.3 15.3 15.5 22.1 21.1
Old : 18.5 21.2 26.1 32.3 7.6 13.1 12.2 20.2
Other: 21.0 22.8 32.3 33.2 19.0 16.9 27.4 22.5
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,110: 12,495 3,195 139 0 916 12,634 4,250: 4,476 12,860
Old : 846: 431 140 15 0 8 446 163: 400 683
Other: 16,264: 12,099 3,090 89 0 908 12,188 4,087: 4,076 12,177
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,706: -1,822 916 -125 0 -10 -1,947 781: 241 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 18.7 0.8 0.0 5.4 73.8 24.8: 26.2 75.2
Old : 100.0: 50.9 16.5 1.8 0.0 0.9 52.7 19.3: 47.3 80.7
Other: 100.0: 74.4 19.0 0.5 0.0 5.6 74.9 25.1: 25.1 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 11 16:
Old : 13: 5 6 2 0 2 6 9:
Other: 21: 9 9 3 0 3 10 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 : 67.8 13.8 72.8 19.7 67.1 13.8 72.2 19.6
Old : 49.8 16.2 52.7 19.1 49.2 15.0 50.9 17.5
Other: 68.8 14.2 74.0 20.2 68.3 14.2 73.5 20.2
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 180,856: 38,467 11,032 31,114 81,642 126,677 151,223 168,823: 29,633 12,032
Old : 65,969: 16,380 5,445 11,286 28,992 44,048 56,658 60,779: 9,310 5,190
Other: 114,887: 31,425 14,925 10,490 52,650 82,629 94,565 108,044: 20,322 6,843
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,909: -580 1,333 967 -2,869 -4,346 -2,482 -2,047: -1,428 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.1 17.2 45.1 70.0 83.6 93.3: 16.4 6.7
Old : 100.0: 24.8 8.3 17.1 43.9 66.8 85.9 92.1: 14.1 7.9
Other: 100.0: 27.4 13.0 9.1 45.8 71.9 82.3 94.0: 17.7 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 55 22 36 48 50 127 99:
Old : 105: 34 20 26 32 43 78 79:
Other: 136: 49 33 25 36 40 101 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 37.2 29.5 48.9 16.8 27.6 24.4 37.8
Old : 29.8 24.1 40.4 40.8 20.0 19.7 29.8 32.3
Other: 26.1 46.8 36.5 59.1 26.1 43.3 36.5 53.8
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 826,294: 108,864 94,259 132,739 434,558 407,050 676,162 634,048: 150,132 192,246
Old : 826,294: 108,864 94,259 132,739 434,558 407,050 676,162 634,048: 150,132 192,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -30,323: -23,952 4,721 1,232 -10,084 -29,142 -32,803 -23,188: 2,480 -7,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 11.4 16.1 52.6 49.3 81.8 76.7: 18.2 23.3
Old : 100.0: 13.2 11.4 16.1 52.6 49.3 81.8 76.7: 18.2 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 : 165: 28 41 36 70 82 122 135:
Old : 165: 28 41 36 70 82 122 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.3 31.8 20.5 22.7 10.9 26.7 15.4
Old : 25.3 12.3 31.8 20.5 22.7 10.9 26.7 15.4
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 144,417: 28,204 2,117 24,296 56,514 100,199 109,014 126,612: 35,403 17,805
Old : 55,029: 10,494 1,191 10,078 19,630 34,434 40,202 45,704: 14,827 9,325
Other: 89,388: 22,449 5,666 9,478 36,885 65,764 68,812 80,908: 20,576 8,480
: : :
: : Changes in Commitments from: June 28, 2005 :
: -19,424: -7,946 -344 -4,703 -4,741 -9,475 -17,390 -14,523: -2,034 -4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 1.5 16.8 39.1 69.4 75.5 87.7: 24.5 12.3
Old : 100.0: 19.1 2.2 18.3 35.7 62.6 73.1 83.1: 26.9 16.9
Other: 100.0: 25.1 6.3 10.6 41.3 73.6 77.0 90.5: 23.0 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 44 17 34 55 52 121 93:
Old : 96: 29 6 27 43 47 81 76:
Other: 122: 37 26 24 44 40 99 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 34.1 22.4 49.8 9.9 31.8 16.9 41.7
Old : 12.4 27.3 20.5 38.3 8.4 26.0 15.4 35.1
Other: 18.5 41.2 28.2 59.1 12.4 36.1 21.1 48.4
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 6,953: 3,478 1,507 878 1,259 2,701 5,615 5,085: 1,338 1,868
Old : 6,953: 3,478 1,507 878 1,259 2,701 5,615 5,085: 1,338 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -718: -321 -12 49 -441 -659 -713 -621: -6 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 21.7 12.6 18.1 38.8 80.8 73.1: 19.2 26.9
Old : 100.0: 50.0 21.7 12.6 18.1 38.8 80.8 73.1: 19.2 26.9
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 : 48: 22 9 9 11 13 33 31:
Old : 48: 22 9 9 11 13 33 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 : 34.7 35.1 51.6 51.5 30.6 32.7 43.9 45.1
Old : 34.7 35.1 51.6 51.5 30.6 32.7 43.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 353,566: 97,211 95,846 241 210,256 153,765 307,708 249,852: 45,858 103,714
Old : 353,566: 97,211 95,846 241 210,256 153,765 307,708 249,852: 45,858 103,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -12,454: 2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639: -10,312 -1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 27.1 0.1 59.5 43.5 87.0 70.7: 13.0 29.3
Old : 100.0: 27.5 27.1 0.1 59.5 43.5 87.0 70.7: 13.0 29.3
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 : 97: 16 22 2 44 39 62 61:
Old : 97: 16 22 2 44 39 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 24.7 47.2 34.8 30.9 22.9 47.0 32.7
Old : 30.9 24.7 47.2 34.8 30.9 22.9 47.0 32.7
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 2,469,183: 446,270 347,681 402,067 1,363,903 1,289,121 2,212,239 2,038,868: 256,944 430,314
Old : 2,469,183: 446,270 347,681 402,067 1,363,903 1,289,121 2,212,239 2,038,868: 256,944 430,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -102,069: 52,508 -7,681 -48,067 -125,962 -53,867 -121,521 -109,616: 19,452 7,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.1 16.3 55.2 52.2 89.6 82.6: 10.4 17.4
Old : 100.0: 18.1 14.1 16.3 55.2 52.2 89.6 82.6: 10.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 54 73 66 104 134 190 241:
Old : 274: 54 73 66 104 134 190 241:
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 : 28.2 15.0 40.4 24.1 23.8 11.6 32.8 18.2
Old : 28.2 15.0 40.4 24.1 23.8 11.6 32.8 18.2
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 1,417,228: 178,128 183,741 167,463 907,396 772,834 1,252,987 1,124,038: 164,241 293,190
Old : 1,417,228: 178,128 183,741 167,463 907,396 772,834 1,252,987 1,124,038: 164,241 293,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 66,151: -9,481 5,619 22,435 71,505 29,618 84,459 57,673: -18,309 8,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.0 11.8 64.0 54.5 88.4 79.3: 11.6 20.7
