WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,782
COMMITMENTS
50,777 52,659 38,468 158,237 147,395 247,482 238,523 26,300 35,260
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,266)
1,061 1,685 -143 4,913 5,203 5,831 6,745 -2,565 -3,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.2 14.1 57.8 53.8 90.4 87.1 9.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
78 93 65 46 61 166 180
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 876,277
COMMITMENTS
108,046 73,368 187,394 433,644 399,632 729,083 660,394 147,194 215,883
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,391)
-6,491 9,717 7,955 -6,130 -15,077 -4,667 2,595 276 -6,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.4 21.4 49.5 45.6 83.2 75.4 16.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
139 102 165 205 229 435 430
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,515
COMMITMENTS
2,957 73 699 2,259 6,352 5,916 7,124 2,600 1,391
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 324)
177 -435 34 69 665 281 264 43 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 0.9 8.2 26.5 74.6 69.5 83.7 30.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 4 6 10 17 25 25
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,146
COMMITMENTS
73,518 23,681 84,536 160,819 209,065 318,873 317,282 90,273 91,864
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -11,519)
-6,498 4,301 456 -9,418 -10,745 -15,459 -5,988 3,941 -5,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 5.8 20.7 39.3 51.1 77.9 77.5 22.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
135 78 140 112 139 321 301
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,110
COMMITMENTS
12,495 3,195 139 0 916 12,634 4,250 4,476 12,860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,706)
-1,822 916 -125 0 -10 -1,947 781 241 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 18.7 0.8 0.0 5.4 73.8 24.8 26.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 11 16
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 180,856
COMMITMENTS
38,467 11,032 31,114 81,642 126,677 151,223 168,823 29,633 12,032
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,909)
-580 1,333 967 -2,869 -4,346 -2,482 -2,047 -1,428 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.1 17.2 45.1 70.0 83.6 93.3 16.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
55 22 36 48 50 127 99
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 826,294
COMMITMENTS
108,864 94,259 132,739 434,558 407,050 676,162 634,048 150,132 192,246
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -30,323)
-23,952 4,721 1,232 -10,084 -29,142 -32,803 -23,188 2,480 -7,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.4 16.1 52.6 49.3 81.8 76.7 18.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
28 41 36 70 82 122 135
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 144,417
COMMITMENTS
28,204 2,117 24,296 56,514 100,199 109,014 126,612 35,403 17,805
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -19,424)
-7,946 -344 -4,703 -4,741 -9,475 -17,390 -14,523 -2,034 -4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 1.5 16.8 39.1 69.4 75.5 87.7 24.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
44 17 34 55 52 121 93
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,953
COMMITMENTS
3,478 1,507 878 1,259 2,701 5,615 5,085 1,338 1,868
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -718)
-321 -12 49 -441 -659 -713 -621 -6 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 21.7 12.6 18.1 38.8 80.8 73.1 19.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 9 9 11 13 33 31
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 353,566
COMMITMENTS
97,211 95,846 241 210,256 153,765 307,708 249,852 45,858 103,714
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -12,454)
2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -10,312 -1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 27.1 0.1 59.5 43.5 87.0 70.7 13.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 22 2 44 39 62 61
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,469,183
COMMITMENTS
446,270 347,681 402,067 1363903 1289121 2212239 2038868 256,944 430,314
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -102,069)
52,508 -7,681 -48,067 -125,962 -53,867 -121,521 -109,616 19,452 7,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.1 16.3 55.2 52.2 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
54 73 66 104 134 190 241
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,417,228
COMMITMENTS
178,128 183,741 167,463 907,396 772,834 1252987 1124038 164,241 293,190
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 66,151)
-9,481 5,619 22,435 71,505 29,618 84,459 57,673 -18,309 8,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 13.0 11.8 64.0 54.5 88.4 79.3 11.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
35 44 43 71 88 130 151
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 530,203
COMMITMENTS
91,886 72,815 160,336 218,797 262,651 471,019 495,802 59,184 34,401
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -111,071)
-23,743 1,677 -45,081 -37,749 -64,398 -106,574 -107,802 -4,497 -3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.7 30.2 41.3 49.5 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 24 38 54 51 103 95
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,395
COMMITMENTS
5,928 5,117 447 15,852 16,088 22,227 21,653 7,168 7,743
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 453)
552 1,434 37 243 -234 832 1,237 -379 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 17.4 1.5 53.9 54.7 75.6 73.7 24.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 11 7 19 12 35 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,892
COMMITMENTS
12,542 24,838 2,775 23,286 11,176 38,603 38,789 11,289 11,103
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,919)
