WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 272,957: 47,743 56,291 39,439 161,655 139,688 248,837 235,417: 24,121 37,540
Old : 268,429: 47,423 55,130 39,201 158,138 138,282 244,762 232,612: 23,668 35,817
Other: 4,528: 553 1,394 5 3,517 1,406 4,075 2,805: 453 1,723
: : :
: : Changes in Commitments from: July 5, 2005 :
: -825: -3,034 3,631 971 3,418 -7,707 1,355 -3,105: -2,180 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 20.6 14.4 59.2 51.2 91.2 86.2: 8.8 13.8
Old : 100.0: 17.7 20.5 14.6 58.9 51.5 91.2 86.7: 8.8 13.3
Other: 100.0: 12.2 30.8 0.1 77.7 31.1 90.0 61.9: 10.0 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 72 94 73 45 58 163 185:
Old : 243: 73 95 70 45 57 160 184:
Other: 50: 8 11 1 9 28 18 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.2 45.0 40.4 30.7 29.0 44.4 34.5
Old : 31.7 33.7 45.6 41.0 31.2 30.3 45.1 36.0
Other: 72.6 36.8 87.0 46.2 70.8 34.3 81.3 42.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 872,954: 114,915 64,398 175,004 440,574 416,494 730,493 655,896: 142,461 217,058
Old : 364,901: 47,316 69,225 34,960 230,448 201,922 312,723 306,107: 52,177 58,793
Other: 508,053: 118,768 46,341 88,875 210,127 214,572 417,770 349,788: 90,283 158,265
: : :
: : Changes in Commitments from: July 5, 2005 :
: -3,323: 6,869 -8,970 -12,390 6,931 16,862 1,410 -4,498: -4,733 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 7.4 20.0 50.5 47.7 83.7 75.1: 16.3 24.9
Old : 100.0: 13.0 19.0 9.6 63.2 55.3 85.7 83.9: 14.3 16.1
Other: 100.0: 23.4 9.1 17.5 41.4 42.2 82.2 68.8: 17.8 31.2
: : :
:# Traders : Number of Traders in Each Category :
All : 545: 141 110 163 210 239 438 441:
Old : 433: 92 96 86 156 179 292 317:
Other: 504: 138 97 116 169 224 364 382:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 17.1 27.4 22.6 18.2 13.8 26.6 17.9
Old : 34.0 28.0 47.4 34.6 33.9 27.0 47.2 33.2
Other: 17.4 11.6 23.9 17.3 15.1 9.9 20.7 14.2
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 8,871: 3,024 85 798 2,401 6,501 6,223 7,385: 2,647 1,486
Old : 8,871: 3,024 85 798 2,401 6,501 6,223 7,385: 2,647 1,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 356: 67 12 99 142 149 308 260: 48 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 1.0 9.0 27.1 73.3 70.2 83.2: 29.8 16.8
Old : 100.0: 34.1 1.0 9.0 27.1 73.3 70.2 83.2: 29.8 16.8
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: 12 5 7 12 16 27 25:
Old : 35: 12 5 7 12 16 27 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 : 31.9 39.0 45.6 59.9 27.8 35.3 39.8 51.1
Old : 31.9 39.0 45.6 59.9 27.8 35.3 39.8 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 398,256: 69,724 21,780 82,335 159,208 203,628 311,267 307,743: 86,990 90,513
Old : 70,047: 11,777 6,072 20,037 21,078 30,367 52,891 56,476: 17,157 13,571
Other: 328,209: 63,596 21,357 56,649 138,131 173,261 258,376 251,267: 69,833 76,941
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,890: -3,794 -1,900 -2,201 -1,611 -5,437 -7,607 -9,539: -3,284 -1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.5 20.7 40.0 51.1 78.2 77.3: 21.8 22.7
Old : 100.0: 16.8 8.7 28.6 30.1 43.4 75.5 80.6: 24.5 19.4
Other: 100.0: 19.4 6.5 17.3 42.1 52.8 78.7 76.6: 21.3 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 142 74 132 118 139 320 291:
Old : 236: 62 48 57 78 83 168 160:
Other: 356: 129 77 116 97 131 285 270:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 21.8 29.1 32.3 16.0 15.8 23.3 21.5
Old : 19.5 21.1 28.8 33.9 7.8 11.8 13.6 19.9
Other: 20.6 23.1 32.3 33.0 19.3 17.5 27.9 23.0
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,209: 12,491 3,509 219 0 940 12,710 4,668: 4,499 12,541
Old : 721: 352 95 15 0 9 367 119: 354 602
Other: 16,488: 12,226 3,501 117 0 931 12,343 4,549: 4,145 11,939
: : :
: : Changes in Commitments from: July 5, 2005 :
: 99: -4 314 80 0 24 76 418: 23 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 20.4 1.3 0.0 5.5 73.9 27.1: 26.1 72.9
Old : 100.0: 48.8 13.2 2.1 0.0 1.2 50.9 16.5: 49.1 83.5
Other: 100.0: 74.2 21.2 0.7 0.0 5.6 74.9 27.6: 25.1 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 12 15:
Old : 14: 7 5 1 0 2 7 8:
Other: 21: 9 9 4 0 3 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 15.0 72.6 21.2 66.9 14.8 71.7 20.9
Old : 45.6 13.2 50.9 16.5 43.6 12.5 48.8 14.4
Other: 68.7 15.6 73.9 21.9 68.1 15.6 73.2 21.9
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 169,896: 36,156 9,300 27,480 73,062 118,252 136,697 155,032: 33,199 14,864
Old : 57,119: 15,051 2,855 9,086 21,797 37,840 45,935 49,781: 11,184 7,338
Other: 112,777: 28,596 13,936 10,902 51,264 80,412 90,763 105,251: 22,015 7,526
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,960: -2,311 -1,732 -3,635 -8,580 -8,425 -14,526 -13,792: 3,566 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.5 16.2 43.0 69.6 80.5 91.3: 19.5 8.7
Old : 100.0: 26.4 5.0 15.9 38.2 66.2 80.4 87.2: 19.6 12.8
Other: 100.0: 25.4 12.4 9.7 45.5 71.3 80.5 93.3: 19.5 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 53 23 32 46 48 120 91:
Old : 96: 31 16 19 30 41 69 70:
Other: 126: 46 29 25 33 36 98 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 : 19.7 36.8 28.8 49.3 18.0 30.6 25.8 40.9
Old : 25.0 26.7 36.5 38.9 16.2 19.5 25.3 30.7
Other: 26.9 46.6 37.2 59.7 26.9 42.4 36.4 53.9
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 790,071: 91,309 83,859 129,491 426,875 386,670 647,676 600,020: 142,395 190,051
Old : 790,071: 91,309 83,859 129,491 426,875 386,670 647,676 600,020: 142,395 190,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -36,223: -17,555 -10,400 -3,248 -7,683 -20,380 -28,486 -34,028: -7,737 -2,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.6 16.4 54.0 48.9 82.0 75.9: 18.0 24.1
Old : 100.0: 11.6 10.6 16.4 54.0 48.9 82.0 75.9: 18.0 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 25 39 35 68 79 116 130:
Old : 158: 25 39 35 68 79 116 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 12.4 32.9 20.6 23.2 10.7 27.2 15.5
Old : 25.8 12.4 32.9 20.6 23.2 10.7 27.2 15.5
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, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 138,611: 26,479 2,920 21,594 55,160 96,536 103,233 121,050: 35,378 17,560
Old : 49,174: 10,543 2,101 6,561 18,410 31,971 35,513 40,633: 13,660 8,541
Other: 89,437: 21,098 5,981 9,871 36,750 64,566 67,720 80,418: 21,717 9,020
