WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,079
COMMITMENTS
37,749 52,616 52,186 155,494 130,205 245,429 235,007 23,651 34,073
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 8,276)
90 3,813 5,220 4,065 3,487 9,375 12,520 -1,099 -4,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.6 19.4 57.8 48.4 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
74 100 73 48 63 167 199
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,803
COMMITMENTS
37,659 48,803 46,966 151,429 126,718 236,054 222,487 24,749 38,317
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -8,837)
798 4,001 -1,852 -979 -6,328 -2,034 -4,178 -6,803 -4,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 18.7 18.0 58.1 48.6 90.5 85.3 9.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
68 96 73 47 61 165 187
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,593
COMMITMENTS
97,625 90,515 192,243 455,650 387,957 745,518 670,715 143,076 217,878
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,856)
3,150 5,608 25,216 -1,144 -5,936 27,222 24,888 -10,366 -8,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.2 21.6 51.3 43.7 83.9 75.5 16.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
149 118 178 205 212 454 438
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 871,737
COMMITMENTS
94,475 84,907 167,028 456,794 393,893 718,296 645,827 153,441 225,910
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 5,854)
7,090 -5,620 8,822 -6,515 -1,644 9,397 1,558 -3,542 4,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.7 19.2 52.4 45.2 82.4 74.1 17.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
146 107 159 194 206 423 410
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,521
COMMITMENTS
2,438 899 919 2,486 5,331 5,843 7,149 3,678 2,372
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -145)
459 -303 1 203 197 663 -106 -808 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.4 9.7 26.1 56.0 61.4 75.1 38.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 11 5 11 14 26 28
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,666
COMMITMENTS
1,978 1,202 918 2,283 5,134 5,180 7,255 4,486 2,411
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -74)
235 -549 -68 -61 604 106 -13 -180 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.4 9.5 23.6 53.1 53.6 75.1 46.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 5 11 15 24 30
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,379
COMMITMENTS
91,520 19,154 97,540 153,494 205,988 342,555 322,682 88,825 108,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,200)
6,270 -659 -4,025 -678 8,964 1,568 4,280 4,633 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.4 22.6 35.6 47.8 79.4 74.8 20.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
157 74 141 103 128 327 289
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,179
COMMITMENTS
85,250 19,813 101,565 154,172 197,024 340,987 318,402 84,192 106,777
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 16,323)
10,959 -1,012 4,993 407 10,061 16,359 14,042 -37 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 4.7 23.9 36.3 46.3 80.2 74.9 19.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
147 83 140 100 124 319 288
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,170
COMMITMENTS
12,004 1,789 821 0 777 12,825 3,387 3,345 12,783
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 768)
107 -311 362 0 52 469 103 299 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.2 11.1 5.1 0.0 4.8 79.3 20.9 20.7 79.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 8 7 0 3 15 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,929
COMMITMENTS
27,643 11,041 29,228 81,557 111,477 138,428 151,746 27,501 14,182
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,091)
3,058 131 2,881 2,247 6,338 8,186 9,350 1,905 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.7 17.6 49.2 67.2 83.4 91.5 16.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
58 21 38 47 47 123 98
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 155,838
COMMITMENTS
24,585 10,910 26,348 79,310 105,139 130,243 142,396 25,596 13,442
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,331)
1,168 -2,999 3,766 -763 2,755 4,171 3,522 161 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.0 16.9 50.9 67.5 83.6 91.4 16.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
51 27 39 47 47 120 99
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,394
COMMITMENTS
130,158 91,833 157,666 462,270 451,911 750,094 701,410 152,300 200,984
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -19,836)
-18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708 -2,135 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 17.5 51.2 50.1 83.1 77.7 16.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 44 44 71 85 131 145
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 922,230
COMMITMENTS
148,210 101,405 153,982 465,602 464,731 767,795 720,118 154,435 202,112
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -11,460)
9,745 -9,165 21,139 -21,884 -4,239 9,000 7,735 -20,460 -19,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.0 16.7 50.5 50.4 83.3 78.1 16.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 37 39 74 88 133 144
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,896
COMMITMENTS
48,530 6,277 23,366 55,890 115,155 127,786 144,797 41,110 24,098
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,137)
3,815 -2,303 -208 -2,239 6,423 1,369 3,913 3,768 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.7 13.8 33.1 68.2 75.7 85.7 24.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 25 35 51 61 124 108
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,759
COMMITMENTS
44,715 8,580 23,573 58,129 108,731 126,417 140,884 37,342 22,874
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,392)
6,874 -1,202 -466 -1,628 5,553 4,780 3,884 -1,388 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.2 14.4 35.5 66.4 77.2 86.0 22.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 27 37 56 66 129 117
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,677
COMMITMENTS
3,898 979 1,698 1,716 4,206 7,312 6,883 1,365 1,794
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 143)
257 44 -105 80 -164 232 -225 -89 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 11.3 19.6 19.8 48.5 84.3 79.3 15.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 9 11 12 15 33 32
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,534
COMMITMENTS
3,641 935 1,803 1,636 4,370 7,080 7,108 1,454 1,426
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -86)
-219 81 138 174 -372 93 -153 -179 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 11.0 21.1 19.2 51.2 83.0 83.3 17.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 11 13 15 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,326
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,626 111,607
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,590)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,959 10,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 399,915
COMMITMENTS
101,027 75,901 2,437 234,867 220,015 338,331 298,353 61,584 101,562
