WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,957
COMMITMENTS
47,743 56,291 39,439 161,655 139,688 248,837 235,417 24,121 37,540
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -825)
-3,034 3,631 971 3,418 -7,707 1,355 -3,105 -2,180 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 20.6 14.4 59.2 51.2 91.2 86.2 8.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
72 94 73 45 58 163 185
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
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 872,954
COMMITMENTS
114,915 64,398 175,004 440,574 416,494 730,493 655,896 142,461 217,058
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -3,323)
6,869 -8,970 -12,390 6,931 16,862 1,410 -4,498 -4,733 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.4 20.0 50.5 47.7 83.7 75.1 16.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
141 110 163 210 239 438 441
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
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,871
COMMITMENTS
3,024 85 798 2,401 6,501 6,223 7,385 2,647 1,486
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 356)
67 12 99 142 149 308 260 48 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 1.0 9.0 27.1 73.3 70.2 83.2 29.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 7 12 16 27 25
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
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 398,256
COMMITMENTS
69,724 21,780 82,335 159,208 203,628 311,267 307,743 86,990 90,513
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,890)
-3,794 -1,900 -2,201 -1,611 -5,437 -7,607 -9,539 -3,284 -1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.5 20.7 40.0 51.1 78.2 77.3 21.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
142 74 132 118 139 320 291
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,209
COMMITMENTS
12,491 3,509 219 0 940 12,710 4,668 4,499 12,541
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 99)
-4 314 80 0 24 76 418 23 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.6 20.4 1.3 0.0 5.5 73.9 27.1 26.1 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 12 15
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 169,896
COMMITMENTS
36,156 9,300 27,480 73,062 118,252 136,697 155,032 33,199 14,864
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,960)
-2,311 -1,732 -3,635 -8,580 -8,425 -14,526 -13,792 3,566 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.5 16.2 43.0 69.6 80.5 91.3 19.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
53 23 32 46 48 120 91
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,071
COMMITMENTS
91,309 83,859 129,491 426,875 386,670 647,676 600,020 142,395 190,051
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -36,223)
-17,555 -10,400 -3,248 -7,683 -20,380 -28,486 -34,028 -7,737 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.6 16.4 54.0 48.9 82.0 75.9 18.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
25 39 35 68 79 116 130
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,611
COMMITMENTS
26,479 2,920 21,594 55,160 96,536 103,233 121,050 35,378 17,560
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,806)
-1,726 802 -2,702 -1,354 -3,663 -5,781 -5,562 -25 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 2.1 15.6 39.8 69.6 74.5 87.3 25.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 20 29 55 54 117 92
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
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,247
COMMITMENTS
3,152 1,461 1,127 1,596 2,751 5,875 5,339 1,373 1,909
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 294)
-326 -46 249 337 50 260 253 35 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 20.2 15.5 22.0 38.0 81.1 73.7 18.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 11 9 9 13 31 31
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,545
COMMITMENTS
97,698 108,421 91 222,319 154,449 320,108 262,961 50,437 107,584
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,979)
487 12,575 -150 12,063 684 12,400 13,109 4,579 3,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 29.3 0.0 60.0 41.7 86.4 71.0 13.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 23 2 45 39 59 62
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,355
COMMITMENTS
424,508 383,683 417,806 1448311 1303829 2290625 2105317 248,730 434,038
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 70,172)
-21,762 36,002 15,739 84,408 14,708 78,385 66,449 -8,213 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.1 16.5 57.0 51.3 90.2 82.9 9.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 81 72 111 138 200 247
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,490,574
COMMITMENTS
140,859 239,364 180,305 995,121 786,217 1316286 1205885 174,288 284,688
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 73,346)
-37,269 55,623 12,843 87,725 13,382 63,299 81,848 10,047 -8,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 16.1 12.1 66.8 52.7 88.3 80.9 11.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
30 47 48 76 91 135 157
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 554,753
COMMITMENTS
88,258 61,921 177,885 222,436 282,266 488,579 522,073 66,174 32,680
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 24,550)
-3,628 -10,893 17,549 3,639 19,615 17,560 26,271 6,990 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 11.2 32.1 40.1 50.9 88.1 94.1 11.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
