WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,505
COMMITMENTS
44,116 72,698 46,081 175,578 132,987 265,776 251,765 26,729 40,739
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,343)
-1,769 11,817 -4,248 6,891 -6,630 874 939 -6,217 -6,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 24.9 15.8 60.0 45.5 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
74 107 75 47 57 164 202
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,848
COMMITMENTS
45,886 60,880 50,329 168,688 139,617 264,902 250,826 32,946 47,022
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,848)
-1,009 415 928 -667 -1,520 -747 -178 7,596 7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 20.4 16.9 56.6 46.9 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
75 97 76 48 57 170 191
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,520
COMMITMENTS
134,343 59,825 184,749 456,929 467,049 776,021 711,623 153,499 217,898
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,291)
-16,464 7,721 1,509 15,903 -17,036 948 -7,805 -5,238 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.4 19.9 49.2 50.2 83.5 76.6 16.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
166 86 168 248 266 482 471
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,811
COMMITMENTS
150,808 52,103 183,240 441,026 484,085 775,073 719,428 158,738 214,383
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 673)
2,071 4,003 420 -5,584 -4,521 -3,093 -98 3,765 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.6 19.6 47.2 51.8 83.0 77.0 17.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
175 84 169 233 266 482 465
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,880
COMMITMENTS
3,222 100 672 1,981 6,428 5,874 7,199 3,006 1,681
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -151)
4 24 -201 -135 39 -332 -139 181 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 1.1 7.6 22.3 72.4 66.2 81.1 33.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 5 11 16 27 23
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,031
COMMITMENTS
3,217 76 872 2,116 6,389 6,206 7,338 2,825 1,694
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -236)
-451 61 132 -134 -381 -454 -188 218 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.8 9.7 23.4 70.7 68.7 81.2 31.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 6 11 15 27 23
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 348,206
COMMITMENTS
61,210 20,885 68,189 146,248 175,311 275,647 264,384 72,560 83,822
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -20,539)
-10,134 1,397 -3,420 -1,511 -19,219 -15,066 -21,243 -5,474 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.0 19.6 42.0 50.3 79.2 75.9 20.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
127 82 136 110 136 303 295
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,746
COMMITMENTS
71,344 19,488 71,609 147,759 194,530 290,713 285,627 78,033 83,119
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,758)
2,419 -2,091 3,851 -3,804 2,519 2,466 4,279 291 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.3 19.4 40.1 52.8 78.8 77.5 21.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
134 78 138 107 133 312 292
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,985
COMMITMENTS
25,184 16,953 24,086 71,587 86,199 120,856 127,238 22,129 15,747
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -11,459)
-8,129 4,742 -3,560 4,950 -15,416 -6,740 -14,234 -4,720 2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.9 16.8 50.1 60.3 84.5 89.0 15.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
37 31 28 43 41 99 88
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 154,444
COMMITMENTS
33,313 12,211 27,646 66,637 101,615 127,596 141,472 26,848 12,972
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,302)
-828 1,922 2,723 418 -1,974 2,313 2,670 -1,011 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.9 17.9 43.1 65.8 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
53 25 39 41 39 119 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 792,060
COMMITMENTS
67,873 68,745 140,144 458,023 398,692 666,040 607,581 126,021 184,479
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 36,100)
137 -6,506 16,310 17,198 24,438 33,646 34,242 2,454 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.7 17.7 57.8 50.3 84.1 76.7 15.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
35 29 45 74 86 126 143
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,961
COMMITMENTS
67,736 75,251 123,834 440,824 374,254 632,394 573,339 123,567 182,622
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 18,300)
-8,506 9,608 8,790 20,610 -4,764 20,894 13,634 -2,595 4,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.0 16.4 58.3 49.5 83.7 75.8 16.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 34 37 73 84 122 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 122,347
COMMITMENTS
20,714 4,138 20,767 48,003 78,203 89,485 103,109 32,863 19,239
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,430)
-2,864 2,115 -3,505 1,698 -7,331 -4,671 -8,721 -759 3,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 3.4 17.0 39.2 63.9 73.1 84.3 26.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
43 14 32 52 47 113 82
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,777
COMMITMENTS
23,578 2,023 24,272 46,305 85,534 94,155 111,830 33,622 15,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,405)
-1,768 771 2,999 -3,634 -6,806 -2,404 -3,036 -1,001 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.6 19.0 36.2 66.9 73.7 87.5 26.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 13 36 56 54 123 95
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,782
COMMITMENTS
2,806 1,200 1,384 2,043 3,274 6,233 5,859 1,549 1,923
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -381)
-145 -77 -249 -97 -56 -491 -381 110 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 15.4 17.8 26.2 42.1 80.1 75.3 19.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 6 11 12 16 33 31
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,163
COMMITMENTS
2,952 1,277 1,633 2,140 3,330 6,724 6,240 1,439 1,923
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 98)
-240 25 258 141 -61 158 222 -60 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 15.6 20.0 26.2 40.8 82.4 76.4 17.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 11 13 14 35 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 368,746
COMMITMENTS
102,950 113,337 1,435 208,801 145,091 313,186 259,863 55,560 108,883
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 7,875)
-2,945 624 -704 9,609 6,283 5,960 6,203 1,915 1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 30.7 0.4 56.6 39.3 84.9 70.5 15.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 26 4 44 40 62 69
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,871
COMMITMENTS
105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,645 107,211
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 619)
2,545 7,307 222 -1,325 -6,047 1,442 1,482 -823 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 31.2 0.6 55.2 38.5 85.1 70.3 14.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 29 4 44 41 61 72
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,786,273
COMMITMENTS