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 23,303)
6,348 1,262 1,649 12,199 31,121 20,196 34,032 3,107 -10,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 19.0 0.6 58.7 55.0 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 18 3 46 46 62 66
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,719,239
COMMITMENTS
473,143 435,356 483,997 1479584 1326023 2436724 2245377 282,515 473,862
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -29,861)
2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140 4,991 8,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.0 17.8 54.4 48.8 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
59 84 83 114 134 215 259
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,749,100
COMMITMENTS
471,125 372,854 490,436 1510015 1420228 2471576 2283517 277,524 465,583
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 100,182)
17,014 -10,479 54,933 57,391 62,966 129,338 107,420 -29,156 -7,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 13.6 17.8 54.9 51.7 89.9 83.1 10.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
56 78 75 106 134 203 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,063
COMMITMENTS
212,422 209,676 190,577 832,664 736,050 1235662 1136303 197,401 296,760
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 47,684)
46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787 -5,657 40,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.6 13.3 58.1 51.4 86.2 79.3 13.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 56 46 71 85 132 154
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,385,379
COMMITMENTS
165,909 212,264 176,167 840,245 741,085 1182321 1129516 203,058 255,863
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,768)
10,045 -4,108 22,573 -50,238 -6,019 -17,620 12,446 7,852 -22,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 15.3 12.7 60.7 53.5 85.3 81.5 14.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
33 43 46 75 89 132 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,087
COMMITMENTS
86,416 61,122 189,586 252,678 293,511 528,680 544,219 48,406 32,867
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 20,425)
7,778 2,020 -6,640 15,572 23,493 16,710 18,873 3,714 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.6 32.9 43.8 50.9 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 22 40 51 52 101 95
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 556,662
COMMITMENTS
78,637 59,102 196,226 237,106 270,018 511,970 525,346 44,692 31,316
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -105,849)
-34,531 21,054 -52,399 -18,431 -78,727 -105,361 -110,071 -488 4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.6 35.3 42.6 48.5 92.0 94.4 8.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 26 43 51 48 106 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,415
COMMITMENTS
12,905 4,130 2,085 20,698 35,821 35,688 42,036 17,727 11,379
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,109)
236 -831 710 3,754 5,589 4,700 5,468 4,408 3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 7.7 3.9 38.7 67.1 66.8 78.7 33.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 12 13 22 22 48 43
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,306
COMMITMENTS
12,669 4,961 1,375 16,944 30,232 30,988 36,568 13,319 7,739
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,549)
2 417 83 882 1,743 967 2,243 1,582 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 11.2 3.1 38.2 68.2 69.9 82.5 30.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 13 10 19 15 45 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,498
COMMITMENTS
13,165 36,343 11,055 59,261 21,074 83,481 68,472 15,017 30,026
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,250)
953 2,308 5,416 8,500 4,964 14,869 12,688 2,381 4,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 36.9 11.2 60.2 21.4 84.8 69.5 15.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 32 30 24 20 64 66
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,249
COMMITMENTS
12,212 34,035 5,639 50,761 16,110 68,613 55,785 12,636 25,464
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,024)
1,275 -328 1,801 2,584 2,505 5,660 3,978 364 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 41.9 6.9 62.5 19.8 84.4 68.7 15.6 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 35 19 15 16 45 59
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,954
COMMITMENTS
6,168 6,362 1,029 32,911 32,452 40,108 39,843 846 1,111
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,779)
-335 -529 -17 -3,568 -2,921 -3,920 -3,467 141 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.5 2.5 80.4 79.2 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 19 4 19 23 29 43
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 13,893
COMMITMENTS
0 1,547 0 13,879 12,264 13,879 13,811 14 82
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,322)
-100 442 0 1,411 842 1,311 1,284 11 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 0.0 99.9 88.3 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 7 0 6 10 6 17
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,128
COMMITMENTS
1,670 1,773 3,126 15,484 12,593 20,280 17,492 4,848 7,636
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 401)
250 -63 -10 207 297 447 224 -47 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.1 12.4 61.6 50.1 80.7 69.6 19.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 11 25 18 39 30
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,728
COMMITMENTS
1,420 1,837 3,135 15,278 12,296 19,833 17,268 4,895 7,460
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,715)
-1,058 -152 -686 -1,812 -2,152 -3,557 -2,990 -158 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.4 12.7 61.8 49.7 80.2 69.8 19.8 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 5 11 25 18 38 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,307
COMMITMENTS
10,787 23,906 19,047 51,496 27,091 81,330 70,044 17,977 29,263
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,438)
383 2,959 -4,147 2,001 -878 -1,763 -2,067 325 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.1 19.2 51.9 27.3 81.9 70.5 18.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 61 45 35 34 95 113
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,745
COMMITMENTS
10,404 20,947 23,194 49,494 27,970 83,093 72,111 17,652 28,634
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -3,322)
-620 4,224 -6,433 2,175 -1,890 -4,878 -4,100 1,556 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.8 23.0 49.1 27.8 82.5 71.6 17.5 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 66 62 32 34 110 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,180
COMMITMENTS
643 1,602 621 1,227 744 2,491 2,967 1,689 1,212
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
117 -102 -4 -87 28 26 -78 94 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 38.3 14.9 29.4 17.8 59.6 71.0 40.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 18 15 6 5 27 30
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,059
COMMITMENTS
525 1,704 625 1,314 716 2,464 3,046 1,595 1,013
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4)
