WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,517
COMMITMENTS
49,716 50,975 38,611 153,324 142,192 241,651 231,778 28,866 38,739
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -17,463)
5,930 1,477 -14,394 -6,887 -1,247 -15,351 -14,164 -2,113 -3,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 18.8 14.3 56.7 52.6 89.3 85.7 10.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
70 97 68 41 53 161 173
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,980
COMMITMENTS
43,786 49,498 53,005 160,211 143,439 257,002 245,942 30,978 42,038
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 18,901)
6,038 -3,118 819 4,717 13,235 11,573 10,935 7,328 7,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.2 18.4 55.6 49.8 89.2 85.4 10.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
78 97 78 47 55 177 184
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 880,668
COMMITMENTS
114,537 63,650 179,439 439,774 414,709 733,750 657,798 146,918 222,870
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -75,601)
-4,683 -10,145 -35,683 -19,137 -23,639 -59,502 -69,466 -16,099 -6,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.2 20.4 49.9 47.1 83.3 74.7 16.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
147 93 161 223 237 453 435
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,269
COMMITMENTS
119,220 73,795 215,122 458,911 438,348 793,253 727,265 163,017 229,004
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 67,676)
21,595 -16,719 22,878 3,261 50,391 47,735 56,550 19,941 11,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.7 22.5 48.0 45.8 83.0 76.1 17.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
166 115 182 221 235 483 460
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,191
COMMITMENTS
2,780 508 665 2,189 5,687 5,635 6,860 2,556 1,331
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -902)
508 33 -352 -203 -96 -47 -415 -855 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 6.2 8.1 26.7 69.4 68.8 83.8 31.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 8 6 10 16 24 27
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,093
COMMITMENTS
2,272 475 1,018 2,393 5,783 5,682 7,276 3,411 1,818
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -427)
-166 -424 99 -93 452 -161 127 -267 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.2 11.2 26.3 63.6 62.5 80.0 37.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 5 13 15 25 25
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 420,665
COMMITMENTS
80,015 19,380 84,080 170,237 219,810 334,332 323,270 86,333 97,395
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -62,832)
-15,862 -6,032 -32,049 133 -12,930 -47,778 -51,010 -15,054 -11,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.6 20.0 40.5 52.3 79.5 76.8 20.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
125 78 139 116 139 322 296
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,497
COMMITMENTS
95,877 25,412 116,129 170,104 232,740 382,110 374,280 101,387 109,217
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 52,118)
4,357 6,258 18,589 16,610 26,752 39,556 51,598 12,562 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.3 24.0 35.2 48.1 79.0 77.4 21.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
156 88 157 118 141 358 323
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,816
COMMITMENTS
14,317 2,279 264 0 926 14,581 3,469 4,235 15,347
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -949)
-452 1,138 -324 0 24 -776 838 -173 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 12.1 1.4 0.0 4.9 77.5 18.4 22.5 81.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 6 0 3 13 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 184,765
COMMITMENTS
39,047 9,699 30,148 84,511 131,024 153,705 170,871 31,060 13,895
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -10,105)
-2,471 -1,093 -3,493 -2,173 -4,401 -8,137 -8,987 -1,968 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.2 16.3 45.7 70.9 83.2 92.5 16.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
59 17 37 51 49 129 97
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,870
COMMITMENTS
41,517 10,792 33,641 86,684 135,424 161,843 179,858 33,028 15,013
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,942)
13,874 -249 4,413 5,127 23,947 23,414 28,111 5,527 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.5 17.3 44.5 69.5 83.1 92.3 16.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
66 20 41 48 49 134 102
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,617
COMMITMENTS
132,817 89,538 131,507 444,642 436,191 708,965 657,236 147,652 199,381
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -35,727)
-3,843 -1,565 -22,666 -3,876 -8,604 -30,386 -32,835 -5,341 -2,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 10.5 15.4 51.9 50.9 82.8 76.7 17.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 38 38 70 84 125 139
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,344
COMMITMENTS
136,660 91,103 154,172 448,518 444,796 739,351 690,070 152,993 202,274
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -10,050)
6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339 693 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.2 17.3 50.3 49.8 82.9 77.3 17.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 40 45 71 84 135 142
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 163,842
COMMITMENTS
36,150 2,461 28,999 61,255 109,674 126,404 141,135 37,437 22,707
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -19,445)
-16,272 -4,511 -297 241 -15,864 -16,328 -20,673 -3,117 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.5 17.7 37.4 66.9 77.2 86.1 22.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
50 12 45 57 54 131 104
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,287
COMMITMENTS
52,422 6,973 29,296 61,014 125,539 142,733 161,807 40,554 21,479
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 14,391)
3,892 696 5,930 5,124 10,384 14,947 17,010 -556 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.8 16.0 33.3 68.5 77.9 88.3 22.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
54 27 42 55 61 138 114
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,671
COMMITMENTS
3,799 1,519 828 1,700 3,359 6,327 5,706 1,344 1,965
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -934)
-83 326 -623 -322 -615 -1,028 -912 94 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 19.8 10.8 22.2 43.8 82.5 74.4 17.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 14 8 8 12 28 30
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,606
COMMITMENTS
3,882 1,193 1,451 2,022 3,974 7,355 6,618 1,250 1,987
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -71)
-16 213 -246 305 -232 44 -265 -115 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 13.9 16.9 23.5 46.2 85.5 76.9 14.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 12 10 13 14 35 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 366,020
COMMITMENTS
94,915 88,770 438 214,497 171,283 309,850 260,491 56,170 105,529
