WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,244
COMMITMENTS
45,977 82,602 42,766 182,127 131,534 270,870 256,902 26,374 40,342
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,739)
1,861 9,904 -3,315 6,549 -1,453 5,095 5,137 -356 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 27.8 14.4 61.3 44.3 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
76 103 71 47 56 164 198
WHEAT - CHICAGO BOARD OF TRADE Code-001602
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,395
COMMITMENTS
123,650 92,347 177,250 486,008 438,706 786,908 708,303 146,487 225,092
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,875)
-10,694 32,522 -7,498 29,079 -28,343 10,887 -3,320 -7,012 7,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.9 19.0 52.1 47.0 84.3 75.9 15.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
164 112 169 251 255 485 477
CORN - CHICAGO BOARD OF TRADE Code-002602
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,357
COMMITMENTS
2,926 105 610 1,254 5,122 4,790 5,837 2,567 1,519
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,524)
-296 5 -61 -728 -1,306 -1,085 -1,362 -439 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 1.4 8.3 17.0 69.6 65.1 79.3 34.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 5 5 10 14 25 21
OATS - CHICAGO BOARD OF TRADE Code-004603
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,063
COMMITMENTS
59,262 25,165 73,719 153,387 168,996 286,367 267,879 67,695 86,184
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,856)
-1,948 4,280 5,530 7,139 -6,315 10,721 3,494 -4,864 2,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 7.1 20.8 43.3 47.7 80.9 75.7 19.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
115 90 140 114 131 302 300
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,242
COMMITMENTS
20,006 21,933 29,675 82,236 85,463 131,918 137,072 19,324 14,170
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 8,257)
-5,178 4,980 5,589 10,650 -736 11,061 9,833 -2,805 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 14.5 19.6 54.4 56.5 87.2 90.6 12.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
36 38 35 47 45 104 106
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 801,951
COMMITMENTS
83,507 55,849 135,592 436,158 420,327 655,257 611,768 146,695 190,184
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 9,891)
15,634 -12,897 -4,551 -21,865 21,635 -10,783 4,187 20,674 5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.0 16.9 54.4 52.4 81.7 76.3 18.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
34 28 42 74 88 127 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 120,267
COMMITMENTS
15,301 5,763 21,039 55,198 75,900 91,539 102,702 28,728 17,565
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -2,080)
-5,413 1,625 272 7,195 -2,303 2,054 -406 -4,135 -1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.8 17.5 45.9 63.1 76.1 85.4 23.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 19 34 53 48 107 91
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,627
COMMITMENTS
2,742 1,296 1,343 2,030 3,054 6,115 5,693 1,512 1,934
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -155)
-65 96 -42 -12 -221 -119 -166 -37 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 17.0 17.6 26.6 40.0 80.2 74.6 19.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 11 10 16 15 36 30
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,442
COMMITMENTS
104,227 101,663 1,131 215,470 159,431 320,828 262,225 51,614 110,217
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,695)
1,277 -11,674 -304 6,669 14,340 7,642 2,362 -3,947 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.3 0.3 57.9 42.8 86.1 70.4 13.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 23 3 45 43 63 68
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,760,958
COMMITMENTS
433,872 372,085 464,806 1599367 1455327 2498044 2292218 262,914 468,740
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -25,316)
-43,389 -40,596 -5,681 24,673 38,983 -24,398 -7,295 -918 -18,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 13.5 16.8 57.9 52.7 90.5 83.0 9.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
43 72 71 108 133 192 237
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,118
COMMITMENTS
162,903 399,701 222,561 1276059 868,953 1661524 1491215 157,595 327,903
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -112,667)
10,791 -37,225 -20,182 -98,946 -46,318 -108,337 -103,725 -4,330 -8,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 22.0 12.2 70.1 47.8 91.3 82.0 8.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 49 47 75 92 135 163
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 605,993
COMMITMENTS
122,527 40,202 251,098 176,525 279,287 550,150 570,587 55,843 35,406
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 9,864)
8,697 -6,985 24,770 -22,602 -9,430 10,865 8,355 -1,002 1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.6 41.4 29.1 46.1 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 27 39 49 43 101 89
