WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 291,300: 50,976 54,415 50,135 164,585 147,750 265,695 252,299: 25,605 39,001
Old : 284,594: 50,721 52,576 49,618 159,247 145,592 259,585 247,785: 25,009 36,809
Other: 6,706: 771 2,355 1 5,338 2,158 6,110 4,514: 596 2,192
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,343: 3,233 -1,876 10,696 2,930 8,062 16,858 16,882: 1,485 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.7 17.2 56.5 50.7 91.2 86.6: 8.8 13.4
Old : 100.0: 17.8 18.5 17.4 56.0 51.2 91.2 87.1: 8.8 12.9
Other: 100.0: 11.5 35.1 0.0 79.6 32.2 91.1 67.3: 8.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 81 92 80 44 60 171 195:
Old : 254: 82 94 80 44 60 171 195:
Other: 56: 9 13 1 11 30 20 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.1 41.9 41.2 28.4 29.5 41.1 35.2
Old : 29.4 34.8 42.7 42.0 29.0 31.4 42.1 37.3
Other: 69.5 37.8 85.3 48.2 66.6 37.0 80.9 45.2
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 952,406: 157,098 54,351 190,453 445,171 483,438 792,723 728,243: 159,683 224,163
Old : 358,620: 44,139 53,756 40,929 220,822 212,494 305,889 307,179: 52,730 51,441
Other: 593,787: 156,968 44,604 105,516 224,349 270,944 486,833 421,064: 106,953 172,722
: : :
: : Changes in Commitments from: July 12, 2005 :
: 79,452: 42,184 -10,046 15,450 4,597 66,944 62,230 72,347: 17,223 7,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.7 20.0 46.7 50.8 83.2 76.5: 16.8 23.5
Old : 100.0: 12.3 15.0 11.4 61.6 59.3 85.3 85.7: 14.7 14.3
Other: 100.0: 26.4 7.5 17.8 37.8 45.6 82.0 70.9: 18.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 178 89 173 220 268 470 474:
Old : 468: 83 112 87 157 205 290 354:
Other: 548: 176 78 124 181 252 398 415:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.4 25.6 22.2 17.0 13.6 24.9 17.9
Old : 33.0 27.0 45.9 35.1 32.8 26.1 45.7 33.4
Other: 15.3 12.0 21.9 17.1 14.0 9.3 19.0 13.6
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Old : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 521: 470 -21 -33 -41 366 395 312: 126 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Old : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 2 6 11 16 26 24:
Old : 35: 15 2 6 11 16 26 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 : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
Old : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
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 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 397,132: 64,967 19,394 86,975 159,623 202,420 311,566 308,790: 85,566 88,342
Old : 60,305: 10,986 2,499 19,089 17,745 28,980 47,819 50,568: 12,486 9,737
Other: 336,826: 60,053 22,966 61,815 141,878 173,440 263,746 258,221: 73,080 78,605
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,124: -4,757 -2,386 4,641 415 -1,208 299 1,046: -1,423 -2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.9 21.9 40.2 51.0 78.5 77.8: 21.5 22.2
Old : 100.0: 18.2 4.1 31.7 29.4 48.1 79.3 83.9: 20.7 16.1
Other: 100.0: 17.8 6.8 18.4 42.1 51.5 78.3 76.7: 21.7 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 144 73 133 130 142 328 298:
Old : 236: 77 32 55 80 77 167 154:
Other: 366: 130 80 123 108 135 298 282:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 22.0 28.8 31.6 16.1 15.6 23.1 20.8
Old : 23.8 21.9 34.0 35.6 9.3 14.4 14.5 21.6
Other: 20.7 22.9 31.7 31.9 19.0 16.8 27.1 22.1
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,187: 13,059 4,696 1,340 0 768 14,399 6,804: 4,788 12,383
Old : 1,416: 1,103 753 0 0 14 1,103 767: 313 649
Other: 17,771: 12,941 4,928 355 0 754 13,296 6,037: 4,475 11,734
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,978: 568 1,187 1,121 0 -172 1,689 2,136: 289 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 24.5 7.0 0.0 4.0 75.0 35.5: 25.0 64.5
Old : 100.0: 77.9 53.2 0.0 0.0 1.0 77.9 54.2: 22.1 45.8
Other: 100.0: 72.8 27.7 2.0 0.0 4.2 74.8 34.0: 25.2 66.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 10 0 3 14 20:
Old : 15: 8 5 0 0 2 8 7:
Other: 24: 10 11 6 0 3 11 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 20.4 71.3 26.4 62.4 15.8 67.4 21.5
Old : 68.4 52.1 77.9 54.2 68.4 52.1 77.9 54.2
Other: 65.5 18.6 72.8 24.8 65.0 18.6 70.9 24.7
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 165,556: 36,879 10,593 27,983 70,678 112,263 135,540 150,839: 30,015 14,717
Old : 51,187: 12,796 3,090 9,478 19,958 32,472 42,231 45,039: 8,955 6,147
Other: 114,369: 30,338 13,758 12,251 50,721 79,791 93,309 105,800: 21,060 8,569
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4,341: 723 1,293 503 -2,384 -5,989 -1,157 -4,193: -3,183 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.4 16.9 42.7 67.8 81.9 91.1: 18.1 8.9
Old : 100.0: 25.0 6.0 18.5 39.0 63.4 82.5 88.0: 17.5 12.0
Other: 100.0: 26.5 12.0 10.7 44.3 69.8 81.6 92.5: 18.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 56 24 31 44 44 119 87:
Old : 89: 28 15 16 29 37 65 61:
Other: 129: 52 29 24 33 34 101 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 : 19.7 37.7 29.2 50.4 19.0 29.5 26.8 41.8
Old : 23.4 29.2 37.6 42.4 16.1 19.6 25.6 27.8
Other: 26.6 46.1 36.8 58.4 26.6 40.1 36.0 51.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Old : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -14,693: -6,996 -15,596 1,576 5,723 -362 303 -14,383: -14,996 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
Old : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
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 : 161: 29 34 38 74 81 124 132:
Old : 161: 29 34 38 74 81 124 132:
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 : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
Old : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 139,522: 25,520 1,497 22,960 54,466 96,524 102,946 120,982: 36,576 18,540
Old : 50,284: 10,369 1,396 6,751 19,958 33,174 37,078 41,321: 13,206 8,963
Other: 89,238: 20,361 5,312 10,999 34,508 63,350 65,868 79,661: 23,370 9,577
: : :
: : Changes in Commitments from: July 12, 2005 :
: 911: -958 -1,422 1,366 -694 -12 -287 -68: 1,198 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 1.1 16.5 39.0 69.2 73.8 86.7: 26.2 13.3
Old : 100.0: 20.6 2.8 13.4 39.7 66.0 73.7 82.2: 26.3 17.8
Other: 100.0: 22.8 6.0 12.3 38.7 71.0 73.8 89.3: 26.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 14 31 58 56 118 92:
Old : 96: 24 10 23 44 49 78 74:
Other: 119: 42 18 24 47 39 101 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 35.2 22.8 50.0 8.3 31.0 13.9 41.0
Old : 15.8 34.6 23.9 43.0 9.9 27.7 16.5 34.2
Other: 18.2 39.3 26.4 55.7 10.1 36.4 18.0 46.9
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Old : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 354: -136 -64 141 223 264 228 340: 126 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 25.3
Old : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 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 : 48: 20 10 9 11 13 33 30:
Old : 48: 20 10 9 11 13 33 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 : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
Old : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Old : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,865: 4,489 34 31 -11,936 -4,120 -7,416 -4,055: 4,551 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
Old : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
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 : 102: 13 27 2 45 42 60 69:
Old : 102: 13 27 2 45 42 60 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Old : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Old : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 43,611: -36,567 -6,998 52,519 39,856 13,108 55,808 58,630: -12,197 -15,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 16.2
Old : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 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 : 274: 42 81 73 110 140 200 246:
Old : 274: 42 81 73 110 140 200 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Old : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Old : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 92,631: 24,661 48,999 12,239 61,623 8,430 98,523 69,668: -5,892 22,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
Old : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 36 46 49 79 93 141 162:
Old : 190: 36 46 49 79 93 141 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.9 39.2 28.7 25.2 18.4 34.5 27.5
Old : 28.1 18.9 39.2 28.7 25.2 18.4 34.5 27.5
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Old : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 72,338: 17,355 10,459 22,554 26,853 28,918 66,762 61,930: 5,576 10,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 6.9
Old : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 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 : 126: 33 28 43 57 53 112 102:
Old : 126: 33 28 43 57 53 112 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 29.8 38.9 46.3 14.1 20.1 19.9 27.2
Old : 26.5 29.8 38.9 46.3 14.1 20.1 19.9 27.2
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Old : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -853: -64 9 -77 -147 -300 -288 -368: -564 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
Old : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
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 : 49: 13 9 6 18 11 34 23:
Old : 49: 13 9 6 18 11 34 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 45.9 48.3 61.5 33.0 44.9 48.3 60.5
Old : 33.0 45.9 48.3 61.5 33.0 44.9 48.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Old : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -602: -437 -56 -870 -446 178 -1,753 -748: 1,151 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 21.2
Old : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 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 : 71: 16 30 13 15 16 39 51:
Old : 71: 16 30 13 15 16 39 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
Old : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Old : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -482: -212 -473 0 -193 -116 -405 -589: -77 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
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 : 58: 7 17 4 18 22 28 40:
Old : 58: 7 17 4 18 22 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 : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Old : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Old : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,368: -76 -34 120 1,028 933 1,072 1,018: 295 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
Old : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 2 9 26 20 36 30:
Old : 41: 9 2 9 26 20 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 : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
Old : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 103,753: 12,873 24,819 29,792 48,432 22,309 91,097 76,920: 12,656 26,833