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,682)
2,030 6,591 196 -5,886 273 -3,660 7,060 5,342 -5,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 24.3 0.1 58.6 46.8 84.7 71.2 15.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 19 3 47 41 64 60
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,338
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,828 110,907
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,988)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,798 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 22.6 0.1 60.5 46.9 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,571,252
COMMITMENTS
393,762 355,362 450,134 1489865 1342989 2333760 2148484 237,492 422,768
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -64,648)
-5,800 -39,403 -26,176 -32,595 -540 -64,571 -66,120 -77 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.8 17.5 57.9 52.2 90.8 83.6 9.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
61 69 71 105 138 195 249
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,900
COMMITMENTS
399,562 394,765 476,310 1522460 1343529 2398332 2214604 237,568 421,296
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -83,339)
-73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773 -44,947 -52,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 18.1 57.8 51.0 91.0 84.0 9.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
50 92 82 116 143 217 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,351,077
COMMITMENTS
187,608 178,121 145,027 835,891 743,216 1168527 1066365 182,550 284,712
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -53,041)
-12,003 -29,217 -35,184 -14,789 -5,904 -61,976 -70,305 8,935 17,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.2 10.7 61.9 55.0 86.5 78.9 13.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
33 44 43 69 84 126 147
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,118
COMMITMENTS
199,611 207,338 180,212 850,681 749,120 1230503 1136670 173,615 267,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -28,945)
-12,811 -2,339 -10,365 18,017 13,070 -5,159 367 -23,786 -29,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.8 12.8 60.6 53.4 87.6 81.0 12.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
37 46 47 78 88 139 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 641,274
COMMITMENTS
115,629 71,138 205,417 256,546 327,048 577,593 603,603 63,681 37,670
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,774)
14,402 9,411 8,118 6,970 16,072 29,490 33,601 7,284 3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 11.1 32.0 40.0 51.0 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
37 25 44 53 50 111 98
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 604,499
COMMITMENTS
101,227 61,727 197,299 249,576 310,976 548,102 570,002 56,397 34,497
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 27,413)
14,811 605 7,713 -3,103 17,465 19,422 25,783 7,991 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.2 32.6 41.3 51.4 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 22 42 51 50 105 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,943
COMMITMENTS
5,376 3,683 410 15,609 16,323 21,395 20,416 7,548 8,527
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -269)
-1,041 727 -76 461 -1,179 -655 -528 387 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 12.7 1.4 53.9 56.4 73.9 70.5 26.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 6 18 12 30 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,211
COMMITMENTS
6,417 2,956 486 15,147 17,502 22,050 20,944 7,161 8,268
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -24,204)
-6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092 -10,566 -3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 10.1 1.7 51.9 59.9 75.5 71.7 24.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 6 16 13 30 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,973
COMMITMENTS
11,108 19,667 2,993 15,377 8,050 29,478 30,710 11,495 10,262
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 738)
-2,242 -59 1,292 3,358 1,418 2,408 2,651 -1,670 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 48.0 7.3 37.5 19.6 71.9 75.0 28.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 17 16 10 11 42 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,235
COMMITMENTS
13,350 19,726 1,701 12,019 6,632 27,070 28,060 13,165 12,175
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -58,263)
185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413 -1,852 -17,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 49.0 4.2 29.9 16.5 67.3 69.7 32.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 24 14 13 9 41 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,154
COMMITMENTS
3,768 5,429 1,028 31,681 29,550 36,477 36,007 677 1,147
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 943)
700 -578 1 242 1,529 943 952 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.6 2.8 85.3 79.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 17 4 19 22 29 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,650
COMMITMENTS
1,098 1,913 3,333 17,051 13,182 21,481 18,428 5,169 8,223
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 659)
-578 146 -36 935 256 321 366 338 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.2 12.5 64.0 49.5 80.6 69.1 19.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 4 13 27 18 41 32
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,991
COMMITMENTS
1,675 1,767 3,369 16,116 12,926 21,161 18,062 4,831 7,929
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 863)
5 -6 243 632 333 880 570 -17 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 13.0 62.0 49.7 81.4 69.5 18.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 4 13 26 18 41 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 97,134
COMMITMENTS
9,937 26,529 21,762 50,164 21,510 81,863 69,801 15,271 27,333
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,988)
-556 1,156 3,798 595 149 3,837 5,103 150 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 27.3 22.4 51.6 22.1 84.3 71.9 15.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
28 67 50 29 28 96 116
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,147
COMMITMENTS
10,493 25,372 17,964 49,569 21,361 78,026 64,698 15,120 28,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,160)
-294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346 -2,856 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 27.2 19.3 53.2 22.9 83.8 69.5 16.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 59 45 27 27 89 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,534
COMMITMENTS
485 1,140 312 1,075 786 1,872 2,237 1,663 1,297
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -316)
-56 -209 -148 -59 27 -263 -331 -53 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 32.2 8.8 30.4 22.2 53.0 63.3 47.0 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 20 11 8 7 26 28
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,850
COMMITMENTS
541 1,349 460 1,134 759 2,135 2,568 1,715 1,283