477,261 412,681 470,487 1574694 1416344 2522442 2299512 263,831 486,761
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 47,176)
25,638 44,363 3,890 5,899 20,232 35,428 68,485 11,748 -21,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.8 16.9 56.5 50.8 90.5 82.5 9.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
53 63 70 104 137 188 239
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,739,097
COMMITMENTS
451,623 368,318 466,597 1568795 1396112 2487014 2231028 252,083 508,070
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 156,724)
75,226 -12,803 10,263 55,987 94,887 141,476 92,347 15,248 64,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.4 17.0 57.3 51.0 90.8 81.5 9.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
52 65 72 109 142 195 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,931,785
COMMITMENTS
152,113 436,926 242,743 1375005 915,272 1769860 1594940 161,925 336,845
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 96,986)
-27,313 31,015 18,285 97,331 39,799 88,303 89,098 8,683 7,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.6 12.6 71.2 47.4 91.6 82.6 8.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
28 56 46 82 97 141 168
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,799
COMMITMENTS
179,426 405,911 224,459 1277673 875,473 1681557 1505842 153,242 328,957
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 190,837)
17,464 58,562 28,697 139,867 80,112 186,028 167,371 4,809 23,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 22.1 12.2 69.6 47.7 91.6 82.1 8.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
29 55 47 76 97 135 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 596,129
COMMITMENTS
113,830 47,187 226,328 199,127 288,717 539,285 562,232 56,845 33,897
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 13,993)
3,405 -4,744 21,125 -11,777 1,052 12,753 17,433 1,241 -3,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 7.9 38.0 33.4 48.4 90.5 94.3 9.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 23 40 46 45 98 92
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 582,136
COMMITMENTS
110,425 51,931 205,203 210,904 287,665 526,532 544,799 55,604 37,337
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -94,305)
-16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791 -7,365 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.9 35.2 36.2 49.4 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 21 39 44 40 93 84
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,836
COMMITMENTS
8,784 5,738 754 16,203 18,322 25,741 24,814 7,095 8,022
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 95)
511 -27 39 -5 -37 544 -25 -449 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 17.5 2.3 49.3 55.8 78.4 75.6 21.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 11 8 19 12 38 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,740
COMMITMENTS
8,273 5,765 715 16,208 18,359 25,197 24,839 7,543 7,901
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,209)
379 583 125 612 646 1,116 1,355 93 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 17.6 2.2 49.5 56.1 77.0 75.9 23.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 5 19 13 35 26
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,241
COMMITMENTS
10,805 36,712 3,010 39,150 11,543 52,965 51,265 11,276 12,976
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,752)
-1,701 6,201 74 7,736 -2,441 6,109 3,834 -1,356 919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 57.1 4.7 60.9 18.0 82.4 79.8 17.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 30 16 18 15 47 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,489
COMMITMENTS
12,506 30,511 2,936 31,414 13,984 46,856 47,431 12,632 12,057
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,194)
2,013 2,945 47 157 -974 2,217 2,018 -23 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 51.3 4.9 52.8 23.5 78.8 79.7 21.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 30 14 18 16 49 50
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,504
COMMITMENTS
1,963 5,611 1,004 33,039 28,808 36,006 35,423 498 1,081
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 245)
-90 565 0 172 -518 82 47 163 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 15.4 2.8 90.5 78.9 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 18 4 21 19 30 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259
COMMITMENTS
2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065)
-1,717 -378 -15 630 -642 -1,102 -1,035 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 18 4 21 20 30 39
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,513
COMMITMENTS
1,084 1,758 2,401 14,264 11,489 17,749 15,649 4,763 6,863
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -3,694)
-550 -160 -331 -2,418 -2,585 -3,298 -3,076 -396 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 7.8 10.7 63.4 51.0 78.8 69.5 21.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 13 22 17 36 31
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,206
COMMITMENTS
1,634 1,918 2,732 16,682 14,075 21,047 18,725 5,159 7,481
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 711)
82 306 262 261 7 605 575 105 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 10.4 63.7 53.7 80.3 71.5 19.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 23 18 37 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,282
COMMITMENTS
15,707 20,740 22,522 48,901 27,214 87,130 70,476 14,152 30,806
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -159)
1,641 -182 -2,432 -686 1,103 -1,478 -1,512 1,320 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 20.5 22.2 48.3 26.9 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
33 57 47 29 34 101 104
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,441
COMMITMENTS
14,067 20,923 24,955 49,587 26,111 88,609 71,988 12,832 29,453
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,240)
284 -3,581 1,518 -94 2,478 1,707 414 533 1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.6 24.6 48.9 25.7 87.3 71.0 12.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 50 46 31 31 100 104
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,843
COMMITMENTS
1,040 692 7 341 405 1,388 1,104 455 738
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -485)
239 -77 -222 -141 -57 -124 -356 -360 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 37.6 0.4 18.5 22.0 75.3 59.9 24.7 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 3 11 12
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,327
COMMITMENTS
801 769 229 482 462 1,512 1,461 815 867
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -163)
293 -101 -25 -158 81 110 -45 -273 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 33.1 9.8 20.7 19.9 65.0 62.8 35.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 7 6 4 19 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,514
COMMITMENTS
33,294 36,840 19,197 74,534 58,621 127,025 114,657 16,489 28,857
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -12,145)
1,410 3,651 -7,771 -4,078 -7,355 -10,439 -11,475 -1,707 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 25.7 13.4 51.9 40.8 88.5 79.9 11.5 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 72 54 57 80 137 181