32 29 44 52 50 106 101
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,523
COMMITMENTS
6,914 4,752 622 15,843 17,319 23,379 22,693 7,144 7,829
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,127)
986 -365 175 -9 1,230 1,152 1,041 -25 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 15.6 2.0 51.9 56.7 76.6 74.3 23.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 10 6 20 13 36 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,464
COMMITMENTS
9,012 25,073 3,305 31,988 14,826 44,306 43,205 10,158 11,259
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,573)
-3,530 235 531 8,702 3,651 5,703 4,416 -1,131 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 46.0 6.1 58.7 27.2 81.3 79.3 18.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 33 16 14 16 42 57
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,592
COMMITMENTS
3,966 5,821 1,023 32,224 29,955 37,213 36,799 379 793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -27)
10 113 -5 30 -70 35 38 -62 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 15.5 2.7 85.7 79.7 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 18 21 28 40
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
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,250
COMMITMENTS
1,200 1,593 2,254 15,121 12,386 18,575 16,233 4,675 7,018
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 355)
195 20 -129 151 986 217 877 138 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.9 9.7 65.0 53.3 79.9 69.8 20.1 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 3 10 25 19 36 30
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 100,612
COMMITMENTS
12,458 25,256 25,806 49,193 22,929 87,457 73,991 13,155 26,621
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -819)
838 -390 1,402 -397 558 1,843 1,570 -2,662 -2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 25.1 25.6 48.9 22.8 86.9 73.5 13.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 57 46 22 26 91 106
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,955
COMMITMENTS
517 1,054 275 722 603 1,514 1,932 1,441 1,023
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -107)
-20 158 -66 -60 -35 -146 57 39 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 35.7 9.3 24.4 20.4 51.2 65.4 48.8 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 19 12 8 5 27 28
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,013
COMMITMENTS
28,365 35,695 20,720 78,194 60,228 127,279 116,643 21,734 32,370
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 12,345)
-1,135 4,251 3,572 5,009 446 7,445 8,268 4,900 4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 24.0 13.9 52.5 40.4 85.4 78.3 14.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
50 67 60 70 94 151 204
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,799
COMMITMENTS
846 932 197 1,002 1,079 2,045 2,207 1,754 1,592
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 216)
6 131 15 -223 -377 -203 -231 419 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 24.5 5.2 26.4 28.4 53.8 58.1 46.2 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 13 4 14 10 23 26
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,073
COMMITMENTS
9,843 2,436 5,115 7,950 5,828 22,908 13,379 5,165 14,694
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,427)
899 214 872 -407 -179 1,364 907 62 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 8.7 18.2 28.3 20.8 81.6 47.7 18.4 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
48 21 30 49 52 113 90
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 98,878
COMMITMENTS
36,900 12,665 1,628 26,637 64,523 65,165 78,816 33,713 20,062
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 22,678)
16,554 -2,827 376 3,044 24,481 19,973 22,030 2,705 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 12.8 1.6 26.9 65.3 65.9 79.7 34.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 14 5 25 25 51 41
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,110
COMMITMENTS
2,991 40,939 0 57,922 6,205 60,913 47,144 9,197 22,966
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,462)
1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 258 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 58.4 0.0 82.6 8.9 86.9 67.2 13.1 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 23 0 7 6 8 29
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,570
COMMITMENTS
79,291 4,888 222 12,371 89,508 91,885 94,618 8,686 5,952
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,255)
-3,316 535 1 -1,319 -5,019 -4,635 -4,483 379 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.8 4.9 0.2 12.3 89.0 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
63 7 2 16 17 79 26
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,278
COMMITMENTS
9,308 31,872 955 48,379 22,658 58,642 55,485 18,636 21,793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 66)
-1,539 136 -225 5,826 -1,795 4,062 -1,884 -3,995 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 41.2 1.2 62.6 29.3 75.9 71.8 24.1 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 22 3 20 18 30 42
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 188,858
COMMITMENTS
8,706 74,240 5,860 147,616 74,814 162,183 154,914 26,675 33,944
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,955)
-196 10,458 -678 5,884 -4,612 5,011 5,168 -56 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 39.3 3.1 78.2 39.6 85.9 82.0 14.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 40 8 28 27 47 68