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -329)
-101 -253 -161 -93 15 -356 -399 27 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 35.0 11.9 29.5 19.7 55.4 66.7 44.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 19 13 5 5 24 28
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 137,589
COMMITMENTS
28,519 29,786 16,654 76,260 61,144 121,433 107,584 16,155 30,004
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,696)
-2,206 2,960 -2,669 870 -2,691 -4,005 -2,399 -691 -2,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 21.6 12.1 55.4 44.4 88.3 78.2 11.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
44 69 49 68 88 137 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,285
COMMITMENTS
30,725 26,826 19,323 75,390 63,835 125,438 109,984 16,847 32,301
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,883)
5 8,074 -3,214 1,940 -4,268 -1,270 592 -613 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.9 13.6 53.0 44.9 88.2 77.3 11.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
48 58 48 65 86 138 177
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,082
COMMITMENTS
1,067 750 235 1,383 1,530 2,684 2,515 1,398 1,567
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 172)
-1 133 -69 308 -75 237 -11 -65 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 18.4 5.8 33.9 37.5 65.8 61.6 34.2 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 10 11 16 13 32 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,910
COMMITMENTS
1,068 617 304 1,075 1,605 2,447 2,526 1,463 1,384
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43)
-122 -38 44 -162 -181 -239 -174 196 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 15.8 7.8 27.5 41.0 62.6 64.6 37.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 8 10 17 15 31 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,211
COMMITMENTS
7,968 2,163 4,055 8,219 5,315 20,242 11,532 4,969 13,678
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 25)
995 -852 69 -488 881 577 99 -552 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 8.6 16.1 32.6 21.1 80.3 45.7 19.7 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
44 18 25 48 48 104 82
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,186
COMMITMENTS
6,973 3,014 3,986 8,706 4,433 19,665 11,433 5,521 13,752
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -242)
-1,383 693 413 730 -242 -240 864 -2 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 12.0 15.8 34.6 17.6 78.1 45.4 21.9 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 25 28 45 41 101 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 77,571
COMMITMENTS
21,941 19,183 1,151 21,900 39,372 44,992 59,705 32,580 17,866
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,234)
4,160 2,198 -87 -94 2,815 3,979 4,926 255 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 24.7 1.5 28.2 50.8 58.0 77.0 42.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 16 5 24 27 46 45
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,338
COMMITMENTS
17,781 16,984 1,237 21,994 36,558 41,012 54,779 32,325 18,559
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,955)
6,265 -11,524 -414 -5,515 19,325 337 7,387 4,619 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.2 1.7 30.0 49.8 55.9 74.7 44.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 15 5 23 26 43 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,702
COMMITMENTS
1,764 46,185 0 63,541 4,868 65,305 51,053 8,397 22,649
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,660)
185 2,219 0 2,014 206 2,199 2,425 -539 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 62.7 0.0 86.2 6.6 88.6 69.3 11.4 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 26 0 10 4 12 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,042
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,936 23,414
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,042)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,761 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 61.0 0.0 85.4 6.5 87.6 67.5 12.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,352
COMMITMENTS
77,729 3,965 503 14,530 90,697 92,762 95,165 8,590 6,187
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,210)
-6,417 -1,000 495 2,628 -2,689 -3,294 -3,194 84 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 3.9 0.5 14.3 89.5 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
64 5 2 15 17 80 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,562
COMMITMENTS
84,146 4,965 8 11,902 93,386 96,056 98,359 8,506 6,203
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,938)
1,750 601 -116 1,345 1,346 2,979 1,831 -1,042 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 4.7 0.0 11.4 89.3 91.9 94.1 8.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
66 6 2 13 16 80 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,659
COMMITMENTS
8,914 28,852 1,176 41,249 20,303 51,339 50,332 18,320 19,327
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,906)
-4,977 1,904 31 7,152 -884 2,206 1,051 -300 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 41.4 1.7 59.2 29.1 73.7 72.3 26.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 19 4 17 16 30 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,753
COMMITMENTS
13,891 26,948 1,145 34,097 21,188 49,133 49,281 18,620 18,472
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,639)
-259 -4,320 -306 -2,612 2,092 -3,176 -2,534 -463 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 39.8 1.7 50.3 31.3 72.5 72.7 27.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 19 4 16 17 30 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 173,076
COMMITMENTS
8,119 62,707 5,684 133,448 71,095 147,251 139,486 25,825 33,591
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,667)
-484 13,581 301 8,614 -9,068 8,431 4,814 236 3,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 36.2 3.3 77.1 41.1 85.1 80.6 14.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 32 8 29 26 47 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 164,409
COMMITMENTS
8,603 49,126 5,382 124,834 80,162 138,820 134,671 25,589 29,738
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,358)
2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944 1,465 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 29.9 3.3 75.9 48.8 84.4 81.9 15.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 30 9 28 22 48 56
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,334
COMMITMENTS
31,915 43,315 19,711 71,677 58,482 123,303 121,507 52,031 53,827
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -755)
5,739 -700 1,274 -5,908 2,635 1,106 3,209 -1,861 -3,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 24.7 11.2 40.9 33.4 70.3 69.3 29.7 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
42 37 31 30 29 84 85
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 176,090
COMMITMENTS
26,175 44,015 18,437 77,585 55,847 122,197 118,298 53,892 57,791
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,585)
