WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 297,848: 45,886 60,880 50,329 168,688 139,617 264,902 250,826: 32,946 47,022
Old : 288,527: 45,574 58,870 48,770 162,121 137,028 256,465 244,667: 32,062 43,859
Other: 9,321: 1,854 3,553 16 6,567 2,590 8,437 6,159: 884 3,163
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,848: -1,009 415 928 -667 -1,520 -747 -178: 7,596 7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.4 16.9 56.6 46.9 88.9 84.2: 11.1 15.8
Old : 100.0: 15.8 20.4 16.9 56.2 47.5 88.9 84.8: 11.1 15.2
Other: 100.0: 19.9 38.1 0.2 70.5 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 75 97 76 48 57 170 191:
Old : 250: 76 99 74 48 57 168 191:
Other: 66: 15 15 1 10 34 25 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 29.2 42.3 35.6 28.8 24.2 41.5 29.7
Old : 30.0 30.0 43.4 36.6 29.7 26.5 42.9 32.1
Other: 62.8 33.1 75.4 43.4 60.3 31.4 72.7 40.5
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 291,000: 46,895 60,466 49,401 169,354 141,138 265,649 251,004: 25,351 39,996
Old : 283,863: 46,717 58,717 48,651 163,885 138,906 259,253 246,274: 24,611 37,589
Other: 7,137: 928 2,498 0 5,469 2,232 6,397 4,730: 740 2,407
: : :
: : Changes in Commitments from: July 19, 2005 :
: -301: -4,081 6,051 -734 4,770 -6,612 -46 -1,295: -255 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 20.8 17.0 58.2 48.5 91.3 86.3: 8.7 13.7
Old : 100.0: 16.5 20.7 17.1 57.7 48.9 91.3 86.8: 8.7 13.2
Other: 100.0: 13.0 35.0 0.0 76.6 31.3 89.6 66.3: 10.4 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 79 92 75 44 54 164 189:
Old : 246: 80 93 75 44 52 164 187:
Other: 60: 11 14 0 11 31 22 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 31.8 43.3 38.4 29.5 26.8 42.6 32.4
Old : 30.6 32.5 44.2 39.3 30.3 28.7 43.6 34.5
Other: 66.8 35.9 82.0 46.9 64.1 35.6 78.2 44.1
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 933,811: 150,808 52,103 183,240 441,026 484,085 775,073 719,428: 158,738 214,383
Old : 290,558: 32,047 64,628 23,089 191,064 162,037 246,200 249,754: 44,359 40,804
Other: 643,253: 170,950 39,665 107,962 249,962 322,048 528,874 469,674: 114,379 173,579
: : :
: : Changes in Commitments from: July 26, 2005 :
: 673: 2,071 4,003 420 -5,584 -4,521 -3,093 -98: 3,765 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.6 19.6 47.2 51.8 83.0 77.0: 17.0 23.0
Old : 100.0: 11.0 22.2 7.9 65.8 55.8 84.7 86.0: 15.3 14.0
Other: 100.0: 26.6 6.2 16.8 38.9 50.1 82.2 73.0: 17.8 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 175 84 169 233 266 482 465:
Old : 444: 81 100 70 165 184 279 321:
Other: 560: 175 85 129 188 254 417 416:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 18.2 26.0 23.4 17.3 14.9 24.7 19.2
Old : 35.7 26.7 48.9 36.2 35.5 26.3 48.7 35.5
Other: 15.5 15.3 21.8 20.4 13.7 13.6 19.2 17.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 933,138: 148,737 48,100 182,820 446,610 488,606 778,166 719,526: 154,972 213,612
Old : 325,469: 41,930 60,493 24,121 212,674 196,673 278,725 281,287: 46,743 44,182
Other: 607,670: 158,065 38,866 107,441 233,935 291,933 499,441 438,239: 108,229 169,430
: : :
: : Changes in Commitments from: July 19, 2005 :
: -19,268: -8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717: -4,711 -10,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.2 19.6 47.9 52.4 83.4 77.1: 16.6 22.9
Old : 100.0: 12.9 18.6 7.4 65.3 60.4 85.6 86.4: 14.4 13.6
Other: 100.0: 26.0 6.4 17.7 38.5 48.0 82.2 72.1: 17.8 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 174 85 180 230 265 485 473:
Old : 460: 84 111 73 162 191 284 337:
Other: 556: 184 75 132 185 252 413 418:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 18.2 26.2 23.4 17.4 14.9 24.9 19.3
Old : 35.4 29.1 49.5 37.5 35.2 28.7 49.3 36.4
Other: 16.4 13.6 22.7 18.9 14.1 11.5 19.3 15.9
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Old : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -236: -451 61 132 -134 -381 -454 -188: 218 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 18.8
Old : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 18.8
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 6 11 15 27 23:
Old : 35: 12 5 6 11 15 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
Old : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
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 26, 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 : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Old : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -125: 175 -49 -24 -109 -97 42 -170: -167 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
Old : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
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 : 34: 15 2 5 10 15 26 21:
Old : 34: 15 2 5 10 15 26 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 : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
Old : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
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, August 2, 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 : 368,746: 71,344 19,488 71,609 147,759 194,530 290,713 285,627: 78,033 83,119
Old : 364,611: 70,562 19,928 69,335 147,430 193,333 287,328 282,596: 77,283 82,015
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,758: 2,419 -2,091 3,851 -3,804 2,519 2,466 4,279: 291 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.3 19.4 40.1 52.8 78.8 77.5: 21.2 22.5
Old : 100.0: 19.4 5.5 19.0 40.4 53.0 78.8 77.5: 21.2 22.5
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 134 78 138 107 133 312 292:
Old : 375: 133 82 137 107 133 311 292:
Other: 94: 11 20 0 8 56 19 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 22.8 28.9 32.0 17.6 17.4 25.2 23.1
Old : 19.8 22.9 29.2 32.2 17.8 17.5 25.5 23.2
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 365,988: 68,925 21,579 67,758 151,563 192,011 288,246 281,348: 77,742 84,640
Old : 23,074: 6,375 1,815 10 9,908 16,086 16,293 17,911: 6,781 5,163
Other: 342,914: 66,178 23,392 64,120 141,655 175,925 271,953 263,437: 70,961 79,477
: : :
: : Changes in Commitments from: July 19, 2005 :
: -31,144: 3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442: -7,824 -3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.9 18.5 41.4 52.5 78.8 76.9: 21.2 23.1
Old : 100.0: 27.6 7.9 0.0 42.9 69.7 70.6 77.6: 29.4 22.4
Other: 100.0: 19.3 6.8 18.7 41.3 51.3 79.3 76.8: 20.7 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 121 79 127 121 136 312 284:
Old : 158: 32 18 1 58 59 91 78:
Other: 360: 116 87 118 105 136 286 283:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.3 28.9 31.8 17.5 16.9 25.0 22.4
Old : 20.8 40.9 31.9 52.1 20.8 39.6 31.7 50.8
Other: 20.6 22.8 30.9 31.0 18.7 16.5 26.7 21.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 154,444: 33,313 12,211 27,646 66,637 101,615 127,596 141,472: 26,848 12,972
Old : 32,154: 12,831 3,509 5,079 9,229 19,994 27,139 28,582: 5,016 3,572
Other: 122,290: 28,681 16,900 14,369 57,408 81,621 100,457 112,890: 21,833 9,400
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,302: -828 1,922 2,723 418 -1,974 2,313 2,670: -1,011 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.9 17.9 43.1 65.8 82.6 91.6: 17.4 8.4
Old : 100.0: 39.9 10.9 15.8 28.7 62.2 84.4 88.9: 15.6 11.1
Other: 100.0: 23.5 13.8 11.7 46.9 66.7 82.1 92.3: 17.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 53 25 39 41 39 119 91:
Old : 89: 34 16 18 25 29 64 58:
Other: 136: 50 36 28 36 34 104 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 37.1 30.5 50.0 20.5 30.3 29.1 42.2
Old : 20.8 33.8 34.2 46.6 18.5 32.8 29.5 43.4
Other: 26.0 42.0 36.1 54.1 25.3 36.2 34.2 46.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 153,142: 34,141 10,289 24,923 66,218 103,589 125,282 138,802: 27,859 14,340
Old : 42,608: 13,034 2,512 7,591 14,497 27,324 35,122 37,427: 7,486 5,181
Other: 110,534: 25,858 12,529 12,580 51,721 76,266 90,160 101,375: 20,374 9,159
: : :
: : Changes in Commitments from: July 19, 2005 :
: -12,414: -2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037: -2,156 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.7 16.3 43.2 67.6 81.8 90.6: 18.2 9.4
Old : 100.0: 30.6 5.9 17.8 34.0 64.1 82.4 87.8: 17.6 12.2
Other: 100.0: 23.4 11.3 11.4 46.8 69.0 81.6 91.7: 18.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 51 21 29 43 41 111 83:
Old : 86: 27 15 17 28 33 62 60:
Other: 121: 46 25 23 35 34 94 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 38.7 31.8 51.5 20.8 29.8 29.2 42.1
Old : 26.3 32.7 37.9 44.9 16.2 20.4 24.9 30.4
Other: 27.9 44.2 38.2 56.9 27.9 37.7 37.5 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Old : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 18,300: -8,506 9,608 8,790 20,610 -4,764 20,894 13,634: -2,595 4,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
Old : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
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 : 165: 30 34 37 73 84 122 136:
Old : 165: 30 34 37 73 84 122 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.4 32.1 19.9 21.3 9.9 25.7 14.3
Old : 24.3 12.4 32.1 19.9 21.3 9.9 25.7 14.3
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 26, 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 : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Old : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -37,716: -8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932: -1,237 -11,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
Old : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 28 34 39 68 81 117 133:
Old : 158: 28 34 39 68 81 117 133:
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 : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
Old : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
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, August 2, 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 : 127,777: 23,578 2,023 24,272 46,305 85,534 94,155 111,830: 33,622 15,948
Old : 35,156: 11,297 988 4,087 11,500 23,280 26,884 28,356: 8,272 6,801
Other: 92,621: 19,375 8,129 13,091 34,805 62,255 67,272 83,474: 25,350 9,147
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,405: -1,768 771 2,999 -3,634 -6,806 -2,404 -3,036: -1,001 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.6 19.0 36.2 66.9 73.7 87.5: 26.3 12.5
Old : 100.0: 32.1 2.8 11.6 32.7 66.2 76.5 80.7: 23.5 19.3
Other: 100.0: 20.9 8.8 14.1 37.6 67.2 72.6 90.1: 27.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 13 36 56 54 123 95:
Old : 93: 24 9 19 40 39 73 62:
Other: 126: 46 20 30 47 43 109 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 33.8 21.9 47.5 8.5 29.5 14.1 39.2
Old : 17.4 33.0 28.6 45.1 15.6 27.7 25.6 37.2
Other: 16.8 37.2 24.9 50.8 12.0 33.0 18.8 44.3
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 131,182: 25,346 1,252 21,273 49,940 92,340 96,559 114,866: 34,623 16,317
Old : 40,803: 11,209 139 4,537 14,326 29,459 30,072 34,135: 10,731 6,668
Other: 90,379: 19,653 6,629 11,220 35,614 62,881 66,487 80,730: 23,892 9,648