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 167,187
COMMITMENTS
24,641 32,061 12,360 80,043 65,791 117,044 110,213 50,142 56,974
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -23,245)
1,742 -14,135 -9,593 -3,604 6,472 -11,455 -17,256 -11,790 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 19.2 7.4 47.9 39.4 70.0 65.9 30.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 35 22 31 31 69 76
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085
COMMITMENTS
23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299)
-1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 15 12 17
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,827,212
COMMITMENTS
664,859 738,293 3516520 6629610 5909404 10810989 10164216 1016223 1662996
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -183,176)
-33,896 97,524 -29,413 -88,610 -209,423 -151,919 -141,312 -31,257 -41,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.2 29.7 56.1 50.0 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
61 62 105 140 143 252 264
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 726,180
COMMITMENTS
54,822 41,834 42,378 491,081 523,161 588,281 607,372 137,899 118,808
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 16,251)
2,890 -5,051 8,372 4,680 -1,112 15,941 2,209 309 14,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.8 5.8 67.6 72.0 81.0 83.6 19.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 43 56 92 68 169 132
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,241
COMMITMENTS
115,250 250,795 27,493 524,233 600,758 666,976 879,046 318,265 106,195
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 101,328)
-32,360 49,951 7,371 70,219 40,278 45,230 97,600 56,099 3,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.5 2.8 53.2 61.0 67.7 89.2 32.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 64 35 63 61 123 133
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,270
COMMITMENTS
1,060 353 0 6,525 10,957 7,585 11,310 4,685 960
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172)
-212 -5 0 59 -5 -153 -10 -19 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,570
COMMITMENTS
8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442)
-892 275 0 868 -69 -24 206 466 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 1 16 20 23 23
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,691
COMMITMENTS
6,515 8,786 80 26,431 32,899 33,026 41,764 17,665 8,926
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 267)
-382 616 -26 729 16 322 606 -55 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 17.3 0.2 52.1 64.9 65.2 82.4 34.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 13 1 32 24 44 38
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,429
COMMITMENTS
71,528 75,717 3,419 161,144 121,543 236,091 200,678 23,339 58,751
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,827)
-10,109 -33,097 1,343 27,007 44,759 18,240 13,005 587 5,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 29.2 1.3 62.1 46.8 91.0 77.4 9.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
65 56 12 39 40 111 101
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,370
COMMITMENTS
17,868 9,312 7 29,281 39,715 47,156 49,034 18,214 16,336
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,632)
1,334 1,350 -229 3,413 -736 4,518 385 -886 3,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 14.2 0.0 44.8 60.8 72.1 75.0 27.9 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 1 16 17 25 26
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,108
COMMITMENTS
800 4,050 0 23,340 20,897 24,140 24,947 4,968 4,161
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -152)
-79 -269 0 -127 2,419 -206 2,150 54 -2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 13.9 0.0 80.2 71.8 82.9 85.7 17.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 28 23 31 32
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 229,638
COMMITMENTS
26,880 43,939 1,957 187,367 170,243 216,204 216,139 13,434 13,499
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,187)
2,688 -1,793 414 -14,536 -12,995 -11,434 -14,374 -754 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 19.1 0.9 81.6 74.1 94.2 94.1 5.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 43 10 35 50 63 97
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,884
COMMITMENTS
11,812 5,937 680 12,068 21,440 24,560 28,057 11,324 7,827
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186)
479 483 40 1,704 2,055 2,223 2,578 963 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 16.5 1.9 33.6 59.7 68.4 78.2 31.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 13 4 16 20 41 36
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 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 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335
COMMITMENTS
1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583)
0 -496 -253 -301 192 -554 -557 -29 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
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
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 141,034
COMMITMENTS
42,047 19,245 21,020 40,204 85,841 103,271 126,106 37,763 14,928
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 80)
-1,245 557 306 1,927 -1,244 988 -381 -908 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 13.6 14.9 28.5 60.9 73.2 89.4 26.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
