WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,000
COMMITMENTS
46,895 60,466 49,401 169,354 141,138 265,649 251,004 25,351 39,996
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -301)
-4,081 6,051 -734 4,770 -6,612 -46 -1,295 -255 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 20.8 17.0 58.2 48.5 91.3 86.3 8.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
79 92 75 44 54 164 189
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,300
COMMITMENTS
50,976 54,415 50,135 164,585 147,750 265,695 252,299 25,605 39,001
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 18,343)
3,233 -1,876 10,696 2,930 8,062 16,858 16,882 1,485 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.7 17.2 56.5 50.7 91.2 86.6 8.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
81 92 80 44 60 171 195
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,138
COMMITMENTS
148,737 48,100 182,820 446,610 488,606 778,166 719,526 154,972 213,612
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -19,268)
-8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717 -4,711 -10,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 19.6 47.9 52.4 83.4 77.1 16.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
174 85 180 230 265 485 473
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 952,406
COMMITMENTS
157,098 54,351 190,453 445,171 483,438 792,723 728,243 159,683 224,163
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 79,452)
42,184 -10,046 15,450 4,597 66,944 62,230 72,347 17,223 7,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.7 20.0 46.7 50.8 83.2 76.5 16.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
178 89 173 220 268 470 474
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,267
COMMITMENTS
3,669 15 741 2,251 6,770 6,660 7,526 2,607 1,741
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -125)
175 -49 -24 -109 -97 42 -170 -167 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 0.2 8.0 24.3 73.1 71.9 81.2 28.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 2 5 10 15 26 21
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,392
COMMITMENTS
3,494 65 765 2,360 6,867 6,618 7,696 2,774 1,696
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 521)
470 -21 -33 -41 366 395 312 126 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 0.7 8.1 25.1 73.1 70.5 81.9 29.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 6 11 16 26 24
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,988
COMMITMENTS
68,925 21,579 67,758 151,563 192,011 288,246 281,348 77,742 84,640
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -31,144)
3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442 -7,824 -3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.9 18.5 41.4 52.5 78.8 76.9 21.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
121 79 127 121 136 312 284
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,132
COMMITMENTS
64,967 19,394 86,975 159,623 202,420 311,566 308,790 85,566 88,342
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,124)
-4,757 -2,386 4,641 415 -1,208 299 1,046 -1,423 -2,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 4.9 21.9 40.2 51.0 78.5 77.8 21.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
144 73 133 130 142 328 298
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,187
COMMITMENTS
13,059 4,696 1,340 0 768 14,399 6,804 4,788 12,383
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,978)
568 1,187 1,121 0 -172 1,689 2,136 289 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 24.5 7.0 0.0 4.0 75.0 35.5 25.0 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 10 0 3 14 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,142
COMMITMENTS
34,141 10,289 24,923 66,218 103,589 125,282 138,802 27,859 14,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -12,414)
-2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037 -2,156 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.7 16.3 43.2 67.6 81.8 90.6 18.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
51 21 29 43 41 111 83
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,556
COMMITMENTS
36,879 10,593 27,983 70,678 112,263 135,540 150,839 30,015 14,717
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,341)
723 1,293 503 -2,384 -5,989 -1,157 -4,193 -3,183 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.4 16.9 42.7 67.8 81.9 91.1 18.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
56 24 31 44 44 119 87
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,661
COMMITMENTS
76,242 65,643 115,043 420,215 379,019 611,500 559,705 126,162 177,956
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -37,716)
-8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932 -1,237 -11,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.9 15.6 57.0 51.4 82.9 75.9 17.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 34 39 68 81 117 133
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 775,378
COMMITMENTS
84,314 68,262 131,067 432,598 386,308 647,979 585,637 127,399 189,740
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -14,693)
-6,996 -15,596 1,576 5,723 -362 303 -14,383 -14,996 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.8 16.9 55.8 49.8 83.6 75.5 16.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
29 34 38 74 81 124 132
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 131,182
COMMITMENTS
25,346 1,252 21,273 49,940 92,340 96,559 114,866 34,623 16,317
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,340)
-174 -245 -1,687 -4,526 -4,184 -6,387 -6,116 -1,953 -2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.0 16.2 38.1 70.4 73.6 87.6 26.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
46 12 32 55 55 118 90
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 139,522
COMMITMENTS
25,520 1,497 22,960 54,466 96,524 102,946 120,982 36,576 18,540
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 911)
-958 -1,422 1,366 -694 -12 -287 -68 1,198 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 1.1 16.5 39.0 69.2 73.8 86.7 26.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 14 31 58 56 118 92
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,065
COMMITMENTS
3,192 1,252 1,375 1,999 3,391 6,566 6,018 1,499 2,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 464)
176 -144 108 180 376 464 339 -0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 15.5 17.1 24.8 42.0 81.4 74.6 18.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 8 12 12 13 36 30
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,601
COMMITMENTS
3,016 1,396 1,268 1,819 3,015 6,102 5,679 1,499 1,922
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 354)
-136 -64 141 223 264 228 340 126 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 18.4 16.7 23.9 39.7 80.3 74.7 19.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 10 9 11 13 33 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,252
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,468 108,074