Old : 100.0: 12.6 13.0 11.8 64.0 54.5 88.4 79.3: 11.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 35 44 43 71 88 130 151:
Old : 180: 35 44 43 71 88 130 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.9 36.4 29.2 22.1 19.3 32.1 26.1
Old : 24.6 19.9 36.4 29.2 22.1 19.3 32.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 530,203: 91,886 72,815 160,336 218,797 262,651 471,019 495,802: 59,184 34,401
Old : 530,203: 91,886 72,815 160,336 218,797 262,651 471,019 495,802: 59,184 34,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -111,071: -23,743 1,677 -45,081 -37,749 -64,398 -106,574 -107,802: -4,497 -3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.7 30.2 41.3 49.5 88.8 93.5: 11.2 6.5
Old : 100.0: 17.3 13.7 30.2 41.3 49.5 88.8 93.5: 11.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 31 24 38 54 51 103 95:
Old : 118: 31 24 38 54 51 103 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 : 25.2 27.9 38.2 41.7 12.8 14.5 19.2 23.0
Old : 25.2 27.9 38.2 41.7 12.8 14.5 19.2 23.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 29,395: 5,928 5,117 447 15,852 16,088 22,227 21,653: 7,168 7,743
Old : 29,395: 5,928 5,117 447 15,852 16,088 22,227 21,653: 7,168 7,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 453: 552 1,434 37 243 -234 832 1,237: -379 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 17.4 1.5 53.9 54.7 75.6 73.7: 24.4 26.3
Old : 100.0: 20.2 17.4 1.5 53.9 54.7 75.6 73.7: 24.4 26.3
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 : 50: 11 11 7 19 12 35 25:
Old : 50: 11 11 7 19 12 35 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 : 33.3 43.5 48.3 59.5 33.3 42.9 48.3 58.9
Old : 33.3 43.5 48.3 59.5 33.3 42.9 48.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 49,892: 12,542 24,838 2,775 23,286 11,176 38,603 38,789: 11,289 11,103
Old : 49,892: 12,542 24,838 2,775 23,286 11,176 38,603 38,789: 11,289 11,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,919: 1,434 5,171 -218 7,909 3,126 9,125 8,079: -206 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 49.8 5.6 46.7 22.4 77.4 77.7: 22.6 22.3
Old : 100.0: 25.1 49.8 5.6 46.7 22.4 77.4 77.7: 22.6 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 : 74: 30 21 17 13 15 48 48:
Old : 74: 30 21 17 13 15 48 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 : 35.3 40.2 47.0 49.5 33.9 39.6 45.1 47.6
Old : 35.3 40.2 47.0 49.5 33.9 39.6 45.1 47.6
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Old : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 465: 188 279 0 513 475 701 754: -236 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Old : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 18 4 18 23 28 42:
Old : 61: 7 18 4 18 23 28 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 : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Old : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 22,895: 1,005 1,573 2,383 14,970 11,400 18,358 15,355: 4,537 7,540
Old : 22,895: 1,005 1,573 2,383 14,970 11,400 18,358 15,355: 4,537 7,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,755: -92 -340 -950 -2,081 -1,782 -3,123 -3,072: -632 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.9 10.4 65.4 49.8 80.2 67.1: 19.8 32.9
Old : 100.0: 4.4 6.9 10.4 65.4 49.8 80.2 67.1: 19.8 32.9
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 : 38: 9 3 10 24 17 35 28:
Old : 38: 9 3 10 24 17 35 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 : 43.4 26.3 55.8 44.7 43.4 22.8 53.1 37.3
Old : 43.4 26.3 55.8 44.7 43.4 22.8 53.1 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 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 101,431: 11,620 25,646 24,403 49,590 22,371 85,614 72,420: 15,817 29,010
Old : 83,701: 10,895 26,844 17,487 42,822 17,120 71,205 61,452: 12,496 22,249
Other: 17,730: 5,268 3,345 2,373 6,768 5,250 14,409 10,968: 3,321 6,762
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,296: 1,683 -882 2,641 -574 861 3,751 2,619: 546 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.3 24.1 48.9 22.1 84.4 71.4: 15.6 28.6
Old : 100.0: 13.0 32.1 20.9 51.2 20.5 85.1 73.4: 14.9 26.6
Other: 100.0: 29.7 18.9 13.4 38.2 29.6 81.3 61.9: 18.7 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 66 49 26 28 96 114:
Old : 145: 31 68 44 23 28 89 112:
Other: 53: 18 13 13 12 18 36 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.3 43.6 23.8 28.7 13.2 42.6 19.6
Old : 34.8 14.1 49.9 23.2 34.8 12.5 48.1 20.6
Other: 44.2 29.6 64.7 39.1 42.9 21.7 58.8 30.1
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 3,062: 537 896 341 782 638 1,660 1,875: 1,402 1,187
Old : 2,864: 549 921 283 696 604 1,528 1,808: 1,336 1,056
Other: 199: 35 22 11 86 34 132 67: 66 131
: : :
: : Changes in Commitments from: June 28, 2005 :
: -472: 52 -244 29 -293 -148 -211 -362: -261 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 29.3 11.1 25.5 20.8 54.2 61.2: 45.8 38.8
Old : 100.0: 19.2 32.2 9.9 24.3 21.1 53.4 63.1: 46.6 36.9
Other: 100.0: 17.7 11.1 5.5 43.3 17.1 66.5 33.8: 33.5 66.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 18 13 7 3 28 24:
Old : 37: 11 18 10 7 2 27 21:
Other: 15: 5 5 1 3 2 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 34.8 36.0 44.9 23.4 33.6 30.6 40.1
Old : 25.7 36.2 35.4 46.9 21.9 34.9 30.1 41.9
Other: 53.9 30.2 66.5 33.8 51.9 25.7 61.0 28.3
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 136,667: 29,500 31,444 17,148 73,186 59,782 119,834 108,374: 16,834 28,293
Old : 136,667: 29,500 31,444 17,148 73,186 59,782 119,834 108,374: 16,834 28,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -922: 981 1,658 493 -3,074 -1,361 -1,600 790: 678 -1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 23.0 12.5 53.6 43.7 87.7 79.3: 12.3 20.7
Old : 100.0: 21.6 23.0 12.5 53.6 43.7 87.7 79.3: 12.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 49 60 49 64 91 135 186:
Old : 223: 49 60 49 64 91 135 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 11.9 43.4 21.2 26.7 11.7 42.9 20.0