20 30 268 -142 -28 147 270 -143 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 42.0 15.4 32.4 17.6 60.7 75.0 39.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 21 15 5 4 26 31
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,168
COMMITMENTS
30,720 18,752 22,537 73,450 68,102 126,708 109,392 17,460 34,776
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -7,584)
-4,542 5,727 -1,368 932 -7,690 -4,978 -3,331 -2,606 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 13.0 15.6 50.9 47.2 87.9 75.9 12.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 54 51 71 93 149 178
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,752
COMMITMENTS
35,262 13,025 23,905 72,518 75,793 131,686 112,723 20,066 39,029
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -9,941)
-5,304 1,772 -1,016 -2,196 -8,113 -8,516 -7,357 -1,425 -2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 8.6 15.8 47.8 49.9 86.8 74.3 13.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
62 41 55 73 96 162 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,953
COMMITMENTS
1,189 655 260 1,237 1,785 2,686 2,700 1,267 1,253
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 228)
-46 193 -11 125 -132 67 49 161 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.6 6.6 31.3 45.2 68.0 68.3 32.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 13 8 18 19 34 35
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,724
COMMITMENTS
1,235 462 271 1,112 1,918 2,619 2,651 1,106 1,073
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
-10 104 -42 67 -130 14 -69 -144 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 12.4 7.3 29.9 51.5 70.3 71.2 29.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 11 9 18 19 34 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,428
COMMITMENTS
8,357 2,321 3,573 7,976 4,676 19,905 10,569 5,522 14,859
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,100)
-1,578 -552 -109 596 452 -1,091 -209 -9 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.1 14.1 31.4 18.4 78.3 41.6 21.7 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 23 23 40 43 95 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,528
COMMITMENTS
9,935 2,873 3,682 7,380 4,223 20,997 10,778 5,532 15,750
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,634)
-444 352 630 951 -57 1,137 924 497 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 10.8 13.9 27.8 15.9 79.1 40.6 20.9 59.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
48 27 23 36 41 98 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 68,382
COMMITMENTS
11,516 28,509 1,651 27,509 17,233 40,676 47,392 27,707 20,990
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,357)
1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833 -2,075 -2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 41.7 2.4 40.2 25.2 59.5 69.3 40.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 21 7 25 23 43 46
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,739
COMMITMENTS
10,259 36,319 1,466 57,231 37,440 68,957 75,226 29,782 23,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,550)
-656 -5,073 -1,545 -5,943 2,569 -8,144 -4,049 3,594 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 36.8 1.5 58.0 37.9 69.8 76.2 30.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 23 7 24 22 38 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,084
COMMITMENTS
2,905 46,486 0 64,004 4,362 66,909 50,848 7,175 23,236
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,281)
962 -769 -1 -14,427 -14,653 -13,466 -15,423 -2,815 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 62.7 0.0 86.4 5.9 90.3 68.6 9.7 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 26 0 12 3 14 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 90,365
COMMITMENTS
1,943 47,255 1 78,431 19,015 80,375 66,271 9,990 24,094
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 19,633)
270 7,006 -125 19,672 11,299 19,817 18,180 -185 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 52.3 0.0 86.8 21.0 88.9 73.3 11.1 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 25 1 22 9 25 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,624
COMMITMENTS
82,396 4,364 124 10,557 92,040 93,077 96,528 9,548 6,096
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,452)
1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176 -642 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 4.3 0.1 10.3 89.7 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 11 18 75 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 121,076
COMMITMENTS
80,586 3,237 2,912 27,388 109,555 110,886 115,704 10,190 5,372
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 10,898)
-3,244 -331 2,186 10,746 7,943 9,688 9,798 1,209 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 2.7 2.4 22.6 90.5 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
63 11 7 17 21 83 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,392
COMMITMENTS
14,149 31,268 1,451 36,709 19,096 52,309 51,815 19,083 19,577
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,140)
-526 8,199 63 -25,523 -38,394 -25,986 -30,133 -6,154 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 43.8 2.0 51.4 26.7 73.3 72.6 26.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 22 5 18 15 33 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 103,532
COMMITMENTS
14,675 23,069 1,388 62,232 57,490 78,295 81,947 25,237 21,585
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,146)
300 -2,375 -1,209 206 7,291 -704 3,707 3,850 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 22.3 1.3 60.1 55.5 75.6 79.2 24.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 21 5 25 18 38 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,766
COMMITMENTS
6,287 61,042 5,384 132,973 71,189 144,643 137,615 24,124 31,151
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -22,389)
1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051 -5,802 3,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 36.2 3.2 78.8 42.2 85.7 81.5 14.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 33 9 34 22 50 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 191,156
COMMITMENTS
4,876 42,122 2,978 153,376 118,566 161,230 163,666 29,925 27,490
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -19,990)
-1,156 -12,701 -1,257 -19,016 -3,666 -21,429 -17,624 1,438 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 22.0 1.6 80.2 62.0 84.3 85.6 15.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
9 26 8 32 31 45 61
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,504
COMMITMENTS
26,623 44,232 18,021 72,776 53,254 117,419 115,507 56,085 57,998
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,951)
3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832 4,942 4,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.5 10.4 41.9 30.7 67.7 66.6 32.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 41 27 28 30 79 82
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 220,455
COMMITMENTS
23,042 38,417 14,357 131,914 114,565 169,313 167,338 51,143 53,117
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -22,117)