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,244
COMMITMENTS
8,534 6,300 736 16,544 18,568 25,814 25,604 7,430 7,640
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 408)
-251 562 -18 342 246 72 790 336 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 19.0 2.2 49.8 55.9 77.6 77.0 22.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 12 8 20 12 39 28
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,300
COMMITMENTS
11,579 39,112 3,263 43,527 15,385 58,369 57,760 10,931 11,540
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,059)
774 2,399 253 4,377 3,842 5,404 6,495 -345 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 56.4 4.7 62.8 22.2 84.2 83.3 15.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 32 17 20 17 51 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,335
COMMITMENTS
2,254 4,712 1,273 34,499 31,576 38,026 37,561 309 774
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,831)
291 -899 269 1,460 2,768 2,020 2,138 -189 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.3 3.3 90.0 82.4 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,801
COMMITMENTS
1,397 2,126 2,207 14,540 11,614 18,144 15,947 4,657 6,853
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 288)
313 368 -194 276 125 395 298 -107 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.3 9.7 63.8 50.9 79.6 69.9 20.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 15 22 17 39 34
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,959
COMMITMENTS
14,279 21,488 20,125 48,393 25,861 82,797 67,474 12,163 27,485
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -6,323)
-1,428 748 -2,398 -508 -1,352 -4,334 -3,003 -1,989 -3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 22.6 21.2 51.0 27.2 87.2 71.1 12.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
36 48 46 27 31 99 96
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 146,767
COMMITMENTS
34,578 42,025 18,340 75,578 57,863 128,496 118,227 18,271 28,540
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,253)
1,284 5,185 -857 1,044 -758 1,470 3,570 1,783 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 28.6 12.5 51.5 39.4 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
50 69 51 60 83 136 184
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,606
COMMITMENTS
898 1,352 432 1,218 724 2,547 2,508 2,058 2,098
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21)
-122 227 -26 84 -317 -65 -116 86 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 29.4 9.4 26.4 15.7 55.3 54.4 44.7 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 19 6 15 11 29 33
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,429
COMMITMENTS
10,599 3,951 6,810 9,680 8,816 27,090 19,577 6,339 13,852
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,718)
1,483 1,182 105 -239 577 1,349 1,864 369 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 11.8 20.4 29.0 26.4 81.0 58.6 19.0 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
41 24 30 59 55 119 98
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,038
COMMITMENTS
45,327 18,548 1,295 32,900 78,308 79,522 98,151 37,516 18,887
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 17,806)
10,793 -1,213 -55 3,581 17,925 14,319 16,658 3,487 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 15.8 1.1 28.1 66.9 67.9 83.9 32.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 15 3 26 27 53 44
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,410
COMMITMENTS
6,485 34,107 407 48,828 15,343 55,720 49,857 11,690 17,553
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,411)
440 -4,149 373 -7,391 2,936 -6,578 -840 2,167 -3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 50.6 0.6 72.4 22.8 82.7 74.0 17.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 16 2 7 11 13 27
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,095
COMMITMENTS
75,044 858 262 15,027 92,175 90,333 93,295 8,762 5,800
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,636)
-694 -542 -166 1,595 1,917 736 1,209 901 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 0.9 0.3 15.2 93.0 91.2 94.1 8.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
63 5 3 17 14 81 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,127
COMMITMENTS
20,468 18,208 776 34,538 36,214 55,781 55,198 20,346 20,929
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 928)
9,374 -8,386 15 -10,243 11,663 -854 3,292 1,783 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 23.9 1.0 45.4 47.6 73.3 72.5 26.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 15 3 17 24 33 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,062
COMMITMENTS
10,471 39,202 5,123 147,883 122,186 163,476 166,511 31,586 28,551
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -10,226)