Old : 26.8 11.9 43.4 21.2 26.7 11.7 42.9 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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 3,583: 840 800 182 1,225 1,455 2,248 2,438: 1,335 1,145
Old : 3,583: 840 800 182 1,225 1,455 2,248 2,438: 1,335 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -499: -227 50 -53 -157 -74 -437 -77: -63 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.3 5.1 34.2 40.6 62.7 68.0: 37.3 32.0
Old : 100.0: 23.4 22.3 5.1 34.2 40.6 62.7 68.0: 37.3 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 12 6 15 14 26 30:
Old : 42: 9 12 6 15 14 26 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 : 26.5 32.9 40.0 46.9 23.3 32.7 35.6 45.1
Old : 26.5 32.9 40.0 46.9 23.3 32.7 35.6 45.1
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 26,646: 8,944 2,222 4,242 8,357 6,007 21,543 12,472: 5,103 14,174
Old : 26,646: 8,944 2,222 4,242 8,357 6,007 21,543 12,472: 5,103 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,435: 976 60 187 138 692 1,301 939: 134 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.3 15.9 31.4 22.5 80.9 46.8: 19.1 53.2
Old : 100.0: 33.6 8.3 15.9 31.4 22.5 80.9 46.8: 19.1 53.2
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 : 143: 50 19 29 49 51 111 90:
Old : 143: 50 19 29 49 51 111 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.3 26.3 18.3 13.2 8.6 22.8 12.8
Old : 15.9 12.3 26.3 18.3 13.2 8.6 22.8 12.8
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 76,199: 20,346 15,492 1,252 23,593 40,042 45,192 56,786: 31,008 19,414
Old : 76,199: 20,346 15,492 1,252 23,593 40,042 45,192 56,786: 31,008 19,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,372: -1,595 -3,691 102 1,693 669 200 -2,920: -1,572 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 20.3 1.6 31.0 52.5 59.3 74.5: 40.7 25.5
Old : 100.0: 26.7 20.3 1.6 31.0 52.5 59.3 74.5: 40.7 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 : 69: 18 12 4 26 25 46 39:
Old : 69: 18 12 4 26 25 46 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 : 18.9 25.3 30.9 39.4 18.0 25.2 28.3 39.1
Old : 18.9 25.3 30.9 39.4 18.0 25.2 28.3 39.1
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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 74,572: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,939 22,605
Old : 74,572: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,939 22,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 870: -70 1,049 0 398 -135 328 914: 542 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 63.3 0.0 85.7 6.3 88.0 69.7: 12.0 30.3
Old : 100.0: 2.3 63.3 0.0 85.7 6.3 88.0 69.7: 12.0 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 : 45: 2 29 0 12 4 14 33:
Old : 45: 2 29 0 12 4 14 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 : 68.9 25.0 83.5 40.7 68.9 25.0 82.9 40.7
Old : 68.9 25.0 83.5 40.7 68.9 25.0 82.9 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 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 104,826: 82,608 4,353 222 13,690 94,527 96,519 99,102: 8,306 5,724
Old : 104,826: 82,608 4,353 222 13,690 94,527 96,519 99,102: 8,306 5,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,474: 4,878 388 -281 -840 3,830 3,757 3,937: -284 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.2 0.2 13.1 90.2 92.1 94.5: 7.9 5.5
Old : 100.0: 78.8 4.2 0.2 13.1 90.2 92.1 94.5: 7.9 5.5
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 : 95: 63 5 2 15 16 78 23:
Old : 95: 63 5 2 15 16 78 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 : 33.0 68.4 50.1 84.7 33.0 67.8 50.1 84.0
Old : 33.0 68.4 50.1 84.7 33.0 67.8 50.1 84.0
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 77,211: 10,847 31,735 1,180 42,553 24,454 54,580 57,369: 22,631 19,842
Old : 77,211: 10,847 31,735 1,180 42,553 24,454 54,580 57,369: 22,631 19,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 7,553: 1,933 2,883 4 1,304 4,150 3,241 7,037: 4,311 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 41.1 1.5 55.1 31.7 70.7 74.3: 29.3 25.7
Old : 100.0: 14.0 41.1 1.5 55.1 31.7 70.7 74.3: 29.3 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 12 23 3 18 17 31 42:
Old : 62: 12 23 3 18 17 31 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 : 39.9 22.7 53.5 38.4 35.6 22.7 49.3 38.3
Old : 39.9 22.7 53.5 38.4 35.6 22.7 49.3 38.3
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 183,904: 8,902 63,782 6,538 141,732 79,425 157,172 149,746: 26,731 34,158
Old : 183,904: 8,902 63,782 6,538 141,732 79,425 157,172 149,746: 26,731 34,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 10,827: 783 1,075 855 8,283 8,331 9,921 10,260: 906 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.7 3.6 77.1 43.2 85.5 81.4: 14.5 18.6
Old : 100.0: 4.8 34.7 3.6 77.1 43.2 85.5 81.4: 14.5 18.6
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 : 88: 14 36 8 29 25 48 64:
Old : 88: 14 36 8 29 25 48 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 30.4 65.0 45.1 32.3 19.8 47.2 31.3
Old : 45.7 30.4 65.0 45.1 32.3 19.8 47.2 31.3
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 190,431: 22,899 46,196 21,953 83,647 59,320 128,499 127,469: 61,932 62,963
Old : 190,431: 22,899 46,196 21,953 83,647 59,320 128,499 127,469: 61,932 62,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 15,097: -9,015 2,882 2,242 11,970 838 5,196 5,961: 9,901 9,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 24.3 11.5 43.9 31.2 67.5 66.9: 32.5 33.1
Old : 100.0: 12.0 24.3 11.5 43.9 31.2 67.5 66.9: 32.5 33.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 32 44 35 34 31 84 92:
Old : 120: 32 44 35 34 31 84 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 : 21.6 19.1 33.4 30.2 21.4 17.5 31.4 27.3
Old : 21.6 19.1 33.4 30.2 21.4 17.5 31.4 27.3
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Old : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,957: -274 0 50 8,568 8,818 8,344 8,868: 613 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Old : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 2 9 16 13 18:
Old : 23: 3 1 2 9 16 13 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 : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
Old : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
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, July 5, 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 :12,010,388: 698,755 640,768 3,545,932 6,718,220 6,118,827 10,962,907 10,305,528: 1,047,480 1,704,860
Old :12,010,388: 698,755 640,768 3,545,932 6,718,220 6,118,827 10,962,907 10,305,528: 1,047,480 1,704,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 457,961: -29,653 78,038 336,716 116,901 -60,449 423,964 354,304: 33,997 103,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.3 29.5 55.9 50.9 91.3 85.8: 8.7 14.2
Old : 100.0: 5.8 5.3 29.5 55.9 50.9 91.3 85.8: 8.7 14.2
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 : 278: 64 61 108 139 140 256 261:
Old : 278: 64 61 108 139 140 256 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.1 33.2 24.1 17.7 7.3 24.9 11.5
Old : 19.2 14.1 33.2 24.1 17.7 7.3 24.9 11.5
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 709,930: 51,933 46,885 34,006 486,401 524,273 572,340 605,163: 137,590 104,766
Old : 709,930: 51,933 46,885 34,006 486,401 524,273 572,340 605,163: 137,590 104,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,348: 2,797 -196 2,497 -4,575 -782 719 1,519: -3,068 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 4.8 68.5 73.8 80.6 85.2: 19.4 14.8
Old : 100.0: 7.3 6.6 4.8 68.5 73.8 80.6 85.2: 19.4 14.8
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 : 197: 44 36 51 90 64 161 124:
Old : 197: 44 36 51 90 64 161 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 32.2 28.2 46.0 19.4 31.5 28.2 45.2
Old : 19.4 32.2 28.2 46.0 19.4 31.5 28.2 45.2
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 883,912: 147,609 200,844 20,123 454,014 560,480 621,746 781,446: 262,166 102,466
Old : 883,912: 147,609 200,844 20,123 454,014 560,480 621,746 781,446: 262,166 102,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 23,766: 14,027 33,328 2,498 5,131 -19,046 21,656 16,780: 2,110 6,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 22.7 2.3 51.4 63.4 70.3 88.4: 29.7 11.6
Old : 100.0: 16.7 22.7 2.3 51.4 63.4 70.3 88.4: 29.7 11.6
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 : 187: 44 56 27 61 59 120 127:
Old : 187: 44 56 27 61 59 120 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 28.2 32.5 43.6 19.4 25.4 27.3 39.0
Old : 23.2 28.2 32.5 43.6 19.4 25.4 27.3 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Old : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 237: 312 134 0 -44 13 268 147: -31 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Old : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 0 14 16 17 17:
Old : 30: 3 1 0 14 16 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 : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Old : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Old : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,010: 2,408 -375 -169 397 4,136 2,636 3,592: 374 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
Old : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
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 : 43: 10 2 1 18 19 28 22:
Old : 43: 10 2 1 18 19 28 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 : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
Old : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 50,424: 6,897 8,170 105 25,702 32,882 32,704 41,158: 17,720 9,266
Old : 50,424: 6,897 8,170 105 25,702 32,882 32,704 41,158: 17,720 9,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 821: 113 -39 105 -72 100 146 166: 676 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.2 0.2 51.0 65.2 64.9 81.6: 35.1 18.4
Old : 100.0: 13.7 16.2 0.2 51.0 65.2 64.9 81.6: 35.1 18.4
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 : 76: 12 15 1 32 26 44 42:
Old : 76: 12 15 1 32 26 44 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 : 20.3 38.0 31.0 53.7 20.2 35.1 30.6 50.1
Old : 20.3 38.0 31.0 53.7 20.2 35.1 30.6 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 240,602: 81,637 108,814 2,076 134,137 76,784 217,850 187,673: 22,752 52,929
Old : 240,602: 81,637 108,814 2,076 134,137 76,784 217,850 187,673: 22,752 52,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,575: 9,314 21,289 737 16,128 1,204 26,179 23,230: -7,604 -4,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 45.2 0.9 55.8 31.9 90.5 78.0: 9.5 22.0
Old : 100.0: 33.9 45.2 0.9 55.8 31.9 90.5 78.0: 9.5 22.0
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 : 185: 61 61 13 43 32 111 99:
Old : 185: 61 61 13 43 32 111 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 18.9 44.0 29.6 31.9 18.6 42.1 27.2
Old : 33.6 18.9 44.0 29.6 31.9 18.6 42.1 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,738: 16,534 7,962 236 25,868 40,451 42,638 48,649: 19,100 13,090
Old : 61,738: 16,534 7,962 236 25,868 40,451 42,638 48,649: 19,100 13,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -9,618: -7,913 6,523 7 980 -21,781 -6,925 -15,252: -2,692 5,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.9 0.4 41.9 65.5 69.1 78.8: 30.9 21.2
Old : 100.0: 26.8 12.9 0.4 41.9 65.5 69.1 78.8: 30.9 21.2
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 : 48: 10 8 1 19 20 30 28:
Old : 48: 10 8 1 19 20 30 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 : 43.0 32.4 52.5 50.9 43.0 31.9 52.5 50.4
Old : 43.0 32.4 52.5 50.9 43.0 31.9 52.5 50.4
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 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 29,260: 879 4,319 0 23,467 18,478 24,346 22,797: 4,914 6,463
Old : 29,260: 879 4,319 0 23,467 18,478 24,346 22,797: 4,914 6,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 273: 114 800 0 321 135 435 935: -162 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.8 0.0 80.2 63.2 83.2 77.9: 16.8 22.1
Old : 100.0: 3.0 14.8 0.0 80.2 63.2 83.2 77.9: 16.8 22.1
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 : 53: 3 10 0 28 23 31 33:
Old : 53: 3 10 0 28 23 31 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 : 50.7 33.8 60.1 48.1 49.8 33.8 59.3 47.8
Old : 50.7 33.8 60.1 48.1 49.8 33.8 59.3 47.8
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 241,825: 24,192 45,732 1,543 201,903 183,238 227,638 230,513: 14,187 11,312
Old : 241,825: 24,192 45,732 1,543 201,903 183,238 227,638 230,513: 14,187 11,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,965: 7,447 534 669 -322 6,418 7,793 7,621: -828 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 18.9 0.6 83.5 75.8 94.1 95.3: 5.9 4.7
Old : 100.0: 10.0 18.9 0.6 83.5 75.8 94.1 95.3: 5.9 4.7
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 : 132: 25 43 9 36 47 65 95:
Old : 132: 25 43 9 36 47 65 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 : 55.3 37.9 66.7 52.9 53.0 36.0 62.3 49.2
Old : 55.3 37.9 66.7 52.9 53.0 36.0 62.3 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 32,698: 11,333 5,454 640 10,364 19,385 22,337 25,479: 10,361 7,219
Old : 32,698: 11,333 5,454 640 10,364 19,385 22,337 25,479: 10,361 7,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 361: 708 -371 131 78 355 917 115: -556 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 16.7 2.0 31.7 59.3 68.3 77.9: 31.7 22.1
Old : 100.0: 34.7 16.7 2.0 31.7 59.3 68.3 77.9: 31.7 22.1
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 : 65: 23 12 4 14 19 40 33:
Old : 65: 23 12 4 14 19 40 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 : 19.8 39.0 33.6 48.8 19.8 38.1 33.6 47.8
Old : 19.8 39.0 33.6 48.8 19.8 38.1 33.6 47.8
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Old : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
Old : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
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 : 20: 9 1 0 8 4 17 5:
Old : 20: 9 1 0 8 4 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Old : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
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, July 5, 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 : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Old : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -606: 30 -85 1 -143 -435 -112 -519: -494 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
Old : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 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 : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Old : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 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 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 140,954: 43,292 18,688 20,714 38,277 87,085 102,283 126,487: 38,670 14,467
Old : 140,954: 43,292 18,688 20,714 38,277 87,085 102,283 126,487: 38,670 14,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 307: -10,966 12,064 1,548 8,586 -13,971 -832 -360: 1,139 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 13.3 14.7 27.2 61.8 72.6 89.7: 27.4 10.3
Old : 100.0: 30.7 13.3 14.7 27.2 61.8 72.6 89.7: 27.4 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 : 179: 94 41 49 27 36 143 105:
Old : 179: 94 41 49 27 36 143 105:
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 : 22.2 29.7 31.2 48.6 12.2 23.8 17.5 36.6
Old : 22.2 29.7 31.2 48.6 12.2 23.8 17.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 106,402: 33,446 19,360 18,258 40,044 54,876 91,747 92,494: 14,655 13,908
Old : 106,402: 33,446 19,360 18,258 40,044 54,876 91,747 92,494: 14,655 13,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -10,865: -8,633 -1,273 -1,093 697 -8,149 -9,030 -10,516: -1,835 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.2 17.2 37.6 51.6 86.2 86.9: 13.8 13.1
Old : 100.0: 31.4 18.2 17.2 37.6 51.6 86.2 86.9: 13.8 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 67 52 48 43 42 134 126:
Old : 180: 67 52 48 43 42 134 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 33.1 34.1 46.9 22.6 29.6 32.4 43.2
Old : 23.0 33.1 34.1 46.9 22.6 29.6 32.4 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 343,084: 148,339 39,379 57,089 74,704 221,863 280,132 318,332: 62,952 24,753
Old : 343,084: 148,339 39,379 57,089 74,704 221,863 280,132 318,332: 62,952 24,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -30,296: -36,820 -5,248 -1,200 4,733 -26,665 -33,287 -33,113: 2,991 2,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 11.5 16.6 21.8 64.7 81.7 92.8: 18.3 7.2
Old : 100.0: 43.2 11.5 16.6 21.8 64.7 81.7 92.8: 18.3 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 : 257: 147 51 60 41 45 213 135:
Old : 257: 147 51 60 41 45 213 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.0 29.7 52.0 17.4 31.2 23.2 43.9
Old : 20.4 34.0 29.7 52.0 17.4 31.2 23.2 43.9
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Old : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 185: 93 185 -313 15 193 -205 65: 390 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 6.6
Old : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 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 : 36: 21 2 7 5 6 33 14:
Old : 36: 21 2 7 5 6 33 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Old : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 84,273: 20,480 6,452 7,788 39,802 49,279 68,069 63,519: 16,203 20,754
Old : 83,619: 20,327 6,452 7,763 39,362 48,901 67,452 63,116: 16,167 20,502
Other: 654: 153 0 24 440 378 617 403: 37 251
: : :
: : Changes in Commitments from: June 28, 2005 :
: 2,315: 1,232 -410 979 -663 1,859 1,548 2,429: 767 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 7.7 9.2 47.2 58.5 80.8 75.4: 19.2 24.6
Old : 100.0: 24.3 7.7 9.3 47.1 58.5 80.7 75.5: 19.3 24.5
Other: 100.0: 23.4 0.1 3.7 67.3 57.8 94.4 61.6: 5.6 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 41 13 19 53 52 100 79:
Old : 127: 40 14 19 53 52 100 79:
Other: 25: 5 1 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 : 22.4 32.6 31.4 41.8 20.0 25.4 26.8 33.0
Old : 22.2 32.8 31.1 42.1 20.1 25.9 26.9 33.6
Other: 83.1 44.5 92.2 53.8 82.7 41.6 87.7 50.5