Old : 84,025: 11,443 26,456 22,424 41,621 15,795 75,487 64,674: 8,538 19,351
Other: 19,728: 6,129 3,062 2,669 6,812 6,515 15,610 12,246: 4,119 7,482
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,142: 415 -437 3,986 -761 -619 3,640 2,930: -499 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.9 28.7 46.7 21.5 87.8 74.1: 12.2 25.9
Old : 100.0: 13.6 31.5 26.7 49.5 18.8 89.8 77.0: 10.2 23.0
Other: 100.0: 31.1 15.5 13.5 34.5 33.0 79.1 62.1: 20.9 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 57 49 25 29 97 108:
Old : 143: 33 61 41 23 29 87 107:
Other: 56: 21 10 12 12 19 38 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 18.8 44.6 29.4 28.3 12.8 41.7 19.9
Old : 34.8 19.9 52.2 30.5 34.8 12.1 48.6 20.7
Other: 40.5 29.7 58.6 39.0 39.2 21.3 54.6 29.1
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 2,659: 458 975 245 712 444 1,415 1,664: 1,245 996
Old : 2,409: 465 991 201 601 381 1,266 1,573: 1,143 836
Other: 250: 37 27 0 111 63 148 90: 101 159
: : :
: : Changes in Commitments from: July 12, 2005 :
: -296: -59 -80 -30 -10 -159 -99 -268: -196 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.7 9.2 26.8 16.7 53.2 62.6: 46.8 37.4
Old : 100.0: 19.3 41.1 8.3 24.9 15.8 52.6 65.3: 47.4 34.7
Other: 100.0: 15.0 10.9 0.0 44.4 25.2 59.4 36.2: 40.6 63.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 14 9 9 5 24 23:
Old : 34: 10 14 7 9 4 23 21:
Other: 15: 3 5 0 4 3 7 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 : 26.6 34.3 36.1 45.8 23.8 33.2 31.9 42.7
Old : 25.6 35.7 36.1 48.4 22.6 35.7 32.1 46.2
Other: 50.0 31.2 59.4 36.2 50.0 31.2 59.4 36.2
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Old : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,655: 2,572 791 2,800 2,021 3,273 7,393 6,864: 262 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 21.2
Old : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 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 : 253: 55 73 64 76 102 162 216:
Old : 253: 55 73 64 76 102 162 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
Old : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Old : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -348: 100 -129 -75 -140 52 -116 -152: -232 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
Old : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
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 : 35: 7 10 6 13 11 24 23:
Old : 35: 7 10 6 13 11 24 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 : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
Old : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Old : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 142: -2,370 499 744 1,209 323 -417 1,566: 559 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
Old : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
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 : 139: 40 25 28 53 50 108 91:
Old : 139: 40 25 28 53 50 108 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
Old : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Old : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -998: -172 -2,784 -95 -1,296 3,227 -1,564 348: 566 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 19.1
Old : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 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 : 74: 28 9 5 24 25 54 37:
Old : 74: 28 9 5 24 25 54 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
Old : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Old : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,054: 3,028 1,572 1 1,145 1,479 4,174 3,052: -1,120 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
Old : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 27 1 9 8 11 36:
Old : 42: 2 27 1 9 8 11 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 : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
Old : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Old : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,685: -4,574 -511 82 -1,173 -5,243 -5,665 -5,672: -20 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
Old : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 64 5 3 15 14 79 22:
Old : 95: 64 5 3 15 14 79 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 : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
Old : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Old : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,499: 2,052 5,349 -60 782 -448 2,774 4,841: 725 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 25.3
Old : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 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 : 66: 11 24 3 20 20 33 45:
Old : 66: 11 24 3 20 20 33 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 : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
Old : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Old : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,387: -1,583 -5,405 -388 7,297 10,650 5,327 4,857: 2,060 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 18.6
Old : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 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 : 96: 14 40 7 29 30 46 74:
Old : 96: 14 40 7 29 30 46 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
Old : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Old : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,569: -1,525 3,219 334 2,290 1,889 1,099 5,443: 2,470 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