-4,332 -3,587 -9,660 16,128 11,243 2,136 -2,005 -24,253 -20,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.4 6.5 59.8 52.0 76.8 75.9 23.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
27 36 23 34 32 75 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,930
COMMITMENTS
15,413 3,191 469 47,302 58,048 63,184 61,708 4,746 6,222
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,298)
5,841 0 -120 7,229 13,078 12,950 12,958 -652 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 4.7 0.7 69.6 85.5 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 12 16 15 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,136,845
COMMITMENTS
602,973 614,478 3013407 6483818 5896992 10100198 9524878 1036647 1611967
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316)
-200,914 80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431 -82,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.5 27.1 58.2 53.0 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
62 55 99 131 135 242 244
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,064,161
COMMITMENTS
803,887 533,550 4192824 7886373 7643097 12883083 12369471 1181078 1694690
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 406,600)
85,075 -71,593 168,825 74,446 290,344 328,347 387,577 78,253 19,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.8 29.8 56.1 54.3 91.6 88.0 8.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
65 69 113 144 143 272 267
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 842,141
COMMITMENTS
57,615 68,019 51,240 569,473 582,255 678,329 701,514 163,812 140,626
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 55,739)
-3,196 3,244 -2,333 57,606 53,636 52,076 54,547 3,663 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.1 6.1 67.6 69.1 80.5 83.3 19.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
41 44 57 105 73 183 137
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 786,402
COMMITMENTS
60,811 64,775 53,574 511,868 528,619 626,253 646,967 160,149 139,434
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 18,260)
2,177 -3,159 1,821 14,364 17,667 18,362 16,329 -101 1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.2 6.8 65.1 67.2 79.6 82.3 20.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
44 42 54 96 69 174 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,245,090
COMMITMENTS
202,750 212,772 65,357 610,630 840,391 878,737 1118520 366,354 126,570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,483)
3,505 -2,756 26,942 69,595 76,139 100,042 100,325 22,441 22,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 17.1 5.2 49.0 67.5 70.6 89.8 29.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 51 47 73 63 148 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,122,607
COMMITMENTS
199,246 215,528 38,414 541,035 764,253 778,695 1018196 343,912 104,411
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 30,863)
10,270 -9,589 14,391 6,398 19,443 31,059 24,245 -197 6,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.2 3.4 48.2 68.1 69.4 90.7 30.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 56 34 61 62 130 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,980
COMMITMENTS
1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329)
0 52 82 478 655 560 789 769 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 15,651
COMMITMENTS
1,011 3,707 31 8,851 10,698 9,893 14,436 5,758 1,215
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,507)
286 2,426 12 2,931 1,106 3,229 3,544 278 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 23.7 0.2 56.6 68.4 63.2 92.2 36.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 12 14 15 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,113
COMMITMENTS
10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125)
416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 18 21 27 32
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,988
COMMITMENTS
10,296 3,493 342 18,375 23,557 29,013 27,392 3,975 5,596
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,450)
498 -1,821 198 2,340 4,180 3,036 2,557 414 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 10.6 1.0 55.7 71.4 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 5 2 16 17 22 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,807
COMMITMENTS
8,969 11,673 1,833 43,860 36,614 54,662 50,120 21,144 25,687
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 18,919)
-288 132 1,773 7,508 10,106 8,993 12,011 9,926 6,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 15.4 2.4 57.9 48.3 72.1 66.1 27.9 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 20 6 44 39 63 64
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,887
COMMITMENTS
9,257 11,541 60 36,353 26,508 45,670 38,108 11,218 18,779
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 944)
-146 -1,414 45 -256 717 -357 -653 1,301 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 20.3 0.1 63.9 46.6 80.3 67.0 19.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 19 3 31 27 49 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,654
COMMITMENTS
86,261 110,180 16,032 199,169 220,852 301,462 347,064 104,192 58,589
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,251)
6,214 -1,185 8,588 37,417 41,735 52,219 49,139 34,032 37,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.2 4.0 49.1 54.4 74.3 85.6 25.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 54 24 52 42 119 111
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,402
COMMITMENTS
80,047 111,365 7,444 161,752 179,116 249,242 297,926 70,160 21,477
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,588)
8,354 -693 386 -5,482 16,737 3,258 16,430 8,330 -4,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 34.9 2.3 50.6 56.1 78.0 93.3 22.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
59 65 14 47 37 111 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,654
COMMITMENTS
19,846 4,483 838 21,913 45,885 42,596 51,205 19,058 10,449
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,215)
4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267 -1,060 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.3 1.4 35.5 74.4 69.1 83.1 30.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 3 14 19 25 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 89,869
COMMITMENTS
15,566 2,591 1,192 52,994 71,690 69,752 75,472 20,117 14,397
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,957)
-326 -8,163 -2,278 460 10,847 -2,143 407 186 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.9 1.3 59.0 79.8 77.6 84.0 22.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 3 22 21 32 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,526
COMMITMENTS
555 14,438 886 35,454 25,531 36,895 40,855 8,631 4,671
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,557)
-494 558 441 5,290 5,988 5,237 6,987 1,320 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 31.7 1.9 77.9 56.1 81.0 89.7 19.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 14 4 31 29 37 44
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,969
COMMITMENTS
1,048 13,880 446 30,164 19,542 31,658 33,868 7,311 5,101
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,140)