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,806: -1,726 802 -2,702 -1,354 -3,663 -5,781 -5,562: -25 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 2.1 15.6 39.8 69.6 74.5 87.3: 25.5 12.7
Old : 100.0: 21.4 4.3 13.3 37.4 65.0 72.2 82.6: 27.8 17.4
Other: 100.0: 23.6 6.7 11.0 41.1 72.2 75.7 89.9: 24.3 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 45 20 29 55 54 117 92:
Old : 94: 23 14 19 43 48 75 72:
Other: 121: 41 24 24 45 37 103 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 34.8 22.5 50.9 9.9 32.2 16.2 42.3
Old : 14.3 29.2 23.5 41.0 11.7 27.9 19.9 37.8
Other: 18.8 40.8 27.9 57.7 11.8 35.6 20.1 46.6
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 7,247: 3,152 1,461 1,127 1,596 2,751 5,875 5,339: 1,373 1,909
Old : 7,247: 3,152 1,461 1,127 1,596 2,751 5,875 5,339: 1,373 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 294: -326 -46 249 337 50 260 253: 35 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 20.2 15.5 22.0 38.0 81.1 73.7: 18.9 26.3
Old : 100.0: 43.5 20.2 15.5 22.0 38.0 81.1 73.7: 18.9 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 : 49: 20 11 9 9 13 31 31:
Old : 49: 20 11 9 9 13 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 31.8 51.8 48.2 33.4 29.7 44.2 41.5
Old : 37.7 31.8 51.8 48.2 33.4 29.7 44.2 41.5
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, 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 370,545: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,437 107,584
Old : 370,545: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,437 107,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 16,979: 487 12,575 -150 12,063 684 12,400 13,109: 4,579 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
Old : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
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 : 94: 12 23 2 45 39 59 62:
Old : 94: 12 23 2 45 39 59 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Old : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
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, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 2,539,355: 424,508 383,683 417,806 1,448,311 1,303,829 2,290,625 2,105,317: 248,730 434,038
Old : 2,539,355: 424,508 383,683 417,806 1,448,311 1,303,829 2,290,625 2,105,317: 248,730 434,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 70,172: -21,762 36,002 15,739 84,408 14,708 78,385 66,449: -8,213 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 15.1 16.5 57.0 51.3 90.2 82.9: 9.8 17.1
Old : 100.0: 16.7 15.1 16.5 57.0 51.3 90.2 82.9: 9.8 17.1
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 : 277: 45 81 72 111 138 200 247:
Old : 277: 45 81 72 111 138 200 247:
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 : 28.8 15.3 41.1 24.3 23.5 11.6 32.8 18.1
Old : 28.8 15.3 41.1 24.3 23.5 11.6 32.8 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,490,574: 140,859 239,364 180,305 995,121 786,217 1,316,286 1,205,885: 174,288 284,688
Old : 1,490,574: 140,859 239,364 180,305 995,121 786,217 1,316,286 1,205,885: 174,288 284,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 73,346: -37,269 55,623 12,843 87,725 13,382 63,299 81,848: 10,047 -8,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 16.1 12.1 66.8 52.7 88.3 80.9: 11.7 19.1
Old : 100.0: 9.4 16.1 12.1 66.8 52.7 88.3 80.9: 11.7 19.1
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 : 181: 30 47 48 76 91 135 157:
Old : 181: 30 47 48 76 91 135 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 19.2 39.3 28.6 24.9 18.6 34.8 26.7
Old : 27.8 19.2 39.3 28.6 24.9 18.6 34.8 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 554,753: 88,258 61,921 177,885 222,436 282,266 488,579 522,073: 66,174 32,680
Old : 554,753: 88,258 61,921 177,885 222,436 282,266 488,579 522,073: 66,174 32,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 24,550: -3,628 -10,893 17,549 3,639 19,615 17,560 26,271: 6,990 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.2 32.1 40.1 50.9 88.1 94.1: 11.9 5.9
Old : 100.0: 15.9 11.2 32.1 40.1 50.9 88.1 94.1: 11.9 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 : 122: 32 29 44 52 50 106 101:
Old : 122: 32 29 44 52 50 106 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.4 36.9 43.0 12.2 17.5 17.7 25.4
Old : 24.7 28.4 36.9 43.0 12.2 17.5 17.7 25.4
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 30,523: 6,914 4,752 622 15,843 17,319 23,379 22,693: 7,144 7,829
Old : 30,523: 6,914 4,752 622 15,843 17,319 23,379 22,693: 7,144 7,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,127: 986 -365 175 -9 1,230 1,152 1,041: -25 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.6 2.0 51.9 56.7 76.6 74.3: 23.4 25.7
Old : 100.0: 22.7 15.6 2.0 51.9 56.7 76.6 74.3: 23.4 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 : 52: 12 10 6 20 13 36 25:
Old : 52: 12 10 6 20 13 36 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 : 32.1 44.4 46.8 59.6 32.1 43.7 46.8 58.9
Old : 32.1 44.4 46.8 59.6 32.1 43.7 46.8 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, 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 54,464: 9,012 25,073 3,305 31,988 14,826 44,306 43,205: 10,158 11,259
Old : 54,464: 9,012 25,073 3,305 31,988 14,826 44,306 43,205: 10,158 11,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,573: -3,530 235 531 8,702 3,651 5,703 4,416: -1,131 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 46.0 6.1 58.7 27.2 81.3 79.3: 18.7 20.7
Old : 100.0: 16.5 46.0 6.1 58.7 27.2 81.3 79.3: 18.7 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 : 78: 20 33 16 14 16 42 57:
Old : 78: 20 33 16 14 16 42 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 35.8 57.2 45.8 45.2 35.4 54.4 44.5
Old : 47.0 35.8 57.2 45.8 45.2 35.4 54.4 44.5
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Old : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -27: 10 113 -5 30 -70 35 38: -62 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Old : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 18 4 18 21 28 40:
Old : 59: 7 18 4 18 21 28 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 : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Old : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 23,250: 1,200 1,593 2,254 15,121 12,386 18,575 16,233: 4,675 7,018