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,659
COMMITMENTS
31,884 33,189 26,968 78,612 65,976 137,464 126,132 18,195 29,527
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,167)
878 -3,157 6,669 -1,019 3,730 6,528 7,242 -2,361 -3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 21.3 17.3 50.5 42.4 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
56 68 68 69 102 160 213
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,584
COMMITMENTS
1,020 1,125 458 1,134 1,041 2,612 2,624 1,972 1,961
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 138)
-45 -131 59 4 -24 18 -96 120 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 24.5 10.0 24.7 22.7 57.0 57.2 43.0 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 19 6 15 14 30 35
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,447
COMMITMENTS
1,065 1,255 399 1,130 1,066 2,594 2,720 1,852 1,727
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 638)
160 222 197 65 28 422 447 216 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 28.2 9.0 25.4 24.0 58.3 61.2 41.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 18 7 16 11 30 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,711
COMMITMENTS
9,117 2,768 6,705 9,919 8,239 25,741 17,713 5,970 13,998
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,661)
1,698 -164 206 359 1,476 2,262 1,517 398 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.7 21.1 31.3 26.0 81.2 55.9 18.8 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 25 29 60 55 121 97
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050
COMMITMENTS
7,419 2,933 6,500 9,560 6,763 23,479 16,195 5,572 12,855
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 991)
361 -371 560 165 1,186 1,087 1,376 -96 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.1 22.4 32.9 23.3 80.8 55.7 19.2 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
34 29 23 60 52 112 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,232
COMMITMENTS
34,534 19,761 1,350 29,318 60,382 65,203 81,493 34,029 17,739
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,206)
4,646 2,812 -341 -1,974 4,854 2,331 7,325 1,875 -3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 19.9 1.4 29.5 60.8 65.7 82.1 34.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 15 3 23 24 48 41
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,026
COMMITMENTS
29,889 16,949 1,691 31,292 55,528 62,872 74,168 32,154 20,858
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,965)
-2,785 2,624 87 2,792 -8,814 94 -6,103 -2,059 4,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 17.8 1.8 32.9 58.4 66.2 78.1 33.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 14 5 25 26 50 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,821
COMMITMENTS
6,045 38,256 34 56,219 12,407 62,298 50,697 9,523 21,124
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -336)
1,412 2,443 -269 -2,660 -678 -1,517 1,496 1,181 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 53.3 0.0 78.3 17.3 86.7 70.6 13.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 19 1 9 11 13 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,157
COMMITMENTS
4,633 35,813 303 58,879 13,085 63,815 49,201 8,342 22,956
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,424)
29 -5,220 302 -3,660 4,286 -3,329 -632 905 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 49.6 0.4 81.6 18.1 88.4 68.2 11.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 18 1 8 12 12 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,459
COMMITMENTS
75,737 1,400 428 13,432 90,258 89,597 92,086 7,862 5,373
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,414)
887 -157 217 1,358 2,779 2,462 2,839 -1,048 -1,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.7 1.4 0.4 13.8 92.6 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
64 6 3 17 13 81 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 96,045
COMMITMENTS
74,850 1,557 211 12,074 87,479 87,135 89,247 8,909 6,798
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,284)
-723 -291 27 -1,081 -2,053 -1,777 -2,317 493 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 1.6 0.2 12.6 91.1 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
58 7 2 17 14 75 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,199
COMMITMENTS
11,094 26,594 761 44,781 24,551 56,635 51,906 18,564 23,293
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,653)
-1,287 -2,811 -272 702 1,121 -856 -1,962 -797 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.4 1.0 59.6 32.6 75.3 69.0 24.7 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
11 19 4 17 20 31 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,852
COMMITMENTS
12,380 29,406 1,032 44,079 23,430 57,491 53,868 19,361 22,985
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,051)
44 -3,078 133 -2,683 -726 -2,506 -3,671 455 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 38.3 1.3 57.4 30.5 74.8 70.1 25.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 18 4 18 19 33 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 205,288
COMMITMENTS
10,706 61,913 5,010 161,372 102,452 177,087 169,375 28,201 35,913
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,937)
3,753 9,055 -674 8,886 -899 11,966 7,483 -29 4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 30.2 2.4 78.6 49.9 86.3 82.5 13.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 36 6 28 29 44 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,351
COMMITMENTS
6,952 52,858 5,683 152,485 103,351 165,121 161,892 28,230 31,459
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,070)
1,265 -3,507 -170 1,926 9,455 3,022 5,778 1,048 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 27.3 2.9 78.9 53.5 85.4 83.7 14.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 35 8 27 28 45 66
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,601
COMMITMENTS
28,114 24,204 12,911 77,110 80,454 118,136 117,569 53,465 54,032
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,433)
3,982 -737 -1,950 -2,923 -1,442 -892 -4,130 -541 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 14.1 7.5 44.9 46.9 68.8 68.5 31.2 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 31 23 27 27 70 69
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,034
COMMITMENTS
24,133 24,941 14,861 80,034 81,896 119,027 121,698 54,006 51,335
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -632)
-353 -8,733 908 699 9,719 1,253 1,893 -1,885 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.4 8.6 46.3 47.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 38 31 30 29 79 78
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,357
COMMITMENTS
5,110 1,000 770 63,212 66,389 69,092 68,159 5,265 6,198
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,921)
226 0 -25 1,722 1,569 1,923 1,544 -2 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.3 1.0 85.0 89.3 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 16 14 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,436
COMMITMENTS
4,884 1,000 795 61,490 64,820 67,169 66,615 5,267 5,821
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,827)
-1,113 0 380 4,559 3,279 3,826 3,659 1,001 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 1.1 84.9 89.5 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 16 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,436,127