40 223 338 -1,545 937 -1,167 1,498 2,307 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 35.6 1.1 77.4 50.1 81.2 86.9 18.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 3 28 28 33 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 307,436
COMMITMENTS
48,268 37,001 22,555 208,713 211,321 279,536 270,877 27,900 36,560
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,056)
-748 3,777 18,342 21,806 18,887 39,399 41,006 17,657 16,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.0 7.3 67.9 68.7 90.9 88.1 9.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 39 22 43 50 77 98
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 250,380
COMMITMENTS
49,016 33,224 4,213 186,907 192,434 240,137 229,871 10,244 20,509
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,370)
-3,595 -2,284 936 4,697 -142 2,038 -1,490 -667 2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 13.3 1.7 74.6 76.9 95.9 91.8 4.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 38 12 38 49 61 91
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,461
COMMITMENTS
9,701 7,215 338 9,845 14,737 19,884 22,290 11,577 9,171
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574)
-4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179 -7,343 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 22.9 1.1 31.3 46.8 63.2 70.8 36.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 12 2 13 16 35 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,035
COMMITMENTS
14,027 6,622 2,784 17,304 26,063 34,115 35,469 18,920 17,566
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,271)
460 1,066 2,641 2,975 2,149 6,076 5,856 5,195 5,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.5 5.2 32.6 49.1 64.3 66.9 35.7 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 19 10 22 27 59 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,374
COMMITMENTS
6,993 426 1,978 18,055 2,439 27,026 4,843 12,348 34,531
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 11,040)
-124 -134 1,875 1,392 40 3,143 1,781 7,897 9,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 1.1 5.0 45.9 6.2 68.6 12.3 31.4 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 2 8 12 4 24 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867
COMMITMENTS
1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271)
-2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 3 15 21 20 36
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 76,138
COMMITMENTS
4,652 5,728 769 52,834 29,468 58,255 35,965 17,883 40,173
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,612)
203 -34 170 251 1,405 624 1,541 988 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.5 1.0 69.4 38.7 76.5 47.2 23.5 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 14 4 19 29 26 46
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 151,903
COMMITMENTS
59,817 5,630 27,167 29,178 105,430 116,163 138,227 35,740 13,675
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,783)
-5,182 -1,716 5,372 5,964 3,414 6,154 7,070 -371 -1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 3.7 17.9 19.2 69.4 76.5 91.0 23.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
106 32 54 26 41 149 113
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 146,120
COMMITMENTS
64,999 7,347 21,794 23,214 102,016 110,008 131,157 36,111 14,962
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,312)
12,457 -2,807 921 -4,750 9,289 8,628 7,403 684 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 5.0 14.9 15.9 69.8 75.3 89.8 24.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
97 40 50 27 45 144 116
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,612
COMMITMENTS
37,309 15,042 17,000 41,445 63,774 95,753 95,815 14,858 14,796
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,317)
5,217 2,493 -1,085 884 3,856 5,017 5,265 300 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 13.6 15.4 37.5 57.7 86.6 86.6 13.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
67 51 42 42 44 134 118
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,295
COMMITMENTS
32,092 12,549 18,084 40,561 59,918 90,737 90,551 14,558 14,744
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 8,432)
8,764 -647 -129 -2,576 7,223 6,059 6,447 2,372 1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 11.9 17.2 38.5 56.9 86.2 86.0 13.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
64 51 43 43 45 130 121
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 310,698
COMMITMENTS
123,715 64,827 48,654 82,434 175,074 254,803 288,555 55,895 22,143
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,916)
9,645 -8,655 3,812 -4,162 17,891 9,295 13,048 3,621 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 20.9 15.7 26.5 56.3 82.0 92.9 18.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
131 63 63 41 43 198 148
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 297,782
COMMITMENTS
114,070 73,481 44,843 86,596 157,183 245,508 275,507 52,274 22,275
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 3,185)
789 -5,491 4,206 -6,390 8,457 -1,395 7,173 4,580 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 24.7 15.1 29.1 52.8 82.4 92.5 17.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
115 74 54 43 44 183 150
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,152
COMMITMENTS
6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834)
-458 -153 235 276 474 53 556 781 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 8 6 39 16
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,318
COMMITMENTS
6,988 1,731 339 2,127 9,676 9,454 11,746 2,864 572
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,349)
329 177 121 212 818 662 1,116 687 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.7 14.1 2.8 17.3 78.6 76.7 95.4 23.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
24 2 5 7 5 36 10
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,210
COMMITMENTS
14,798 10,621 8,700 45,904 48,125 69,402 67,446 22,808 24,764
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,163)
-1,853 1,899 1,374 3,653 -273 3,175 3,001 2,988 3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.5 9.4 49.8 52.2 75.3 73.1 24.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 25 19 62 51 100 87
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 86,047
COMMITMENTS
16,651 8,721 7,326 42,251 48,398 66,227 64,445 19,820 21,602
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,987)
19 -349 145 92 853 256 649 2,731 2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 10.1 8.5 49.1 56.2 77.0 74.9 23.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 20 16 50 48 86 80
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,932
COMMITMENTS
2,112 3,211 800 19,330 15,150 22,242 19,161 8,690 11,772
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -211)
-284 181 -453 -639 -1,104 -1,376 -1,377 1,165 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.4 2.6 62.5 49.0 71.9 61.9 28.1 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 8 3 20 15 27 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,143
COMMITMENTS
2,396 3,030 1,253 19,968 16,254 23,618 20,538 7,525 10,605
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,485)