-235 -22,711 113 -13,489 19,735 -13,611 -2,864 3,385 -7,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 20.1 2.6 75.8 62.6 83.8 85.4 16.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 30 7 27 33 42 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,793
COMMITMENTS
26,335 26,584 13,720 80,716 83,966 120,770 124,270 55,022 51,523
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,192)
-1,779 2,380 809 3,605 3,512 2,635 6,701 1,557 -2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.1 7.8 45.9 47.8 68.7 70.7 31.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
32 35 26 29 26 74 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,004
COMMITMENTS
4,581 0 0 3,125 8,020 7,706 8,020 1,298 984
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 0.0 0.0 34.7 89.1 85.6 89.1 14.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,206,863
COMMITMENTS
744,900 1009087 4037144 7427024 6456721 12209067 11502952 997,796 1703911
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -229,264)
76,842 44,597 -291,400 32,329 38,325 -182,228 -208,478 -47,036 -20,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.6 30.6 56.2 48.9 92.4 87.1 7.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
59 67 108 141 150 256 277
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,200
COMMITMENTS
55,862 53,659 47,054 480,467 520,934 583,382 621,647 147,818 109,554
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 8,669)
2,773 6,193 2,261 -848 1,393 4,186 9,847 4,484 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.3 6.4 65.7 71.2 79.8 85.0 20.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
58 37 63 99 71 185 143
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,076,505
COMMITMENTS
200,007 337,782 28,124 585,504 629,610 813,634 995,515 262,871 80,990
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21,122)
6,643 51,795 2,078 48,471 9,165 57,192 63,038 -36,070 -41,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 31.4 2.6 54.4 58.5 75.6 92.5 24.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 60 34 63 64 130 139
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,323
COMMITMENTS
1,053 0 0 6,439 10,551 7,492 10,551 4,831 1,772
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -491 -1 -491 -1 616 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 52.3 85.6 60.8 85.6 39.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 15 17 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,397
COMMITMENTS
7,266 1,604 0 18,671 27,737 25,937 29,341 6,460 3,056
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -640)
-58 -255 -5 -1,004 -434 -1,067 -694 427 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.0 0.0 57.6 85.6 80.1 90.6 19.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 0 15 19 19 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,572
COMMITMENTS
7,176 10,783 419 29,458 34,646 37,054 45,849 17,518 8,722
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,667)
-1 2,278 -6 2,236 2,664 2,228 4,936 3,439 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 19.8 0.8 54.0 63.5 67.9 84.0 32.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 16 2 33 28 48 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,520
COMMITMENTS
116,728 75,214 2,782 184,983 194,873 304,493 272,869 20,028 51,651
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,296)
-16,555 10,931 620 24,882 -24,440 8,946 -12,889 -3,650 18,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 23.2 0.9 57.0 60.0 93.8 84.1 6.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
60 63 16 44 38 114 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 75,027
COMMITMENTS
27,090 786 0 23,815 65,167 50,905 65,953 24,122 9,075
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,356)
-2,957 -1,243 0 671 3,846 -2,286 2,603 3,642 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 1.0 0.0 31.7 86.9 67.8 87.9 32.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 1 0 12 22 27 23
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,014
COMMITMENTS
220 4,338 0 27,736 22,214 27,956 26,552 4,058 5,462
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,189)
-232 209 0 2,349 1,630 2,117 1,838 -928 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.6 0.0 86.6 69.4 87.3 82.9 12.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 10 0 30 27 31 37
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 230,214
COMMITMENTS
12,935 46,883 2,812 202,246 169,797 217,993 219,492 12,221 10,722
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 7,333)
-1,983 2,572 1,295 10,569 2,863 9,881 6,730 -2,547 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 20.4 1.2 87.9 73.8 94.7 95.3 5.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
21 42 14 35 51 62 101
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,746
COMMITMENTS
18,892 9,824 748 16,961 29,386 36,601 39,958 14,145 10,788
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,343)
3,864 2,811 -73 1,339 3,341 5,130 6,079 213 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 19.4 1.5 33.4 57.9 72.1 78.7 27.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 16 3 20 21 51 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,589