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 26,925: 2,282 1,544 459 18,659 17,134 21,400 19,137: 5,525 7,788
Old : 26,857: 2,262 1,544 459 18,659 17,130 21,380 19,133: 5,477 7,724
Other: 68: 20 0 0 0 4 20 4: 48 64
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,184: 496 396 -310 -821 -677 -635 -591: -549 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.7 1.7 69.3 63.6 79.5 71.1: 20.5 28.9
Old : 100.0: 8.4 5.7 1.7 69.5 63.8 79.6 71.2: 20.4 28.8
Other: 100.0: 29.4 0.0 0.0 0.0 5.9 29.4 5.9: 70.6 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 7 5 2 19 20 27 26:
Old : 40: 7 5 2 19 20 27 26:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 47.3 61.8 58.2 48.4 43.7 59.6 51.6
Old : 48.9 47.4 62.0 58.3 48.5 43.8 59.8 51.8
Other: 29.4 5.9 29.4 5.9 29.4 5.9 29.4 5.9
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 135,953: 21,454 12,076 29,287 69,138 84,678 119,879 126,041: 16,074 9,911
Old : 135,728: 21,454 12,081 29,281 68,929 84,581 119,664 125,943: 16,064 9,784
Other: 225: 6 1 0 209 97 215 98: 10 127
: : :
: : Changes in Commitments from: June 28, 2005 :
: 10,743: 4,009 -5,839 4,647 1,391 12,308 10,047 11,116: 696 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.9 21.5 50.9 62.3 88.2 92.7: 11.8 7.3
Old : 100.0: 15.8 8.9 21.6 50.8 62.3 88.2 92.8: 11.8 7.2
Other: 100.0: 2.7 0.4 0.0 92.9 43.1 95.6 43.6: 4.4 56.4
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 78 37 49 67 58 164 127:
Old : 193: 78 37 49 67 58 164 127:
Other: 11: 1 1 0 4 5 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 34.7 27.7 44.5 18.7 29.2 26.9 36.2
Old : 18.7 34.7 27.7 44.5 18.7 29.3 27.0 36.3
Other: 94.2 38.7 95.6 43.6 94.2 38.7 95.6 43.6
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 44,454: 17,043 2,782 8,916 12,446 30,199 38,405 41,897: 6,049 2,556
Old : 39,959: 17,050 3,674 6,234 10,860 27,610 34,144 37,518: 5,815 2,441
Other: 4,495: 978 94 1,696 1,586 2,589 4,261 4,379: 234 116
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,228: 2,559 -513 355 -1,649 1,423 1,265 1,265: -37 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.3 20.1 28.0 67.9 86.4 94.2: 13.6 5.8
Old : 100.0: 42.7 9.2 15.6 27.2 69.1 85.4 93.9: 14.6 6.1
Other: 100.0: 21.8 2.1 37.7 35.3 57.6 94.8 97.4: 5.2 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 64 23 22 19 21 98 51:
Old : 114: 63 24 22 19 20 98 50:
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 : 20.2 47.4 32.2 64.4 17.7 42.1 27.8 54.2
Old : 19.7 48.0 31.1 64.7 19.7 45.2 30.6 58.6
Other: 56.5 63.2 78.1 83.1 17.6 26.7 24.0 29.6
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 131,933: 22,107 15,008 10,985 90,696 98,525 123,788 124,518: 8,145 7,416
Old : 49,286: 13,460 13,908 4,776 24,562 26,161 42,798 44,844: 6,488 4,442
Other: 82,647: 9,500 1,954 5,355 66,134 72,364 80,990 79,673: 1,657 2,974
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,282: 966 1,622 -1,911 1,299 -4,604 354 -4,892: -1,636 3,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.4 8.3 68.7 74.7 93.8 94.4: 6.2 5.6
Old : 100.0: 27.3 28.2 9.7 49.8 53.1 86.8 91.0: 13.2 9.0
Other: 100.0: 11.5 2.4 6.5 80.0 87.6 98.0 96.4: 2.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 58 36 27 48 38 120 88:
Old : 145: 63 27 24 40 30 110 74:
Other: 81: 17 20 21 35 32 66 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 34.1 48.0 50.6 21.5 23.6 30.9 33.0
Old : 18.3 28.3 28.0 42.8 15.7 24.1 23.2 36.8
Other: 47.8 48.2 64.1 64.5 29.4 32.7 40.9 43.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 485,512: 123,878 35,713 66,537 220,121 338,742 410,537 440,992: 74,975 44,520
Old : 485,512: 123,878 35,713 66,537 220,121 338,742 410,537 440,992: 74,975 44,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -7,525: 10,767 -11,629 -706 -11,669 11,152 -1,607 -1,184: -5,918 -6,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 7.4 13.7 45.3 69.8 84.6 90.8: 15.4 9.2
Old : 100.0: 25.5 7.4 13.7 45.3 69.8 84.6 90.8: 15.4 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 : 168: 72 26 42 58 51 147 104:
Old : 168: 72 26 42 58 51 147 104:
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 : 14.7 30.7 25.2 45.6 12.9 23.3 21.6 34.2
Old : 14.7 30.7 25.2 45.6 12.9 23.3 21.6 34.2
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 120,323: 25,006 14,760 27,626 56,413 69,486 109,045 111,871: 11,278 8,452
Old : 81,838: 23,949 15,206 13,836 35,489 46,724 73,273 75,766: 8,565 6,072
Other: 38,485: 3,086 1,581 11,762 20,924 22,762 35,771 36,105: 2,714 2,380
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,432: 662 1,078 -44 392 -64 1,010 970: 423 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.3 23.0 46.9 57.7 90.6 93.0: 9.4 7.0
Old : 100.0: 29.3 18.6 16.9 43.4 57.1 89.5 92.6: 10.5 7.4
Other: 100.0: 8.0 4.1 30.6 54.4 59.1 92.9 93.8: 7.1 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 126 85 114 102 95 282 246:
Old : 325: 118 91 97 88 83 254 223:
Other: 203: 59 44 69 72 81 162 164:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.0 27.4 31.5 15.1 15.0 24.4 23.7
Old : 20.3 22.7 32.4 35.3 20.3 21.5 32.4 33.7
Other: 25.9 29.6 38.5 40.6 21.1 21.2 27.8 27.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 34,931: 23,568 2,684 2,673 4,423 26,908 30,664 32,265: 4,267 2,666
Old : 34,931: 23,568 2,684 2,673 4,423 26,908 30,664 32,265: 4,267 2,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 2,910: 1,987 382 28 232 1,843 2,247 2,254: 663 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 7.7 7.7 12.7 77.0 87.8 92.4: 12.2 7.6
Old : 100.0: 67.5 7.7 7.7 12.7 77.0 87.8 92.4: 12.2 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 36 6 10 10 7 51 19:
Old : 55: 36 6 10 10 7 51 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 : 31.1 81.0 51.5 89.2 31.1 74.0 48.9 79.8
Old : 31.1 81.0 51.5 89.2 31.1 74.0 48.9 79.8
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 226,582: 35,865 26,751 49,171 96,213 116,423 181,249 192,345: 45,333 34,237