-448 -217 416 4,810 2,593 4,778 2,792 -2,193 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.0 10.5 44.1 31.7 69.4 67.2 30.6 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 39 30 27 30 77 84
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 76,427
COMMITMENTS
25,322 921 245 44,521 66,742 70,088 67,908 6,339 8,519
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 1.2 0.3 58.3 87.3 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 8 15 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,552,427
COMMITMENTS
728,408 562,730 3209217 6601319 6179276 10538943 9951223 1013484 1601203
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 325,189)
109,162 -47,895 118,518 87,143 291,213 314,823 361,836 10,366 -36,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.9 27.8 57.1 53.5 91.2 86.1 8.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
66 53 101 135 138 248 247
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,227,238
COMMITMENTS
619,246 610,625 3090699 6514175 5888063 10224121 9589388 1003117 1637850
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 90,393)
16,273 -3,853 77,292 30,358 -8,929 123,922 64,510 -33,530 25,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 27.5 58.0 52.4 91.1 85.4 8.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
55 64 105 131 133 247 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 712,278
COMMITMENTS
49,136 47,081 31,509 490,976 525,055 571,621 603,645 140,657 108,633
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 6,651)
-5,373 2,293 -227 10,301 8,242 4,701 10,308 1,949 -3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.6 4.4 68.9 73.7 80.3 84.7 19.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 35 45 91 65 153 118
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,627
COMMITMENTS
54,508 44,788 31,736 480,675 516,813 566,919 593,337 138,708 112,290
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -136,513)
-3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177 -25,104 -28,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.3 4.5 68.1 73.2 80.3 84.1 19.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 35 48 90 62 158 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 860,147
COMMITMENTS
133,582 167,515 17,625 448,883 579,526 600,090 764,666 260,057 95,481
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,668)
42,887 -19,760 -180 -3,578 69,328 39,129 49,389 -2,461 -12,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.5 2.0 52.2 67.4 69.8 88.9 30.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
43 46 25 61 57 119 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 823,479
COMMITMENTS
90,696 187,275 17,804 452,461 510,197 560,961 715,277 262,518 108,202
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -421,612)
-112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244 -103,836 -18,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 22.7 2.2 54.9 62.0 68.1 86.9 31.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 51 27 61 57 114 118
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,205
COMMITMENTS
960 224 0 6,510 10,949 7,470 11,173 4,735 1,032
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 434)
235 19 0 183 405 418 424 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.8 0.0 53.3 89.7 61.2 91.5 38.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,118
COMMITMENTS
7,006 1,392 292 17,150 22,368 24,448 24,052 3,670 4,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,529)
943 -913 64 2,957 3,342 3,964 2,493 -435 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.0 1.0 61.0 79.6 86.9 85.5 13.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 1 17 18 22 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,602
COMMITMENTS
6,784 8,209 0 25,774 32,782 32,558 40,992 17,044 8,611
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,702)
-1,572 795 -80 4,018 3,507 2,366 4,223 2,337 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.6 0.0 52.0 66.1 65.6 82.6 34.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 17 0 33 26 44 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,900
COMMITMENTS
8,356 7,414 80 21,757 29,275 30,193 36,769 14,707 8,132
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,906)
-613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351 -6,437 -17,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.5 0.2 48.5 65.2 67.2 81.9 32.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 16 1 31 25 45 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,027
COMMITMENTS
72,323 87,525 1,339 118,009 75,579 191,671 164,443 30,356 57,584
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,298)
9,012 8,711 116 18,200 10,467 27,329 19,295 7,969 16,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 39.4 0.6 53.2 34.0 86.3 74.1 13.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 56 10 43 31 107 92
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,729
COMMITMENTS
63,311 78,813 1,223 99,808 65,112 164,342 145,148 22,388 41,581
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,924)
-22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916 -81,805 -17,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 42.2 0.7 53.5 34.9 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 8 40 32 98 89
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 71,356
COMMITMENTS
24,447 1,439 229 24,888 62,232 49,563 63,900 21,793 7,456
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -14,747)
-12,158 -1,516 5 997 -12,381 -11,157 -13,892 -3,590 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 2.0 0.3 34.9 87.2 69.5 89.6 30.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 3 1 15 20 32 23
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,103
COMMITMENTS
36,605 2,955 224 23,891 74,613 60,720 77,792 25,383 8,311
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 24,449)
16,759 -1,528 -614 1,979 28,729 18,124 26,587 6,325 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 3.4 0.3 27.7 86.7 70.5 90.3 29.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 3 1 13 22 31 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,987
COMMITMENTS
765 3,519 0 23,145 18,343 23,910 21,862 5,076 7,125
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 143)
277 221 0 -34 -409 243 -188 -100 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 12.1 0.0 79.8 63.3 82.5 75.4 17.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 29 22 32 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,844
COMMITMENTS
488 3,298 0 23,179 18,752 23,667 22,050 5,176 6,793
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,683)
-67 -11,140 -886 -12,275 -6,779 -13,228 -18,805 -3,455 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.4 0.0 80.4 65.0 82.1 76.4 17.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 23 31 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 234,860
COMMITMENTS
16,745 45,197 874 202,225 176,820 219,845 222,892 15,016 11,969
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 17,430)
-269 -7,233 -74 17,043 23,787 16,700 16,481 730 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 19.2 0.4 86.1 75.3 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