Old : 23,250: 1,200 1,593 2,254 15,121 12,386 18,575 16,233: 4,675 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 355: 195 20 -129 151 986 217 877: 138 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.9 9.7 65.0 53.3 79.9 69.8: 20.1 30.2
Old : 100.0: 5.2 6.9 9.7 65.0 53.3 79.9 69.8: 20.1 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 3 10 25 19 36 30:
Old : 40: 9 3 10 25 19 36 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 : 42.7 26.9 55.7 46.0 42.7 23.5 52.4 39.1
Old : 42.7 26.9 55.7 46.0 42.7 23.5 52.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 100,612: 12,458 25,256 25,806 49,193 22,929 87,457 73,991: 13,155 26,621
Old : 81,885: 10,942 26,264 18,946 42,298 17,246 72,186 62,456: 9,698 19,429
Other: 18,727: 5,669 3,145 2,707 6,895 5,683 15,270 11,535: 3,457 7,192
: : :
: : Changes in Commitments from: July 5, 2005 :
: -819: 838 -390 1,402 -397 558 1,843 1,570: -2,662 -2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 25.1 25.6 48.9 22.8 86.9 73.5: 13.1 26.5
Old : 100.0: 13.4 32.1 23.1 51.7 21.1 88.2 76.3: 11.8 23.7
Other: 100.0: 30.3 16.8 14.5 36.8 30.3 81.5 61.6: 18.5 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 37 57 46 22 26 91 106:
Old : 139: 37 58 39 21 26 84 103:
Other: 55: 18 15 12 10 18 35 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 : 29.2 18.1 45.6 28.1 29.2 13.5 43.2 20.7
Old : 35.9 17.8 52.0 28.7 35.9 12.9 49.7 22.3
Other: 43.5 29.2 63.1 39.5 42.2 20.9 57.9 28.8
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 2,955: 517 1,054 275 722 603 1,514 1,932: 1,441 1,023
Old : 2,730: 522 1,068 229 636 550 1,388 1,847: 1,342 883
Other: 225: 30 22 10 86 53 126 85: 98 139
: : :
: : Changes in Commitments from: July 5, 2005 :
: -107: -20 158 -66 -60 -35 -146 57: 39 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 35.7 9.3 24.4 20.4 51.2 65.4: 48.8 34.6
Old : 100.0: 19.1 39.1 8.4 23.3 20.1 50.8 67.6: 49.2 32.4
Other: 100.0: 13.5 9.8 4.5 38.3 23.6 56.2 37.9: 43.8 62.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 19 12 8 5 27 28:
Old : 39: 11 19 10 8 4 26 26:
Other: 17: 5 5 1 3 4 8 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 33.4 35.4 43.8 23.6 31.7 31.3 40.1
Old : 25.0 34.6 35.0 45.7 22.3 33.4 31.1 42.5
Other: 45.4 30.7 56.2 36.8 45.4 28.1 51.8 33.3
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 149,013: 28,365 35,695 20,720 78,194 60,228 127,279 116,643: 21,734 32,370
Old : 149,013: 28,365 35,695 20,720 78,194 60,228 127,279 116,643: 21,734 32,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 12,345: -1,135 4,251 3,572 5,009 446 7,445 8,268: 4,900 4,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 24.0 13.9 52.5 40.4 85.4 78.3: 14.6 21.7
Old : 100.0: 19.0 24.0 13.9 52.5 40.4 85.4 78.3: 14.6 21.7
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 : 242: 50 67 60 70 94 151 204:
Old : 242: 50 67 60 70 94 151 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 10.6 39.3 18.9 24.2 9.4 38.8 16.7
Old : 24.3 10.6 39.3 18.9 24.2 9.4 38.8 16.7
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, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 3,799: 846 932 197 1,002 1,079 2,045 2,207: 1,754 1,592
Old : 3,799: 846 932 197 1,002 1,079 2,045 2,207: 1,754 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 216: 6 131 15 -223 -377 -203 -231: 419 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 24.5 5.2 26.4 28.4 53.8 58.1: 46.2 41.9
Old : 100.0: 22.3 24.5 5.2 26.4 28.4 53.8 58.1: 46.2 41.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 8 13 4 14 10 23 26:
Old : 39: 8 13 4 14 10 23 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 : 22.2 30.1 35.3 41.7 21.8 29.6 33.6 39.5
Old : 22.2 30.1 35.3 41.7 21.8 29.6 33.6 39.5
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 28,073: 9,843 2,436 5,115 7,950 5,828 22,908 13,379: 5,165 14,694
Old : 28,073: 9,843 2,436 5,115 7,950 5,828 22,908 13,379: 5,165 14,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,427: 899 214 872 -407 -179 1,364 907: 62 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 8.7 18.2 28.3 20.8 81.6 47.7: 18.4 52.3
Old : 100.0: 35.1 8.7 18.2 28.3 20.8 81.6 47.7: 18.4 52.3
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 : 144: 48 21 30 49 52 113 90:
Old : 144: 48 21 30 49 52 113 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 : 15.7 12.4 25.3 18.9 12.8 9.6 21.8 13.8
Old : 15.7 12.4 25.3 18.9 12.8 9.6 21.8 13.8
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, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 98,878: 36,900 12,665 1,628 26,637 64,523 65,165 78,816: 33,713 20,062
Old : 98,878: 36,900 12,665 1,628 26,637 64,523 65,165 78,816: 33,713 20,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 22,678: 16,554 -2,827 376 3,044 24,481 19,973 22,030: 2,705 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 12.8 1.6 26.9 65.3 65.9 79.7: 34.1 20.3
Old : 100.0: 37.3 12.8 1.6 26.9 65.3 65.9 79.7: 34.1 20.3
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 : 75: 23 14 5 25 25 51 41:
Old : 75: 23 14 5 25 25 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 30.3 30.6 47.5 16.4 30.2 30.1 47.1
Old : 16.4 30.3 30.6 47.5 16.4 30.2 30.1 47.1
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, 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 70,110: 2,991 40,939 0 57,922 6,205 60,913 47,144: 9,197 22,966
Old : 70,110: 2,991 40,939 0 57,922 6,205 60,913 47,144: 9,197 22,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,462: 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823: 258 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.4 0.0 82.6 8.9 86.9 67.2: 13.1 32.8
Old : 100.0: 4.3 58.4 0.0 82.6 8.9 86.9 67.2: 13.1 32.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 23 0 7 6 8 29:
Old : 35: 1 23 0 7 6 8 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 : 69.6 33.0 86.9 44.2 69.3 33.0 86.5 44.2
Old : 69.6 33.0 86.9 44.2 69.3 33.0 86.5 44.2
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 100,570: 79,291 4,888 222 12,371 89,508 91,885 94,618: 8,686 5,952
Old : 100,570: 79,291 4,888 222 12,371 89,508 91,885 94,618: 8,686 5,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,255: -3,316 535 1 -1,319 -5,019 -4,635 -4,483: 379 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 4.9 0.2 12.3 89.0 91.4 94.1: 8.6 5.9