Old : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
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 : 106: 24 39 21 32 32 68 80:
Old : 106: 24 39 21 32 32 68 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
Old : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Old : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -24,172: -14,089 -166 310 -6,344 -17,523 -20,123 -17,379: -4,049 -6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Old : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
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 1 1 10 15 13 17:
Old : 24: 3 1 1 10 15 13 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 : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Old : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Old :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -9,736: 5,553 131,053 63,263 -9,446 -83,919 59,370 110,397: -69,105 -120,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 13.1
Old : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 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 : 285: 64 65 102 141 147 251 271:
Old : 285: 64 65 102 141 147 251 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.3 35.3 22.4 18.9 6.6 26.3 10.9
Old : 20.4 13.3 35.3 22.4 18.9 6.6 26.3 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Old : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,375: 2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953: 2,021 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 17.1
Old : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 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 : 197: 43 35 49 93 67 164 123:
Old : 197: 43 35 49 93 67 164 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.2 28.1 45.8 19.2 31.4 28.0 44.9
Old : 19.3 32.2 28.1 45.8 19.2 31.4 28.0 44.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Old : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,697: 22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359: 16,612 -6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 10.3
Old : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 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 : 181: 36 58 30 55 63 113 129:
Old : 181: 36 58 30 55 63 113 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.2 31.0 40.7 17.5 24.0 24.9 35.3
Old : 21.4 27.2 31.0 40.7 17.5 24.0 24.9 35.3
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 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Old : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4: 0 -16 0 18 3 18 -13: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Old : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
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 : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Old : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Old : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -729: 353 292 -123 -960 -1,048 -730 -879: 1 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Old : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 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 : 40: 8 3 0 16 19 24 22:
Old : 40: 8 3 0 16 19 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 : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Old : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Old : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,565: 979 -1,682 21 -169 -893 831 -2,554: -3,397 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Old : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 12 1 30 24 43 37:
Old : 71: 13 12 1 30 24 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
Old : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Old : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,542: 28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597: -2,846 -25,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 12.6
Old : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 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 : 190: 70 54 11 36 42 112 101:
Old : 190: 70 54 11 36 42 112 101:
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 : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Old : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Old : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -831: -1,659 141 0 2,832 -894 1,173 -753: -2,003 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 25.2
Old : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 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 : 42: 7 9 1 16 16 24 25:
Old : 42: 7 9 1 16 16 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 : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
Old : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Old : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 168: -22 194 0 93 -1,607 71 -1,413: 97 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Old : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 10 0 28 22 31 32:
Old : 53: 3 10 0 28 22 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 : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Old : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Old : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,766: -720 -578 -599 -2,145 10 -3,463 -1,167: -302 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
Old : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 26 37 11 35 48 67 90:
Old : 128: 26 37 11 35 48 67 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 : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