COMMITMENTS
668,058 964,491 4328543 7394695 6418396 12391296 11711430 1044831 1724697
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 513,965)
-6,953 6,646 246,384 255,708 180,816 495,138 433,846 18,827 80,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.2 32.2 55.0 47.8 92.2 87.2 7.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
60 70 103 142 148 252 273
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,922,161
COMMITMENTS
675,011 957,845 4082159 7138987 6237580 11896157 11277584 1026004 1644577
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 616,956)
-407 -16,611 250,165 321,431 339,614 571,189 573,168 45,767 43,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.4 31.6 55.2 48.3 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
57 71 103 140 144 249 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,531
COMMITMENTS
53,089 47,466 44,793 481,315 519,540 579,197 611,800 143,334 110,731
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,042)
474 1,662 1,082 -2,161 1,725 -604 4,470 1,647 -3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 6.2 66.6 71.9 80.2 84.7 19.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
49 41 58 94 70 175 137
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 721,489
COMMITMENTS
52,614 45,804 43,711 483,475 517,815 579,801 607,330 141,688 114,159
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,554)
-1,811 1,195 7,610 -2,222 1,638 3,577 10,444 1,977 -4,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.3 6.1 67.0 71.8 80.4 84.2 19.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 41 56 92 69 169 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,055,383
COMMITMENTS
193,364 285,987 26,046 537,032 620,445 756,442 932,478 298,941 122,905
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 12,523)
5,508 -10,286 -125 15,457 10,222 20,839 -190 -8,316 12,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 27.1 2.5 50.9 58.8 71.7 88.4 28.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
40 54 32 57 66 119 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,042,860
COMMITMENTS
187,856 296,273 26,171 521,575 610,223 735,603 932,668 307,257 110,192
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 63,143)
32,941 45,233 8,894 51,390 -6,655 93,226 47,473 -30,082 15,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.4 2.5 50.0 58.5 70.5 89.4 29.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 64 33 59 62 131 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,198
COMMITMENTS
1,053 0 0 6,930 10,552 7,983 10,552 4,215 1,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -143)
-226 -452 0 -97 -375 -323 -827 180 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 0.0 56.8 86.5 65.4 86.5 34.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 15 19 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,341
COMMITMENTS
1,279 452 0 7,027 10,927 8,306 11,379 4,035 962
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -84)
-187 -42 0 224 -160 37 -202 -121 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.7 0.0 56.9 88.5 67.3 92.2 32.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 16 20 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,037
COMMITMENTS
7,324 1,859 5 19,675 28,171 27,004 30,035 6,033 3,002
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -406)
-1,754 441 5 -596 -1,906 -2,345 -1,460 1,939 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.6 0.0 59.6 85.3 81.7 90.9 18.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 1 16 18 21 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,443
COMMITMENTS
9,078 1,418 0 20,271 30,077 29,349 31,495 4,094 1,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,427)
94 -210 0 2,213 3,322 2,307 3,112 1,120 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.2 0.0 60.6 89.9 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 0 17 19 22 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,904
COMMITMENTS
7,177 8,506 426 27,222 31,982 34,825 40,913 14,079 7,991
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -918)
447 1,046 -418 -370 -1,046 -341 -418 -576 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 17.4 0.9 55.7 65.4 71.2 83.7 28.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 14 2 32 25 47 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,822
COMMITMENTS
6,730 7,459 844 27,592 33,028 35,166 41,331 14,656 8,491
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -100)
-124 -1,047 424 501 198 801 -426 -901 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.0 1.7 55.4 66.3 70.6 83.0 29.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 14 3 32 24 46 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,224
COMMITMENTS
133,283 64,283 2,162 160,101 219,313 295,546 285,758 23,678 33,466
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,384)
-11,531 482 23 19,926 9,329 8,418 9,834 1,966 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 20.1 0.7 50.2 68.7 92.6 89.5 7.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
69 54 12 37 41 116 97
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,840
COMMITMENTS
144,814 63,801 2,139 140,175 209,984 287,128 275,924 21,712 32,916
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,430)
20,940 2,751 -421 -810 20,646 19,709 22,976 -279 -3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 20.7 0.7 45.4 68.0 93.0 89.3 7.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 49 9 38 45 123 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,671
COMMITMENTS
30,047 2,029 0 23,144 61,320 53,191 63,349 20,480 10,322
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,645)
9,498 -1,203 0 1,645 13,011 11,143 11,808 501 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 2.8 0.0 31.4 83.2 72.2 86.0 27.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 2 0 13 19 28 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,026
COMMITMENTS
20,549 3,232 0 21,499 48,309 42,048 51,541 19,979 10,485
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 66)
-94 -68 0 -1,397 1,752 -1,491 1,684 1,557 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 5.2 0.0 34.7 77.9 67.8 83.1 32.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 0 12 18 23 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,825
COMMITMENTS
452 4,129 0 25,387 20,584 25,839 24,713 4,986 6,111
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 52)
-6 57 0 340 228 334 285 -282 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.4 0.0 82.4 66.8 83.8 80.2 16.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 9 0 28 24 30 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,773
COMMITMENTS
458 4,072 0 25,046 20,356 25,504 24,429 5,268 6,344
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,659)
-10 -62 0 1,699 1,222 1,689 1,160 -31 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.2 0.0 81.4 66.2 82.9 79.4 17.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 9 0 28 23 30 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 222,881
COMMITMENTS
14,918 44,311 1,517 191,677 166,934 208,112 212,762 14,768 10,119
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,283)