Old : 226,582: 35,865 26,751 49,171 96,213 116,423 181,249 192,345: 45,333 34,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -424: 4,802 1,951 2,402 -7,210 -3,903 -6 450: -418 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.8 21.7 42.5 51.4 80.0 84.9: 20.0 15.1
Old : 100.0: 15.8 11.8 21.7 42.5 51.4 80.0 84.9: 20.0 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 40 30 38 54 58 117 105:
Old : 137: 40 30 38 54 58 117 105:
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 19.7 25.0 29.9 11.2 10.8 17.8 16.8
Old : 15.3 19.7 25.0 29.9 11.2 10.8 17.8 16.8
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 770,089: 33,359 70,892 314,007 343,374 348,923 690,740 733,822: 79,349 36,267
Old : 770,089: 33,359 70,892 314,007 343,374 348,923 690,740 733,822: 79,349 36,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 16,961: -1,981 4,372 13,403 5,983 -1,109 17,406 16,667: -445 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.2 40.8 44.6 45.3 89.7 95.3: 10.3 4.7
Old : 100.0: 4.3 9.2 40.8 44.6 45.3 89.7 95.3: 10.3 4.7
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 : 209: 58 51 70 97 86 191 171:
Old : 209: 58 51 70 97 86 191 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 22.9 31.7 36.4 4.2 7.7 6.5 11.6
Old : 20.0 22.9 31.7 36.4 4.2 7.7 6.5 11.6
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Old : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,774: 1,098 -589 -611 -4,353 -2,356 -3,866 -3,556: 1,092 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
Old : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 2 14 13 18 16:
Old : 22: 4 1 2 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 : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
Old : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Old : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,267: -62 510 604 -4,477 -5,984 -3,935 -4,870: -332 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
Old : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 4 23 24 28 28:
Old : 34: 1 4 4 23 24 28 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 : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
Old : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Old : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,596: 1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577: 174 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 14.5
Old : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 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 : 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 : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
Old : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Old : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,780: 0 -394 -502 -2,468 -1,050 -2,970 -1,946: -810 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
Old : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
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: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 21 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 : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
Old : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Old : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,771: 235 -446 -2,827 -3,356 -5,330 -5,948 -8,603: 177 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
Old : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
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: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 24 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 : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
Old : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Old : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,604: -1,122 0 52 -100 -1,566 -1,170 -1,514: -434 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 5.2
Old : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 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 : 22: 1 0 1 17 18 18 19:
Old : 22: 1 0 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
Old : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Old : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,901: 0 938 -124 -2,658 -2,006 -2,782 -1,192: 881 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 7.6
Old : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 22 19 24 21:
Old : 27: 0 2 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
Old : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Old : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,715: 274 -67 -678 -5,546 -4,670 -5,950 -5,415: 235 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 41.3 3.1 40.8 50.5 93.6 94.9: 6.4 5.1
Old : 100.0: 49.7 41.3 3.1 40.8 50.5 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 : 25: 3 1 1 16 20 19 22:
Old : 25: 3 1 1 16 20 19 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 : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
Old : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Old : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -6,096: -638 -1,442 44 -6,583 -4,055 -7,177 -5,453: 1,081 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 25.3
Old : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 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 : 21: 1 2 2 14 16 17 18:
Old : 21: 1 2 2 14 16 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 : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
Old : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
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
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, July 5, 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 : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Old : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -42,779: -8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454: -6,186 -10,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 1.2
Old : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 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 : 126: 21 15 31 83 80 117 114:
Old : 126: 21 15 31 83 80 117 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