COMMITMENTS
6,599 268 0 17,477 9,437 24,076 9,705 4,513 18,884
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,081)
276 -17 0 1,948 722 2,224 705 -143 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 0.9 0.0 61.1 33.0 84.2 33.9 15.8 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 1 0 9 8 18 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,614
COMMITMENTS
2,218 2,502 0 16,425 24,240 18,643 26,742 16,971 8,872
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,131)
715 -494 -29 462 -356 1,148 -879 983 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.0 0.0 46.1 68.1 52.3 75.1 47.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 9 0 15 20 18 29
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,300
COMMITMENTS
40,297 15,918 23,407 35,528 85,070 99,232 124,395 38,067 12,905
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -2,007)
-2,178 3,067 -630 -838 -4,503 -3,646 -2,066 1,639 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 11.6 17.0 25.9 62.0 72.3 90.6 27.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
97 39 49 27 36 139 111
SILVER - COMMODITY EXCHANGE INC. Code-084691
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,988
COMMITMENTS
41,770 24,948 15,180 39,960 57,116 96,910 97,244 14,078 13,744
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -7,168)
-3,161 -1,993 -3,145 513 766 -5,794 -4,372 -1,374 -2,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 22.5 13.7 36.0 51.5 87.3 87.6 12.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
79 62 50 43 42 150 132
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 404,108
COMMITMENTS
209,234 46,187 62,305 70,705 272,116 342,244 380,609 61,864 23,499
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 62,716)
41,184 400 11,756 4,653 48,207 57,594 60,363 5,122 2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 11.4 15.4 17.5 67.3 84.7 94.2 15.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
159 63 68 37 54 227 158
GOLD - COMMODITY EXCHANGE INC. Code-088691
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,417
COMMITMENTS
5,689 2,238 490 4,015 9,156 10,194 11,884 4,223 2,533
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,193)
193 -46 -74 730 376 849 256 1,344 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 15.5 3.4 27.8 63.5 70.7 82.4 29.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 4 10 6 5 40 17
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 101,268
COMMITMENTS
21,830 7,172 8,488 52,624 63,831 82,942 79,491 18,326 21,777
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 773)
1,713 -888 -843 701 3,141 1,571 1,410 -798 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.1 8.4 52.0 63.0 81.9 78.5 18.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 15 22 57 54 107 83
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 34,060
COMMITMENTS
2,215 3,814 716 22,207 20,066 25,138 24,596 8,922 9,464
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,879)
-886 1,185 138 2,557 1,744 1,809 3,066 1,070 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.2 2.1 65.2 58.9 73.8 72.2 26.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 3 25 17 35 27
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 145,468
COMMITMENTS
19,866 33,775 34,045 77,192 63,409 131,103 131,228 14,365 14,239
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 7,059)
267 10,205 1,730 4,073 -6,872 6,070 5,063 989 1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 23.2 23.4 53.1 43.6 90.1 90.2 9.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
81 67 57 70 62 175 165
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,744
COMMITMENTS
9,315 4,054 11,613 20,548 28,460 41,476 44,126 5,268 2,618
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 870)
-3,005 936 2,240 1,970 -1,950 1,204 1,226 -334 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 8.7 24.8 44.0 60.9 88.7 94.4 11.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
46 30 26 27 27 84 73
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 145,815
COMMITMENTS
24,708 37,917 11,852 98,151 87,766 134,710 137,534 11,105 8,281
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 9,744)
4,784 16,392 1,303 2,809 -9,862 8,897 7,833 848 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 26.0 8.1 67.3 60.2 92.4 94.3 7.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
55 57 30 50 36 121 112
COCOA - NEW YORK BOARD OF TRADE Code-073732
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 598,297
COMMITMENTS
179,672 19,682 99,254 234,212 428,045 513,138 546,980 85,158 51,316
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -27,251)
-10,829 1,444 -5,527 -2,984 -17,734 -19,339 -21,816 -7,912 -5,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 3.3 16.6 39.1 71.5 85.8 91.4 14.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
82 29 52 65 59 172 120