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,428)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -520 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,680
COMMITMENTS
102,187 108,455 122 210,383 150,329 312,692 258,906 54,988 108,774
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,865)
4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,551 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 29.5 0.0 57.2 40.9 85.0 70.4 15.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 27 2 45 42 60 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,373
COMMITMENTS
376,397 381,122 456,334 1512808 1301225 2345538 2138681 236,835 443,692
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -593)
-11,544 4,437 -13,991 24,640 -15,712 -895 -25,267 302 24,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 14.8 17.7 58.6 50.4 90.8 82.8 9.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
48 67 72 98 132 182 235
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,966
COMMITMENTS
387,941 376,685 470,325 1488167 1316937 2346433 2163947 236,533 419,019
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 43,611)
-36,567 -6,998 52,519 39,856 13,108 55,808 58,630 -12,197 -15,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.6 18.2 57.6 51.0 90.8 83.8 9.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
42 81 73 110 140 200 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,963
COMMITMENTS
161,962 347,349 195,761 1137806 795,361 1495529 1338471 148,433 305,491
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 60,758)
-3,558 58,986 3,217 81,062 715 80,721 62,918 -19,963 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.1 11.9 69.2 48.4 91.0 81.4 9.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 48 43 73 89 128 155
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,583,204
COMMITMENTS
165,520 288,363 192,544 1056744 794,646 1414808 1275553 168,396 307,651
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 92,631)
24,661 48,999 12,239 61,623 8,430 98,523 69,668 -5,892 22,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 18.2 12.2 66.7 50.2 89.4 80.6 10.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 46 49 79 93 141 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 676,441
COMMITMENTS
126,611 69,455 225,137 261,723 341,998 613,472 636,590 62,969 39,850
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 49,350)
20,998 -2,925 24,698 12,434 30,815 58,130 52,587 -8,781 -3,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.3 33.3 38.7 50.6 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 28 44 58 52 115 102
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 627,091
COMMITMENTS
105,613 72,380 200,439 249,289 311,184 555,341 584,003 71,750 43,088
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 72,338)
17,355 10,459 22,554 26,853 28,918 66,762 61,930 5,576 10,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 11.5 32.0 39.8 49.6 88.6 93.1 11.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 28 43 57 53 112 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,532
COMMITMENTS
7,895 5,182 590 15,597 17,712 24,081 23,484 7,451 8,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,862)
1,045 420 45 -99 694 990 1,159 871 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.4 1.9 49.5 56.2 76.4 74.5 23.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 6 18 12 36 25
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,670
COMMITMENTS
6,850 4,762 545 15,696 17,018 23,091 22,325 6,579 7,345
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -853)
-64 9 -77 -147 -300 -288 -368 -564 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.0 1.8 52.9 57.4 77.8 75.2 22.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 9 6 18 11 34 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,295
COMMITMENTS
10,494 27,566 2,889 31,257 14,958 44,639 45,413 12,655 11,881
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,433)
1,918 2,549 454 -285 -46 2,086 2,957 1,347 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 48.1 5.0 54.6 26.1 77.9 79.3 22.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 30 15 16 19 43 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,862
COMMITMENTS
8,576 25,017 2,435 31,542 15,004 42,553 42,457 11,309 11,405
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -602)
-437 -56 -870 -446 178 -1,753 -748 1,151 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 46.4 4.5 58.6 27.9 79.0 78.8 21.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 30 13 15 16 39 51
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,110
COMMITMENTS
3,754 5,348 1,023 32,031 29,839 36,808 36,210 302 900
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -482)
-212 -473 0 -193 -116 -405 -589 -77 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.4 2.8 86.3 80.4 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 17 4 18 22 28 40
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,496
COMMITMENTS
1,551 1,612 2,470 16,420 14,068 20,442 18,150 5,054 7,346
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 878)
427 54 96 272 749 795 899 83 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.3 9.7 64.4 55.2 80.2 71.2 19.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 2 11 26 20 38 32
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,618
COMMITMENTS
1,125 1,558 2,374 16,149 13,319 19,647 17,251 4,971 7,367
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,368)
-76 -34 120 1,028 933 1,072 1,018 295 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.3 9.6 65.6 54.1 79.8 70.1 20.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 2 9 26 20 36 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,201
COMMITMENTS
13,783 24,504 23,437 49,682 23,633 86,902 71,574 12,299 27,627
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,552)
910 -315 -6,355 1,249 1,323 -4,195 -5,347 -357 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 24.7 23.6 50.1 23.8 87.6 72.2 12.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 53 44 28 29 93 105
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,753
COMMITMENTS
12,873 24,819 29,792 48,432 22,309 91,097 76,920 12,656 26,833
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,142)
415 -437 3,986 -761 -619 3,640 2,930 -499 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 23.9 28.7 46.7 21.5 87.8 74.1 12.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
35 57 49 25 29 97 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,490
COMMITMENTS
508 870 254 640 381 1,402 1,505 1,088 985
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -169)
51 -104 9 -72 -63 -12 -158 -157 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 34.9 10.2 25.7 15.3 56.3 60.4 43.7 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 15 9 8 5 22 23
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,659
COMMITMENTS
458 975 245 712 444 1,415 1,664 1,245 996
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -296)