Old : 100.0: 78.8 4.9 0.2 12.3 89.0 91.4 94.1: 8.6 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 : 99: 63 7 2 16 17 79 26:
Old : 99: 63 7 2 16 17 79 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 : 31.2 66.1 48.1 83.8 31.2 65.5 48.1 83.1
Old : 31.2 66.1 48.1 83.8 31.2 65.5 48.1 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 77,278: 9,308 31,872 955 48,379 22,658 58,642 55,485: 18,636 21,793
Old : 77,278: 9,308 31,872 955 48,379 22,658 58,642 55,485: 18,636 21,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 66: -1,539 136 -225 5,826 -1,795 4,062 -1,884: -3,995 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 41.2 1.2 62.6 29.3 75.9 71.8: 24.1 28.2
Old : 100.0: 12.0 41.2 1.2 62.6 29.3 75.9 71.8: 24.1 28.2
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 : 61: 9 22 3 20 18 30 42:
Old : 61: 9 22 3 20 18 30 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 : 42.6 25.8 58.8 37.4 38.9 25.8 55.1 37.4
Old : 42.6 25.8 58.8 37.4 38.9 25.8 55.1 37.4
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 188,858: 8,706 74,240 5,860 147,616 74,814 162,183 154,914: 26,675 33,944
Old : 188,858: 8,706 74,240 5,860 147,616 74,814 162,183 154,914: 26,675 33,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,955: -196 10,458 -678 5,884 -4,612 5,011 5,168: -56 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 39.3 3.1 78.2 39.6 85.9 82.0: 14.1 18.0
Old : 100.0: 4.6 39.3 3.1 78.2 39.6 85.9 82.0: 14.1 18.0
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 : 90: 12 40 8 28 27 47 68:
Old : 90: 12 40 8 28 27 47 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.9 65.9 45.7 34.2 20.8 48.0 33.4
Old : 46.7 30.9 65.9 45.7 34.2 20.8 48.0 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 167,187: 24,641 32,061 12,360 80,043 65,791 117,044 110,213: 50,142 56,974
Old : 167,187: 24,641 32,061 12,360 80,043 65,791 117,044 110,213: 50,142 56,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -23,245: 1,742 -14,135 -9,593 -3,604 6,472 -11,455 -17,256: -11,790 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 19.2 7.4 47.9 39.4 70.0 65.9: 30.0 34.1
Old : 100.0: 14.7 19.2 7.4 47.9 39.4 70.0 65.9: 30.0 34.1
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 : 103: 26 35 22 31 31 69 76:
Old : 103: 26 35 22 31 31 69 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.8 39.7 33.7 26.8 21.9 38.8 32.3
Old : 27.0 22.8 39.7 33.7 26.8 21.9 38.8 32.3
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, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Old : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -299: -1,587 245 -245 291 -3,814 -1,541 -3,814: 1,242 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Old : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 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 : 22: 3 1 1 9 15 12 17:
Old : 22: 3 1 1 9 15 12 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 : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
Old : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 :11,827,212: 664,859 738,293 3,516,520 6,629,610 5,909,404 10,810,989 10,164,216: 1,016,223 1,662,996
Old :11,827,212: 664,859 738,293 3,516,520 6,629,610 5,909,404 10,810,989 10,164,216: 1,016,223 1,662,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -183,176: -33,896 97,524 -29,413 -88,610 -209,423 -151,919 -141,312: -31,257 -41,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.2 29.7 56.1 50.0 91.4 85.9: 8.6 14.1
Old : 100.0: 5.6 6.2 29.7 56.1 50.0 91.4 85.9: 8.6 14.1
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 : 277: 61 62 105 140 143 252 264:
Old : 277: 61 62 105 140 143 252 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.4 33.7 22.9 18.2 6.9 25.8 11.4
Old : 19.7 13.4 33.7 22.9 18.2 6.9 25.8 11.4
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 726,180: 54,822 41,834 42,378 491,081 523,161 588,281 607,372: 137,899 118,808
Old : 726,180: 54,822 41,834 42,378 491,081 523,161 588,281 607,372: 137,899 118,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 16,251: 2,890 -5,051 8,372 4,680 -1,112 15,941 2,209: 309 14,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.8 5.8 67.6 72.0 81.0 83.6: 19.0 16.4
Old : 100.0: 7.5 5.8 5.8 67.6 72.0 81.0 83.6: 19.0 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 : 204: 42 43 56 92 68 169 132:
Old : 204: 42 43 56 92 68 169 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 31.7 27.6 44.9 18.9 31.0 27.6 44.2
Old : 19.0 31.7 27.6 44.9 18.9 31.0 27.6 44.2
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 985,241: 115,250 250,795 27,493 524,233 600,758 666,976 879,046: 318,265 106,195
Old : 985,241: 115,250 250,795 27,493 524,233 600,758 666,976 879,046: 318,265 106,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 101,328: -32,360 49,951 7,371 70,219 40,278 45,230 97,600: 56,099 3,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.5 2.8 53.2 61.0 67.7 89.2: 32.3 10.8
Old : 100.0: 11.7 25.5 2.8 53.2 61.0 67.7 89.2: 32.3 10.8
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 : 189: 33 64 35 63 61 123 133:
Old : 189: 33 64 35 63 61 123 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 26.7 31.8 40.4 17.8 22.9 24.8 33.3
Old : 22.7 26.7 31.8 40.4 17.8 22.9 24.8 33.3
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Old : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -172: -212 -5 0 59 -5 -153 -10: -19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Old : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Old : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Old : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 442: -892 275 0 868 -69 -24 206: 466 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Old : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
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 : 39: 7 2 1 16 20 23 23:
Old : 39: 7 2 1 16 20 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 : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
Old : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 50,691: 6,515 8,786 80 26,431 32,899 33,026 41,764: 17,665 8,926
Old : 50,691: 6,515 8,786 80 26,431 32,899 33,026 41,764: 17,665 8,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 267: -382 616 -26 729 16 322 606: -55 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.3 0.2 52.1 64.9 65.2 82.4: 34.8 17.6