21 39 6 36 46 60 88
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,430
COMMITMENTS
17,014 52,430 948 185,182 153,033 203,145 206,411 14,285 11,020
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -90,006)
-31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466 -13,615 -25,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 24.1 0.4 85.2 70.4 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 39 9 32 42 56 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,337
COMMITMENTS
10,625 5,825 509 10,286 19,030 21,420 25,364 10,917 6,973
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 796)
174 5 67 484 2,161 725 2,233 71 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 18.0 1.6 31.8 58.8 66.2 78.4 33.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 14 4 14 18 39 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,541
COMMITMENTS
10,451 5,820 442 9,802 16,869 20,695 23,131 10,846 8,410
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 18.5 1.4 31.1 53.5 65.6 73.3 34.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 4 13 17 37 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,524
COMMITMENTS
1,265 2,892 693 13,752 22,242 15,710 25,827 13,814 3,697
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -489)
0 -50 -100 867 -450 767 -600 -1,256 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.8 2.3 46.6 75.3 53.2 87.5 46.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 140,647
COMMITMENTS
54,258 6,624 19,166 29,691 101,057 103,115 126,847 37,532 13,800
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -13,044)
-3,328 951 -9,392 -2 -3,899 -12,723 -12,340 -321 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 4.7 13.6 21.1 71.9 73.3 90.2 26.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
84 36 50 25 41 133 106
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 153,691
COMMITMENTS
57,587 5,673 28,558 29,693 104,956 115,838 139,187 37,853 14,504
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,788)
-2,231 43 1,392 515 -475 -325 959 2,112 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 3.7 18.6 19.3 68.3 75.4 90.6 24.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
101 34 58 25 42 145 116
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 117,266
COMMITMENTS
42,079 20,634 19,351 39,347 63,026 100,777 103,010 16,489 14,256
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -1,780)
-1,217 1,872 -1,506 1,265 -1,781 -1,458 -1,415 -322 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 17.6 16.5 33.6 53.7 85.9 87.8 14.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
63 61 45 44 41 137 125
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,046
COMMITMENTS
43,296 18,761 20,857 38,082 64,807 102,235 104,425 16,811 14,621
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,435)
5,987 3,719 3,857 -3,363 1,033 6,482 8,610 1,953 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 15.8 17.5 32.0 54.4 85.9 87.7 14.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
76 51 52 41 43 143 128
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 373,380
COMMITMENTS
185,159 44,627 58,289 69,972 248,529 313,420 351,445 59,961 21,935
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 7,655)
15,962 -9,456 -1,774 -3,918 21,234 10,270 10,004 -2,616 -2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 12.0 15.6 18.7 66.6 83.9 94.1 16.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
144 66 58 38 53 218 145
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 365,726
COMMITMENTS
169,197 54,084 60,063 73,890 227,295 303,149 341,441 62,576 24,285
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 55,028)
45,482 -10,743 11,408 -8,544 52,221 48,347 52,886 6,681 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 14.8 16.4 20.2 62.1 82.9 93.4 17.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
152 67 73 42 51 228 161
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,210
COMMITMENTS
6,123 2,017 856 2,236 8,636 9,215 11,509 2,995 701
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 701)
-134 273 70 396 106 332 449 369 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 16.5 7.0 18.3 70.7 75.5 94.3 24.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 2 10 4 6 34 17
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,509
COMMITMENTS
6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643)
-273 166 212 -563 -1,620 -624 -1,242 -1,019 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 2 10 5 6 36 17
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 81,958
COMMITMENTS
19,248 6,862 6,808 40,465 47,420 66,522 61,090 15,436 20,868
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -6,152)
1,015 -1,982 -1,099 -2,765 -957 -2,849 -4,038 -3,303 -2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 8.4 8.3 49.4 57.9 81.2 74.5 18.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 16 21 57 48 105 77
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 88,110
COMMITMENTS
18,233 8,844 7,907 43,231 48,377 69,371 65,128 18,739 22,982
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,100)
3,436 -1,777 -793 -2,674 253 -31 -2,317 -4,069 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.0 9.0 49.1 54.9 78.7 73.9 21.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
38 16 21 56 53 100 86
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,109
COMMITMENTS
1,787 1,148 768 19,480 17,812 22,035 19,728 6,074 8,381
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,546)
222 -819 -10 -805 -349 -593 -1,178 -3,953 -3,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.1 2.7 69.3 63.4 78.4 70.2 21.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 3 3 19 20 26 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,655
COMMITMENTS
1,565 1,967 778 20,285 18,161 22,628 20,906 10,027 11,750
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,723)
-547 -1,244 -22 955 3,011 386 1,745 1,337 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.0 2.4 62.1 55.6 69.3 64.0 30.7 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 3 18 18 24 26
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 125,209
COMMITMENTS
17,444 17,915 24,640 67,747 72,370 109,831 114,925 15,378 10,284
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,490)
-222 -9,614 1,451 -3,009 6,564 -1,780 -1,599 -1,710 -1,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.3 19.7 54.1 57.8 87.7 91.8 12.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
66 50 43 70 57 156 132
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,699
COMMITMENTS
17,666 27,528 23,189 70,756 65,806 111,611 116,524 17,088 12,175
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,847)
-565 3,186 -41 1,682 -91 1,076 3,054 771 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.4 18.0 55.0 51.1 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
63 61 46 72 58 158 144
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,225
COMMITMENTS
14,484 3,296 8,561 14,095 28,776 37,140 40,633 6,086 2,593
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,782)