-10,357 113 225 6,557 -4,568 -3,575 -4,230 -1,708 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 19.9 0.7 86.0 74.9 93.4 95.5 6.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 38 11 30 50 55 94
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 228,164
COMMITMENTS
25,276 44,197 1,292 185,120 171,502 211,688 216,992 16,476 11,172
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,893)
1,289 1,571 32 -168 1,751 1,153 3,354 3,740 1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.4 0.6 81.1 75.2 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 38 9 32 50 62 92
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,403
COMMITMENTS
15,028 7,013 821 15,622 26,045 31,471 33,879 13,932 11,524
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4)
-832 286 153 68 -711 -611 -272 615 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 15.4 1.8 34.4 57.4 69.3 74.6 30.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 12 3 19 21 48 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,399
COMMITMENTS
15,860 6,727 668 15,554 26,756 32,082 34,151 13,317 11,248
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,977)
2,299 125 3 1,061 2,736 3,363 2,864 614 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 14.8 1.5 34.3 58.9 70.7 75.2 29.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 12 4 19 25 49 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 26,508
COMMITMENTS
6,323 285 0 15,529 8,715 21,852 9,000 4,656 17,508
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,157)
-182 285 0 1,030 674 848 959 309 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.1 0.0 58.6 32.9 82.4 34.0 17.6 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 0 8 7 18 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,351
COMMITMENTS
6,505 0 0 14,499 8,041 21,004 8,041 4,347 17,310
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,062)
913 0 -70 2,370 2,347 3,213 2,277 -151 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.0 0.0 57.2 31.7 82.9 31.7 17.1 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 0 9 5 19 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,483
COMMITMENTS
1,503 2,996 29 15,963 24,596 17,495 27,621 15,988 5,862
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,672)
-112 -555 0 700 2,425 588 1,870 2,084 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.9 0.1 47.7 73.5 52.3 82.5 47.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 2 15 20 20 32
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,811
COMMITMENTS
1,615 3,551 29 15,263 22,171 16,907 25,751 13,904 5,060
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,785)
104 1,209 -4 476 -203 576 1,002 1,209 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.5 0.1 49.5 72.0 54.9 83.6 45.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 1 15 19 19 31
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 139,307
COMMITMENTS
42,475 12,851 24,037 36,366 89,573 102,878 126,461 36,429 12,846
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,269)
-1,041 3,263 1,373 1,556 -2,360 1,888 2,276 -618 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 9.2 17.3 26.1 64.3 73.9 90.8 26.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
99 39 52 25 34 143 107
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,037
COMMITMENTS
43,516 9,588 22,663 34,811 91,933 100,990 124,185 37,047 13,853
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 440)
2,416 -9,740 989 -3,170 10,229 235 1,478 205 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 6.9 16.4 25.2 66.6 73.2 90.0 26.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
94 32 46 24 38 135 100
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,156
COMMITMENTS
44,931 26,941 18,325 39,448 56,350 102,704 101,616 15,452 16,540
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,062)
-2,017 265 -3,324 651 -2,328 -4,691 -5,388 -371 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 22.8 15.5 33.4 47.7 86.9 86.0 13.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
69 75 64 44 43 161 146
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 123,218
COMMITMENTS
46,948 26,676 21,650 38,797 58,678 107,395 107,004 15,823 16,214
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,587)
4,183 2,257 1,264 -311 468 5,136 3,989 -549 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 21.6 17.6 31.5 47.6 87.2 86.8 12.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
76 71 64 43 41 164 145
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 341,392
COMMITMENTS
168,050 45,787 50,550 66,051 223,909 284,651 320,246 56,741 21,146
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 46,140)
48,821 -4,094 4,287 -5,908 45,387 47,200 45,580 -1,060 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 13.4 14.8 19.3 65.6 83.4 93.8 16.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
151 57 60 41 47 213 147
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 295,252
COMMITMENTS
119,229 49,881 46,263 71,960 178,522 237,451 274,666 57,801 20,586
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,378)
6,406 -7,457 3,171 -8,248 6,337 1,329 2,050 -4,706 -5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 16.9 15.7 24.4 60.5 80.4 93.0 19.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
132 56 56 34 42 187 135
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,224
COMMITMENTS
5,496 2,284 564 3,285 8,780 9,345 11,628 2,879 596
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 46)
163 -240 -25 182 694 320 429 -274 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 18.7 4.6 26.9 71.8 76.4 95.1 23.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 3 9 6 6 38 17
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,178
COMMITMENTS
5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001)
239 92 -35 336 394 540 451 461 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 3 10 6 6 38 18
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 100,495
COMMITMENTS
20,117 8,060 9,331 51,923 60,691 81,371 78,081 19,124 22,414
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,337)
-1,028 1,393 893 -372 -3,482 -507 -1,196 1,844 2,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.0 9.3 51.7 60.4 81.0 77.7 19.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
37 20 22 54 51 106 82
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 99,158
COMMITMENTS
21,145 6,667 8,438 52,295 64,173 81,878 79,277 17,280 19,880
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,327)
2,680 -500 1,619 166 2,423 4,465 3,542 862 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.7 8.5 52.7 64.7 82.6 80.0 17.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
43 11 21 55 56 107 84
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,181
COMMITMENTS
3,101 2,629 578 19,650 18,323 23,329 21,530 7,852 9,651
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,870)
639 558 -89 1,410 1,578 1,960 2,047 910 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.4 1.9 63.0 58.8 74.8 69.0 25.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 8 2 24 16 35 24
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,311
COMMITMENTS
2,462 2,070 668 18,240 16,745 21,369 19,483 6,942 8,828
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 852)