94 37 50 27 36 143 103
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,707
COMMITMENTS
36,873 20,818 19,340 39,363 56,517 95,575 96,674 15,132 14,033
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,306)
3,427 1,458 1,082 -681 1,641 3,828 4,180 478 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 18.8 17.5 35.6 51.1 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
69 57 51 45 41 144 128
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
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 329,400
COMMITMENTS
124,657 47,526 56,355 84,726 202,309 265,738 306,190 63,662 23,209
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -13,685)
-23,682 8,147 -734 10,022 -19,554 -14,394 -12,141 710 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 14.4 17.1 25.7 61.4 80.7 93.0 19.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
144 51 62 43 46 211 140
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
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,854
COMMITMENTS
6,470 2,430 562 2,363 8,760 9,395 11,752 3,459 1,102
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 459)
254 228 19 112 -69 385 178 74 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.9 4.4 18.4 68.1 73.1 91.4 26.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 6 6 37 17
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
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 88,879
COMMITMENTS
19,109 6,511 6,755 45,866 54,512 71,730 67,779 17,149 21,100
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,606)
-1,371 59 -1,032 6,064 5,233 3,661 4,260 945 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.3 7.6 51.6 61.3 80.7 76.3 19.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
34 19 18 50 48 95 75
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 - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,078
COMMITMENTS
2,311 1,527 562 18,241 17,388 21,114 19,476 5,964 7,602
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 153)
29 -17 103 -417 254 -286 339 439 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.6 2.1 67.4 64.2 78.0 71.9 22.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 6 3 20 20 29 27
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 133,137
COMMITMENTS
20,081 10,367 30,493 68,028 81,905 118,602 122,764 14,535 10,372
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,816)
-1,373 -1,709 1,206 -1,110 -2,774 -1,277 -3,277 -1,539 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.8 22.9 51.1 61.5 89.1 92.2 10.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 39 54 68 61 162 133
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,498
COMMITMENTS
18,312 1,948 9,750 14,831 34,828 42,893 46,526 6,605 2,972
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,044)
1,270 -835 834 2,385 4,630 4,488 4,628 556 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 3.9 19.7 30.0 70.4 86.7 94.0 13.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
72 19 27 18 23 105 55
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
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,511
COMMITMENTS
21,567 23,192 13,479 97,129 99,443 132,174 136,115 9,336 5,396
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 9,578)
-540 8,184 2,494 6,432 919 8,387 11,597 1,191 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 16.4 9.5 68.6 70.3 93.4 96.2 6.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
66 47 39 50 39 127 117
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 505,983
COMMITMENTS
135,082 34,170 68,664 221,326 356,418 425,072 459,252 80,911 46,730
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 20,471)
11,203 -1,542 2,127 1,205 17,676 14,535 18,260 5,936 2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 6.8 13.6 43.7 70.4 84.0 90.8 16.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
73 26 42 59 54 150 106
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
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,996
COMMITMENTS
25,730 14,824 27,034 55,934 69,864 108,699 111,722 12,298 9,274
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 673)
724 64 -591 -479 378 -346 -149 1,019 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 12.3 22.3 46.2 57.7 89.8 92.3 10.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
120 81 108 96 93 271 235
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,989
COMMITMENTS
17,000 1,394 2,650 4,701 22,943 24,350 26,986 4,640 2,003
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,942)
-6,568 -1,290 -23 277 -3,966 -6,314 -5,279 372 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 4.8 9.1 16.2 79.1 84.0 93.1 16.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
31 6 9 10 6 46 17
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,724
COMMITMENTS
31,681 24,824 50,894 95,277 113,460 177,853 189,178 47,871 36,545
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -859)
-4,184 -1,927 1,723 -935 -2,962 -3,396 -3,166 2,538 2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.0 22.5 42.2 50.3 78.8 83.8 21.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
37 28 38 61 58 120 104
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 824,779
COMMITMENTS
42,451 76,452 345,071 356,635 366,767 744,156 788,290 80,623 36,489
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,690)