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8,340: -174 -245 -1,687 -4,526 -4,184 -6,387 -6,116: -1,953 -2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 1.0 16.2 38.1 70.4 73.6 87.6: 26.4 12.4
Old : 100.0: 27.5 0.3 11.1 35.1 72.2 73.7 83.7: 26.3 16.3
Other: 100.0: 21.7 7.3 12.4 39.4 69.6 73.6 89.3: 26.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 46 12 32 55 55 118 90:
Old : 95: 30 4 18 40 47 75 67:
Other: 121: 40 21 24 46 44 100 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 34.4 23.8 50.4 9.1 29.4 14.5 39.8
Old : 18.0 43.0 27.0 50.6 11.5 31.5 18.6 38.8
Other: 18.5 37.7 26.6 52.3 12.6 34.1 20.3 44.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Old : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 98: -240 25 258 141 -61 158 222: -60 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
Old : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 17 10 11 13 14 35 30:
Old : 48: 17 10 11 13 14 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
Old : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Old : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 464: 176 -144 108 180 376 464 339: -0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 25.4
Old : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 8 12 12 13 36 30:
Old : 48: 21 8 12 12 13 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 : 35.0 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Old : 35.0 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Old : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 619: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -823 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
Old : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
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 26, 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 : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Old : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,428: 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728: -520 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Old : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
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 : 104: 13 29 3 44 41 59 71:
Old : 104: 13 29 3 44 41 59 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Old : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
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, August 2, 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 : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Old : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 156,724: 75,226 -12,803 10,263 55,987 94,887 141,476 92,347: 15,248 64,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 18.5
Old : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 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 : 270: 52 65 72 109 142 195 245:
Old : 270: 52 65 72 109 142 195 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.6 43.1 26.8 23.1 13.9 33.1 19.8
Old : 27.3 17.6 43.1 26.8 23.1 13.9 33.1 19.8
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 26, 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 : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Old : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -593: -11,544 4,437 -13,991 24,640 -15,712 -895 -25,267: 302 24,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
Old : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
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 : 256: 48 67 72 98 132 182 235:
Old : 256: 48 67 72 98 132 182 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.8 44.7 26.6 25.4 13.6 35.0 20.6
Old : 28.8 16.8 44.7 26.6 25.4 13.6 35.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Old : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 190,837: 17,464 58,562 28,697 139,867 80,112 186,028 167,371: 4,809 23,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
Old : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
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 : 189: 29 55 47 76 97 135 169:
Old : 189: 29 55 47 76 97 135 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
Old : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Old : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 60,758: -3,558 58,986 3,217 81,062 715 80,721 62,918: -19,963 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 18.6
Old : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 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 : 180: 30 48 43 73 89 128 155:
Old : 180: 30 48 43 73 89 128 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
Old : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
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, August 2, 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 : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Old : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -94,305: -16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791: -7,365 -2,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 6.4
Old : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 6.4
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 : 107: 33 21 39 44 40 93 84:
Old : 107: 33 21 39 44 40 93 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
Old : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Old : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 49,350: 20,998 -2,925 24,698 12,434 30,815 58,130 52,587: -8,781 -3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
Old : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 35 28 44 58 52 115 102:
Old : 127: 35 28 44 58 52 115 102:
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 : 28.2 30.2 39.6 47.9 13.4 22.1 19.9 28.7
Old : 28.2 30.2 39.6 47.9 13.4 22.1 19.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Old : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,209: 379 583 125 612 646 1,116 1,355: 93 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 24.1
Old : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 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 : 54: 15 9 5 19 13 35 26:
Old : 54: 15 9 5 19 13 35 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 : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
Old : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
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 26, 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 : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Old : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,862: 1,045 420 45 -99 694 990 1,159: 871 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
Old : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 9 6 18 12 36 25:
Old : 53: 16 9 6 18 12 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 : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
Old : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Old : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,194: 2,013 2,945 47 157 -974 2,217 2,018: -23 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 20.3
Old : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 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 : 78: 21 30 14 18 16 49 50:
Old : 78: 21 30 14 18 16 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
Old : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
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 26, 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 : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Old : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,433: 1,918 2,549 454 -285 -46 2,086 2,957: 1,347 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 20.7
Old : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 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 : 76: 17 30 15 16 19 43 54:
Old : 76: 17 30 15 16 19 43 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
Old : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
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 26, 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 : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Old : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 214: 16 76 -4 206 129 218 201: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.5 2.7 86.4 80.3 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 : 56: 7 17 4 20 18 30 36:
Old : 56: 7 17 4 20 18 30 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 : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Old : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Old : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 711: 82 306 262 261 7 605 575: 105 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
Old : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 5 12 23 18 37 31:
Old : 42: 10 5 12 23 18 37 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 : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
Old : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Old : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 878: 427 54 96 272 749 795 899: 83 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
Old : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 2 11 26 20 38 32:
Old : 43: 11 2 11 26 20 38 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 : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
Old : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 101,441: 14,067 20,923 24,955 49,587 26,111 88,609 71,988: 12,832 29,453
Old : 76,316: 13,011 29,394 12,539 42,902 15,278 68,452 57,210: 7,864 19,105
Other: 25,125: 10,878 1,351 2,593 6,686 10,833 20,157 14,778: 4,968 10,347
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,240: 284 -3,581 1,518 -94 2,478 1,707 414: 533 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.6 24.6 48.9 25.7 87.3 71.0: 12.7 29.0
Old : 100.0: 17.0 38.5 16.4 56.2 20.0 89.7 75.0: 10.3 25.0
Other: 100.0: 43.3 5.4 10.3 26.6 43.1 80.2 58.8: 19.8 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 39 50 46 31 31 100 104:
Old : 139: 33 60 32 25 31 80 103:
Other: 71: 32 9 11 16 22 52 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 17.1 43.6 28.8 29.2 14.6 42.7 21.0
Old : 38.7 21.5 54.4 32.4 38.7 17.5 54.2 25.0
Other: 36.1 22.4 51.0 33.6 34.3 22.0 48.7 30.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 99,201: 13,783 24,504 23,437 49,682 23,633 86,902 71,574: 12,299 27,627
Old : 77,796: 12,238 28,140 14,725 42,614 15,224 69,577 58,089: 8,220 19,707
Other: 21,405: 7,543 2,362 2,714 7,068 8,409 17,325 13,485: 4,080 7,920
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,552: 910 -315 -6,355 1,249 1,323 -4,195 -5,347: -357 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.7 23.6 50.1 23.8 87.6 72.2: 12.4 27.8
Old : 100.0: 15.7 36.2 18.9 54.8 19.6 89.4 74.7: 10.6 25.3
Other: 100.0: 35.2 11.0 12.7 33.0 39.3 80.9 63.0: 19.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 53 44 28 29 93 105:
Old : 139: 32 59 33 24 29 79 103:
Other: 63: 23 11 11 15 21 44 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.7 45.0 27.7 29.9 14.6 44.0 21.6
