WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 229,828: 48,071 62,299 9,449 149,324 125,614 206,844 197,362: 22,984 32,466
Old : 226,111: 47,757 61,116 9,395 146,454 124,448 203,606 194,959: 22,505 31,152
Other: 3,717: 367 1,236 1 2,870 1,166 3,238 2,403: 479 1,314
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,892: 845 2,947 -2,466 2,672 1,172 1,051 1,653: -2,943 -3,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.1 4.1 65.0 54.7 90.0 85.9: 10.0 14.1
Old : 100.0: 21.1 27.0 4.2 64.8 55.0 90.0 86.2: 10.0 13.8
Other: 100.0: 9.9 33.3 0.0 77.2 31.4 87.1 64.6: 12.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 64 95 43 39 57 137 165:
Old : 231: 64 95 43 38 57 136 165:
Other: 46: 3 12 1 6 28 10 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 37.0 51.2 44.5 34.5 33.4 50.5 39.6
Old : 35.7 37.6 52.0 45.1 35.1 34.9 51.3 41.2
Other: 77.7 36.0 86.8 46.3 76.2 35.3 81.7 44.3
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 231,720: 47,226 59,352 11,915 146,652 124,442 205,793 195,709: 25,927 36,011
Old : 228,631: 46,883 58,388 11,850 144,323 123,542 203,056 193,780: 25,575 34,851
Other: 3,089: 387 1,008 21 2,329 900 2,737 1,929: 352 1,160
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,311: 7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436: -737 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 25.6 5.1 63.3 53.7 88.8 84.5: 11.2 15.5
Old : 100.0: 20.5 25.5 5.2 63.1 54.0 88.8 84.8: 11.2 15.2
Other: 100.0: 12.5 32.6 0.7 75.4 29.1 88.6 62.4: 11.4 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 95 46 36 49 133 159:
Old : 222: 64 92 46 35 48 132 158:
Other: 42: 3 11 2 5 24 10 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.9 50.7 43.9 34.5 32.6 49.9 38.9
Old : 35.7 36.4 51.4 44.4 34.9 33.9 50.6 40.1
Other: 77.2 37.6 87.9 47.4 76.4 37.6 87.1 47.4
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 689,252: 104,970 85,527 85,074 384,867 333,908 574,911 504,509: 114,341 184,743
Old : 323,838: 55,032 78,167 9,289 219,079 180,042 283,400 267,498: 40,438 56,340
Other: 365,414: 111,759 69,181 13,964 165,788 153,866 291,511 237,011: 73,903 128,403
: : :
: : Changes in Commitments from: June 28, 2005 :
: -18,243: -3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264: -7,391 -5,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 12.4 12.3 55.8 48.4 83.4 73.2: 16.6 26.8
Old : 100.0: 17.0 24.1 2.9 67.7 55.6 87.5 82.6: 12.5 17.4
Other: 100.0: 30.6 18.9 3.8 45.4 42.1 79.8 64.9: 20.2 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 513: 123 103 120 166 198 369 371:
Old : 398: 87 82 27 102 140 213 228:
Other: 467: 126 93 56 125 187 278 312:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 16.6 32.8 22.1 22.7 15.2 32.1 19.7
Old : 38.6 28.9 53.6 36.9 38.6 28.9 53.6 36.9
Other: 21.1 10.4 27.2 15.7 20.9 9.3 26.8 14.6
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 707,495: 108,692 75,222 86,327 390,744 355,224 585,763 516,773: 121,732 190,722
Old : 353,481: 55,645 71,627 12,325 231,052 204,233 299,022 288,185: 54,459 65,296
Other: 354,014: 116,588 67,136 10,461 159,692 150,991 286,741 228,588: 67,273 125,426
: : :
: : Changes in Commitments from: June 21, 2005 :
: -27,846: -20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959: -4,497 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.6 12.2 55.2 50.2 82.8 73.0: 17.2 27.0
Old : 100.0: 15.7 20.3 3.5 65.4 57.8 84.6 81.5: 15.4 18.5
Other: 100.0: 32.9 19.0 3.0 45.1 42.7 81.0 64.6: 19.0 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 124 103 120 190 208 397 378:
Old : 420: 96 81 47 134 163 267 263:
Other: 461: 128 83 46 129 190 280 299:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.7 31.8 23.4 21.8 16.3 30.9 20.8