330 -355 5 -314 576 21 226 832 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.3 2.4 64.4 59.1 75.5 68.8 24.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 7 3 22 17 31 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 138,408
COMMITMENTS
19,599 23,569 32,314 73,119 70,281 125,032 126,165 13,376 12,244
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 596)
288 1,662 1,397 975 -1,791 2,660 1,268 -2,064 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.0 23.3 52.8 50.8 90.3 91.2 9.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
66 61 57 73 64 166 158
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,813
COMMITMENTS
19,311 21,907 30,917 72,144 72,072 122,372 124,897 15,440 12,916
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,158)
-878 -1,576 1,138 592 949 852 511 306 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 15.9 22.4 52.3 52.3 88.8 90.6 11.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
64 54 53 73 63 159 152
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,874
COMMITMENTS
12,320 3,117 9,373 18,579 30,410 40,272 42,901 5,602 2,973
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,065)
-99 623 310 950 -310 1,161 623 -96 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.8 20.4 40.5 66.3 87.8 93.5 12.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
42 30 24 26 25 86 63
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,809
COMMITMENTS
12,419 2,494 9,063 17,629 30,720 39,111 42,277 5,698 2,532
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -548)
-347 470 150 -124 -1,394 -321 -775 -227 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.6 20.2 39.3 68.6 87.3 94.4 12.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
46 26 22 25 24 87 56
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,071
COMMITMENTS
19,924 21,525 10,548 95,341 97,628 125,814 129,701 10,257 6,370
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -7,246)
1,050 -1,740 -3,399 -4,139 -2,779 -6,488 -7,918 -758 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 15.8 7.8 70.1 71.7 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
48 50 31 52 40 120 105
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,317
COMMITMENTS
18,873 23,264 13,947 99,481 100,407 132,302 137,619 11,015 5,698
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,090)
-2,409 -2,888 -300 -691 503 -3,400 -2,685 311 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 16.2 9.7 69.4 70.1 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
55 52 36 55 40 129 111
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 625,548
COMMITMENTS
190,501 18,237 104,781 237,196 445,779 532,478 568,796 93,070 56,752
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 36,716)
16,352 1,707 12,186 11,089 18,092 39,627 31,986 -2,911 4,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.9 16.8 37.9 71.3 85.1 90.9 14.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
84 29 58 64 58 175 123
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 588,832
COMMITMENTS
174,149 16,530 92,594 226,107 427,686 492,850 536,811 95,981 52,021
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 35,474)
18,800 -860 9,052 -2,702 20,722 25,150 28,914 10,324 6,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 2.8 15.7 38.4 72.6 83.7 91.2 16.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
81 26 48 62 59 164 113
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,443
COMMITMENTS
24,563 15,521 31,689 58,540 70,122 114,793 117,332 9,650 7,111
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -312)
-487 146 1,070 1,387 -154 1,970 1,062 -2,283 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 12.5 25.5 47.0 56.3 92.2 94.3 7.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
124 96 119 104 99 285 263
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,755
COMMITMENTS
25,051 15,375 30,619 57,153 70,277 112,822 116,270 11,933 8,485
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,201)
1,954 -100 596 -1,271 1,162 1,278 1,657 -77 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 12.3 24.5 45.8 56.3 90.4 93.2 9.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
132 86 118 104 97 287 257
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,537
COMMITMENTS
13,142 2,668 3,283 8,566 19,338 24,991 25,289 2,546 2,249
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 660)
1,359 232 517 -486 249 1,390 998 -730 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 9.7 11.9 31.1 70.2 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 13 11 9 7 36 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,877
COMMITMENTS
11,783 2,436 2,766 9,052 19,089 23,602 24,291 3,276 2,586
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,712)
-4,799 644 -21 2,674 -3,226 -2,146 -2,602 -566 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 9.1 10.3 33.7 71.0 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 7 8 10 5 39 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 227,079
COMMITMENTS
35,327 21,406 48,088 99,692 126,131 183,107 195,625 43,972 31,454
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 9,817)
4,052 1,339 2,207 1,635 4,444 7,894 7,990 1,924 1,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 9.4 21.2 43.9 55.5 80.6 86.1 19.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 30 36 60 57 117 104
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,262
COMMITMENTS
31,275 20,068 45,881 98,057 121,687 175,213 187,635 42,048 29,627
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,985)
4,559 3,086 3,017 -2,292 1,014 5,285 7,118 -300 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.2 21.1 45.1 56.0 80.6 86.4 19.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
36 27 38 58 59 115 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 885,209
COMMITMENTS
60,264 81,272 389,308 357,489 381,329 807,061 851,908 78,148 33,300
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 50,280)
11,123 6,275 27,581 11,308 14,347 50,013 48,203 267 2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 9.2 44.0 40.4 43.1 91.2 96.2 8.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
62 52 79 103 93 213 179
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 834,929
COMMITMENTS
49,140 74,997 361,727 346,181 366,982 757,048 803,705 77,880 31,224
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 32,028)
11,988 3,560 18,983 1,912 10,603 32,883 33,147 -855 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.0 43.3 41.5 44.0 90.7 96.3 9.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
55 58 85 99 89 208 181
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,375
COMMITMENTS
5,250 4,471 740 25,664 23,463 31,654 28,674 3,721 6,701
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,049)
1,300 578 -599 -1,444 -684 -743 -705 -306 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 12.6 2.1 72.5 66.3 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 16 12 18 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,424
COMMITMENTS
3,950 3,893 1,339 27,108 24,147 32,397 29,379 4,027 7,045
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,900)
-2,900 2,031 -313 959 -871 -2,254 847 354 -2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.7 3.7 74.4 66.3 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 10 16 14
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,411