-91 29 -353 -360 -1,074 -804 -1,398 -682 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.7 4.0 64.1 52.2 75.8 65.9 24.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 12 6 19 14 30 27
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 126,852
COMMITMENTS
18,231 24,343 23,230 69,074 65,897 110,535 113,469 16,317 13,382
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,439)
-437 7,805 -14,627 -7,855 -15,730 -22,919 -22,552 1,480 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.2 18.3 54.5 51.9 87.1 89.5 12.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
67 60 48 69 57 158 146
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 148,291
COMMITMENTS
18,668 16,538 37,856 76,929 81,628 133,454 136,022 14,837 12,269
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 4,284)
-2,581 1,497 5,663 1,428 -2,844 4,510 4,316 -226 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.2 25.5 51.9 55.0 90.0 91.7 10.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
70 64 63 70 60 174 157
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,860
COMMITMENTS
10,852 3,678 10,070 15,262 25,747 36,185 39,494 5,676 2,366
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,589)
508 595 1,561 607 1,076 2,676 3,232 -88 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.8 24.1 36.5 61.5 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 23 25 20 18 87 54
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,272
COMMITMENTS
10,345 3,083 8,508 14,656 24,671 33,508 36,263 5,763 3,009
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,823)
337 -368 587 648 1,173 1,572 1,391 252 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 7.9 21.7 37.3 62.8 85.3 92.3 14.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
51 21 25 23 19 88 53
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,149
COMMITMENTS
24,225 23,152 14,892 98,281 105,846 137,398 143,890 12,751 6,259
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,023)
1,302 -2,523 2,116 -6,079 -211 -2,661 -618 3,684 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.4 9.9 65.5 70.5 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
59 49 41 50 40 132 114
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 149,126
COMMITMENTS
22,922 25,675 12,776 104,361 106,056 140,059 144,508 9,068 4,619
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 730)
-170 1,817 -1,459 2,586 1,165 956 1,523 -226 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.2 8.6 70.0 71.1 93.9 96.9 6.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
52 53 33 52 38 124 107
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 439,830
COMMITMENTS
78,401 50,310 61,786 227,831 283,911 368,017 396,007 71,813 43,823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -31,861)
1,246 -7,964 -14,292 -19,712 -8,830 -32,758 -31,087 897 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.4 14.0 51.8 64.6 83.7 90.0 16.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 35 35 55 49 118 102
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 471,691
COMMITMENTS
77,155 58,274 76,078 247,543 292,742 400,775 427,094 70,916 44,597
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,045)
4,656 -8,478 5,622 -8,350 13,149 1,928 10,293 117 -8,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.4 16.1 52.5 62.1 85.0 90.5 15.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 47 49 58 49 133 117
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,984
COMMITMENTS
24,200 10,272 24,936 61,093 77,965 110,229 113,173 8,756 5,812
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -15,234)
-10,401 991 -11,462 8,974 -4,148 -12,889 -14,619 -2,346 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.6 21.0 51.3 65.5 92.6 95.1 7.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
126 62 100 86 90 258 213
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,219
COMMITMENTS
34,601 9,281 36,398 52,118 82,112 123,117 127,791 11,101 6,427
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,205)
4,945 -9 3,035 606 6,831 8,586 9,857 619 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.9 27.1 38.8 61.2 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
168 63 128 91 101 318 242
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,333
COMMITMENTS
19,469 2,636 2,486 3,380 22,205 25,334 27,327 3,999 2,006
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -6,878)
1,490 614 -512 -7,545 -6,482 -6,567 -6,380 -311 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 9.0 8.5 11.5 75.7 86.4 93.2 13.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
35 8 10 9 7 48 22
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,211
COMMITMENTS
17,978 2,022 2,998 10,925 28,687 31,901 33,707 4,309 2,503
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 5,338)
372 -404 -746 5,823 6,056 5,449 4,906 -110 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 5.6 8.3 30.2 79.2 88.1 93.1 11.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
33 6 10 11 8 49 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,901
COMMITMENTS
32,737 26,106 47,461 97,227 111,837 177,425 185,405 43,475 35,496
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 11,959)
2,098 2,534 7,758 -4,379 -2,285 5,477 8,007 6,482 3,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.8 21.5 44.0 50.6 80.3 83.9 19.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 24 33 60 64 115 107
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,942
COMMITMENTS
30,639 23,572 39,704 101,606 114,122 171,949 177,398 36,993 31,544
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,324)
7,340 -1,996 8,854 -5,259 2,960 10,936 9,819 1,389 2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.3 19.0 48.6 54.6 82.3 84.9 17.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 22 30 59 65 111 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 772,239
COMMITMENTS
27,034 62,409 314,351 344,255 354,844 685,640 731,604 86,600 40,635
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 24,190)
-1,991 -1,048 15,798 5,487 8,502 19,293 23,252 4,896 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.1 40.7 44.6 46.0 88.8 94.7 11.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
53 56 78 89 83 186 175
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 748,050
COMMITMENTS
29,025 63,457 298,553 338,768 346,342 666,346 708,352 81,703 39,698
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 9,032)
-4,238 -12,451 3,253 4,074 18,623 3,089 9,425 5,943 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.5 39.9 45.3 46.3 89.1 94.7 10.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
49 58 74 89 80 181 173
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,056
COMMITMENTS
12,067 1,793 512 17,580 22,400 30,159 24,705 3,897 9,351
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -576)
350 -924 16 -1,504 494 -1,138 -414 562 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 5.3 1.5 51.6 65.8 88.6 72.5 11.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 14 14 17 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,632
COMMITMENTS
11,717 2,717 496 19,084 21,906 31,297 25,119 3,335 9,513
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,353)