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,922
COMMITMENTS
21,557 16,548 25,949 58,706 66,123 106,213 108,620 9,709 7,302
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -8,521)
-3,006 1,027 -5,740 166 -4,000 -8,579 -8,712 59 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 14.3 22.4 50.6 57.0 91.6 93.7 8.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
97 87 93 92 91 235 230
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,300
COMMITMENTS
5,078 2,955 3,208 9,826 11,115 18,112 17,279 2,188 3,021
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -7,238)
-8,064 287 -75 1,260 -8,222 -6,879 -8,010 -358 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 14.6 15.8 48.4 54.8 89.2 85.1 10.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 14 10 9 5 28 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,480
COMMITMENTS
40,488 23,185 54,172 104,571 135,782 199,232 213,140 46,248 32,341
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 18,401)
5,162 1,779 6,084 4,879 9,652 16,125 17,515 2,276 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 9.4 22.1 42.6 55.3 81.2 86.8 18.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
41 26 32 63 59 121 102
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 942,891
COMMITMENTS
64,523 82,519 416,227 382,307 402,057 863,057 900,803 79,834 42,089
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 57,683)
4,259 1,247 26,919 24,818 20,728 55,996 48,894 1,686 8,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.8 44.1 40.5 42.6 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
73 47 86 101 92 218 183
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,939
COMMITMENTS
3,436 4,837 1,764 28,658 23,503 33,858 30,104 4,081 7,835
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,564)
-1,814 366 1,024 2,994 40 2,204 1,430 360 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 12.7 4.6 75.5 61.9 89.2 79.3 10.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 17 12 20 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,255
COMMITMENTS
12,451 16,004 12,776 90,618 93,817 115,845 122,597 11,410 4,658
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 844)
6,098 -3,200 -1,828 -2,394 5,804 1,876 776 -1,032 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 12.6 10.0 71.2 73.7 91.0 96.3 9.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 24 27 28 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,760
COMMITMENTS
24,117 13,157 2,684 45,184 51,587 71,985 67,428 3,775 8,332
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,848)
-12,703 3,020 0 14,455 594 1,752 3,614 96 -1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 17.4 3.5 59.6 68.1 95.0 89.0 5.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 18 14 20 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,009
COMMITMENTS
0 19,006 3,140 51,060 37,203 54,200 59,349 5,809 660
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,972)
-550 5,236 -1,431 6,530 2,903 4,549 6,708 423 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 31.7 5.2 85.1 62.0 90.3 98.9 9.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 4 18 19 22 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,010
COMMITMENTS
11,990 12,075 3,655 41,565 40,334 57,210 56,064 4,800 5,946
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,013)
1,558 2,324 1,001 2,800 -19 5,359 3,306 -1,346 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 19.5 5.9 67.0 65.0 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 6 21 21 27 28
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,533
COMMITMENTS
397 0 1,801 53,709 49,844 55,907 51,645 626 4,888
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,459)
-666 0 610 1,577 971 1,521 1,581 -62 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.2 95.0 88.2 98.9 91.4 1.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 22 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,816
COMMITMENTS
0 15,995 240 56,065 43,716 56,305 59,951 8,511 4,865
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,656)
0 2,674 -213 1,829 373 1,616 2,834 1,040 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.7 0.4 86.5 67.4 86.9 92.5 13.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,538
COMMITMENTS
23,745 10,801 5,463 49,794 61,424 79,002 77,688 3,536 4,850
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -8,732)
-3,066 -30,876 0 -5,392 21,465 -8,458 -9,411 -274 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 13.1 6.6 60.3 74.4 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 19 21 22 25
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,007
COMMITMENTS
3,013 1,023 2,061 30,060 25,786 35,134 28,870 2,873 9,137
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,795)
-638 -42 1,116 3,487 1,470 3,965 2,544 -170 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.7 5.4 79.1 67.8 92.4 76.0 7.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 16 17 20 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,212,777