1,434 5,171 -218 7,909 3,126 9,125 8,079 -206 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 49.8 5.6 46.7 22.4 77.4 77.7 22.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 21 17 13 15 48 48
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,619
COMMITMENTS
3,956 5,708 1,028 32,194 30,025 37,178 36,761 441 858
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 465)
188 279 0 513 475 701 754 -236 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.2 2.7 85.6 79.8 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 18 4 18 23 28 42
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,895
COMMITMENTS
1,005 1,573 2,383 14,970 11,400 18,358 15,355 4,537 7,540
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,755)
-92 -340 -950 -2,081 -1,782 -3,123 -3,072 -632 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.9 10.4 65.4 49.8 80.2 67.1 19.8 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 3 10 24 17 35 28
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,431
COMMITMENTS
11,620 25,646 24,403 49,590 22,371 85,614 72,420 15,817 29,010
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,296)
1,683 -882 2,641 -574 861 3,751 2,619 546 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.3 24.1 48.9 22.1 84.4 71.4 15.6 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 66 49 26 28 96 114
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,062
COMMITMENTS
537 896 341 782 638 1,660 1,875 1,402 1,187
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -472)
52 -244 29 -293 -148 -211 -362 -261 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 29.3 11.1 25.5 20.8 54.2 61.2 45.8 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 18 13 7 3 28 24
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,667
COMMITMENTS
29,500 31,444 17,148 73,186 59,782 119,834 108,374 16,834 28,293
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -922)
981 1,658 493 -3,074 -1,361 -1,600 790 678 -1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 23.0 12.5 53.6 43.7 87.7 79.3 12.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
49 60 49 64 91 135 186
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,583
COMMITMENTS
840 800 182 1,225 1,455 2,248 2,438 1,335 1,145
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -499)
-227 50 -53 -157 -74 -437 -77 -63 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.3 5.1 34.2 40.6 62.7 68.0 37.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 12 6 15 14 26 30
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,646
COMMITMENTS
8,944 2,222 4,242 8,357 6,007 21,543 12,472 5,103 14,174
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,435)
976 60 187 138 692 1,301 939 134 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 8.3 15.9 31.4 22.5 80.9 46.8 19.1 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
50 19 29 49 51 111 90
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 76,199
COMMITMENTS
20,346 15,492 1,252 23,593 40,042 45,192 56,786 31,008 19,414
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,372)
-1,595 -3,691 102 1,693 669 200 -2,920 -1,572 1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 20.3 1.6 31.0 52.5 59.3 74.5 40.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 12 4 26 25 46 39
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,572
COMMITMENTS
1,694 47,234 0 63,939 4,733 65,633 51,967 8,939 22,605
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 870)
-70 1,049 0 398 -135 328 914 542 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 63.3 0.0 85.7 6.3 88.0 69.7 12.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 29 0 12 4 14 33
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,826
COMMITMENTS
82,608 4,353 222 13,690 94,527 96,519 99,102 8,306 5,724
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,474)
4,878 388 -281 -840 3,830 3,757 3,937 -284 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 4.2 0.2 13.1 90.2 92.1 94.5 7.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 5 2 15 16 78 23
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,211
COMMITMENTS
10,847 31,735 1,180 42,553 24,454 54,580 57,369 22,631 19,842
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 7,553)
1,933 2,883 4 1,304 4,150 3,241 7,037 4,311 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 41.1 1.5 55.1 31.7 70.7 74.3 29.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 23 3 18 17 31 42
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 183,904
COMMITMENTS
8,902 63,782 6,538 141,732 79,425 157,172 149,746 26,731 34,158
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 10,827)
783 1,075 855 8,283 8,331 9,921 10,260 906 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 34.7 3.6 77.1 43.2 85.5 81.4 14.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 36 8 29 25 48 64
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,431
COMMITMENTS
22,899 46,196 21,953 83,647 59,320 128,499 127,469 61,932 62,963
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 15,097)
-9,015 2,882 2,242 11,970 838 5,196 5,961 9,901 9,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 24.3 11.5 43.9 31.2 67.5 66.9 32.5 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 44 35 34 31 84 92
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384
COMMITMENTS
25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957)
-274 0 50 8,568 8,818 8,344 8,868 613 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 9 16 13 18
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 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,010,388
COMMITMENTS
698,755 640,768 3545932 6718220 6118827 10962907 10305528 1047480 1704860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 457,961)
-29,653 78,038 336,716 116,901 -60,449 423,964 354,304 33,997 103,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.3 29.5 55.9 50.9 91.3 85.8 8.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