9,092 5,561 31,064 13,260 17,844 53,416 54,468 1,274 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.3 41.8 43.2 44.5 90.2 95.6 9.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 53 76 99 87 199 176
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,222
COMMITMENTS
10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132)
-1,957 2,488 485 1,778 24 306 2,997 -174 -2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 13 18 17
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,402
COMMITMENTS
359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973)
-365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 5 22 23 27 28
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,985
COMMITMENTS
24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857)
4,884 453 0 97 5,260 4,981 5,713 -124 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,963
COMMITMENTS
0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751)
0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 18 16 20 19
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,053
COMMITMENTS
954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552)
-1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 23 19 28 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,165
COMMITMENTS
639 0 1,497 38,093 37,570 40,229 39,067 936 2,098
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476)
-1,744 0 820 1,276 -344 352 476 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1
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 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,139
COMMITMENTS
0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296)
0 576 -1,725 369 -147 -1,356 -1,296 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,441
COMMITMENTS
43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366)
1,123 3,574 589 2,318 719 4,030 4,882 1,336 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 16 20 19 23
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,193
COMMITMENTS
1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555)
-620 463 -1,017 4,900 2,498 3,263 1,944 -708 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 16 18 18
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,127,988
COMMITMENTS
282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211)
31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 83 80 119 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,219
COMMITMENTS
34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573)
1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 7 17 26 27 45 45
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,799
COMMITMENTS
22,160 5,285 17,913 34,316 51,429 74,389 74,628 410 171
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,112)
1,881 191 418 233 2,023 2,532 2,633 -420 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 7.1 23.9 45.9 68.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 9 37 34 47 44
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202
COMMITMENTS
3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038)
-230 830 62 2,680 556 2,512 1,448 -474 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 19 22 24 25
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234
COMMITMENTS
694 2,770 2,351 6,189 4,113 9,234 9,234 0 0
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156)
0 344 -264 674 76 410 156 -254 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 17 16 21 20
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152
COMMITMENTS
3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952)
140 -720 40 292 912 472 232 480 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8
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 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970
COMMITMENTS
8,910 280 1,050 8,550 17,060 18,510 18,390 460 580
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820)
1,160 -80 0 1,620 2,920 2,780 2,840 40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 21 22 25
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,374,546
COMMITMENTS
134,284 69,017 376,346 783,568 840,391 1294198 1285754 80,347 88,792
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 45,217)
-326 1,706 24,011 20,782 26,794 44,467 52,511 750 -7,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.0 27.4 57.0 61.1 94.2 93.5 5.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
87 101 125 83 91 244 254
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763
COMMITMENTS
8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9)
-107 -242 20 77 336 -10 114 1 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
55 22 2 11 24 68 48
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,912
COMMITMENTS
4,089 860 145 1,563 5,848 5,797 6,853 2,115 1,059
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,160)
-1,514 40 107 816 -1,197 -591 -1,050 -569 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 10.9 1.8 19.8 73.9 73.3 86.6 26.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 8 3 9 13 26 23
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 193,853
COMMITMENTS
46,733 6,109 29,595 92,452 139,795 168,781 175,499 25,073 18,354
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 19,413)
4,164 -985 6,104 5,192 10,511 15,459 15,629 3,954 3,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.2 15.3 47.7 72.1 87.1 90.5 12.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
58 22 34 69 77 143 120
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
Updated July 22, 2005