1,768 -471 479 1,774 3,532 4,020 3,539 -239 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 7.6 19.8 32.6 66.6 85.9 94.0 14.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
64 19 22 20 21 93 53
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,444
COMMITMENTS
12,716 3,766 8,082 12,321 25,244 33,119 37,093 6,325 2,351
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,417)
1,863 89 -1,987 -2,941 -502 -3,065 -2,401 649 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.5 20.5 31.2 64.0 84.0 94.0 16.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
51 24 20 19 19 84 49
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,215
COMMITMENTS
21,140 13,385 12,895 89,398 103,129 123,433 129,410 9,781 3,805
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,914)
-20 -4,409 -885 -1,706 3,629 -2,611 -1,665 -303 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 10.0 9.7 67.1 77.4 92.7 97.1 7.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
58 38 35 49 38 125 96
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,129
COMMITMENTS
21,160 17,795 13,780 91,103 99,500 126,044 131,075 10,084 5,054
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -14,020)
-3,064 -5,358 -1,112 -7,178 -6,346 -11,354 -12,815 -2,667 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.1 10.1 66.9 73.1 92.6 96.3 7.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
55 42 37 49 38 124 103
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 493,037
COMMITMENTS
113,111 47,342 67,243 231,790 327,590 412,144 442,176 80,893 50,861
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 27,507)
27,263 3,967 5,228 -13,344 10,395 19,147 19,590 8,360 7,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 13.6 47.0 66.4 83.6 89.7 16.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
65 34 40 61 53 147 107
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 465,530
COMMITMENTS
85,848 43,375 62,015 245,133 317,195 392,997 422,586 72,533 42,945
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 25,700)
7,448 -6,935 230 17,302 33,284 24,980 26,578 720 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.3 13.3 52.7 68.1 84.4 90.8 15.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
50 33 38 59 52 128 104
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,891
COMMITMENTS
24,344 13,681 27,670 56,020 69,550 108,035 110,901 10,856 7,990
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,713)
766 907 2,347 209 949 3,322 4,203 392 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.5 23.3 47.1 58.5 90.9 93.3 9.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
126 74 106 102 97 277 233
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,177
COMMITMENTS
23,578 12,774 25,323 55,812 68,601 104,713 106,698 10,464 8,479
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,807)
-622 2,503 387 -5,281 -9,364 -5,515 -6,474 1,708 2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.1 22.0 48.5 59.6 90.9 92.6 9.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
114 72 101 96 92 263 221
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,021
COMMITMENTS
21,581 2,302 2,645 4,192 25,065 28,418 30,012 3,604 2,010
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,163)
2,655 432 -148 60 2,056 2,567 2,340 -403 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 7.2 8.3 13.1 78.3 88.7 93.7 11.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
34 8 12 9 7 50 21
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,858
COMMITMENTS
18,926 1,870 2,793 4,132 23,009 25,851 27,672 4,007 2,186
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 525)
-543 -766 307 752 804 517 345 9 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 6.3 9.4 13.8 77.1 86.6 92.7 13.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
32 4 7 9 6 43 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 227,007
COMMITMENTS
31,063 24,800 46,769 103,422 120,325 181,255 191,894 45,752 35,112
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,984)
-13 -555 -2,877 3,302 5,426 411 1,993 2,573 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 10.9 20.6 45.6 53.0 79.8 84.5 20.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
33 30 31 57 62 110 104
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,022
COMMITMENTS
31,076 25,355 49,647 100,121 114,900 180,844 189,901 43,178 34,121
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,122)
-1,661 -751 2,185 2,894 3,062 3,418 4,496 -297 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.3 22.2 44.7 51.3 80.7 84.8 19.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 28 31 58 63 109 105
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 753,128
COMMITMENTS
35,340 66,520 300,604 337,391 350,032 673,334 717,155 79,794 35,972
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -59,395)
-1,825 -6,628 -31,291 -23,737 -22,268 -56,853 -60,186 -2,543 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.8 39.9 44.8 46.5 89.4 95.2 10.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
57 47 71 93 85 189 166
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 812,523
COMMITMENTS
37,165 73,147 331,894 361,128 372,300 730,187 777,342 82,336 35,182
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 40,284)
10,131 10,738 17,543 16,873 17,456 44,547 45,738 -4,263 -5,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.0 40.8 44.4 45.8 89.9 95.7 10.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 55 78 92 87 194 177
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,864
COMMITMENTS
11,424 1,731 1,408 24,630 27,314 37,462 30,453 3,402 10,411
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,924)
-316 186 350 1,349 1,796 1,383 2,332 541 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 4.2 3.4 60.3 66.8 91.7 74.5 8.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 14 19 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,940
COMMITMENTS
11,740 1,545 1,058 23,281 25,518 36,079 28,121 2,861 10,819
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,884)
-327 -248 546 5,701 3,118 5,920 3,416 -1,036 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 4.0 2.7 59.8 65.5 92.7 72.2 7.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 15 19 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,642
COMMITMENTS
786 16,549 27,625 93,603 82,092 122,014 126,266 10,628 6,376
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,163)
-162 -772 3,188 1,310 1,022 4,336 3,438 -1,173 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 12.5 20.8 70.6 61.9 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 4 24 25 29 29
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,479
COMMITMENTS
948 17,321 24,437 92,293 81,070 117,678 122,828 11,801 6,651
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 5,483)
-3,622 1,297 5,445 2,128 -328 3,951 6,414 1,532 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.4 18.9 71.3 62.6 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 24 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,724
COMMITMENTS