64 61 108 139 140 256 261
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 709,930
COMMITMENTS
51,933 46,885 34,006 486,401 524,273 572,340 605,163 137,590 104,766
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,348)
2,797 -196 2,497 -4,575 -782 719 1,519 -3,068 -3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 4.8 68.5 73.8 80.6 85.2 19.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
44 36 51 90 64 161 124
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 883,912
COMMITMENTS
147,609 200,844 20,123 454,014 560,480 621,746 781,446 262,166 102,466
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 23,766)
14,027 33,328 2,498 5,131 -19,046 21,656 16,780 2,110 6,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 22.7 2.3 51.4 63.4 70.3 88.4 29.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
44 56 27 61 59 120 127
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,442
COMMITMENTS
1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237)
312 134 0 -44 13 268 147 -31 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 14 16 17 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,128
COMMITMENTS
9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010)
2,408 -375 -169 397 4,136 2,636 3,592 374 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 1 18 19 28 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,424
COMMITMENTS
6,897 8,170 105 25,702 32,882 32,704 41,158 17,720 9,266
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 821)
113 -39 105 -72 100 146 166 676 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 16.2 0.2 51.0 65.2 64.9 81.6 35.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 15 1 32 26 44 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,602
COMMITMENTS
81,637 108,814 2,076 134,137 76,784 217,850 187,673 22,752 52,929
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,575)
9,314 21,289 737 16,128 1,204 26,179 23,230 -7,604 -4,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 45.2 0.9 55.8 31.9 90.5 78.0 9.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 61 13 43 32 111 99
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,738
COMMITMENTS
16,534 7,962 236 25,868 40,451 42,638 48,649 19,100 13,090
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,618)
-7,913 6,523 7 980 -21,781 -6,925 -15,252 -2,692 5,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 12.9 0.4 41.9 65.5 69.1 78.8 30.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 8 1 19 20 30 28
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,260
COMMITMENTS
879 4,319 0 23,467 18,478 24,346 22,797 4,914 6,463
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273)
114 800 0 321 135 435 935 -162 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 14.8 0.0 80.2 63.2 83.2 77.9 16.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 23 31 33
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 241,825
COMMITMENTS
24,192 45,732 1,543 201,903 183,238 227,638 230,513 14,187 11,312
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,965)
7,447 534 669 -322 6,418 7,793 7,621 -828 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 18.9 0.6 83.5 75.8 94.1 95.3 5.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
25 43 9 36 47 65 95
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,698
COMMITMENTS
11,333 5,454 640 10,364 19,385 22,337 25,479 10,361 7,219
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361)
708 -371 131 78 355 917 115 -556 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 16.7 2.0 31.7 59.3 68.3 77.9 31.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 12 4 14 19 40 33
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351
COMMITMENTS
4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 1 0 8 4 17 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918
COMMITMENTS
1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606)
30 -85 1 -143 -435 -112 -519 -494 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 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 06/28/05 |
--------------------------------------------------------------| 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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 140,954
COMMITMENTS
43,292 18,688 20,714 38,277 87,085 102,283 126,487 38,670 14,467
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 307)
-10,966 12,064 1,548 8,586 -13,971 -832 -360 1,139 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.3 14.7 27.2 61.8 72.6 89.7 27.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
94 41 49 27 36 143 105
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 106,402
COMMITMENTS
33,446 19,360 18,258 40,044 54,876 91,747 92,494 14,655 13,908
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -10,865)
-8,633 -1,273 -1,093 697 -8,149 -9,030 -10,516 -1,835 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 18.2 17.2 37.6 51.6 86.2 86.9 13.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
67 52 48 43 42 134 126
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 343,084
COMMITMENTS
148,339 39,379 57,089 74,704 221,863 280,132 318,332 62,952 24,753
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -30,296)
-36,820 -5,248 -1,200 4,733 -26,665 -33,287 -33,113 2,991 2,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 11.5 16.6 21.8 64.7 81.7 92.8 18.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
147 51 60 41 45 213 135
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,395
COMMITMENTS
6,216 2,202 543 2,251 8,829 9,010 11,574 3,385 821
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 185)
93 185 -313 15 193 -205 65 390 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 17.8 4.4 18.2 71.2 72.7 93.4 27.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 2 7 5 6 33 14