Old : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Old : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,446: 1,352 1,146 -19 972 730 2,305 1,857: 141 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 22.0
Old : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 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 : 74: 26 13 4 16 21 44 37:
Old : 74: 26 13 4 16 21 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Old : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Old : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,938: 628 -200 70 2,733 3,494 3,431 3,364: 1,507 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Old : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
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 : 20: 9 0 1 9 3 18 4:
Old : 20: 9 0 1 9 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Old : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Old : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 629: -142 55 -334 981 339 505 60: 124 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Old : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 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 : 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 : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Old : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 146,056: 43,936 22,093 22,525 41,696 86,391 108,157 131,009: 37,899 15,047
Old : 146,056: 43,936 22,093 22,525 41,696 86,391 108,157 131,009: 37,899 15,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,022: 1,889 2,848 1,505 1,492 549 4,886 4,903: 136 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.1 15.4 28.5 59.1 74.1 89.7: 25.9 10.3
Old : 100.0: 30.1 15.1 15.4 28.5 59.1 74.1 89.7: 25.9 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 : 183: 98 40 49 27 35 144 107:
Old : 183: 98 40 49 27 35 144 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.1 32.8 44.7 12.5 22.2 18.4 34.1
Old : 23.8 27.1 32.8 44.7 12.5 22.2 18.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 115,725: 40,067 21,863 20,184 39,113 58,224 99,364 100,271: 16,360 15,453
Old : 115,725: 40,067 21,863 20,184 39,113 58,224 99,364 100,271: 16,360 15,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,017: 3,194 1,046 844 -249 1,707 3,789 3,597: 1,228 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.9 17.4 33.8 50.3 85.9 86.6: 14.1 13.4
Old : 100.0: 34.6 18.9 17.4 33.8 50.3 85.9 86.6: 14.1 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 : 192: 69 61 52 43 40 145 130:
Old : 192: 69 61 52 43 40 145 130:
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 : 21.9 35.5 33.7 47.1 21.8 30.8 31.4 42.4
Old : 21.9 35.5 33.7 47.1 21.8 30.8 31.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 330,662: 116,722 59,562 57,306 94,792 185,349 268,820 302,217: 61,841 28,444
Old : 330,662: 116,722 59,562 57,306 94,792 185,349 268,820 302,217: 61,841 28,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,262: -7,935 12,036 951 10,066 -16,960 3,082 -3,973: -1,820 5,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 18.0 17.3 28.7 56.1 81.3 91.4: 18.7 8.6
Old : 100.0: 35.3 18.0 17.3 28.7 56.1 81.3 91.4: 18.7 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 : 267: 130 75 69 45 47 215 157:
Old : 267: 130 75 69 45 47 215 157:
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 : 23.3 30.3 32.9 47.0 18.0 27.4 22.3 38.4
Old : 23.3 30.3 32.9 47.0 18.0 27.4 22.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Old : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -932: -1,538 2 32 222 -1,278 -1,284 -1,244: 352 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Old : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 23 2 10 6 6 38 17:
Old : 41: 23 2 10 6 6 38 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 : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Old : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 92,538: 20,393 6,096 6,269 48,478 59,924 75,139 72,288: 17,399 20,250
Old : 91,587: 20,191 6,184 6,136 47,931 59,372 74,257 71,692: 17,330 19,895
Other: 950: 308 18 27 547 551 882 596: 69 354
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,659: 1,283 -416 -487 2,612 5,411 3,409 4,509: 250 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.6 6.8 52.4 64.8 81.2 78.1: 18.8 21.9
Old : 100.0: 22.0 6.8 6.7 52.3 64.8 81.1 78.3: 18.9 21.7
Other: 100.0: 32.4 1.8 2.9 57.6 58.0 92.8 62.7: 7.2 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 39 15 16 52 58 99 81:
Old : 130: 38 16 16 52 58 99 81:
Other: 37: 4 4 6 4 26 11 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.6 37.6 41.9 22.2 27.8 28.9 34.0
Old : 28.6 31.9 37.6 42.1 22.0 28.0 28.8 34.2
Other: 73.4 31.8 91.9 46.7 73.2 29.0 87.1 43.9
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 26,725: 2,426 1,352 761 17,357 17,112 20,545 19,226: 6,180 7,499
Old : 26,635: 2,426 1,357 756 17,355 17,102 20,538 19,216: 6,097 7,419
Other: 90: 5 0 0 2 10 7 10: 83 80
: : :
: : Changes in Commitments from: July 12, 2005 :
: -354: 115 -174 200 -884 -276 -569 -250: 216 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.1 2.8 64.9 64.0 76.9 71.9: 23.1 28.1
Old : 100.0: 9.1 5.1 2.8 65.2 64.2 77.1 72.1: 22.9 27.9
Other: 100.0: 5.6 0.0 0.0 2.2 11.1 7.8 11.1: 92.2 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 9 5 22 21 33 30:
Old : 45: 6 9 5 22 21 33 30:
Other: 5: 1 0 0 1 3 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 48.9 55.5 57.7 41.7 43.8 52.8 51.6
Old : 42.4 49.0 55.7 57.9 41.8 43.9 53.0 51.7
Other: 7.8 11.1 7.8 11.1 7.8 11.1 7.8 11.1
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 133,871: 19,961 18,940 29,385 69,445 73,758 118,791 122,084: 15,081 11,788
Old : 133,405: 20,049 19,070 29,167 69,142 73,532 118,358 121,770: 15,048 11,636
Other: 466: 130 88 0 303 226 433 314: 33 152
: : :
: : Changes in Commitments from: July 12, 2005 :
: 735: -120 8,573 -1,107 1,417 -8,147 189 -681: 546 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.1 22.0 51.9 55.1 88.7 91.2: 11.3 8.8
Old : 100.0: 15.0 14.3 21.9 51.8 55.1 88.7 91.3: 11.3 8.7
Other: 100.0: 27.9 18.9 0.0 65.0 48.5 92.9 67.4: 7.1 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 68 52 49 72 61 162 141:
Old : 201: 68 52 48 72 61 162 140:
Other: 12: 2 1 0 4 5 6 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 : 19.2 30.6 28.3 39.7 19.2 24.3 27.7 30.6
Old : 19.2 30.6 28.4 39.7 19.2 24.4 27.8 30.6
Other: 85.8 62.0 92.9 67.4 85.8 62.0 92.9 67.4
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 46,133: 14,228 2,143 8,760 17,098 32,585 40,087 43,489: 6,047 2,645
Old : 40,877: 14,131 2,770 6,067 15,056 29,587 35,253 38,424: 5,623 2,453
Other: 5,257: 801 76 1,991 2,042 2,998 4,833 5,065: 423 192
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,365: -4,084 195 -989 2,267 -2,243 -2,806 -3,037: -558 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.6 19.0 37.1 70.6 86.9 94.3: 13.1 5.7
Old : 100.0: 34.6 6.8 14.8 36.8 72.4 86.2 94.0: 13.8 6.0
Other: 100.0: 15.2 1.4 37.9 38.9 57.0 91.9 96.3: 8.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 20 23 22 25 91 56:
Old : 107: 52 25 23 21 23 90 54:
Other: 33: 14 6 12 9 9 25 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 50.6 37.6 66.7 17.2 38.4 25.9 49.0
Old : 25.6 52.7 36.8 68.0 18.6 42.2 28.1 52.8
Other: 50.8 60.0 70.9 79.0 16.8 26.6 21.9 29.6
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 143,002: 21,143 24,731 13,369 97,870 98,371 132,381 136,472: 10,620 6,530
Old : 51,098: 12,164 22,878 5,100 26,203 18,399 43,468 46,378: 7,630 4,721
Other: 91,903: 10,903 3,778 6,344 71,666 79,972 88,914 90,094: 2,990 1,809
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,491: -424 1,539 -110 741 -1,072 207 357: 1,284 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.3 9.3 68.4 68.8 92.6 95.4: 7.4 4.6
Old : 100.0: 23.8 44.8 10.0 51.3 36.0 85.1 90.8: 14.9 9.2
Other: 100.0: 11.9 4.1 6.9 78.0 87.0 96.7 98.0: 3.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 57 49 32 53 40 125 110:
Old : 161: 59 42 23 47 29 112 88:
Other: 98: 24 24 20 39 36 76 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 32.3 47.1 47.5 20.2 21.6 29.6 29.9
Old : 20.3 27.0 27.4 41.5 15.3 24.7 22.1 36.0
Other: 44.3 46.1 60.8 61.8 28.4 32.0 40.9 42.4
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Old : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,723: 6,330 -7,904 9,898 878 15,346 17,107 17,340: 1,616 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 9.2
Old : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 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 : 178: 77 29 52 59 53 158 115:
Old : 178: 77 29 52 59 53 158 115:
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 : 14.4 29.6 24.4 45.0 12.1 22.2 20.8 33.3
Old : 14.4 29.6 24.4 45.0 12.1 22.2 20.8 33.3
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 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 125,423: 23,335 15,979 30,075 58,618 69,001 112,028 115,056: 13,395 10,367
Old : 78,592: 22,610 17,081 12,101 34,644 42,379 69,355 71,562: 9,237 7,030
Other: 46,830: 4,884 3,058 13,814 23,974 26,622 42,673 43,494: 4,158 3,336
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,426: -2,395 1,156 3,041 2,684 -862 3,329 3,334: 1,097 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.7 24.0 46.7 55.0 89.3 91.7: 10.7 8.3
Old : 100.0: 28.8 21.7 15.4 44.1 53.9 88.2 91.1: 11.8 8.9
Other: 100.0: 10.4 6.5 29.5 51.2 56.8 91.1 92.9: 8.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 119 95 107 103 96 278 249:
Old : 321: 116 90 86 89 75 243 213:
Other: 224: 64 55 72 76 84 179 173:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 20.2 27.2 29.7 14.3 13.9 23.4 21.9
Old : 19.6 21.9 32.3 33.5 19.6 21.6 32.3 32.7
Other: 25.5 26.6 38.0 38.5 19.7 18.6 27.8 24.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Old : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,117: 623 376 75 1,688 687 2,387 1,138: -1,270 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 6.6
Old : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 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 : 51: 33 6 10 8 5 47 17:
Old : 51: 33 6 10 8 5 47 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 : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Old : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 218,626: 30,113 20,289 46,983 100,041 120,453 177,137 187,726: 41,489 30,900
Old : 218,626: 30,113 20,289 46,983 100,041 120,453 177,137 187,726: 41,489 30,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -7,098: -1,569 -4,534 -3,911 4,763 6,993 -716 -1,453: -6,382 -5,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.3 21.5 45.8 55.1 81.0 85.9: 19.0 14.1
Old : 100.0: 13.8 9.3 21.5 45.8 55.1 81.0 85.9: 19.0 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 : 128: 30 30 35 63 60 118 101:
Old : 128: 30 30 35 63 60 118 101:
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 : 14.1 18.3 23.8 28.7 11.2 11.3 16.6 16.7
Old : 14.1 18.3 23.8 28.7 11.2 11.3 16.6 16.7
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 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 838,871: 41,531 77,615 354,515 363,467 372,759 759,513 804,890: 79,358 33,981
Old : 838,871: 41,531 77,615 354,515 363,467 372,759 759,513 804,890: 79,358 33,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 14,091: -920 1,162 9,445 6,832 5,992 15,357 16,599: -1,265 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.3 42.3 43.3 44.4 90.5 95.9: 9.5 4.1
Old : 100.0: 5.0 9.3 42.3 43.3 44.4 90.5 95.9: 9.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 60 50 79 99 88 203 174:
Old : 213: 60 50 79 99 88 203 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 22.8 31.8 36.5 4.2 7.0 6.6 11.1
Old : 19.9 22.8 31.8 36.5 4.2 7.0 6.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Old : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -160: -2,512 240 180 1,583 -1,132 -749 -712: 589 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
Old : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 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 : 24: 3 2 2 17 12 20 16:
Old : 24: 3 2 2 17 12 20 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 : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
Old : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Old : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 703: 3,105 7,911 -8,909 6,703 3,563 899 2,565: -196 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
Old : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 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 : 35: 1 4 5 25 26 30 31:
Old : 35: 1 4 5 25 26 30 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 : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Old : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Old : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,524: 3,096 0 0 1,002 3,792 4,098 3,792: 426 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Old : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 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 : 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 : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Old : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Old : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,834: 0 4,845 -959 4,219 -1,776 3,260 2,110: -426 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Old : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 4 2 18 17 20 21:
Old : 25: 0 4 2 18 17 20 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 : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
Old : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Old : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,523: 912 889 788 4,688 2,427 6,388 4,104: -865 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
Old : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 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 : 32: 2 4 6 24 20 30 26:
Old : 32: 2 4 6 24 20 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Old : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Old : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,292: -639 397 -87 6,018 1,086 5,292 1,396: 0 3,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Old : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 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 : 23: 0 1 1 18 18 19 19:
Old : 23: 0 1 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
Old : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
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 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Old : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 268: 0 4,719 -2,171 1,830 -2,552 -341 -4: 609 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Old : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Old : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Old : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,614: 2,614 12,144 1,220 9,718 -662 13,552 12,702: -938 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Old : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 17 21 20 24:
Old : 26: 3 1 2 17 21 20 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 : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Old : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Old : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,583: -372 3,123 -803 3,386 93 2,211 2,413: 372 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Old : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 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 : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
Old : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Old : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,013: 13,226 2,754 -2,267 5,125 14,654 16,084 15,141: -4,071 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Old : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
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 : 127: 21 17 34 84 80 120 116:
Old : 127: 21 17 34 84 80 120 116:
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 : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
Old : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Old : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 11,931: -6,655 -3,565 8,761 9,388 6,296 11,494 11,492: 437 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