Old : 100.0: 12.9 17.3 0.2 52.1 64.9 65.2 82.4: 34.8 17.6
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 : 72: 12 13 1 32 24 44 38:
Old : 72: 12 13 1 32 24 44 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 : 20.5 40.2 32.2 56.6 19.7 36.2 30.3 51.6
Old : 20.5 40.2 32.2 56.6 19.7 36.2 30.3 51.6
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 259,429: 71,528 75,717 3,419 161,144 121,543 236,091 200,678: 23,339 58,751
Old : 259,429: 71,528 75,717 3,419 161,144 121,543 236,091 200,678: 23,339 58,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,827: -10,109 -33,097 1,343 27,007 44,759 18,240 13,005: 587 5,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 29.2 1.3 62.1 46.8 91.0 77.4: 9.0 22.6
Old : 100.0: 27.6 29.2 1.3 62.1 46.8 91.0 77.4: 9.0 22.6
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: 65 56 12 39 40 111 101:
Old : 187: 65 56 12 39 40 111 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 22.6 53.0 33.1 40.8 20.6 49.1 29.1
Old : 43.5 22.6 53.0 33.1 40.8 20.6 49.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 65,370: 17,868 9,312 7 29,281 39,715 47,156 49,034: 18,214 16,336
Old : 65,370: 17,868 9,312 7 29,281 39,715 47,156 49,034: 18,214 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,632: 1,334 1,350 -229 3,413 -736 4,518 385: -886 3,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 14.2 0.0 44.8 60.8 72.1 75.0: 27.9 25.0
Old : 100.0: 27.3 14.2 0.0 44.8 60.8 72.1 75.0: 27.9 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 : 44: 8 9 1 16 17 25 26:
Old : 44: 8 9 1 16 17 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 33.9 57.8 52.3 41.4 33.2 57.7 51.3
Old : 41.5 33.9 57.8 52.3 41.4 33.2 57.7 51.3
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 29,108: 800 4,050 0 23,340 20,897 24,140 24,947: 4,968 4,161
Old : 29,108: 800 4,050 0 23,340 20,897 24,140 24,947: 4,968 4,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -152: -79 -269 0 -127 2,419 -206 2,150: 54 -2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 13.9 0.0 80.2 71.8 82.9 85.7: 17.1 14.3
Old : 100.0: 2.7 13.9 0.0 80.2 71.8 82.9 85.7: 17.1 14.3
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 : 53: 3 9 0 28 23 31 32:
Old : 53: 3 9 0 28 23 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 37.6 60.5 53.6 50.0 37.6 59.7 53.3
Old : 50.8 37.6 60.5 53.6 50.0 37.6 59.7 53.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 229,638: 26,880 43,939 1,957 187,367 170,243 216,204 216,139: 13,434 13,499
Old : 229,638: 26,880 43,939 1,957 187,367 170,243 216,204 216,139: 13,434 13,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -12,187: 2,688 -1,793 414 -14,536 -12,995 -11,434 -14,374: -754 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 19.1 0.9 81.6 74.1 94.2 94.1: 5.8 5.9
Old : 100.0: 11.7 19.1 0.9 81.6 74.1 94.2 94.1: 5.8 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 : 130: 22 43 10 35 50 63 97:
Old : 130: 22 43 10 35 50 63 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 35.3 65.2 50.0 50.3 32.7 59.1 45.7
Old : 54.9 35.3 65.2 50.0 50.3 32.7 59.1 45.7
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 35,884: 11,812 5,937 680 12,068 21,440 24,560 28,057: 11,324 7,827
Old : 35,884: 11,812 5,937 680 12,068 21,440 24,560 28,057: 11,324 7,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,186: 479 483 40 1,704 2,055 2,223 2,578: 963 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 16.5 1.9 33.6 59.7 68.4 78.2: 31.6 21.8
Old : 100.0: 32.9 16.5 1.9 33.6 59.7 68.4 78.2: 31.6 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 : 70: 23 13 4 16 20 41 36:
Old : 70: 23 13 4 16 20 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 39.0 33.2 48.4 20.1 38.5 33.2 47.8
Old : 20.1 39.0 33.2 48.4 20.1 38.5 33.2 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, 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 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 12, 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 : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Old : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -583: 0 -496 -253 -301 192 -554 -557: -29 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Old : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
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 : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Old : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 141,034: 42,047 19,245 21,020 40,204 85,841 103,271 126,106: 37,763 14,928
Old : 141,034: 42,047 19,245 21,020 40,204 85,841 103,271 126,106: 37,763 14,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 80: -1,245 557 306 1,927 -1,244 988 -381: -908 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 13.6 14.9 28.5 60.9 73.2 89.4: 26.8 10.6
Old : 100.0: 29.8 13.6 14.9 28.5 60.9 73.2 89.4: 26.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 94 37 50 27 36 143 103:
Old : 175: 94 37 50 27 36 143 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 29.5 32.8 46.7 12.8 22.8 18.1 35.5
Old : 23.8 29.5 32.8 46.7 12.8 22.8 18.1 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 110,707: 36,873 20,818 19,340 39,363 56,517 95,575 96,674: 15,132 14,033
Old : 110,707: 36,873 20,818 19,340 39,363 56,517 95,575 96,674: 15,132 14,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,306: 3,427 1,458 1,082 -681 1,641 3,828 4,180: 478 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 18.8 17.5 35.6 51.1 86.3 87.3: 13.7 12.7
Old : 100.0: 33.3 18.8 17.5 35.6 51.1 86.3 87.3: 13.7 12.7
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 : 188: 69 57 51 45 41 144 128:
Old : 188: 69 57 51 45 41 144 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 34.2 34.2 47.2 22.3 30.4 32.4 43.3
Old : 22.5 34.2 34.2 47.2 22.3 30.4 32.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 329,400: 124,657 47,526 56,355 84,726 202,309 265,738 306,190: 63,662 23,209
Old : 329,400: 124,657 47,526 56,355 84,726 202,309 265,738 306,190: 63,662 23,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -13,685: -23,682 8,147 -734 10,022 -19,554 -14,394 -12,141: 710 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 14.4 17.1 25.7 61.4 80.7 93.0: 19.3 7.0
Old : 100.0: 37.8 14.4 17.1 25.7 61.4 80.7 93.0: 19.3 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 : 257: 144 51 62 43 46 211 140:
Old : 257: 144 51 62 43 46 211 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 32.9 30.9 50.8 17.7 30.0 22.1 42.3
Old : 21.4 32.9 30.9 50.8 17.7 30.0 22.1 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Old : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 459: 254 228 19 112 -69 385 178: 74 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
Old : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
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 : 40: 22 2 10 6 6 37 17:
Old : 40: 22 2 10 6 6 37 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 : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
Old : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 88,879: 19,109 6,511 6,755 45,866 54,512 71,730 67,779: 17,149 21,100
Old : 88,128: 18,959 6,540 6,686 45,385 54,105 71,029 67,330: 17,099 20,798
Other: 751: 195 16 25 481 408 701 449: 50 302
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,606: -1,371 59 -1,032 6,064 5,233 3,661 4,260: 945 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.3 7.6 51.6 61.3 80.7 76.3: 19.3 23.7
Old : 100.0: 21.5 7.4 7.6 51.5 61.4 80.6 76.4: 19.4 23.6
Other: 100.0: 26.0 2.2 3.3 64.1 54.3 93.4 59.8: 6.6 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 34 19 18 50 48 95 75:
Old : 121: 35 18 18 50 48 95 75:
Other: 28: 4 2 5 4 19 10 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 32.5 36.3 44.4 18.9 24.1 25.6 31.5
Old : 27.1 32.7 36.2 44.6 19.0 24.2 25.8 32.1
Other: 81.7 41.2 92.5 49.9 81.5 38.7 87.6 46.6
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 27,078: 2,311 1,527 562 18,241 17,388 21,114 19,476: 5,964 7,602
Old : 27,010: 2,311 1,547 542 18,241 17,384 21,094 19,472: 5,916 7,538
Other: 68: 20 0 0 0 4 20 4: 48 64
: : :
: : Changes in Commitments from: July 5, 2005 :
: 153: 29 -17 103 -417 254 -286 339: 439 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.6 2.1 67.4 64.2 78.0 71.9: 22.0 28.1
Old : 100.0: 8.6 5.7 2.0 67.5 64.4 78.1 72.1: 21.9 27.9
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 : 42: 6 6 3 20 20 29 27:
Old : 42: 6 6 3 20 20 29 27:
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 : 46.8 47.5 59.9 57.4 46.5 43.3 57.6 51.6
Old : 46.9 47.6 60.0 57.5 46.6 43.4 57.7 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, 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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 133,137: 20,081 10,367 30,493 68,028 81,905 118,602 122,764: 14,535 10,372
Old : 132,831: 20,161 10,433 30,347 67,819 81,808 118,327 122,587: 14,504 10,243
Other: 306: 66 80 0 209 97 275 177: 31 129
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,816: -1,373 -1,709 1,206 -1,110 -2,774 -1,277 -3,277: -1,539 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.8 22.9 51.1 61.5 89.1 92.2: 10.9 7.8
Old : 100.0: 15.2 7.9 22.8 51.1 61.6 89.1 92.3: 10.9 7.7
Other: 100.0: 21.6 26.1 0.0 68.3 31.7 89.9 57.8: 10.1 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 39 54 68 61 162 133:
Old : 190: 70 39 53 68 61 162 132:
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 : 19.3 33.9 28.6 43.7 19.3 27.6 27.8 34.8
Old : 19.3 34.0 28.6 43.8 19.3 27.7 27.9 34.9
Other: 88.9 49.7 89.9 57.8 88.9 49.7 89.9 57.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 49,498: 18,312 1,948 9,750 14,831 34,828 42,893 46,526: 6,605 2,972
Old : 44,263: 18,247 2,946 6,766 12,990 31,740 38,002 41,452: 6,261 2,811
Other: 5,235: 1,099 35 1,951 1,841 3,089 4,891 5,074: 344 161
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,044: 1,270 -835 834 2,385 4,630 4,488 4,628: 556 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.9 19.7 30.0 70.4 86.7 94.0: 13.3 6.0
Old : 100.0: 41.2 6.7 15.3 29.3 71.7 85.9 93.6: 14.1 6.4
Other: 100.0: 21.0 0.7 37.3 35.2 59.0 93.4 96.9: 6.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 72 19 27 18 23 105 55:
Old : 119: 68 24 27 18 21 105 53:
Other: 31: 15 4 13 8 8 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 : 23.1 48.3 34.6 66.3 16.0 39.0 25.4 52.3
Old : 21.4 49.6 33.6 66.9 17.6 42.3 27.9 56.1
Other: 54.9 62.3 73.5 81.9 14.1 27.3 21.3 30.3
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 141,511: 21,567 23,192 13,479 97,129 99,443 132,174 136,115: 9,336 5,396
Old : 51,691: 12,900 21,146 5,174 26,712 21,176 44,786 47,497: 6,904 4,194
Other: 89,820: 10,991 4,369 5,981 70,416 78,267 87,388 88,617: 2,432 1,203
: : :
: : Changes in Commitments from: July 5, 2005 :
: 9,578: -540 8,184 2,494 6,432 919 8,387 11,597: 1,191 -2,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 16.4 9.5 68.6 70.3 93.4 96.2: 6.6 3.8
Old : 100.0: 25.0 40.9 10.0 51.7 41.0 86.6 91.9: 13.4 8.1
Other: 100.0: 12.2 4.9 6.7 78.4 87.1 97.3 98.7: 2.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 66 47 39 50 39 127 117:
Old : 165: 69 39 27 43 29 116 91:
Other: 100: 20 31 24 39 35 77 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.1 47.4 48.3 21.6 22.5 31.3 30.6
Old : 18.6 27.4 27.8 41.3 14.6 25.2 21.7 35.1
Other: 45.2 47.6 61.9 62.8 28.6 33.0 41.3 43.5
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 505,983: 135,082 34,170 68,664 221,326 356,418 425,072 459,252: 80,911 46,730
Old : 505,983: 135,082 34,170 68,664 221,326 356,418 425,072 459,252: 80,911 46,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 20,471: 11,203 -1,542 2,127 1,205 17,676 14,535 18,260: 5,936 2,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 6.8 13.6 43.7 70.4 84.0 90.8: 16.0 9.2
Old : 100.0: 26.7 6.8 13.6 43.7 70.4 84.0 90.8: 16.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 73 26 42 59 54 150 106:
Old : 171: 73 26 42 59 54 150 106:
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 : 14.8 30.6 25.1 45.3 12.5 22.7 21.4 33.9
Old : 14.8 30.6 25.1 45.3 12.5 22.7 21.4 33.9
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, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 120,996: 25,730 14,824 27,034 55,934 69,864 108,699 111,722: 12,298 9,274
Old : 78,367: 24,731 16,760 10,986 33,823 44,113 69,540 71,859: 8,827 6,508
Other: 42,629: 4,653 1,717 12,395 22,111 25,751 39,159 39,863: 3,470 2,766
: : :
: : Changes in Commitments from: July 5, 2005 :
: 673: 724 64 -591 -479 378 -346 -149: 1,019 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.3 22.3 46.2 57.7 89.8 92.3: 10.2 7.7
Old : 100.0: 31.6 21.4 14.0 43.2 56.3 88.7 91.7: 11.3 8.3