COMMITMENTS
326,100 68,268 230,994 633,989 899,984 1191083 1199246 21,694 13,531
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 34,513)
12,510 1,276 10,270 8,615 19,881 31,395 31,427 3,118 3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 5.6 19.0 52.3 74.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 17 36 86 80 123 118
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,499
COMMITMENTS
25,419 38,607 63,439 100,125 86,060 188,983 188,106 1,516 2,393
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,847)
2,231 -6,948 5,259 597 8,086 8,087 6,397 -1,240 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 20.3 33.3 52.6 45.2 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 10 19 30 29 51 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 87,477
COMMITMENTS
21,787 2,867 22,485 42,857 61,825 87,129 87,177 348 300
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,218)
-46 -1,376 -79 2,242 3,473 2,118 2,018 100 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 3.3 25.7 49.0 70.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 10 40 39 51 50
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
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 WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
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 Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,582
COMMITMENTS
2,666 3,064 4,136 18,738 17,621 25,540 24,821 42 761
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,531)
65 991 124 1,342 206 1,531 1,321 0 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 12.0 16.2 73.2 68.9 99.8 97.0 0.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 19 24 24 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,257
COMMITMENTS
540 3,354 2,842 7,605 5,003 10,987 11,199 1,270 1,058
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,627)
0 -124 252 699 1,033 951 1,161 676 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 27.4 23.2 62.0 40.8 89.6 91.4 10.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 17 14 22 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,866
COMMITMENTS
2,151 2,913 567 8,617 7,744 11,335 11,224 531 642
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,018)
2 0 0 508 510 510 510 508 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 24.5 4.8 72.6 65.3 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 11 6 14 11
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
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 Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,302
COMMITMENTS
3,100 3,414 3,120 8,922 8,508 15,142 15,042 160 260
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,948)
-180 1,000 260 1,888 888 1,968 2,148 -20 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 22.3 20.4 58.3 55.6 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 6 17 19 23 25
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076
COMMITMENTS
12,390 280 2,010 10,200 22,434 24,600 24,724 476 352
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,770)
1,270 0 810 550 1,980 2,630 2,790 140 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 1.1 8.0 40.7 89.5 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 22 23 26 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,560,459
COMMITMENTS
167,863 86,920 466,199 847,477 908,667 1481539 1461785 78,920 98,674
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 107,945)
12,942 -340 50,848 50,841 54,847 114,631 105,355 -6,687 2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.6 29.9 54.3 58.2 94.9 93.7 5.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
88 114 131 85 97 260 269
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,444
COMMITMENTS
8,598 5,063 572 2,568 8,189 11,738 13,824 2,706 620
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 134)
-192 717 295 100 -831 203 181 -69 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 35.1 4.0 17.8 56.7 81.3 95.7 18.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
57 18 5 12 25 72 46
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,667
COMMITMENTS
8,117 641 8 1,020 10,005 9,145 10,654 2,522 1,013
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -676)
-538 -84 0 -150 -368 -688 -452 12 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 5.5 0.1 8.7 85.8 78.4 91.3 21.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
28 6 1 7 22 35 29
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 201,443
COMMITMENTS
50,651 7,368 34,965 95,053 145,610 180,669 187,943 20,774 13,500
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 11,457)
1,668 -2,117 7,487 697 4,859 9,851 10,229 1,606 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 3.7 17.4 47.2 72.3 89.7 93.3 10.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
65 17 41 75 79 155 125
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
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
Updated August 26, 2005