-59 -80 -30 -10 -159 -99 -268 -196 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 36.7 9.2 26.8 16.7 53.2 62.6 46.8 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 14 9 9 5 24 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,492
COMMITMENTS
31,006 36,346 20,299 79,631 62,245 130,936 118,890 20,556 32,602
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,175)
69 -139 -3,221 -584 -1,256 -3,736 -4,616 -1,440 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.0 13.4 52.6 41.1 86.4 78.5 13.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
50 71 62 73 98 155 209
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,668
COMMITMENTS
30,937 36,486 23,520 80,215 63,501 134,672 123,506 21,996 33,161
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,655)
2,572 791 2,800 2,021 3,273 7,393 6,864 262 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.3 15.0 51.2 40.5 86.0 78.8 14.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
55 73 64 76 102 162 216
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809
COMMITMENTS
905 1,034 202 1,065 1,037 2,172 2,273 1,636 1,536
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 358)
-40 231 80 203 -93 243 218 115 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 27.1 5.3 28.0 27.2 57.0 59.7 43.0 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 7 15 11 27 31
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,451
COMMITMENTS
946 802 122 862 1,130 1,929 2,054 1,522 1,397
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -348)
100 -129 -75 -140 52 -116 -152 -232 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 23.3 3.5 25.0 32.8 55.9 59.5 44.1 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 6 13 11 24 23
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,059
COMMITMENTS
7,058 3,303 5,939 9,395 5,577 22,392 14,819 5,668 13,240
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -156)
-415 368 80 236 -574 -99 -126 -56 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.8 21.2 33.5 19.9 79.8 52.8 20.2 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 32 25 53 46 105 88
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,215
COMMITMENTS
7,473 2,935 5,859 9,159 6,151 22,491 14,945 5,724 13,270
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 142)
-2,370 499 744 1,209 323 -417 1,566 559 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.4 20.8 32.5 21.8 79.7 53.0 20.3 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 25 28 53 50 108 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,991
COMMITMENTS
32,674 14,325 1,604 28,500 64,342 62,778 80,271 34,213 16,720
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -888)
-4,054 4,444 71 3,160 -3,408 -823 1,107 -65 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 14.8 1.7 29.4 66.3 64.7 82.8 35.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 10 5 26 26 52 40
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,879
COMMITMENTS
36,727 9,881 1,533 25,341 67,750 63,601 79,164 34,278 18,716
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -998)
-172 -2,784 -95 -1,296 3,227 -1,564 348 566 -1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 10.1 1.6 25.9 69.2 65.0 80.9 35.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 9 5 24 25 54 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,581
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 7,437 24,748
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,417)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -640 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 55.0 0.0 83.9 11.8 90.0 66.8 10.0 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,164
COMMITMENTS
6,019 42,511 1 59,067 7,684 65,087 50,196 8,077 22,968
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,054)
3,028 1,572 1 1,145 1,479 4,174 3,052 -1,120 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 58.1 0.0 80.7 10.5 89.0 68.6 11.0 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 27 1 9 8 11 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,329
COMMITMENTS
75,573 1,848 184 13,155 89,532 88,912 91,564 8,417 5,765
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,443)
856 -2,529 -121 1,957 5,267 2,692 2,617 -249 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 1.9 0.2 13.5 92.0 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
61 7 2 17 14 79 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 94,885
COMMITMENTS
74,717 4,377 305 11,198 84,265 86,220 88,947 8,665 5,939
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,685)
-4,574 -511 82 -1,173 -5,243 -5,665 -5,672 -20 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 4.6 0.3 11.8 88.8 90.9 93.7 9.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
64 5 3 15 14 79 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,903
COMMITMENTS
12,336 32,484 899 46,762 24,156 59,997 57,539 18,906 21,364
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,874)
976 -4,736 4 -2,399 1,946 -1,419 -2,787 -455 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 41.2 1.1 59.3 30.6 76.0 72.9 24.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 22 3 19 20 34 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,777
COMMITMENTS
11,360 37,220 895 49,161 22,211 61,416 60,326 19,361 20,451
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,499)
2,052 5,349 -60 782 -448 2,774 4,841 725 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 46.1 1.1 60.9 27.5 76.0 74.7 24.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 24 3 20 20 33 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,281
COMMITMENTS
5,687 56,365 5,853 150,559 93,896 162,100 156,114 27,182 33,167
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,964)
-1,437 -12,470 380 -4,354 8,432 -5,410 -3,657 -1,554 -3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 29.8 3.1 79.5 49.6 85.6 82.5 14.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 33 7 26 27 42 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 196,245
COMMITMENTS
7,124 68,835 5,473 154,913 85,464 167,510 159,771 28,735 36,474
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,387)
-1,583 -5,405 -388 7,297 10,650 5,327 4,857 2,060 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 35.1 2.8 78.9 43.5 85.4 81.4 14.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 40 7 29 30 46 74
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,666
COMMITMENTS
24,486 33,674 13,953 79,335 72,178 117,774 119,805 55,892 53,861
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,910)
1,370 -1,607 1,259 -2,998 4,497 -369 4,149 3,279 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.4 8.0 45.7 41.6 67.8 69.0 32.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 36 25 28 30 72 78
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,756
COMMITMENTS
23,116 35,281 12,694 82,333 67,681 118,143 115,656 52,612 55,100
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,569)
-1,525 3,219 334 2,290 1,889 1,099 5,443 2,470 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.7 7.4 48.2 39.6 69.2 67.7 30.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