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 84,273
COMMITMENTS
20,480 6,452 7,788 39,802 49,279 68,069 63,519 16,203 20,754
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 2,315)
1,232 -410 979 -663 1,859 1,548 2,429 767 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 7.7 9.2 47.2 58.5 80.8 75.4 19.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
41 13 19 53 52 100 79
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,925
COMMITMENTS
2,282 1,544 459 18,659 17,134 21,400 19,137 5,525 7,788
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,184)
496 396 -310 -821 -677 -635 -591 -549 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.7 1.7 69.3 63.6 79.5 71.1 20.5 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 5 2 19 20 27 26
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 135,953
COMMITMENTS
21,454 12,076 29,287 69,138 84,678 119,879 126,041 16,074 9,911
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 10,743)
4,009 -5,839 4,647 1,391 12,308 10,047 11,116 696 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 8.9 21.5 50.9 62.3 88.2 92.7 11.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
78 37 49 67 58 164 127
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,454
COMMITMENTS
17,043 2,782 8,916 12,446 30,199 38,405 41,897 6,049 2,556
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,228)
2,559 -513 355 -1,649 1,423 1,265 1,265 -37 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 6.3 20.1 28.0 67.9 86.4 94.2 13.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
64 23 22 19 21 98 51
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,933
COMMITMENTS
22,107 15,008 10,985 90,696 98,525 123,788 124,518 8,145 7,416
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,282)
966 1,622 -1,911 1,299 -4,604 354 -4,892 -1,636 3,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.4 8.3 68.7 74.7 93.8 94.4 6.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
58 36 27 48 38 120 88
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 485,512
COMMITMENTS
123,878 35,713 66,537 220,121 338,742 410,537 440,992 74,975 44,520
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -7,525)
10,767 -11,629 -706 -11,669 11,152 -1,607 -1,184 -5,918 -6,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.4 13.7 45.3 69.8 84.6 90.8 15.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
72 26 42 58 51 147 104
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,323
COMMITMENTS
25,006 14,760 27,626 56,413 69,486 109,045 111,871 11,278 8,452
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,432)
662 1,078 -44 392 -64 1,010 970 423 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 12.3 23.0 46.9 57.7 90.6 93.0 9.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
126 85 114 102 95 282 246
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,931
COMMITMENTS
23,568 2,684 2,673 4,423 26,908 30,664 32,265 4,267 2,666
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 2,910)
1,987 382 28 232 1,843 2,247 2,254 663 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 7.7 7.7 12.7 77.0 87.8 92.4 12.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
36 6 10 10 7 51 19
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 226,582
COMMITMENTS
35,865 26,751 49,171 96,213 116,423 181,249 192,345 45,333 34,237
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -424)
4,802 1,951 2,402 -7,210 -3,903 -6 450 -418 -875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.8 21.7 42.5 51.4 80.0 84.9 20.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
40 30 38 54 58 117 105
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 770,089
COMMITMENTS
33,359 70,892 314,007 343,374 348,923 690,740 733,822 79,349 36,267
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 16,961)
-1,981 4,372 13,403 5,983 -1,109 17,406 16,667 -445 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.2 40.8 44.6 45.3 89.7 95.3 10.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
58 51 70 97 86 191 171
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,090
COMMITMENTS
12,522 1,142 797 20,277 24,958 33,596 26,897 4,494 11,193
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,774)
1,098 -589 -611 -4,353 -2,356 -3,866 -3,556 1,092 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 3.0 2.1 53.2 65.5 88.2 70.6 11.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 14 13 18 16
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,375
COMMITMENTS
724 17,059 28,229 89,126 76,108 118,079 121,396 10,296 6,979
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,267)
-62 510 604 -4,477 -5,984 -3,935 -4,870 -332 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.3 22.0 69.4 59.3 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 23 24 28 28
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,128
COMMITMENTS
19,937 10,894 2,684 36,929 40,381 59,550 53,959 3,578 9,169
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,596)
1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577 174 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 17.3 4.3 58.5 64.0 94.3 85.5 5.7 14.5
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 06/28/05 |
--------------------------------------------------------------| 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,714
COMMITMENTS
0 7,807 5,499 47,578 41,430 53,077 54,736 3,637 1,978
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,780)
0 -394 -502 -2,468 -1,050 -2,970 -1,946 -810 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.8 9.7 83.9 73.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,501
COMMITMENTS
2,727 15,222 5,209 43,293 28,761 51,229 49,192 5,272 7,309
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,771)