Old : 38.1 17.5 54.4 29.1 38.1 15.1 53.0 23.0
Other: 38.3 25.9 55.9 39.8 37.3 21.4 52.4 30.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Old : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -163: 293 -101 -25 -158 81 110 -45: -273 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
Old : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
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 : 30: 9 11 7 6 4 19 18:
Old : 30: 9 11 7 6 4 19 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 : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
Old : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 2,490: 508 870 254 640 381 1,402 1,505: 1,088 985
Old : 2,167: 517 875 211 505 292 1,233 1,378: 934 789
Other: 324: 24 28 10 135 89 170 127: 154 196
: : :
: : Changes in Commitments from: July 19, 2005 :
: -169: 51 -104 9 -72 -63 -12 -158: -157 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 34.9 10.2 25.7 15.3 56.3 60.4: 43.7 39.6
Old : 100.0: 23.8 40.4 9.7 23.3 13.5 56.9 63.6: 43.1 36.4
Other: 100.0: 7.6 8.6 3.2 41.7 27.5 52.5 39.3: 47.5 60.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 15 9 8 5 22 23:
Old : 33: 8 15 8 8 5 22 22:
Other: 16: 4 6 1 4 2 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 30.4 41.9 41.3 28.5 27.5 38.4 37.1
Old : 31.0 31.2 42.8 43.6 28.4 28.5 38.9 39.3
Other: 41.7 35.3 52.5 39.2 41.7 33.7 49.3 36.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Old : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,167: 878 -3,157 6,669 -1,019 3,730 6,528 7,242: -2,361 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
Old : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 56 68 68 69 102 160 213:
Old : 246: 56 68 68 69 102 160 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
Old : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
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 26, 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 : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Old : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,175: 69 -139 -3,221 -584 -1,256 -3,736 -4,616: -1,440 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
Old : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
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 : 244: 50 71 62 73 98 155 209:
Old : 244: 50 71 62 73 98 155 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
Old : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Old : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 638: 160 222 197 65 28 422 447: 216 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
Old : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
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 : 47: 10 18 7 16 11 30 32:
Old : 47: 10 18 7 16 11 30 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 : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
Old : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
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 26, 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 : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Old : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 358: -40 231 80 203 -93 243 218: 115 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
Old : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
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 : 43: 9 16 7 15 11 27 31:
Old : 43: 9 16 7 15 11 27 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 : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
Old : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
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, August 2, 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 : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Old : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 991: 361 -371 560 165 1,186 1,087 1,376: -96 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
Old : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
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 : 146: 34 29 23 60 52 112 90:
Old : 146: 34 29 23 60 52 112 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 : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
Old : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
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 26, 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 : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Old : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -156: -415 368 80 236 -574 -99 -126: -56 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
Old : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
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 : 138: 35 32 25 53 46 105 88:
Old : 138: 35 32 25 53 46 105 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
Old : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
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, August 2, 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 : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Old : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,965: -2,785 2,624 87 2,792 -8,814 94 -6,103: -2,059 4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
Old : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
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 : 77: 24 14 5 25 26 50 44:
Old : 77: 24 14 5 25 26 50 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 : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
Old : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Old : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -888: -4,054 4,444 71 3,160 -3,408 -823 1,107: -65 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
Old : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
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 : 75: 25 10 5 26 26 52 40:
Old : 75: 25 10 5 26 26 52 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 : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
Old : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Old : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,424: 29 -5,220 302 -3,660 4,286 -3,329 -632: 905 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
Old : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
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 : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
Old : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Old : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,417: -1,415 -1,478 0 3,472 1,115 2,057 -363: -640 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
Old : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
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 : 41: 4 22 1 9 8 13 31:
Old : 41: 4 22 1 9 8 13 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 : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
Old : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
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, August 2, 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 : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Old : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,284: -723 -291 27 -1,081 -2,053 -1,777 -2,317: 493 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
Old : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 58 7 2 17 14 75 23:
Old : 92: 58 7 2 17 14 75 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 : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
Old : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
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 26, 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 : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Old : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,443: 856 -2,529 -121 1,957 5,267 2,692 2,617: -249 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 1.9 0.2 13.5 92.0 91.4 94.1: 8.6 5.9
Old : 100.0: 77.6 1.9 0.2 13.5 92.0 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 : 95: 61 7 2 17 14 79 22:
Old : 95: 61 7 2 17 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 : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
Old : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Old : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,051: 44 -3,078 133 -2,683 -726 -2,506 -3,671: 455 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 29.9
Old : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 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 : 57: 12 18 4 18 19 33 38:
Old : 57: 12 18 4 18 19 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
Old : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Old : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,874: 976 -4,736 4 -2,399 1,946 -1,419 -2,787: -455 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
Old : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
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 : 64: 13 22 3 19 20 34 43:
Old : 64: 13 22 3 19 20 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
Old : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
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, August 2, 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 : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Old : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,070: 1,265 -3,507 -170 1,926 9,455 3,022 5,778: 1,048 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
Old : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 13 35 8 27 28 45 66:
Old : 86: 13 35 8 27 28 45 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
Old : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Old : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,964: -1,437 -12,470 380 -4,354 8,432 -5,410 -3,657: -1,554 -3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
Old : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
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 : 82: 12 33 7 26 27 42 63:
Old : 82: 12 33 7 26 27 42 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
Old : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Old : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -632: -353 -8,733 908 699 9,719 1,253 1,893: -1,885 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
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 : 106: 29 38 31 30 29 79 78:
Old : 106: 29 38 31 30 29 79 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.0 36.2 38.1 19.4 22.9 30.6 32.2
Old : 24.1 26.0 36.2 38.1 19.4 22.9 30.6 32.2
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Old : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,910: 1,370 -1,607 1,259 -2,998 4,497 -369 4,149: 3,279 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
Old : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
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 : 106: 31 36 25 28 30 72 78:
Old : 106: 31 36 25 28 30 72 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