24 39 21 32 32 68 80
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,913
COMMITMENTS
9,372 1,000 360 47,036 54,223 56,768 55,583 4,145 5,330
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -24,172)
-14,089 -166 310 -6,344 -17,523 -20,123 -17,379 -4,049 -6,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 1.6 0.6 77.2 89.0 93.2 91.2 6.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 10 15 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,305,205
COMMITMENTS
675,418 974,456 3831994 6817556 5897966 11324968 10704416 980,237 1600789
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 487,729)
5,005 105,110 252,211 197,393 72,481 454,610 429,803 33,119 57,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 31.1 55.4 47.9 92.0 87.0 8.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
64 66 102 139 142 247 268
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,817,476
COMMITMENTS
670,412 869,346 3579782 6620163 5825485 10870358 10274613 947,118 1542863
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -9,736)
5,553 131,053 63,263 -9,446 -83,919 59,370 110,397 -69,105 -120,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 7.4 30.3 56.0 49.3 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
64 65 102 141 147 251 271
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 715,934
COMMITMENTS
54,426 44,609 36,101 485,697 516,177 576,224 596,886 139,711 119,048
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,129)
-2,712 3,531 1,869 2,181 -934 1,338 4,467 -210 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.2 5.0 67.8 72.1 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
43 38 50 93 66 166 124
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,806
COMMITMENTS
57,137 41,077 34,232 483,516 517,110 574,885 592,420 139,920 122,386
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,375)
2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953 2,021 3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.7 4.8 67.6 72.3 80.4 82.9 19.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 35 49 93 67 164 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 979,716
COMMITMENTS
154,915 251,040 17,277 470,186 616,878 642,377 885,195 337,339 94,521
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,173)
17,355 11,480 1,038 -14,683 -1,010 3,711 11,508 2,462 -5,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.6 1.8 48.0 63.0 65.6 90.4 34.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
43 58 31 56 64 121 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 973,544
COMMITMENTS
137,560 239,560 16,238 484,869 617,888 638,666 873,687 334,877 99,857
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,697)
22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359 16,612 -6,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 24.6 1.7 49.8 63.5 65.6 89.7 34.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
36 58 30 55 63 113 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,266
COMMITMENTS
1,060 337 0 6,543 10,960 7,603 11,297 4,663 969
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4)
0 -16 0 18 3 18 -13 -22 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.7 0.0 53.3 89.4 62.0 92.1 38.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,841
COMMITMENTS
8,875 1,584 0 17,455 25,387 26,330 26,971 4,511 3,870
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -729)
353 292 -123 -960 -1,048 -730 -879 1 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.1 0.0 56.6 82.3 85.4 87.5 14.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 0 16 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,922
COMMITMENTS
6,854 8,506 420 27,091 32,830 34,366 41,757 15,557 8,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,797)
-640 1,402 320 828 824 509 2,547 1,288 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.0 0.8 54.3 65.8 68.8 83.6 31.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 15 2 32 24 45 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,125
COMMITMENTS
7,494 7,104 101 26,263 32,005 33,857 39,210 14,268 8,915
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,565)
979 -1,682 21 -169 -893 831 -2,554 -3,397 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.8 0.2 54.6 66.5 70.4 81.5 29.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 12 1 30 24 43 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,410
COMMITMENTS
123,874 61,050 2,560 140,985 189,338 267,419 252,948 21,991 36,462
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,439)
24,230 -11,259 407 -3,696 30,525 20,940 19,672 1,499 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 21.1 0.9 48.7 65.4 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 9 35 44 116 102
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,971
COMMITMENTS
99,644 72,309 2,153 144,682 158,813 246,479 233,276 20,492 33,696
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,542)
28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597 -2,846 -25,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 27.1 0.8 54.2 59.5 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 54 11 36 42 112 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,960
COMMITMENTS
20,643 3,300 0 22,896 46,558 43,539 49,858 18,422 12,103
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,579)
4,434 -6,153 -7 -9,217 7,737 -4,790 1,577 2,211 -4,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 5.3 0.0 37.0 75.1 70.3 80.5 29.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,539
COMMITMENTS
16,209 9,453 7 32,113 38,820 48,329 48,280 16,211 16,259
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831)
-1,659 141 0 2,832 -894 1,173 -753 -2,003 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 14.6 0.0 49.8 60.2 74.9 74.8 25.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 1 16 16 24 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,114
COMMITMENTS
468 4,134 0 23,347 19,134 23,815 23,269 5,299 5,845
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 22 30 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,276
COMMITMENTS
778 4,244 0 23,433 19,290 24,211 23,535 5,065 5,741
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 168)
-22 194 0 93 -1,607 71 -1,413 97 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.5 0.0 80.0 65.9 82.7 80.4 17.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 22 31 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 223,271
COMMITMENTS
23,987 42,627 1,260 185,288 169,751 210,535 213,638 12,736 9,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,601)
-2,174 -734 -98 66 -502 -2,206 -1,334 -395 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.1 0.6 83.0 76.0 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
23 41 10 32 50 61 95
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 225,872
COMMITMENTS
26,161 43,361 1,358 185,222 170,253 212,741 214,972 13,131 10,901
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,766)