235 -446 -2,827 -3,356 -5,330 -5,948 -8,603 177 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 26.9 9.2 76.6 50.9 90.7 87.1 9.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,689
COMMITMENTS
2,383 0 677 36,817 37,914 39,877 38,591 812 2,098
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,604)
-1,122 0 52 -100 -1,566 -1,170 -1,514 -434 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 1.7 90.5 93.2 98.0 94.8 2.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,435
COMMITMENTS
0 7,906 4,501 50,987 47,158 55,488 59,565 8,947 4,870
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,901)
0 938 -124 -2,658 -2,006 -2,782 -1,192 881 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.3 7.0 79.1 73.2 86.1 92.4 13.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 19 24 21
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,075
COMMITMENTS
42,318 35,105 2,644 34,708 42,963 79,670 80,712 5,405 4,363
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,715)
274 -67 -678 -5,546 -4,670 -5,950 -5,415 235 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 41.3 3.1 40.8 50.5 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 20 19 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,638
COMMITMENTS
1,772 1,128 2,897 20,305 19,610 24,974 23,635 6,664 8,003
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -6,096)
-638 -1,442 44 -6,583 -4,055 -7,177 -5,453 1,081 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.6 9.2 64.2 62.0 78.9 74.7 21.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 16 17 18
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
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 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,073,777
COMMITMENTS
251,028 51,979 201,046 601,110 807,634 1053184 1060659 20,593 13,118
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -42,779)
-8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454 -6,186 -10,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.8 18.7 56.0 75.2 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
21 15 31 83 80 117 114
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,646
COMMITMENTS
33,506 43,101 46,696 87,572 76,766 167,774 166,563 1,872 3,083
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,346)
345 839 1,604 1,833 823 3,782 3,266 564 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.4 27.5 51.6 45.3 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 16 26 25 43 43
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,687
COMMITMENTS
20,279 5,094 17,495 34,083 49,406 71,857 71,995 830 692
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,495)
1,491 -1,518 235 -3,470 -492 -1,745 -1,775 250 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.0 24.1 46.9 68.0 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 5 9 36 33 45 43
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,164
COMMITMENTS
3,383 503 4,058 16,167 19,094 23,608 23,655 556 509
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,416)
106 176 -310 -1,768 -1,282 -1,972 -1,416 556 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.1 16.8 66.9 79.0 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 3 19 23 24 26
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,078
COMMITMENTS
694 2,426 2,615 5,515 4,037 8,824 9,078 254 0
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -558)
464 16 -130 -1,146 -190 -812 -304 254 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 26.7 28.8 60.8 44.5 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 16 19 20
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,200
COMMITMENTS
3,080 2,340 2,600 5,900 6,690 11,580 11,630 620 570
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,150)
360 160 -820 -330 -290 -790 -950 -360 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 19.2 21.3 48.4 54.8 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 17 16 22 20
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,150
COMMITMENTS
7,750 360 1,050 6,930 14,140 15,730 15,550 420 600
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,540)
2,420 0 -200 -660 1,800 1,560 1,600 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 2.2 6.5 42.9 87.6 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 18 20 21 24
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,329,328
COMMITMENTS
134,611 67,312 352,335 762,786 813,597 1249731 1233243 79,597 96,085
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 60,351)
9,049 -828 23,726 23,903 30,157 56,678 53,055 3,673 7,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.1 26.5 57.4 61.2 94.0 92.8 6.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
88 92 119 82 89 237 247
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,772
COMMITMENTS
8,402 5,544 42 2,560 6,838 11,004 12,424 2,768 1,348
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -295)
249 287 -373 -156 -742 -280 -828 -15 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 40.3 0.3 18.6 49.7 79.9 90.2 20.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
58 27 2 11 22 71 49
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,073
COMMITMENTS
5,603 820 38 747 7,045 6,388 7,903 2,685 1,170
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,287)
-2,581 78 -426 247 -1,784 -2,760 -2,133 473 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 9.0 0.4 8.2 77.7 70.4 87.1 29.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 6 3 8 18 32 27
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,440
COMMITMENTS
42,569 7,094 23,492 87,260 129,284 153,322 159,870 21,119 14,570
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,327)
6,008 -794 1,878 -8,646 -3,211 -760 -2,127 -1,567 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 4.1 13.5 50.0 74.1 87.9 91.6 12.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
61 20 34 64 73 138 115
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
Updated July 15, 2005