Old : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
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, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
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 : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
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 26, 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 : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Old : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,696: -3,375 0 55 9,895 7,318 6,575 7,373: 121 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Old : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 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 : 22: 2 1 1 9 16 11 18:
Old : 22: 2 1 1 9 16 11 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 : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Old : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Old :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 616,956: -407 -16,611 250,165 321,431 339,614 571,189 573,168: 45,767 43,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 12.7
Old : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 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 : 287: 57 71 103 140 144 249 270:
Old : 287: 57 71 103 140 144 249 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 10.9
Old : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Old :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 487,729: 5,005 105,110 252,211 197,393 72,481 454,610 429,803: 33,119 57,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
Old : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
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 : 282: 64 66 102 139 142 247 268:
Old : 282: 64 66 102 139 142 247 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.6 35.3 22.4 19.0 6.6 25.8 11.0
Old : 20.5 13.6 35.3 22.4 19.0 6.6 25.8 11.0
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, August 2, 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 : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Old : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,554: -1,811 1,195 7,610 -2,222 1,638 3,577 10,444: 1,977 -4,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
Old : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
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 : 204: 45 41 56 92 69 169 134:
Old : 204: 45 41 56 92 69 169 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
Old : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
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 26, 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 : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Old : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,129: -2,712 3,531 1,869 2,181 -934 1,338 4,467: -210 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
Old : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
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 : 201: 43 38 50 93 66 166 124:
Old : 201: 43 38 50 93 66 166 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 32.1 28.1 45.5 19.3 31.3 28.0 44.7
Old : 19.3 32.1 28.1 45.5 19.3 31.3 28.0 44.7
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Old : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 63,143: 32,941 45,233 8,894 51,390 -6,655 93,226 47,473: -30,082 15,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 10.6
Old : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 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 : 202: 47 64 33 59 62 131 134:
Old : 202: 47 64 33 59 62 131 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
Old : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Old : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,173: 17,355 11,480 1,038 -14,683 -1,010 3,711 11,508: 2,462 -5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
Old : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
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 : 191: 43 58 31 56 64 121 131:
Old : 191: 43 58 31 56 64 121 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
Old : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
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, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 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 : 32: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Old : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 159: 406 157 0 260 127 666 284: -507 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Old : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 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 : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 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 : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Old : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
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, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Old : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -825: 109 44 0 603 1,368 712 1,412: -1,537 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Old : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 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 : 39: 7 3 0 17 19 24 22:
Old : 39: 7 3 0 17 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 : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Old : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Old : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -100: -124 -1,047 424 501 198 801 -426: -901 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
Old : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
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 : 75: 13 14 3 32 24 46 40:
Old : 75: 13 14 3 32 24 46 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 : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
Old : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Old : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,797: -640 1,402 320 828 824 509 2,547: 1,288 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 16.4
Old : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 15 2 32 24 45 40:
Old : 75: 12 15 2 32 24 45 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 : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
Old : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
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, August 2, 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 : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Old : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,430: 20,940 2,751 -421 -810 20,646 19,709 22,976: -279 -3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
Old : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
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 : 200: 79 49 9 38 45 123 98:
Old : 200: 79 49 9 38 45 123 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 36.6
Old : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 36.6
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 26, 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 : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Old : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 22,439: 24,230 -11,259 407 -3,696 30,525 20,940 19,672: 1,499 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 12.6
Old : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 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 : 199: 75 55 9 35 44 116 102:
Old : 199: 75 55 9 35 44 116 102:
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 : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
Old : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
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, August 2, 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 : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Old : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 66: -94 -68 0 -1,397 1,752 -1,491 1,684: 1,557 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
Old : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 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 : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
Old : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Old : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,579: 4,434 -6,153 -7 -9,217 7,737 -4,790 1,577: 2,211 -4,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Old : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 3 0 13 17 23 20:
Old : 37: 10 3 0 13 17 23 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 : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
Old : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
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, August 2, 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 : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Old : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,659: -10 -62 0 1,699 1,222 1,689 1,160: -31 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 9 0 28 23 30 32:
Old : 52: 2 9 0 28 23 30 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 : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
Old : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
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 26, 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 : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Old : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -162: -310 -110 0 -86 -156 -396 -266: 234 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Old : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
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 : 52: 2 10 0 28 22 30 32:
Old : 52: 2 10 0 28 22 30 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 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Old : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
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, August 2, 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 : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Old : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,893: 1,289 1,571 32 -168 1,751 1,153 3,354: 3,740 1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 4.9
Old : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 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 : 126: 25 38 9 32 50 62 92:
Old : 126: 25 38 9 32 50 62 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 36.0 66.4 52.5 52.1 33.6 60.5 48.2
Old : 56.0 36.0 66.4 52.5 52.1 33.6 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 26, 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 : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Old : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,601: -2,174 -734 -98 66 -502 -2,206 -1,334: -395 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
Old : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 23 41 10 32 50 61 95:
Old : 127: 23 41 10 32 50 61 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