-720 -578 -599 -2,145 10 -3,463 -1,167 -302 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.2 0.6 82.0 75.4 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 37 11 35 48 67 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,422
COMMITMENTS
13,561 6,602 665 14,493 24,020 28,719 31,287 12,703 10,135
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 15.9 1.6 35.0 58.0 69.3 75.5 30.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 12 4 17 22 46 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,330
COMMITMENTS
13,164 7,083 661 13,040 22,170 26,865 29,914 11,465 8,416
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,446)
1,352 1,146 -19 972 730 2,305 1,857 141 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 18.5 1.7 34.0 57.8 70.1 78.0 29.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 13 4 16 21 44 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 22,289
COMMITMENTS
5,592 0 70 12,129 5,694 17,791 5,764 4,498 16,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,938)
628 -200 70 2,733 3,494 3,431 3,364 1,507 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.3 54.4 25.5 79.8 25.9 20.2 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 0 1 9 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,026
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,695 4,277
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.1 0.1 50.9 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,964
COMMITMENTS
1,153 2,366 107 14,289 22,338 15,549 24,811 13,415 4,153
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 629)
-142 55 -334 981 339 505 60 124 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.2 0.4 49.3 77.1 53.7 85.7 46.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,598
COMMITMENTS
41,100 19,328 21,675 37,981 81,704 100,755 122,707 36,842 14,891
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,458)
-2,836 -2,765 -850 -3,715 -4,687 -7,402 -8,302 -1,057 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.0 15.8 27.6 59.4 73.2 89.2 26.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
87 39 47 24 35 131 102
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 146,056
COMMITMENTS
43,936 22,093 22,525 41,696 86,391 108,157 131,009 37,899 15,047
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,022)
1,889 2,848 1,505 1,492 549 4,886 4,903 136 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 15.1 15.4 28.5 59.1 74.1 89.7 25.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
98 40 49 27 35 144 107
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,631
COMMITMENTS
42,765 24,419 20,386 39,108 58,210 102,259 103,015 16,372 15,616
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,906)
2,699 2,556 202 -5 -14 2,895 2,744 11 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 20.6 17.2 33.0 49.1 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
69 70 59 45 43 156 140
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,725
COMMITMENTS
40,067 21,863 20,184 39,113 58,224 99,364 100,271 16,360 15,453
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,017)
3,194 1,046 844 -249 1,707 3,789 3,597 1,228 1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 18.9 17.4 33.8 50.3 85.9 86.6 14.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
69 61 52 43 40 145 130
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 298,630
COMMITMENTS
112,823 57,339 43,092 80,207 172,186 236,122 272,617 62,508 26,013
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -32,032)
-3,899 -2,223 -14,214 -14,585 -13,163 -32,698 -29,601 666 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 19.2 14.4 26.9 57.7 79.1 91.3 20.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
125 62 59 41 43 195 143
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 330,662
COMMITMENTS
116,722 59,562 57,306 94,792 185,349 268,820 302,217 61,841 28,444
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,262)
-7,935 12,036 951 10,066 -16,960 3,082 -3,973 -1,820 5,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 18.0 17.3 28.7 56.1 81.3 91.4 18.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
130 75 69 45 47 215 157
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,177
COMMITMENTS
5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745)
162 0 30 182 210 374 240 -1,119 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 2 11 6 6 38 18
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,922
COMMITMENTS
4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932)
-1,538 2 32 222 -1,278 -1,284 -1,244 352 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 2 10 6 6 38 17
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 93,831
COMMITMENTS
18,465 7,167 6,819 52,129 61,749 77,413 75,735 16,418 18,096
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,293)
-1,928 1,071 551 3,651 1,826 2,274 3,447 -981 -2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.6 7.3 55.6 65.8 82.5 80.7 17.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 16 17 57 61 103 87
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,538
COMMITMENTS
20,393 6,096 6,269 48,478 59,924 75,139 72,288 17,399 20,250
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,659)
1,283 -416 -487 2,612 5,411 3,409 4,509 250 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 6.6 6.8 52.4 64.8 81.2 78.1 18.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 15 16 52 58 99 81
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,459
COMMITMENTS
2,132 2,425 663 18,554 16,169 21,349 19,257 6,110 8,202
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 734)
-294 1,073 -98 1,196 -943 804 31 -70 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.8 2.4 67.6 58.9 77.7 70.1 22.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 8 3 24 18 33 27
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,725
COMMITMENTS
2,426 1,352 761 17,357 17,112 20,545 19,226 6,180 7,499
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -354)
115 -174 200 -884 -276 -569 -250 216 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.1 2.8 64.9 64.0 76.9 71.9 23.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 9 5 22 21 33 30
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 136,655
COMMITMENTS
20,189 23,483 29,779 71,552 71,124 121,520 124,386 15,134 12,268
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,783)
229 4,543 394 2,107 -2,634 2,730 2,302 53 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.2 21.8 52.4 52.0 88.9 91.0 11.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
66 58 52 76 64 165 153
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 133,871
COMMITMENTS
19,961 18,940 29,385 69,445 73,758 118,791 122,084 15,081 11,788
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 735)
-120 8,573 -1,107 1,417 -8,147 189 -681 546 1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.1 22.0 51.9 55.1 88.7 91.2 11.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
68 52 49 72 61 162 141
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,357
COMMITMENTS