Old : 100.0: 14.9 19.3 32.7 51.3 46.2 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 : 50: 13 7 17 27 28 46 46:
Old : 50: 13 7 17 27 28 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Old : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 77,478: 20,957 4,835 19,337 36,496 52,905 76,790 77,078: 687 400
Old : 77,478: 20,957 4,835 19,337 36,496 52,905 76,790 77,078: 687 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,678: -1,202 -450 1,424 2,180 1,476 2,401 2,450: 277 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.2 25.0 47.1 68.3 99.1 99.5: 0.9 0.5
Old : 100.0: 27.0 6.2 25.0 47.1 68.3 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 6 10 37 34 47 44:
Old : 51: 4 6 10 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 : 53.1 43.5 66.1 66.1 34.1 33.6 38.7 42.0
Old : 53.1 43.5 66.1 66.1 34.1 33.6 38.7 42.0
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Old : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 182: 0 -154 82 -922 762 -840 690: 1,022 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Old : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
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 : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Old : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
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 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Old : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,618: 86 1,018 86 894 -36 1,066 1,068: 552 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Old : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 16 15 21 19:
Old : 30: 3 2 4 16 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Old : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Old : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Old : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
Old : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
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 19, 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 : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Old : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -916: 40 4 0 -256 -200 -216 -196: -700 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Old : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 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 : 24: 4 2 4 16 15 22 19:
Old : 24: 4 2 4 16 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
Old : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Old : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,180: 700 0 120 340 660 1,160 780: 20 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Old : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 20 22 24:
Old : 28: 4 1 3 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
Old : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 1,303,209: 121,928 66,340 345,212 762,149 810,008 1,229,289 1,221,560: 73,919 81,649
Old : 1,303,209: 121,928 66,340 345,212 762,149 810,008 1,229,289 1,221,560: 73,919 81,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -71,337: -12,356 -2,677 -31,134 -21,419 -30,383 -64,909 -64,194: -6,428 -7,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.1 26.5 58.5 62.2 94.3 93.7: 5.7 6.3
Old : 100.0: 9.4 5.1 26.5 58.5 62.2 94.3 93.7: 5.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 75 95 117 82 93 230 247:
Old : 281: 75 95 117 82 93 230 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 17.3 31.8 28.6 10.4 7.4 15.4 11.8
Old : 21.0 17.3 31.8 28.6 10.4 7.4 15.4 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Old : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 105: 181 225 -36 -75 -101 70 88: 35 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Old : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 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 : 116: 58 23 2 11 24 70 48:
Old : 116: 58 23 2 11 24 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Old : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 7,874: 4,140 870 111 1,544 5,774 5,795 6,755: 2,079 1,119
Old : 7,874: 4,140 870 111 1,544 5,774 5,795 6,755: 2,079 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -39: 51 10 -34 -19 -74 -2 -98: -37 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.0 1.4 19.6 73.3 73.6 85.8: 26.4 14.2
Old : 100.0: 52.6 11.0 1.4 19.6 73.3 73.6 85.8: 26.4 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 : 43: 16 8 2 9 12 25 22:
Old : 43: 16 8 2 9 12 25 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 : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 68.9
Old : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 187,882: 41,684 9,218 27,939 97,620 137,867 167,243 175,024: 20,639 12,858
Old : 187,882: 41,684 9,218 27,939 97,620 137,867 167,243 175,024: 20,639 12,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,972: -5,050 3,110 -1,656 5,168 -1,929 -1,538 -475: -4,433 -5,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.9 14.9 52.0 73.4 89.0 93.2: 11.0 6.8
Old : 100.0: 22.2 4.9 14.9 52.0 73.4 89.0 93.2: 11.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 59 19 33 75 77 148 116:
Old : 164: 59 19 33 75 77 148 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 19.0 32.8 31.5 12.8 11.8 21.2 19.0
Old : 20.0 19.0 32.8 31.5 12.8 11.8 21.2 19.0
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 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
Updated July 29, 2005