Old : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
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, August 2, 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 : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Old : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 24.8
Old : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 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 : 80: 28 12 4 19 25 49 40:
Old : 80: 28 12 4 19 25 49 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 : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
Old : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
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 26, 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 : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Old : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,092: 397 -481 4 1,453 1,850 1,854 1,373: 1,238 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 24.5
Old : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 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 : 75: 27 12 4 17 22 46 37:
Old : 75: 27 12 4 17 22 46 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 : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
Old : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
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, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Old : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Old : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 62: 358 -24 -74 498 36 782 -62: -720 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
Old : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
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 : 37: 3 10 1 15 21 19 31:
Old : 37: 3 10 1 15 21 19 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 : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Old : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 138,037: 43,516 9,588 22,663 34,811 91,933 100,990 124,185: 37,047 13,853
Old : 138,037: 43,516 9,588 22,663 34,811 91,933 100,990 124,185: 37,047 13,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 440: 2,416 -9,740 989 -3,170 10,229 235 1,478: 205 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.9 16.4 25.2 66.6 73.2 90.0: 26.8 10.0
Old : 100.0: 31.5 6.9 16.4 25.2 66.6 73.2 90.0: 26.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 94 32 46 24 38 135 100:
Old : 170: 94 32 46 24 38 135 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.8 32.5 48.8 13.7 25.9 19.5 39.6
Old : 22.4 29.8 32.5 48.8 13.7 25.9 19.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 137,598: 41,100 19,328 21,675 37,981 81,704 100,755 122,707: 36,842 14,891
Old : 137,598: 41,100 19,328 21,675 37,981 81,704 100,755 122,707: 36,842 14,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8,458: -2,836 -2,765 -850 -3,715 -4,687 -7,402 -8,302: -1,057 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.0 15.8 27.6 59.4 73.2 89.2: 26.8 10.8
Old : 100.0: 29.9 14.0 15.8 27.6 59.4 73.2 89.2: 26.8 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 : 168: 87 39 47 24 35 131 102:
Old : 168: 87 39 47 24 35 131 102:
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 : 24.5 27.4 33.9 44.2 14.7 23.6 21.0 36.3
Old : 24.5 27.4 33.9 44.2 14.7 23.6 21.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 123,218: 46,948 26,676 21,650 38,797 58,678 107,395 107,004: 15,823 16,214
Old : 123,218: 46,948 26,676 21,650 38,797 58,678 107,395 107,004: 15,823 16,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,587: 4,183 2,257 1,264 -311 468 5,136 3,989: -549 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 21.6 17.6 31.5 47.6 87.2 86.8: 12.8 13.2
Old : 100.0: 38.1 21.6 17.6 31.5 47.6 87.2 86.8: 12.8 13.2
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 : 213: 76 71 64 43 41 164 145:
Old : 213: 76 71 64 43 41 164 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 36.1 33.2 46.8 21.4 32.5 32.1 42.8
Old : 21.5 36.1 33.2 46.8 21.4 32.5 32.1 42.8
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 26, 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 : 118,631: 42,765 24,419 20,386 39,108 58,210 102,259 103,015: 16,372 15,616
Old : 118,631: 42,765 24,419 20,386 39,108 58,210 102,259 103,015: 16,372 15,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,906: 2,699 2,556 202 -5 -14 2,895 2,744: 11 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.6 17.2 33.0 49.1 86.2 86.8: 13.8 13.2
Old : 100.0: 36.0 20.6 17.2 33.0 49.1 86.2 86.8: 13.8 13.2
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 : 203: 69 70 59 45 43 156 140:
Old : 203: 69 70 59 45 43 156 140:
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 : 22.1 35.1 32.9 46.7 22.0 31.1 31.7 42.3
Old : 22.1 35.1 32.9 46.7 22.0 31.1 31.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 295,252: 119,229 49,881 46,263 71,960 178,522 237,451 274,666: 57,801 20,586
Old : 295,252: 119,229 49,881 46,263 71,960 178,522 237,451 274,666: 57,801 20,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,378: 6,406 -7,457 3,171 -8,248 6,337 1,329 2,050: -4,706 -5,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 16.9 15.7 24.4 60.5 80.4 93.0: 19.6 7.0
Old : 100.0: 40.4 16.9 15.7 24.4 60.5 80.4 93.0: 19.6 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 : 238: 132 56 56 34 42 187 135:
Old : 238: 132 56 56 34 42 187 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 34.9 34.7 51.2 21.3 32.3 26.1 43.8
Old : 26.9 34.9 34.7 51.2 21.3 32.3 26.1 43.8
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 26, 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 : 298,630: 112,823 57,339 43,092 80,207 172,186 236,122 272,617: 62,508 26,013
Old : 298,630: 112,823 57,339 43,092 80,207 172,186 236,122 272,617: 62,508 26,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -32,032: -3,899 -2,223 -14,214 -14,585 -13,163 -32,698 -29,601: 666 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 19.2 14.4 26.9 57.7 79.1 91.3: 20.9 8.7
Old : 100.0: 37.8 19.2 14.4 26.9 57.7 79.1 91.3: 20.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 125 62 59 41 43 195 143:
Old : 247: 125 62 59 41 43 195 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 33.1 32.9 49.1 20.5 30.4 25.3 42.2
Old : 25.4 33.1 32.9 49.1 20.5 30.4 25.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Old : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,001: 239 92 -35 336 394 540 451: 461 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Old : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
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 : 43: 23 3 10 6 6 38 18:
Old : 43: 23 3 10 6 6 38 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 : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Old : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
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 26, 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 : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Old : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -745: 162 0 30 182 210 374 240: -1,119 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
Old : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
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 : 42: 23 2 11 6 6 38 18:
Old : 42: 23 2 11 6 6 38 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 : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Old : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 99,158: 21,145 6,667 8,438 52,295 64,173 81,878 79,277: 17,280 19,880
Old : 96,799: 21,191 6,749 7,746 50,846 63,460 79,783 77,955: 17,017 18,844
Other: 2,359: 595 559 51 1,449 713 2,095 1,323: 263 1,036
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,327: 2,680 -500 1,619 166 2,423 4,465 3,542: 862 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.7 8.5 52.7 64.7 82.6 80.0: 17.4 20.0
Old : 100.0: 21.9 7.0 8.0 52.5 65.6 82.4 80.5: 17.6 19.5
Other: 100.0: 25.2 23.7 2.2 61.4 30.2 88.8 56.1: 11.2 43.9
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 43 11 21 55 56 107 84:
Old : 135: 43 12 20 55 56 107 83:
Other: 37: 5 6 7 5 22 13 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.0 36.9 43.9 20.9 27.9 27.9 34.3
Old : 28.2 33.7 36.5 44.7 20.2 28.5 27.4 34.9
Other: 75.8 37.4 87.5 46.1 75.0 35.6 84.8 44.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 93,831: 18,465 7,167 6,819 52,129 61,749 77,413 75,735: 16,418 18,096
Old : 92,829: 18,213 7,263 6,657 51,693 61,185 76,562 75,105: 16,267 17,724
Other: 1,002: 370 22 45 436 565 851 631: 151 371
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,293: -1,928 1,071 551 3,651 1,826 2,274 3,447: -981 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.6 7.3 55.6 65.8 82.5 80.7: 17.5 19.3
Old : 100.0: 19.6 7.8 7.2 55.7 65.9 82.5 80.9: 17.5 19.1
Other: 100.0: 36.9 2.2 4.5 43.5 56.3 84.9 63.0: 15.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 36 16 17 57 61 103 87:
Old : 133: 35 16 17 57 60 102 86:
Other: 37: 4 5 7 4 25 12 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 : 30.2 32.1 39.6 43.2 22.8 27.8 29.7 34.2
Old : 30.3 32.4 39.7 43.5 22.9 28.0 29.8 34.4
Other: 64.7 27.6 83.9 45.3 62.8 27.6 76.2 42.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 28,311: 2,462 2,070 668 18,240 16,745 21,369 19,483: 6,942 8,828
Old : 28,220: 2,454 2,070 668 18,238 16,732 21,359 19,470: 6,861 8,750
Other: 91: 8 0 0 2 13 10 13: 81 78
: : :
: : Changes in Commitments from: July 26, 2005 :
: 852: 330 -355 5 -314 576 21 226: 832 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.3 2.4 64.4 59.1 75.5 68.8: 24.5 31.2
Old : 100.0: 8.7 7.3 2.4 64.6 59.3 75.7 69.0: 24.3 31.0
Other: 100.0: 8.8 0.0 0.0 2.2 14.3 11.0 14.3: 89.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 7 3 22 17 31 25:
Old : 41: 7 7 3 22 17 31 25:
Other: 6: 1 0 0 1 4 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 51.1 50.0 57.5 29.1 39.1 39.1 44.2
Old : 35.9 51.2 50.2 57.6 29.2 39.2 39.3 44.3
Other: 11.0 14.3 11.0 14.3 11.0 14.3 11.0 14.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 27,459: 2,132 2,425 663 18,554 16,169 21,349 19,257: 6,110 8,202
Old : 27,369: 2,132 2,425 663 18,552 16,159 21,347 19,247: 6,022 8,122
Other: 90: 0 0 0 2 10 2 10: 88 80
: : :
: : Changes in Commitments from: July 19, 2005 :
: 734: -294 1,073 -98 1,196 -943 804 31: -70 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.8 2.4 67.6 58.9 77.7 70.1: 22.3 29.9
Old : 100.0: 7.8 8.9 2.4 67.8 59.0 78.0 70.3: 22.0 29.7
Other: 100.0: 0.0 0.0 0.0 2.2 11.1 2.2 11.1: 97.8 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 8 3 24 18 33 27:
Old : 44: 6 8 3 24 18 33 27:
Other: 4: 0 0 0 1 3 1 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 : 39.2 47.0 51.0 55.4 35.3 38.8 45.8 45.3
Old : 39.3 47.1 51.2 55.5 35.4 38.9 45.9 45.4
Other: 2.2 11.1 2.2 11.1 2.2 11.1 2.2 11.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 137,813: 19,311 21,907 30,917 72,144 72,072 122,372 124,897: 15,440 12,916