12,766 2,024 8,913 17,752 32,115 39,432 43,052 5,925 2,305
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -776)
-1,462 -119 153 654 -471 -655 -436 -121 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 4.5 19.7 39.1 70.8 86.9 94.9 13.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
55 19 24 26 24 93 56
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,133
COMMITMENTS
14,228 2,143 8,760 17,098 32,585 40,087 43,489 6,047 2,645
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,365)
-4,084 195 -989 2,267 -2,243 -2,806 -3,037 -558 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 4.6 19.0 37.1 70.6 86.9 94.3 13.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 20 23 22 25 91 56
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,407
COMMITMENTS
21,282 26,153 14,247 100,172 99,904 135,702 140,304 10,705 6,103
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,405)
140 1,421 878 2,302 1,532 3,321 3,832 84 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.9 9.7 68.4 68.2 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
62 46 37 54 39 128 114
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,002
COMMITMENTS
21,143 24,731 13,369 97,870 98,371 132,381 136,472 10,620 6,530
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,491)
-424 1,539 -110 741 -1,072 207 357 1,284 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.3 9.3 68.4 68.8 92.6 95.4 7.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
57 49 32 53 40 125 110
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 553,358
COMMITMENTS
155,349 17,390 83,543 228,809 406,964 467,700 507,897 85,658 45,461
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 28,652)
13,937 -8,876 4,980 6,604 35,200 25,522 31,304 3,131 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.1 15.1 41.3 73.5 84.5 91.8 15.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
84 22 44 63 56 163 107
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 524,706
COMMITMENTS
141,411 26,266 78,563 222,204 371,764 442,179 476,593 82,527 48,113
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 18,723)
6,330 -7,904 9,898 878 15,346 17,107 17,340 1,616 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 5.0 15.0 42.3 70.9 84.3 90.8 15.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
77 29 52 59 53 158 115
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,554
COMMITMENTS
23,097 15,475 30,023 58,424 69,115 111,544 114,613 12,009 8,941
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,869)
-238 -505 -52 -194 114 -484 -443 -1,385 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.5 24.3 47.3 55.9 90.3 92.8 9.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
119 90 106 105 93 273 246
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,423
COMMITMENTS
23,335 15,979 30,075 58,618 69,001 112,028 115,056 13,395 10,367
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,426)
-2,395 1,156 3,041 2,684 -862 3,329 3,334 1,097 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 12.7 24.0 46.7 55.0 89.3 91.7 10.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
119 95 107 103 96 278 249
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,589
COMMITMENTS
16,582 1,792 2,787 6,378 22,315 25,747 26,893 3,842 2,696
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -517)
-1,041 21 62 -11 -1,315 -990 -1,231 473 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 6.1 9.4 21.6 75.4 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
33 6 10 8 5 47 17
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,106
COMMITMENTS
17,623 1,770 2,725 6,389 23,630 26,737 28,125 3,369 1,981
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,117)
623 376 75 1,688 687 2,387 1,138 -1,270 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 5.9 9.1 21.2 78.5 88.8 93.4 11.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
33 6 10 8 5 47 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,277
COMMITMENTS
26,716 16,981 42,864 100,349 120,673 169,929 180,518 42,348 31,759
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,349)
-3,397 -3,308 -4,120 308 220 -7,208 -7,208 859 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.0 20.2 47.3 56.8 80.1 85.0 19.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
28 29 38 60 57 113 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 218,626
COMMITMENTS
30,113 20,289 46,983 100,041 120,453 177,137 187,726 41,489 30,900
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -7,098)
-1,569 -4,534 -3,911 4,763 6,993 -716 -1,453 -6,382 -5,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 9.3 21.5 45.8 55.1 81.0 85.9 19.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 30 35 63 60 118 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 802,901
COMMITMENTS
37,153 71,436 342,744 344,269 356,378 724,166 770,558 78,735 32,343
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -35,970)
-4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331 -622 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.9 42.7 42.9 44.4 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
55 55 80 96 86 199 175
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 838,871
COMMITMENTS
41,531 77,615 354,515 363,467 372,759 759,513 804,890 79,358 33,981
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 14,091)
-920 1,162 9,445 6,832 5,992 15,357 16,599 -1,265 -2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.3 42.3 43.3 44.4 90.5 95.9 9.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
60 50 79 99 88 203 174
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,324
COMMITMENTS
6,850 1,862 1,652 26,149 25,018 34,651 28,532 3,673 9,792
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 262)
-1,203 -2,008 190 2,511 1,168 1,498 -650 -1,236 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.9 4.3 68.2 65.3 90.4 74.4 9.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 19 13 21 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,062
COMMITMENTS
8,053 3,870 1,462 23,638 23,850 33,153 29,182 4,909 8,880
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -160)
-2,512 240 180 1,583 -1,132 -749 -712 589 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 10.2 3.8 62.1 62.7 87.1 76.7 12.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 12 20 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,997
COMMITMENTS
3,038 29,873 14,435 101,241 79,572 118,714 123,880 10,283 5,117
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 892)
-426 731 -856 2,490 410 1,208 285 -316 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.2 11.2 78.5 61.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 4 25 26 29 30
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,105
COMMITMENTS
3,464 29,142 15,291 98,751 79,162 117,506 123,595 10,599 4,510
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 703)
3,105 7,911 -8,909 6,703 3,563 899 2,565 -196 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 22.7 11.9 77.1 61.8 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 5 25 26 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,429