Old : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Old : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,346: 345 839 1,604 1,833 823 3,782 3,266: 564 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
Old : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
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 : 46: 11 8 16 26 25 43 43:
Old : 46: 11 8 16 26 25 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 : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
Old : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 72,687: 20,279 5,094 17,495 34,083 49,406 71,857 71,995: 830 692
Old : 72,687: 20,279 5,094 17,495 34,083 49,406 71,857 71,995: 830 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,495: 1,491 -1,518 235 -3,470 -492 -1,745 -1,775: 250 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 7.0 24.1 46.9 68.0 98.9 99.0: 1.1 1.0
Old : 100.0: 27.9 7.0 24.1 46.9 68.0 98.9 99.0: 1.1 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 : 49: 4 5 9 36 33 45 43:
Old : 49: 4 5 9 36 33 45 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 : 53.3 43.8 66.3 65.1 35.2 33.0 40.5 42.1
Old : 53.3 43.8 66.3 65.1 35.2 33.0 40.5 42.1
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Old : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,416: 106 176 -310 -1,768 -1,282 -1,972 -1,416: 556 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 2.1
Old : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 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 : 33: 4 1 3 19 23 24 26:
Old : 33: 4 1 3 19 23 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 : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
Old : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Old : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -558: 464 16 -130 -1,146 -190 -812 -304: 254 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 0.0
Old : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 15 16 19 20:
Old : 28: 2 3 3 15 16 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 : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
Old : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
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 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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Old : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,150: 360 160 -820 -330 -290 -790 -950: -360 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 4.7
Old : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 4.7
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 : 24: 3 2 4 17 16 22 20:
Old : 24: 3 2 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
Old : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
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 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Old : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,540: 2,420 0 -200 -660 1,800 1,560 1,600: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
Old : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
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: 3 2 2 18 20 21 24:
Old : 27: 3 2 2 18 20 21 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 : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
Old : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 1,329,328: 134,611 67,312 352,335 762,786 813,597 1,249,731 1,233,243: 79,597 96,085
Old : 1,329,328: 134,611 67,312 352,335 762,786 813,597 1,249,731 1,233,243: 79,597 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 60,351: 9,049 -828 23,726 23,903 30,157 56,678 53,055: 3,673 7,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.1 26.5 57.4 61.2 94.0 92.8: 6.0 7.2
Old : 100.0: 10.1 5.1 26.5 57.4 61.2 94.0 92.8: 6.0 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 : 289: 88 92 119 82 89 237 247:
Old : 289: 88 92 119 82 89 237 247:
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 17.2 31.0 29.2 10.6 8.0 15.3 12.8
Old : 20.0 17.2 31.0 29.2 10.6 8.0 15.3 12.8
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Old : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -295: 249 287 -373 -156 -742 -280 -828: -15 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 9.8
Old : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 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 : 118: 58 27 2 11 22 71 49:
Old : 118: 58 27 2 11 22 71 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.6 39.2 59.2 24.4 43.6 39.2 59.2
Old : 24.4 43.6 39.2 59.2 24.4 43.6 39.2 59.2
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 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,073: 5,603 820 38 747 7,045 6,388 7,903: 2,685 1,170
Old : 9,073: 5,603 820 38 747 7,045 6,388 7,903: 2,685 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,287: -2,581 78 -426 247 -1,784 -2,760 -2,133: 473 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
Old : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
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 : 52: 24 6 3 8 18 32 27:
Old : 52: 24 6 3 8 18 32 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 : 32.8 46.8 45.1 65.2 32.8 46.2 45.1 64.3
Old : 32.8 46.8 45.1 65.2 32.8 46.2 45.1 64.3
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 174,440: 42,569 7,094 23,492 87,260 129,284 153,322 159,870: 21,119 14,570
Old : 174,440: 42,569 7,094 23,492 87,260 129,284 153,322 159,870: 21,119 14,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,327: 6,008 -794 1,878 -8,646 -3,211 -760 -2,127: -1,567 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 4.1 13.5 50.0 74.1 87.9 91.6: 12.1 8.4
Old : 100.0: 24.4 4.1 13.5 50.0 74.1 87.9 91.6: 12.1 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 : 162: 61 20 34 64 73 138 115:
Old : 162: 61 20 34 64 73 138 115:
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 : 21.8 18.1 35.1 30.5 16.0 14.5 26.2 22.5
Old : 21.8 18.1 35.1 30.5 16.0 14.5 26.2 22.5
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
Updated July 15, 2005