Other: 100.0: 10.9 4.0 29.1 51.9 60.4 91.9 93.5: 8.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 120 81 108 96 93 271 235:
Old : 310: 112 86 86 83 76 238 205:
Other: 207: 61 49 72 68 79 165 165:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 21.1 27.9 31.3 15.2 14.9 24.7 23.5
Old : 20.8 22.9 34.0 35.4 20.8 22.1 34.0 34.2
Other: 25.5 28.4 37.6 39.4 20.2 20.6 28.2 26.7
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 28,989: 17,000 1,394 2,650 4,701 22,943 24,350 26,986: 4,640 2,003
Old : 28,989: 17,000 1,394 2,650 4,701 22,943 24,350 26,986: 4,640 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,942: -6,568 -1,290 -23 277 -3,966 -6,314 -5,279: 372 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 4.8 9.1 16.2 79.1 84.0 93.1: 16.0 6.9
Old : 100.0: 58.6 4.8 9.1 16.2 79.1 84.0 93.1: 16.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 31 6 9 10 6 46 17:
Old : 50: 31 6 9 10 6 46 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 : 34.3 84.2 54.5 90.8 33.5 74.2 48.6 78.6
Old : 34.3 84.2 54.5 90.8 33.5 74.2 48.6 78.6
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, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 225,724: 31,681 24,824 50,894 95,277 113,460 177,853 189,178: 47,871 36,545
Old : 225,724: 31,681 24,824 50,894 95,277 113,460 177,853 189,178: 47,871 36,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -859: -4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166: 2,538 2,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.0 22.5 42.2 50.3 78.8 83.8: 21.2 16.2
Old : 100.0: 14.0 11.0 22.5 42.2 50.3 78.8 83.8: 21.2 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 : 133: 37 28 38 61 58 120 104:
Old : 133: 37 28 38 61 58 120 104:
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 : 14.9 18.3 24.4 28.0 11.2 9.9 17.4 15.7
Old : 14.9 18.3 24.4 28.0 11.2 9.9 17.4 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 824,779: 42,451 76,452 345,071 356,635 366,767 744,156 788,290: 80,623 36,489
Old : 824,779: 42,451 76,452 345,071 356,635 366,767 744,156 788,290: 80,623 36,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,690: 9,092 5,561 31,064 13,260 17,844 53,416 54,468: 1,274 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.3 41.8 43.2 44.5 90.2 95.6: 9.8 4.4
Old : 100.0: 5.1 9.3 41.8 43.2 44.5 90.2 95.6: 9.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 59 53 76 99 87 199 176:
Old : 215: 59 53 76 99 87 199 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.3 31.2 36.1 4.1 7.4 6.5 11.3
Old : 19.2 22.3 31.2 36.1 4.1 7.4 6.5 11.3
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Old : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 132: -1,957 2,488 485 1,778 24 306 2,997: -174 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
Old : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 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 : 23: 3 2 2 15 13 18 17:
Old : 23: 3 2 2 15 13 18 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 : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
Old : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Old : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -973: -365 4,172 -4,029 2,922 -509 -1,472 -366: 499 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
Old : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
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: 1 4 5 22 23 27 28:
Old : 33: 1 4 5 22 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Old : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Old : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,857: 4,884 453 0 97 5,260 4,981 5,713: -124 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Old : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 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 : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
Old : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Old : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,751: 0 -2,580 613 -3,976 -1,578 -3,363 -3,545: 612 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 5.1
Old : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 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 : 23: 0 3 2 18 16 20 19:
Old : 23: 0 3 2 18 16 20 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 : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
Old : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Old : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,552: -1,773 -729 1,186 2,025 3,105 1,438 3,562: 114 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Old : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 5 23 19 28 24:
Old : 30: 1 4 5 23 19 28 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 : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
Old : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Old : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 476: -1,744 0 820 1,276 -344 352 476: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 5.1
Old : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 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 : 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 : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Old : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Old : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,296: 0 576 -1,725 369 -147 -1,356 -1,296: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
Old : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
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: 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 : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
Old : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Old : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,366: 1,123 3,574 589 2,318 719 4,030 4,882: 1,336 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 5.4
Old : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 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 : 25: 3 1 2 16 20 19 23:
Old : 25: 3 1 2 16 20 19 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 : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
Old : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Old : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,555: -620 463 -1,017 4,900 2,498 3,263 1,944: -708 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