Old : 137,347: 19,399 22,037 30,699 71,841 71,824 121,939 124,561: 15,407 12,786
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,158: -878 -1,576 1,138 592 949 852 511: 306 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.9 22.4 52.3 52.3 88.8 90.6: 11.2 9.4
Old : 100.0: 14.1 16.0 22.4 52.3 52.3 88.8 90.7: 11.2 9.3
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 64 54 53 73 63 159 152:
Old : 204: 64 54 52 73 63 159 151:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 27.5 28.3 36.6 18.7 22.3 27.4 28.7
Old : 18.8 27.5 28.4 36.6 18.8 22.4 27.5 28.8
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 136,655: 20,189 23,483 29,779 71,552 71,124 121,520 124,386: 15,134 12,268
Old : 136,189: 20,247 23,583 29,591 71,249 70,888 121,087 124,062: 15,101 12,126
Other: 466: 130 88 0 303 236 433 324: 33 142
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,783: 229 4,543 394 2,107 -2,634 2,730 2,302: 53 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.2 21.8 52.4 52.0 88.9 91.0: 11.1 9.0
Old : 100.0: 14.9 17.3 21.7 52.3 52.1 88.9 91.1: 11.1 8.9
Other: 100.0: 27.9 18.9 0.0 65.0 50.6 92.9 69.5: 7.1 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 58 52 76 64 165 153:
Old : 209: 66 58 51 76 64 165 152:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 28.1 28.3 37.4 18.9 22.5 27.5 28.9
Old : 19.0 28.1 28.4 37.4 19.0 22.6 27.6 29.0
Other: 85.8 62.0 92.9 69.5 85.8 62.0 92.9 69.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 44,809: 12,419 2,494 9,063 17,629 30,720 39,111 42,277: 5,698 2,532
Old : 39,437: 12,351 2,832 6,438 15,346 27,809 34,136 37,079: 5,301 2,358
Other: 5,372: 549 143 2,144 2,282 2,911 4,975 5,198: 397 174
: : :
: : Changes in Commitments from: July 26, 2005 :
: -548: -347 470 150 -124 -1,394 -321 -775: -227 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.6 20.2 39.3 68.6 87.3 94.4: 12.7 5.6
Old : 100.0: 31.3 7.2 16.3 38.9 70.5 86.6 94.0: 13.4 6.0
Other: 100.0: 10.2 2.7 39.9 42.5 54.2 92.6 96.8: 7.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 46 26 22 25 24 87 56:
Old : 103: 47 25 22 24 22 86 54:
Other: 36: 12 9 14 11 9 29 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 50.4 39.0 65.8 18.0 38.3 26.2 47.1
Old : 26.4 53.4 38.3 67.6 19.6 42.8 28.5 51.7
Other: 47.8 59.3 66.8 77.1 15.0 24.6 20.1 27.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 45,357: 12,766 2,024 8,913 17,752 32,115 39,432 43,052: 5,925 2,305
Old : 40,046: 12,610 2,500 6,297 15,607 29,128 34,514 37,926: 5,531 2,120
Other: 5,311: 734 102 2,038 2,145 2,986 4,917 5,127: 394 185
: : :
: : Changes in Commitments from: July 19, 2005 :
: -776: -1,462 -119 153 654 -471 -655 -436: -121 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.5 19.7 39.1 70.8 86.9 94.9: 13.1 5.1
Old : 100.0: 31.5 6.2 15.7 39.0 72.7 86.2 94.7: 13.8 5.3
Other: 100.0: 13.8 1.9 38.4 40.4 56.2 92.6 96.5: 7.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 55 19 24 26 24 93 56:
Old : 107: 52 23 24 24 22 91 54:
Other: 36: 15 6 15 10 9 29 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 52.0 38.7 67.3 17.6 39.4 25.6 48.9
Old : 26.6 54.5 37.7 69.1 19.1 43.4 27.8 53.0
Other: 49.4 60.3 69.2 78.5 16.4 26.7 22.5 29.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 143,317: 18,873 23,264 13,947 99,481 100,407 132,302 137,619: 11,015 5,698
Old : 45,147: 9,066 21,310 4,644 24,455 15,410 38,164 41,364: 6,982 3,783
Other: 98,170: 11,910 4,057 7,201 75,026 84,997 94,137 96,255: 4,033 1,915
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,090: -2,409 -2,888 -300 -691 503 -3,400 -2,685: 311 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.2 9.7 69.4 70.1 92.3 96.0: 7.7 4.0
Old : 100.0: 20.1 47.2 10.3 54.2 34.1 84.5 91.6: 15.5 8.4
Other: 100.0: 12.1 4.1 7.3 76.4 86.6 95.9 98.0: 4.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 55 52 36 55 40 129 111:
Old : 150: 52 40 26 47 29 107 87:
Other: 112: 29 28 26 46 36 91 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 30.3 48.1 45.7 19.8 19.8 30.1 27.9
Old : 26.0 28.6 34.0 43.4 21.8 27.4 29.7 39.8
Other: 41.5 40.7 58.3 56.9 27.2 27.3 36.8 37.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 146,407: 21,282 26,153 14,247 100,172 99,904 135,702 140,304: 10,705 6,103
Old : 51,843: 11,818 24,451 5,443 27,206 17,419 44,467 47,312: 7,376 4,531
Other: 94,564: 11,786 4,024 6,483 72,967 82,485 91,235 92,992: 3,329 1,572
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,405: 140 1,421 878 2,302 1,532 3,321 3,832: 84 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.9 9.7 68.4 68.2 92.7 95.8: 7.3 4.2
Old : 100.0: 22.8 47.2 10.5 52.5 33.6 85.8 91.3: 14.2 8.7
Other: 100.0: 12.5 4.3 6.9 77.2 87.2 96.5 98.3: 3.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 62 46 37 54 39 128 114:
Old : 162: 62 40 28 48 28 116 90:
Other: 105: 25 30 22 42 35 82 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 31.6 47.2 47.1 19.8 20.9 29.7 29.2
Old : 22.9 27.5 30.0 43.4 17.9 25.4 24.6 38.3
Other: 43.2 44.5 60.3 61.1 28.3 30.9 40.1 41.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Old : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 35,474: 18,800 -860 9,052 -2,702 20,722 25,150 28,914: 10,324 6,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 8.8
Old : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 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 : 179: 81 26 48 62 59 164 113:
Old : 179: 81 26 48 62 59 164 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 29.3 23.2 45.4 11.0 21.6 17.9 34.2
Old : 14.1 29.3 23.2 45.4 11.0 21.6 17.9 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Old : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 28,652: 13,937 -8,876 4,980 6,604 35,200 25,522 31,304: 3,131 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
Old : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
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 : 179: 84 22 44 63 56 163 107:
Old : 179: 84 22 44 63 56 163 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
Old : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
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, August 2, 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 : 124,755: 25,051 15,375 30,619 57,153 70,277 112,822 116,270: 11,933 8,485
Old : 68,406: 21,678 16,755 10,292 29,215 36,394 61,184 63,441: 7,222 4,966
Other: 56,349: 7,446 2,693 16,254 27,938 33,882 51,638 52,829: 4,711 3,519
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,201: 1,954 -100 596 -1,271 1,162 1,278 1,657: -77 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.3 24.5 45.8 56.3 90.4 93.2: 9.6 6.8
Old : 100.0: 31.7 24.5 15.0 42.7 53.2 89.4 92.7: 10.6 7.3
Other: 100.0: 13.2 4.8 28.8 49.6 60.1 91.6 93.8: 8.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 132 86 118 104 97 287 257:
Old : 318: 115 92 92 87 73 242 217:
Other: 250: 77 59 85 82 90 200 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.8 27.1 29.5 14.1 13.2 23.3 21.2
Old : 19.3 23.6 31.8 34.6 19.3 23.0 31.4 32.9
Other: 22.6 22.8 34.0 34.9 16.7 17.6 25.6 24.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 123,554: 23,097 15,475 30,023 58,424 69,115 111,544 114,613: 12,009 8,941
Old : 74,714: 21,768 16,935 11,182 33,720 40,802 66,670 68,920: 8,044 5,795
Other: 48,839: 5,481 2,692 14,689 24,704 28,313 44,874 45,693: 3,965 3,146
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,869: -238 -505 -52 -194 114 -484 -443: -1,385 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.5 24.3 47.3 55.9 90.3 92.8: 9.7 7.2
Old : 100.0: 29.1 22.7 15.0 45.1 54.6 89.2 92.2: 10.8 7.8
Other: 100.0: 11.2 5.5 30.1 50.6 58.0 91.9 93.6: 8.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 119 90 106 105 93 273 246:
Old : 316: 113 88 86 90 73 239 211:
Other: 226: 63 58 73 76 84 179 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.7 27.6 30.3 14.5 13.9 23.8 22.1
Old : 19.9 23.0 32.8 35.0 19.9 22.3 32.8 33.6
Other: 25.0 26.0 37.8 37.2 19.8 18.9 28.2 24.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Old : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,712: -4,799 644 -21 2,674 -3,226 -2,146 -2,602: -566 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 9.6
Old : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 9.6
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 : 45: 24 7 8 10 5 39 17:
Old : 45: 24 7 8 10 5 39 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 : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
Old : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Old : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -517: -1,041 21 62 -11 -1,315 -990 -1,231: 473 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 9.1
Old : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 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 : 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 : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Old : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Old : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,985: 4,559 3,086 3,017 -2,292 1,014 5,285 7,118: -300 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
Old : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
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 : 130: 36 27 38 58 59 115 106:
Old : 130: 36 27 38 58 59 115 106:
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 : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
Old : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Old : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,349: -3,397 -3,308 -4,120 308 220 -7,208 -7,208: 859 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
Old : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 28 29 38 60 57 113 101:
Old : 122: 28 29 38 60 57 113 101:
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 : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
Old : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Old : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 32,028: 11,988 3,560 18,983 1,912 10,603 32,883 33,147: -855 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 3.7
Old : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 55 58 85 99 89 208 181:
Old : 217: 55 58 85 99 89 208 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.8 32.5 36.9 4.6 7.3 7.0 11.1
Old : 19.7 22.8 32.5 36.9 4.6 7.3 7.0 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 26, 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 : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Old : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -35,970: -4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331: -622 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
Old : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
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 : 210: 55 55 80 96 86 199 175:
Old : 210: 55 55 80 96 86 199 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
Old : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