18,015 9,666 4,544 41,761 43,326 64,320 57,536 3,404 10,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 13,318)
5,524 2,224 3,940 3,970 6,664 13,434 12,828 -116 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 14.3 6.7 61.7 64.0 95.0 85.0 5.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 13 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,406
COMMITMENTS
12,491 7,442 604 37,791 36,662 50,886 44,708 3,520 9,698
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,644)
1,460 604 -244 674 1,460 1,890 1,820 -246 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.7 1.1 69.5 67.4 93.5 82.2 6.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 14 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,494
COMMITMENTS
0 8,201 6,001 50,046 42,480 56,047 56,682 4,447 3,812
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -177)
0 -1,020 124 -368 683 -244 -213 67 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.6 9.9 82.7 70.2 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 16 21 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,671
COMMITMENTS
0 9,221 5,877 50,414 41,797 56,291 56,895 4,380 3,776
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,156)
0 224 0 -420 -462 -420 -238 -736 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 9.7 83.1 68.9 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 15 21 18
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,272
COMMITMENTS
2,492 15,668 8,036 46,649 34,091 57,177 57,795 5,095 4,477
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,750)
418 833 777 1,075 2,997 2,270 4,607 480 -1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 25.2 12.9 74.9 54.7 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 6 22 19 28 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,522
COMMITMENTS
2,074 14,835 7,259 45,574 31,094 54,907 53,188 4,615 6,334
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -881)
-2,220 1,226 1,075 1,424 -3,608 279 -1,307 -1,160 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 24.9 12.2 76.6 52.2 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 22 18 27 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,293
COMMITMENTS
3,505 0 625 36,917 39,480 41,047 40,105 1,246 2,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -74)
-1,288 0 192 712 -564 -384 -372 310 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 1.5 87.3 93.3 97.1 94.8 2.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 19 20 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,367
COMMITMENTS
4,793 0 433 36,205 40,044 41,431 40,477 936 1,890
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,337)
3,476 0 -434 -1,581 2,073 1,461 1,639 -124 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 1.0 85.5 94.5 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 19 19 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,336
COMMITMENTS
0 6,968 4,625 53,645 49,164 58,270 60,757 8,066 5,579
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,651)
0 2,066 479 85 -66 564 2,479 1,087 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.5 7.0 80.9 74.1 87.8 91.6 12.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 19 25 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,685
COMMITMENTS
0 4,902 4,146 53,560 49,230 57,706 58,278 6,979 6,407
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -663)
0 -2,313 588 -1,605 1,277 -1,017 -448 354 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 6.4 82.8 76.1 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,790
COMMITMENTS
42,044 35,172 3,322 40,254 47,633 85,620 86,127 5,170 4,663
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 5,738)
2,722 2,856 1,218 2,774 1,890 6,714 5,964 -976 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 38.7 3.7 44.3 52.5 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 21 23 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,052
COMMITMENTS
39,322 32,316 2,104 37,480 45,743 78,906 80,163 6,146 4,889
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,226)
4,506 6,042 0 5,118 2,922 9,624 8,964 -1,398 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 38.0 2.5 44.1 53.8 92.8 94.3 7.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 19 21 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,734
COMMITMENTS
2,410 2,570 2,853 26,888 23,665 32,151 29,088 5,583 8,646
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,761)
5 -248 23 2,651 2,705 2,679 2,480 82 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 7.6 71.3 62.7 85.2 77.1 14.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 17 19 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,973
COMMITMENTS
2,405 2,818 2,830 24,237 20,960 29,472 26,608 5,501 8,365
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.1 8.1 69.3 59.9 84.3 76.1 15.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,747
COMMITMENTS
3,038 0 0 38,058 41,096 41,096 41,096 651 651
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 91.2 98.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 12 17 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,262
COMMITMENTS
3,038 0 0 25,728 27,817 28,766 27,817 496 1,445
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.0 87.9 95.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 12 17 15 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,116,556
COMMITMENTS
259,188 46,160 210,096 620,493 836,857 1089777 1093113 26,779 23,443
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 47,717)
-9,164 2,852 16,008 33,925 15,220 40,769 34,080 6,948 13,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 4.1 18.8 55.6 74.9 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 11 32 98 86 138 120
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,068,839
COMMITMENTS
268,352 43,308 194,088 586,568 821,637 1049008 1059033 19,831 9,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,253)
16,251 3,235 -1,167 9,605 28,941 24,689 31,009 3,564 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.1 18.2 54.9 76.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 12 32 86 82 126 117
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,300
COMMITMENTS
33,161 42,262 45,092 85,739 75,943 163,992 163,297 1,308 2,003
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -17,089)
-2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311 714 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 25.6 27.3 51.9 45.9 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 8 16 26 25 44 43
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,389
COMMITMENTS
35,722 54,510 46,814 99,259 79,284 181,795 180,608 594 1,781
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,941)
-2,764 971 12,330 13,138 9,191 22,704 22,492 -763 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 29.9 25.7 54.4 43.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 6 17 29 28 48 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,182
COMMITMENTS
18,788 6,612 17,261 37,554 49,898 73,602 73,770 580 412
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,658)