Old : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
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 2 2 15 16 18 18:
Old : 22: 1 2 2 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
Old : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Old : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,211: 31,067 8,136 13,205 8,885 30,197 53,157 51,538: 1,054 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
Old : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 21 17 34 83 80 119 116:
Old : 127: 21 17 34 83 80 119 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 27.8
Old : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 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, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Old : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,573: 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800: -271 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
Old : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 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 : 48: 13 7 17 26 27 45 45:
Old : 48: 13 7 17 26 27 45 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 : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
Old : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 74,799: 22,160 5,285 17,913 34,316 51,429 74,389 74,628: 410 171
Old : 74,799: 22,160 5,285 17,913 34,316 51,429 74,389 74,628: 410 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,112: 1,881 191 418 233 2,023 2,532 2,633: -420 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 7.1 23.9 45.9 68.8 99.5 99.8: 0.5 0.2
Old : 100.0: 29.6 7.1 23.9 45.9 68.8 99.5 99.8: 0.5 0.2
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 : 52: 6 5 9 37 34 47 44:
Old : 52: 6 5 9 37 34 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 42.7 66.4 65.9 36.3 34.2 40.7 43.7
Old : 53.9 42.7 66.4 65.9 36.3 34.2 40.7 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Old : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,038: -230 830 62 2,680 556 2,512 1,448: -474 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Old : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
Old : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Old : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 156: 0 344 -264 674 76 410 156: -254 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 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 : 29: 2 3 3 17 16 21 20:
Old : 29: 2 3 3 17 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 : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
Old : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Old : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 952: 140 -720 40 292 912 472 232: 480 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 9.8
Old : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 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 : 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 : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
Old : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Old : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,820: 1,160 -80 0 1,620 2,920 2,780 2,840: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Old : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 21 22 25:
Old : 28: 4 1 3 18 21 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 : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
Old : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 1,374,546: 134,284 69,017 376,346 783,568 840,391 1,294,198 1,285,754: 80,347 88,792
Old : 1,374,546: 134,284 69,017 376,346 783,568 840,391 1,294,198 1,285,754: 80,347 88,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 45,217: -326 1,706 24,011 20,782 26,794 44,467 52,511: 750 -7,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.0 27.4 57.0 61.1 94.2 93.5: 5.8 6.5
Old : 100.0: 9.8 5.0 27.4 57.0 61.1 94.2 93.5: 5.8 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 : 294: 87 101 125 83 91 244 254:
Old : 294: 87 101 125 83 91 244 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.8 30.7 28.0 10.3 7.2 14.9 11.5
Old : 19.9 16.8 30.7 28.0 10.3 7.2 14.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Old : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -9: -107 -242 20 77 336 -10 114: 1 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
Old : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
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 : 114: 55 22 2 11 24 68 48:
Old : 114: 55 22 2 11 24 68 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 : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Old : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 7,912: 4,089 860 145 1,563 5,848 5,797 6,853: 2,115 1,059
Old : 7,912: 4,089 860 145 1,563 5,848 5,797 6,853: 2,115 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,160: -1,514 40 107 816 -1,197 -591 -1,050: -569 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.9 1.8 19.8 73.9 73.3 86.6: 26.7 13.4
Old : 100.0: 51.7 10.9 1.8 19.8 73.9 73.3 86.6: 26.7 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 16 8 3 9 13 26 23:
Old : 44: 16 8 3 9 13 26 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 : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.3
Old : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.3
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, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 193,853: 46,733 6,109 29,595 92,452 139,795 168,781 175,499: 25,073 18,354
Old : 193,853: 46,733 6,109 29,595 92,452 139,795 168,781 175,499: 25,073 18,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 19,413: 4,164 -985 6,104 5,192 10,511 15,459 15,629: 3,954 3,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.2 15.3 47.7 72.1 87.1 90.5: 12.9 9.5
Old : 100.0: 24.1 3.2 15.3 47.7 72.1 87.1 90.5: 12.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 58 22 34 69 77 143 120:
Old : 169: 58 22 34 69 77 143 120:
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 : 20.0 17.1 32.0 30.1 12.6 13.0 22.0 20.0
Old : 20.0 17.1 32.0 30.1 12.6 13.0 22.0 20.0
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
Updated July 22, 2005