COMMITMENTS
6,353 19,204 14,604 93,012 88,013 113,969 121,821 12,442 4,590
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 3,498)
3,442 -6,244 -1,904 -687 9,608 851 1,460 2,647 2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 15.2 11.6 73.6 69.6 90.2 96.4 9.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 24 28 28 33
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,913
COMMITMENTS
2,911 25,448 16,508 93,699 78,405 113,118 120,361 9,795 2,552
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,084)
-127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519 -488 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.7 13.4 76.2 63.8 92.0 97.9 8.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 24 27 28 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,912
COMMITMENTS
36,820 10,137 2,684 30,729 50,993 70,233 63,814 3,679 10,098
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 706)
2,568 1,208 0 -2,196 -743 372 465 334 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 13.7 3.6 41.6 69.0 95.0 86.3 5.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 13 16 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,206
COMMITMENTS
34,252 8,929 2,684 32,925 51,736 69,861 63,349 3,345 9,857
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,223)
1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013 -899 1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 12.2 3.7 45.0 70.7 95.4 86.5 4.6 13.5
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 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,037
COMMITMENTS
550 13,770 4,571 44,530 34,300 49,651 52,641 5,386 2,396
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,303)
550 920 1,890 1,707 3,339 4,147 6,149 1,156 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 25.0 8.3 80.9 62.3 90.2 95.6 9.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 18 17 21 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,734
COMMITMENTS
0 12,850 2,681 42,823 30,961 45,504 46,492 4,230 3,242
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,869)
0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991 -101 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.8 5.4 86.1 62.3 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,997
COMMITMENTS
10,432 9,751 2,654 38,765 40,353 51,851 52,758 6,146 5,239
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,837)
2,729 293 -697 -1,394 1,662 638 1,258 2,199 1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 16.8 4.6 66.8 69.6 89.4 91.0 10.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 21 21 25 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,160
COMMITMENTS
7,703 9,458 3,351 40,159 38,691 51,213 51,500 3,947 3,660
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,523)
242 -2,596 -454 -6,357 -3,474 -6,569 -6,524 46 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.1 6.1 72.8 70.1 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 24 21 28 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,074
COMMITMENTS
1,063 0 1,191 52,132 48,873 54,386 50,064 688 5,010
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -182)
-6 0 -2 -296 62 -304 60 122 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.2 94.7 88.7 98.8 90.9 1.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,256
COMMITMENTS
1,069 0 1,193 52,428 48,811 54,690 50,004 566 5,252
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,673)
1,069 -1,121 296 5,740 8,726 7,105 7,901 -432 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.2 94.9 88.3 99.0 90.5 1.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,160
COMMITMENTS
0 13,321 453 54,236 43,343 54,689 57,117 7,471 5,043
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -219)
0 -1,091 123 -404 844 -281 -124 62 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.4 0.7 87.3 69.7 88.0 91.9 12.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,379
COMMITMENTS
0 14,412 330 54,640 42,499 54,970 57,241 7,409 5,138
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,707)
0 -847 -120 -3,686 -3,190 -3,806 -4,157 -901 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 0.5 87.6 68.1 88.1 91.8 11.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,270
COMMITMENTS
26,811 41,677 5,463 55,186 39,959 87,460 87,099 3,810 4,171
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,445)
-9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563 -788 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 45.7 6.0 60.5 43.8 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 19 20 22 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,715
COMMITMENTS
36,173 47,121 4,191 48,753 38,350 89,117 89,662 4,598 4,053
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -8,648)
-3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333 -109 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 50.3 4.5 52.0 40.9 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 18 20 21 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,212
COMMITMENTS
3,651 1,065 945 26,573 24,316 31,169 26,326 3,043 7,886
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,393)
236 865 -351 904 396 789 910 604 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.1 2.8 77.7 71.1 91.1 76.9 8.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 18 20 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,819
COMMITMENTS
3,415 200 1,296 25,669 23,920 30,380 25,416 2,439 7,403
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,948)
2,635 -4,255 37 -2,707 1,401 -35 -2,817 -3,913 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.6 3.9 78.2 72.9 92.6 77.4 7.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 17 17 21 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,178,264
COMMITMENTS
313,590 66,992 220,724 625,374 880,103 1159688 1167819 18,576 10,445
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 58,760)
7,442 5,899 24,287 27,789 30,158 59,518 60,344 -758 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.7 18.7 53.1 74.7 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 18 35 85 82 121 121
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,119,504
COMMITMENTS
306,148 61,093 196,437 597,585 849,945 1100170 1107475 19,334 12,029
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -56,146)
18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875 3,102 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.5 17.5 53.4 75.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 16 33 84 80 118 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,652
COMMITMENTS
23,188 45,555 58,180 99,528 77,974 180,896 181,709 2,756 1,943
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,674)
-4,160 2,461 2,000 7,254 451 5,094 4,912 -420 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 24.8 31.7 54.2 42.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 17 28 28 47 47
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,978
COMMITMENTS
27,348 43,094 56,180 92,274 77,523 175,802 176,797 3,176 2,181
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -25,054)
-10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500 93 -6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 24.1 31.4 51.6 43.3 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 9 17 27 27 45 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,259