3,704 -401 -904 -3,119 398 -319 -907 -1,034 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 7.8 1.4 55.1 63.3 90.4 72.5 9.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 15 13 17 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,996
COMMITMENTS
4,570 16,024 18,992 90,165 81,398 113,727 116,414 10,269 7,582
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -385)
-1,270 332 526 910 -2,750 166 -1,892 -551 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.9 15.3 72.7 65.6 91.7 93.9 8.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 22 23 25 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,381
COMMITMENTS
5,840 15,692 18,466 89,255 84,148 113,561 118,306 10,820 6,075
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,331)
-2,414 3,946 4,094 -355 -3,137 1,325 4,903 6 -3,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.6 14.8 71.8 67.7 91.3 95.1 8.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 20 24 23 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,762
COMMITMENTS
11,031 6,838 848 37,117 35,202 48,996 42,888 3,766 9,874
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,339)
1,565 0 0 838 1,972 2,403 1,972 -64 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 13.0 1.6 70.3 66.7 92.9 81.3 7.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 13 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,423
COMMITMENTS
9,466 6,838 848 36,279 33,230 46,593 40,916 3,830 9,507
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -6,009)
-976 -2,104 0 -4,504 -2,664 -5,480 -4,768 -529 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 13.6 1.7 71.9 65.9 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 12 11 15 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,827
COMMITMENTS
0 8,997 5,877 50,834 42,259 56,711 57,133 5,116 4,694
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,134)
-2,132 2,412 2,426 6,471 -520 6,765 4,318 369 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 9.5 82.2 68.4 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 13 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,693
COMMITMENTS
2,132 6,585 3,451 44,363 42,779 49,946 52,815 4,747 1,878
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -2,590)
-578 272 240 -3,024 -3,712 -3,362 -3,200 772 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 12.0 6.3 81.1 78.2 91.3 96.6 8.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 16 15 18 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,403
COMMITMENTS
4,294 13,609 6,184 44,150 34,702 54,628 54,495 5,775 5,908
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,423)
-6,136 323 3,418 3,276 -1,262 558 2,479 1,865 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 22.5 10.2 73.1 57.5 90.4 90.2 9.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 5 19 16 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,980
COMMITMENTS
10,430 13,286 2,766 40,874 35,964 54,070 52,016 3,910 5,964
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -4,774)
2,502 -4,013 -223 -6,667 -1,912 -4,388 -6,148 -386 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.9 4.8 70.5 62.0 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 19 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,030
COMMITMENTS
1,317 0 867 37,786 37,971 39,970 38,838 1,060 2,192
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 813)
1,293 0 -621 141 1,500 813 879 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 2.1 92.1 92.5 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 18 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,217
COMMITMENTS
24 0 1,488 37,645 36,471 39,157 37,959 1,060 2,258
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,033)
-1,624 -240 930 2,707 1,849 2,013 2,539 20 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 3.7 93.6 90.7 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 18 17 19 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,348
COMMITMENTS
0 7,215 3,558 55,165 47,953 58,723 58,726 6,625 6,622
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,810)
0 1,108 118 3,329 -280 3,447 946 -1,637 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 5.4 84.4 73.4 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,538
COMMITMENTS
0 6,107 3,440 51,836 48,233 55,276 57,780 8,262 5,758
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -1,067)
0 211 436 1,173 1,497 1,609 2,144 -2,676 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 5.4 81.6 75.9 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 18 23 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,826
COMMITMENTS
34,816 26,274 2,104 32,362 42,821 69,282 71,199 7,544 5,627
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,030)
1,108 3,062 744 3,816 1,090 5,668 4,896 362 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 34.2 2.7 42.1 55.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 17 18 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,796
COMMITMENTS
33,708 23,212 1,360 28,546 41,731 63,614 66,303 7,182 4,493
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -5,646)
-1,468 -902 628 -6,346 -6,019 -7,186 -6,293 1,540 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 32.8 1.9 40.3 58.9 89.9 93.7 10.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 16 17 18 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,040,586
COMMITMENTS
252,101 40,073 195,255 576,963 792,696 1024319 1028024 16,267 12,562
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 28,632)
15,666 -13,952 15,027 -649 26,742 30,044 27,817 -1,412 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.9 18.8 55.4 76.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 12 32 84 79 121 113
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,011,954
COMMITMENTS
236,435 54,025 180,228 577,612 765,954 994,275 1000207 17,679 11,747
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 55,602)
15,277 -7,770 23,376 18,501 41,260 57,154 56,866 -1,552 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 5.3 17.8 57.1 75.7 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
23 11 29 85 78 119 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,448
COMMITMENTS
38,486 53,539 34,484 86,121 70,093 159,091 158,116 1,357 2,332
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,273)
9,336 2,741 2,958 4,676 11,040 16,970 16,739 303 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 33.4 21.5 53.7 43.7 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 17 28 27 47 45
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,175
COMMITMENTS
29,150 50,798 31,526 81,445 59,053 142,121 141,377 1,054 1,798
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 6,588)
6,284 4,688 -1,863 2,176 3,561 6,597 6,386 -9 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 35.5 22.0 56.9 41.2 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 6 17 29 27 47 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,554
COMMITMENTS
15,204 6,061 13,847 36,079 45,401 65,130 65,308 424 246
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 3,110)