1,351 -637 766 -688 1,381 1,430 1,510 228 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 8.9 23.3 50.6 67.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 7 37 35 46 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,524
COMMITMENTS
17,437 7,249 16,494 38,241 48,517 72,172 72,260 352 264
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,970)
2,232 1,188 2,648 2,162 3,116 7,042 6,952 -72 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.0 22.7 52.7 66.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 6 38 36 47 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,580
COMMITMENTS
3,277 327 4,368 17,935 20,376 25,580 25,071 0 509
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,222)
-162 0 -6 1,390 1,228 1,222 1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 1.3 17.1 70.1 79.7 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 20 24 25 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,358
COMMITMENTS
3,439 327 4,374 16,545 19,148 24,358 23,849 0 509
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 697)
-550 126 978 409 -365 837 739 -140 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.3 18.0 67.9 78.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 19 22 24 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,636
COMMITMENTS
230 2,410 2,745 6,661 4,227 9,636 9,382 0 254
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 258)
56 -1,372 1,586 -1,220 -46 422 168 -164 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 25.0 28.5 69.1 43.9 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 15 19 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,378
COMMITMENTS
174 3,782 1,159 7,881 4,273 9,214 9,214 164 164
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 378)
-86 -344 344 168 340 426 340 -48 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 40.3 12.4 84.0 45.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 14 13 18 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,388
COMMITMENTS
1,394 2,461 632 8,533 7,611 10,559 10,704 829 684
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,202)
680 1,270 -172 1,016 678 1,524 1,776 678 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 21.6 5.5 74.9 66.8 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 9 15 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,186
COMMITMENTS
714 1,191 804 7,517 6,933 9,035 8,928 151 258
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 172)
-344 -86 258 258 0 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.0 8.8 81.8 75.5 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 9 16 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,350
COMMITMENTS
2,720 2,180 3,420 6,230 6,980 12,370 12,580 980 770
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,360)
-140 320 440 300 450 600 1,210 760 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 16.3 25.6 46.7 52.3 92.7 94.2 7.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 5 16 18 21 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,990
COMMITMENTS
2,860 1,860 2,980 5,930 6,530 11,770 11,370 220 620
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,150)
-300 -340 560 1,070 880 1,330 1,100 -180 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 15.5 24.9 49.5 54.5 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 5 16 17 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,610
COMMITMENTS
5,330 360 1,250 7,590 12,340 14,170 13,950 440 660
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 380)
620 0 -320 20 700 320 380 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 2.5 8.6 52.0 84.5 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 19 20 22 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,230
COMMITMENTS
4,710 360 1,570 7,570 11,640 13,850 13,570 380 660
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,500)
1,620 80 360 -400 720 1,580 1,160 -80 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 2.5 11.0 53.2 81.8 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 18 18 21 23
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,268,977
COMMITMENTS
125,562 68,140 328,609 738,883 783,440 1193054 1180188 75,924 88,789
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,894)
5,749 2,622 26,052 -7,259 682 24,542 29,356 11,352 6,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.4 25.9 58.2 61.7 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
79 102 119 79 88 231 250
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,233,084
COMMITMENTS
119,813 65,518 302,556 746,143 782,757 1168512 1150832 64,572 82,252
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -49,806)
12,415 7,352 -22,623 -36,871 -30,859 -47,080 -46,130 -2,726 -3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.3 24.5 60.5 63.5 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
73 94 104 84 96 220 241
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,067
COMMITMENTS
8,153 5,257 415 2,716 7,580 11,284 13,252 2,783 815
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 294)
53 145 3 173 -92 229 56 65 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 37.4 3.0 19.3 53.9 80.2 94.2 19.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
60 22 6 11 25 75 51
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,773
COMMITMENTS
8,100 5,112 412 2,543 7,672 11,055 13,196 2,718 577
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 504)
99 -84 48 502 786 649 750 -145 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 37.1 3.0 18.5 55.7 80.3 95.8 19.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
58 20 5 14 24 76 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,360
COMMITMENTS
8,184 742 464 500 8,829 9,148 10,036 2,212 1,324
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -324)
388 -58 449 -222 277 615 669 -939 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 6.5 4.1 4.4 77.7 80.5 88.3 19.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
31 9 5 6 19 41 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,684
COMMITMENTS
7,796 800 15 722 8,552 8,533 9,367 3,151 2,317
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,290)
1,326 5 -84 -227 1,168 1,015 1,089 1,275 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 6.8 0.1 6.2 73.2 73.0 80.2 27.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 6 2 5 18 33 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,767
COMMITMENTS
36,561 7,888 21,613 95,906 132,496 154,081 161,997 22,686 14,770
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -9,073)
-639 604 -6,440 -3,981 -2,546 -11,060 -8,382 1,987 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.5 12.2 54.3 75.0 87.2 91.6 12.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
49 25 31 65 74 129 115
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,840
COMMITMENTS
37,200 7,284 28,053 99,887 135,042 165,141 170,379 20,699 15,462
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,137)
7,980 -29 1,209 -536 6,521 8,652 7,701 -2,515 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.9 15.1 53.7 72.7 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
53 23 34 75 77 144 119
Updated July 8, 2005