COMMITMENTS
32,951 11,347 2,684 39,550 57,331 75,185 71,362 4,244 8,067
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,920)
5,034 0 0 1,522 7,898 6,556 7,898 364 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 14.3 3.4 49.8 72.2 94.7 89.8 5.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 15 15 17 19
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,509
COMMITMENTS
27,917 11,347 2,684 38,028 49,433 68,629 63,464 3,880 9,045
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,524)
3,096 0 0 1,002 3,792 4,098 3,792 426 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 15.6 3.7 52.4 68.2 94.6 87.5 5.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,603
COMMITMENTS
0 9,132 4,967 45,305 37,384 50,272 51,483 4,331 3,120
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,194)
0 -940 -186 -2,516 -692 -2,702 -1,818 508 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 9.1 83.0 68.5 92.1 94.3 7.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 19 19 21 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,797
COMMITMENTS
0 10,072 5,153 47,821 38,076 52,974 53,301 3,823 3,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,834)
0 4,845 -959 4,219 -1,776 3,260 2,110 -426 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 9.1 84.2 67.0 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 18 17 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,683
COMMITMENTS
7,461 12,054 3,805 46,516 42,165 57,782 58,024 3,901 3,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,893)
5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166 -620 -3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 19.5 6.2 75.4 68.4 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 5 25 22 30 29
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,576
COMMITMENTS
1,866 15,382 7,183 50,006 34,293 59,055 56,858 4,521 6,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,523)
912 889 788 4,688 2,427 6,388 4,104 -865 1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 24.2 11.3 78.7 53.9 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 6 24 20 30 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,583
COMMITMENTS
0 1,121 897 46,688 40,085 47,585 42,103 998 6,480
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,126)
0 724 -513 2,577 1,429 2,064 1,640 62 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.8 96.1 82.5 97.9 86.7 2.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 18 21 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,457
COMMITMENTS
0 397 1,410 44,111 38,656 45,521 40,463 936 5,994
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,292)
-639 397 -87 6,018 1,086 5,292 1,396 0 3,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 3.0 95.0 83.2 98.0 87.1 2.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 18 19 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,086
COMMITMENTS
0 15,259 450 58,326 45,689 58,776 61,398 8,310 5,688
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,679)
0 2,058 -155 5,140 1,230 4,985 3,133 -1,306 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.7 0.7 86.9 68.1 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 21 26 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,407
COMMITMENTS
0 13,201 605 53,186 44,459 53,791 58,265 9,616 5,142
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 268)
0 4,719 -2,171 1,830 -2,552 -341 -4 609 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.8 1.0 83.9 70.1 84.8 91.9 15.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,363
COMMITMENTS
40,153 49,726 5,259 52,244 43,010 97,656 97,995 4,707 4,368
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -692)
-5,902 -1,097 806 5,500 -10 404 -301 -1,096 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 48.6 5.1 51.0 42.0 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 21 21 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,055
COMMITMENTS
46,055 50,823 4,453 46,744 43,020 97,252 98,296 5,803 4,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,614)
2,614 12,144 1,220 9,718 -662 13,552 12,702 -938 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 49.3 4.3 45.4 41.7 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 17 21 20 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,767
COMMITMENTS
780 4,455 1,259 28,376 22,519 30,415 28,233 6,352 8,534
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9)
0 -259 182 -215 318 -33 241 24 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 12.1 3.4 77.2 61.2 82.7 76.8 17.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,776
COMMITMENTS
780 4,714 1,077 28,591 22,201 30,448 27,992 6,328 8,784
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,583)
-372 3,123 -803 3,386 93 2,211 2,413 372 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 12.8 2.9 77.7 60.4 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,446
COMMITMENTS
2,108 1,178 0 45,152 45,160 47,260 46,338 186 1,108
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.5 0.0 95.2 95.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 14 16 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,897
COMMITMENTS
620 1,178 0 25,905 24,797 26,525 25,975 372 922
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.4 0.0 96.3 92.2 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 15 16 16 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,175,650
COMMITMENTS
287,853 56,432 226,000 645,565 881,918 1159418 1164350 16,232 11,300
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 35,649)
-7,468 -6,437 14,016 30,445 29,433 36,993 37,012 -1,344 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.8 19.2 54.9 75.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 19 34 97 87 133 124
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,140,001
COMMITMENTS
295,321 62,869 211,984 615,120 852,485 1122425 1127338 17,576 12,663
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,013)
13,226 2,754 -2,267 5,125 14,654 16,084 15,141 -4,071 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 5.5 18.6 54.0 74.8 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 84 80 120 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,032
COMMITMENTS
38,190 36,193 72,523 90,236 86,581 200,949 195,297 3,083 8,735
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 16,882)
10,295 7 11,252 -5,710 183 15,837 11,442 1,045 5,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.7 35.5 44.2 42.4 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 6 17 27 28 46 47
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,150
COMMITMENTS
27,895 36,186 61,271 95,946 86,398 185,112 183,855 2,038 3,295
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 11,931)
-6,655 -3,565 8,761 9,388 6,296 11,494 11,492 437 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 19.3 32.7 51.3 46.2 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 7 17 27 28 46 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,395