609 945 786 1,600 1,438 2,994 3,168 116 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 9.2 21.1 55.0 69.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 5 7 38 36 46 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 62,444
COMMITMENTS
14,596 5,116 13,061 34,479 43,963 62,136 62,140 308 304
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 1,935)
-2,082 1,355 357 3,764 281 2,039 1,993 -104 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.2 20.9 55.2 70.4 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 7 37 34 46 42
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 1,840
COMMITMENTS
480 740 140 1,120 860 1,740 1,740 100 100
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -570)
-580 -700 140 -210 -10 -650 -570 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 40.2 7.6 60.9 46.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 10 11 15 15
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 2,410
COMMITMENTS
1,060 1,440 0 1,330 870 2,390 2,310 20 100
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 59.8 0.0 55.2 36.1 99.2 95.9 0.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 5 0 9 8 12 13
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,661
COMMITMENTS
3,989 201 3,396 16,136 19,513 23,521 23,110 140 551
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,558)
-272 -646 1,910 -220 428 1,418 1,692 140 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.8 14.4 68.2 82.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 18 23 22
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 22,103
COMMITMENTS
4,261 847 1,486 16,356 19,085 22,103 21,418 0 685
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -719)
105 -932 386 -1,210 -305 -719 -851 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.8 6.7 74.0 86.3 100.0 96.9 0.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 19 23 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,000
COMMITMENTS
260 4,126 815 7,713 3,933 8,788 8,874 212 126
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 217)
86 -674 43 -80 722 49 91 168 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 45.8 9.1 85.7 43.7 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 13 12 18 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,783
COMMITMENTS
174 4,800 772 7,793 3,211 8,739 8,783 44 0
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -372)
-42 -252 -84 -246 -36 -372 -372 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 54.7 8.8 88.7 36.6 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 14 11 17 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,014
COMMITMENTS
1,058 1,277 546 7,259 6,933 8,863 8,756 151 258
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.2 6.1 80.5 76.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,840
COMMITMENTS
3,160 2,200 2,420 4,860 5,650 10,440 10,270 400 570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 800)
-80 -60 420 530 740 870 1,100 -70 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 20.3 22.3 44.8 52.1 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 5 16 18 21 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,040
COMMITMENTS
3,240 2,260 2,000 4,330 4,910 9,570 9,170 470 870
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -130)
100 -620 -20 -490 -40 -410 -680 280 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 22.5 19.9 43.1 48.9 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 5 13 17 18 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,730
COMMITMENTS
3,090 280 1,210 7,970 10,920 12,270 12,410 460 320
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 120)
-60 -320 80 0 660 20 420 100 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.2 9.5 62.6 85.8 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 19 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,610
COMMITMENTS
3,150 600 1,130 7,970 10,260 12,250 11,990 360 620
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 2,360)
1,480 300 -620 1,700 3,200 2,560 2,880 -200 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 4.8 9.0 63.2 81.4 97.1 95.1 2.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 19 16 22 21
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,282,889
COMMITMENTS
107,398 58,166 325,180 783,014 813,616 1215592 1196962 67,298 85,927
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 35,333)
5,474 -5,982 -3,342 35,446 43,104 37,578 33,780 -2,245 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.5 25.3 61.0 63.4 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
74 98 120 84 95 233 252
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,247,557
COMMITMENTS
101,924 64,148 328,522 747,568 770,512 1178014 1163182 69,543 84,375
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 28,007)
10,909 -11,593 13,420 -4,344 25,854 19,985 27,680 8,022 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.1 26.3 59.9 61.8 94.4 93.2 5.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
69 102 118 84 94 226 253
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,269
COMMITMENTS
8,001 5,196 364 2,041 6,886 10,406 12,446 2,863 823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 206)
-77 533 -1 135 -261 57 271 149 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 39.2 2.7 15.4 51.9 78.4 93.8 21.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 22 4 15 23 77 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,063
COMMITMENTS
8,078 4,663 365 1,906 7,147 10,349 12,175 2,714 888
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: -149)
30 223 26 -377 -151 -321 98 172 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 35.7 2.8 14.6 54.7 79.2 93.2 20.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 21 5 15 23 76 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,394
COMMITMENTS
6,470 795 99 949 7,384 7,518 8,278 1,876 1,116
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 553)
557 -8 -34 -97 675 426 633 127 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 8.5 1.1 10.1 78.6 80.0 88.1 20.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 7 2 7 18 33 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,841
COMMITMENTS
5,913 802 133 1,046 6,709 7,092 7,645 1,749 1,196
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 856)
1,387 -270 -213 -420 1,183 753 699 102 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 9.1 1.5 11.8 75.9 80.2 86.5 19.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 7 3 6 17 29 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,703
COMMITMENTS
29,221 7,313 26,845 100,423 128,521 156,489 162,678 23,214 17,025
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 13,351)
1,065 -1,308 474 5,468 11,655 7,007 10,822 6,344 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.1 14.9 55.9 71.5 87.1 90.5 12.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
46 23 36 69 80 131 125
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,352
COMMITMENTS
28,156 8,621 26,370 94,955 116,866 149,481 151,857 16,870 14,495
CHANGES FROM 05/31/05 (CHANGE IN OPEN INTEREST: 12,494)
4,473 -458 3,986 888 6,801 9,347 10,328 3,147 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 5.2 15.9 57.1 70.3 89.9 91.3 10.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 30 39 65 77 134 128
Updated June 24, 2005