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, August 2, 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 : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Old : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,900: -2,900 2,031 -313 959 -871 -2,254 847: 354 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Old : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 14 10 16 14:
Old : 23: 2 3 1 14 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Old : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Old : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 262: -1,203 -2,008 190 2,511 1,168 1,498 -650: -1,236 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Old : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
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 : 25: 2 2 1 19 13 21 16:
Old : 25: 2 2 1 19 13 21 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 : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Old : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Old : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,084: -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519: -488 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Old : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 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 : 35: 2 3 4 24 27 28 32:
Old : 35: 2 3 4 24 27 28 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 : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Old : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
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 26, 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 : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Old : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 892: -426 731 -856 2,490 410 1,208 285: -316 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
Old : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
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 : 34: 1 3 4 25 26 29 30:
Old : 34: 1 3 4 25 26 29 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 : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
Old : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
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, August 2, 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 : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Old : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,223: 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013: -899 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
Old : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
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 : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Old : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
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 26, 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 : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Old : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,920: 5,034 0 0 1,522 7,898 6,556 7,898: 364 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Old : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 15 15 17 19:
Old : 25: 2 3 1 15 15 17 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 : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
Old : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
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, August 2, 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 : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Old : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,869: 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991: -101 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Old : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 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 : 24: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Old : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Old : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,194: 0 -940 -186 -2,516 -692 -2,702 -1,818: 508 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Old : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 19 19 21 22:
Old : 26: 0 3 2 19 19 21 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 : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Old : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Old : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,523: 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524: 46 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
Old : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 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 : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 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 : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Old : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
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 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Old : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,893: 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166: -620 -3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Old : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 5 25 22 30 29:
Old : 35: 2 5 5 25 22 30 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 : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
Old : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
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, August 2, 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 : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Old : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,673: 1,069 -1,121 296 5,740 8,726 7,105 7,901: -432 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Old : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 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 : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 21 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 : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Old : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Old : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,126: 0 724 -513 2,577 1,429 2,064 1,640: 62 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Old : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 20 18 21 19:
Old : 23: 0 1 1 20 18 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 : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
Old : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Old : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,707: 0 -847 -120 -3,686 -3,190 -3,806 -4,157: -901 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
Old : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Old : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Old : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,679: 0 2,058 -155 5,140 1,230 4,985 3,133: -1,306 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Old : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 25 21 26 23:
Old : 29: 0 2 1 25 21 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 : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
Old : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
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, August 2, 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 : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Old : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -8,648: -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333: -109 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Old : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 18 20 21 23:
Old : 26: 3 1 2 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Old : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
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 26, 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 : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Old : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -692: -5,902 -1,097 806 5,500 -10 404 -301: -1,096 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Old : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 18 21 21 24:
Old : 27: 2 2 2 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Old : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Old : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,948: 2,635 -4,255 37 -2,707 1,401 -35 -2,817: -3,913 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
Old : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 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 : 23: 3 1 2 17 17 21 19:
Old : 23: 3 1 2 17 17 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 : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Old : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
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 26, 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 : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Old : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9: 0 -259 182 -215 318 -33 241: 24 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Old : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 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 : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Old : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Old : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Old : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 14 14 16 16:
Old : 27: 2 2 0 14 14 16 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 : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Old : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Old : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Old : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
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 : 29: 1 2 0 15 16 16 18:
Old : 29: 1 2 0 15 16 16 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 : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
Old : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
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, August 2, 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 : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Old : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -56,146: 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875: 3,102 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
Old : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 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 : 125: 20 16 33 84 80 118 115:
Old : 125: 20 16 33 84 80 118 115:
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 : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
Old : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
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 26, 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 : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Old : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 35,649: -7,468 -6,437 14,016 30,445 29,433 36,993 37,012: -1,344 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Old : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 20 19 34 97 87 133 124:
Old : 141: 20 19 34 97 87 133 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Old : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 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, August 2, 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 : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Old : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -25,054: -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500: 93 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Old : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 9 17 27 27 45 46:
Old : 48: 11 9 17 27 27 45 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 : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Old : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
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 26, 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 : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Old : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 16,882: 10,295 7 11,252 -5,710 183 15,837 11,442: 1,045 5,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Old : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 6 17 27 28 46 47:
Old : 50: 15 6 17 27 28 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Old : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Old : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -533: -1,870 -585 -113 1,665 -337 -318 -1,034: -215 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 1.0
Old : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 5 10 38 35 49 45:
Old : 52: 6 5 10 38 35 49 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 : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
Old : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
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 26, 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 : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Old : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,917: 384 192 986 666 860 2,036 2,038: -119 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 0.4
Old : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 5 11 38 36 49 47:
Old : 52: 5 5 11 38 36 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
Old : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Old : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,592: -426 438 -34 -1,132 -1,996 -1,592 -1,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Old : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 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 : 34: 2 4 4 19 23 24 28:
Old : 34: 2 4 4 19 23 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Old : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Old : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -126 246 -120 1,226 -676 980 -550: -980 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Old : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 4 19 22 24 27:
Old : 34: 3 3 4 19 22 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Old : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Old : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,074: -198 -352 -210 -666 -512 -1,074 -1,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Old : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 18 14 23 17:
Old : 30: 3 2 3 18 14 23 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 : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Old : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
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 26, 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 : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Old : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 426: 0 126 300 126 0 426 426: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Old : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 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 : 30: 3 2 4 17 15 22 19:
Old : 30: 3 2 4 17 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 : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
Old : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
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 26, 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: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Old : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -510 0 0 510 510 0 510: 0 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
Old : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 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 : 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 : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Old : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Old : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -670: -180 50 -280 -150 -390 -610 -620: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Old : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 2 5 16 15 22 20:
Old : 23: 4 2 5 16 15 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Old : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Old : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,360: 440 20 580 480 840 1,500 1,440: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
Old : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
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 : 24: 4 2 5 15 16 21 21:
Old : 24: 4 2 5 15 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Old : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
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, August 2, 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 : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Old : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 142: 370 0 10 -140 140 240 150: -98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 1.8
Old : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 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 : 28: 4 1 4 18 20 22 25:
Old : 28: 4 1 4 18 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Old : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Old : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 220: -180 0 60 350 760 230 820: -10 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Old : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
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 : 30: 4 1 3 19 22 23 26:
Old : 30: 4 1 3 19 22 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 : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Old : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
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, August 2, 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 : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Old : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 75,434: 17,420 4,405 38,944 5,287 18,582 61,652 61,931: 13,783 13,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 6.4
Old : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 6.4
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 : 296: 88 100 121 86 95 243 255:
Old : 296: 88 100 121 86 95 243 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
Old : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
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 26, 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 : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Old : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,255: -2,765 6,515 10,265 1,045 -10,352 8,546 6,429: -9,801 -7,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
Old : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 73 99 115 84 92 230 243:
Old : 279: 73 99 115 84 92 230 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
Old : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
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, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Old : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 439: 193 -132 89 73 527 355 484: 84 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Old : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 58 17 3 11 27 72 45:
Old : 113: 58 17 3 11 27 72 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 : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Old : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
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 26, 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 : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Old : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8: 178 -1,155 170 -234 1,624 114 639: -122 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Old : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 57 20 3 10 27 70 48:
Old : 115: 57 20 3 10 27 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 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Old : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Old : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,125: 2,002 65 -1 -93 1,933 1,908 1,997: 217 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
Old : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 26 8 1 5 21 31 30:
Old : 57: 26 8 1 5 21 31 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 : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
Old : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
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 26, 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 : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Old : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 942: 1,436 -108 -102 -493 1,386 841 1,176: 101 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
Old : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 7 1 6 19 27 27:
Old : 51: 21 7 1 6 19 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Old : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Old : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,622: 5,716 545 1,782 -4,955 1,588 2,543 3,916: 79 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
Old : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
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 : 161: 57 19 38 67 74 141 117:
Old : 161: 57 19 38 67 74 141 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Old : 21.4 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Old : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9,257: -2,736 1,915 -5,381 552 -4,314 -7,564 -7,780: -1,693 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
Old : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
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 : 161: 52 22 35 74 77 144 116:
Old : 161: 52 22 35 74 77 144 116:
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 : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Old : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2005