COMMITMENTS
21,341 5,027 20,323 37,162 53,765 78,826 79,116 569 279
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,917)
384 192 986 666 860 2,036 2,038 -119 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.3 25.6 46.8 67.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 11 38 36 49 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,478
COMMITMENTS
20,957 4,835 19,337 36,496 52,905 76,790 77,078 687 400
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,678)
-1,202 -450 1,424 2,180 1,476 2,401 2,450 277 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 6.2 25.0 47.1 68.3 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 6 10 37 34 47 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,027 1,425 4,082 19,151 19,736 26,260 25,243 124 1,141
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-126 246 -120 1,226 -676 980 -550 -980 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.4 15.5 72.6 74.8 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 19 22 24 27
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,153 1,179 4,202 17,925 20,412 25,280 25,793 1,104 591
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 182)
0 -154 82 -922 762 -840 690 1,022 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.5 15.9 67.9 77.4 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 19 22 24 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,278
COMMITMENTS
780 3,914 2,737 7,209 4,077 10,726 10,728 552 550
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 426)
0 126 300 126 0 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 34.7 24.3 63.9 36.2 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 17 15 22 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,852
COMMITMENTS
780 3,788 2,437 7,083 4,077 10,300 10,302 552 550
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,618)
86 1,018 86 894 -36 1,066 1,068 552 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 34.9 22.5 65.3 37.6 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 16 15 21 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
1,888 2,971 546 8,952 8,206 11,386 11,723 553 216
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-510 0 0 510 510 0 510 0 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 24.9 4.6 75.0 68.7 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
2,398 2,971 546 8,442 7,696 11,386 11,213 553 726
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 24.9 4.6 70.7 64.5 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,596
COMMITMENTS
3,700 1,644 3,220 6,416 8,242 13,336 13,106 260 490
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,360)
440 20 580 480 840 1,500 1,440 -140 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 12.1 23.7 47.2 60.6 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 5 15 16 21 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,236
COMMITMENTS
3,260 1,624 2,640 5,936 7,402 11,836 11,666 400 570
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -916)
40 4 0 -256 -200 -216 -196 -700 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 13.3 21.6 48.5 60.5 96.7 95.3 3.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 4 16 15 22 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,370
COMMITMENTS
9,430 280 1,230 9,240 18,480 19,900 19,990 470 380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 220)
-180 0 60 350 760 230 820 -10 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 1.4 6.0 45.4 90.7 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 23 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,150
COMMITMENTS
9,610 280 1,170 8,890 17,720 19,670 19,170 480 980
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,180)
700 0 120 340 660 1,160 780 20 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 1.4 5.8 44.1 87.9 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 20 22 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,301,954
COMMITMENTS
119,164 72,855 355,477 763,194 799,656 1237835 1227989 64,118 73,965
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,255)
-2,765 6,515 10,265 1,045 -10,352 8,546 6,429 -9,801 -7,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.6 27.3 58.6 61.4 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
73 99 115 84 92 230 243
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,303,209
COMMITMENTS
121,928 66,340 345,212 762,149 810,008 1229289 1221560 73,919 81,649
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -71,337)
-12,356 -2,677 -31,134 -21,419 -30,383 -64,909 -64,194 -6,428 -7,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.1 26.5 58.5 62.2 94.3 93.7 5.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
75 95 117 82 93 230 247
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,860
COMMITMENTS
8,654 4,372 196 2,328 8,697 11,178 13,265 2,682 595
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8)
178 -1,155 170 -234 1,624 114 639 -122 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 31.5 1.4 16.8 62.7 80.6 95.7 19.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 20 3 10 27 70 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,868
COMMITMENTS
8,476 5,527 26 2,562 7,073 11,064 12,626 2,804 1,242
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 105)
181 225 -36 -75 -101 70 88 35 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 39.9 0.2 18.5 51.0 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
58 23 2 11 24 70 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,816
COMMITMENTS
5,576 762 9 1,051 7,160 6,636 7,931 2,180 885
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 942)
1,436 -108 -102 -493 1,386 841 1,176 101 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 8.6 0.1 11.9 81.2 75.3 90.0 24.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 7 1 6 19 27 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,874
COMMITMENTS
4,140 870 111 1,544 5,774 5,795 6,755 2,079 1,119
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -39)
51 10 -34 -19 -74 -2 -98 -37 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 11.0 1.4 19.6 73.3 73.6 85.8 26.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 2 9 12 25 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,625
COMMITMENTS
38,948 11,133 22,559 98,172 133,553 159,678 167,245 18,947 11,380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,257)
-2,736 1,915 -5,381 552 -4,314 -7,564 -7,780 -1,693 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 6.2 12.6 55.0 74.8 89.4 93.6 10.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
52 22 35 74 77 144 116
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,882
COMMITMENTS
41,684 9,218 27,939 97,620 137,867 167,243 175,024 20,639 12,858
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,972)
-5,050 3,110 -1,656 5,168 -1,929 -1,538 -475 -4,433 -5,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 4.9 14.9 52.0 73.4 89.0 93.2 11.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
59 19 33 75 77 148 116
Updated August 5, 2005