COMMITMENTS
21,833 4,243 22,564 40,614 58,352 85,011 85,159 248 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 6,397)
2,362 -199 2,354 1,788 4,923 6,503 7,077 -106 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 5.0 26.5 47.6 68.4 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 4 10 38 38 49 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,862
COMMITMENTS
19,471 4,443 20,210 38,827 53,429 78,508 78,082 354 780
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -533)
-1,870 -585 -113 1,665 -337 -318 -1,034 -215 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.6 25.6 49.2 67.7 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 10 38 35 49 45
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 780
COMMITMENTS
280 140 20 360 520 660 680 120 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 17.9 2.6 46.2 66.7 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 7 9 10 12
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,051
COMMITMENTS
2,601 2,073 4,012 17,396 17,415 24,009 23,500 42 551
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -741)
0 210 -36 -623 -325 -659 -151 -82 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.6 16.7 72.3 72.4 99.8 97.7 0.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 19 24 24 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
2,601 1,863 4,048 18,019 17,740 24,668 23,651 124 1,141
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,592)
-426 438 -34 -1,132 -1,996 -1,592 -1,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.5 16.3 72.7 71.6 99.5 95.4 0.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 19 23 24 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,630
COMMITMENTS
540 3,478 2,590 6,906 3,970 10,036 10,038 594 592
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 426)
-42 -84 63 363 405 384 384 42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 32.7 24.4 65.0 37.3 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 17 12 22 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,204
COMMITMENTS
582 3,562 2,527 6,543 3,565 9,652 9,654 552 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,074)
-198 -352 -210 -666 -512 -1,074 -1,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 34.9 24.8 64.1 34.9 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 18 14 23 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,848
COMMITMENTS
2,149 2,913 567 8,109 7,234 10,825 10,714 23 134
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,091)
261 -58 21 -843 -972 -561 -1,009 -530 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 26.9 5.2 74.8 66.7 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 11 6 14 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,354
COMMITMENTS
3,280 2,414 2,860 7,034 7,620 13,174 12,894 180 460
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 428)
-240 720 -80 768 -232 448 408 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 18.1 21.4 52.7 57.1 98.7 96.6 1.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 16 22 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,926
COMMITMENTS
3,520 1,694 2,940 6,266 7,852 12,726 12,486 200 440
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -670)
-180 50 -280 -150 -390 -610 -620 -60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 13.1 22.7 48.5 60.7 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 15 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,306
COMMITMENTS
11,120 280 1,200 9,650 20,454 21,970 21,934 336 372
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,794)
1,320 0 -40 550 1,834 1,830 1,794 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 1.3 5.4 43.3 91.7 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 21 22 25 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,512
COMMITMENTS
9,800 280 1,240 9,100 18,620 20,140 20,140 372 372
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 142)
370 0 10 -140 140 240 150 -98 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 1.4 6.0 44.4 90.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 18 20 22 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,452,515
COMMITMENTS
154,921 87,259 415,351 796,636 853,820 1366908 1356430 85,607 96,085
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 75,127)
18,337 9,999 20,930 28,155 35,582 67,421 66,510 7,706 8,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.0 28.6 54.8 58.8 94.1 93.4 5.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
86 120 131 83 95 254 272
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,377,388
COMMITMENTS
136,584 77,260 394,421 768,481 818,238 1299487 1289920 77,901 87,468
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 75,434)
17,420 4,405 38,944 5,287 18,582 61,652 61,931 13,783 13,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.6 28.6 55.8 59.4 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
88 100 121 86 95 243 255
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,310
COMMITMENTS
8,790 4,346 277 2,468 9,020 11,535 13,643 2,775 667
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11)
-57 106 -8 67 -204 2 -106 9 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 30.4 1.9 17.2 63.0 80.6 95.3 19.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 16 2 12 26 71 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,299
COMMITMENTS
8,847 4,240 285 2,401 9,224 11,533 13,749 2,766 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 439)
193 -132 89 73 527 355 484 84 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 29.7 2.0 16.8 64.5 80.7 96.2 19.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 17 3 11 27 72 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,343
COMMITMENTS
8,655 725 8 1,170 10,373 9,833 11,106 2,510 1,238
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,402)
1,077 -102 0 212 1,280 1,289 1,178 113 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 5.9 0.1 9.5 84.0 79.7 90.0 20.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
27 7 1 7 20 34 28
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,941
COMMITMENTS
7,578 827 8 958 9,093 8,544 9,928 2,397 1,014
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,125)
2,002 65 -1 -93 1,933 1,908 1,997 217 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 7.6 0.1 8.8 83.1 78.1 90.7 21.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 8 1 5 21 31 30
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,985
COMMITMENTS
48,983 9,485 27,478 94,357 140,751 170,818 177,714 19,168 12,272
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 8,738)
4,320 -2,194 3,137 1,139 5,610 8,596 6,553 142 2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 5.0 14.5 49.7 74.1 89.9 93.5 10.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
61 22 41 75 77 157 122
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,247
COMMITMENTS
44,663 11,679 24,341 93,217 135,141 162,222 171,161 19,026 10,086
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,622)
5,716 545 1,782 -4,955 1,588 2,543 3,916 79 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.4 13.4 51.4 74.6 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
57 19 38 67 74 141 117
Updated August 19, 2005