Old : 36.1 29.7 49.4 36.1 36.1 29.7 49.3 36.0
Other: 20.7 10.7 28.0 16.2 20.6 9.7 27.7 15.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,313: 3,017 308 114 1,805 5,645 4,936 6,067: 2,377 1,246
Old : 7,313: 3,017 308 114 1,805 5,645 4,936 6,067: 2,377 1,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 128: 154 -415 -32 12 554 134 107: -6 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 4.2 1.6 24.7 77.2 67.5 83.0: 32.5 17.0
Old : 100.0: 41.3 4.2 1.6 24.7 77.2 67.5 83.0: 32.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 4 4 10 17 24 23:
Old : 35: 12 4 4 10 17 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 39.6 49.7 61.9 31.9 38.6 46.2 54.9
Old : 33.1 39.6 49.7 61.9 31.9 38.6 46.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Old : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -189: 497 -189 80 -187 230 390 121: -579 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 17.0
Old : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 9 4 9 15 23 24:
Old : 37: 10 9 4 9 15 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
Old : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 290,635: 72,412 25,331 21,421 137,615 176,770 231,448 223,522: 59,187 67,113
Old : 50,592: 16,283 4,308 5,353 16,903 29,230 38,539 38,891: 12,053 11,701
Other: 240,043: 63,942 28,836 8,255 120,712 147,540 192,909 184,631: 47,134 55,412
: : :
: : Changes in Commitments from: June 28, 2005 :
: -26,600: -8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358: -3,864 -7,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.7 7.4 47.3 60.8 79.6 76.9: 20.4 23.1
Old : 100.0: 32.2 8.5 10.6 33.4 57.8 76.2 76.9: 23.8 23.1
Other: 100.0: 26.6 12.0 3.4 50.3 61.5 80.4 76.9: 19.6 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 126 60 87 95 128 268 252:
Old : 223: 61 36 23 54 88 125 146:
Other: 338: 116 76 51 72 119 214 226:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 23.1 34.9 32.4 21.6 19.2 31.9 26.3
Old : 21.4 18.8 29.0 30.7 18.5 18.7 25.8 28.7
Other: 25.7 25.0 38.6 33.3 25.7 19.9 36.9 27.1
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 317,235: 80,445 23,852 27,153 146,586 191,875 254,184 242,880: 63,051 74,355
Old : 69,912: 23,667 5,817 6,248 24,508 41,772 54,423 53,837: 15,489 16,075
Other: 247,323: 71,337 32,594 6,346 122,078 150,103 199,761 189,043: 47,562 58,280
: : :
: : Changes in Commitments from: June 21, 2005 :
: -19,017: -8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238: -7,132 -7,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.5 8.6 46.2 60.5 80.1 76.6: 19.9 23.4
Old : 100.0: 33.9 8.3 8.9 35.1 59.7 77.8 77.0: 22.2 23.0
Other: 100.0: 28.8 13.2 2.6 49.4 60.7 80.8 76.4: 19.2 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 120 60 99 99 130 280 256:
Old : 250: 81 36 35 59 96 157 159:
Other: 329: 102 86 49 71 117 205 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 23.6 32.2 32.7 19.9 19.4 28.6 26.3
Old : 17.8 22.8 26.5 34.5 17.8 22.2 25.8 32.4
Other: 24.5 26.4 37.3 33.7 24.2 21.2 35.1 27.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,110: 12,495 3,195 139 0 916 12,634 4,250: 4,476 12,860
Old : 846: 431 140 15 0 8 446 163: 400 683
Other: 16,264: 12,099 3,090 89 0 908 12,188 4,087: 4,076 12,177
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,706: -1,822 916 -125 0 -10 -1,947 781: 241 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 18.7 0.8 0.0 5.4 73.8 24.8: 26.2 75.2
Old : 100.0: 50.9 16.5 1.8 0.0 0.9 52.7 19.3: 47.3 80.7
Other: 100.0: 74.4 19.0 0.5 0.0 5.6 74.9 25.1: 25.1 74.9
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 11 16:
Old : 13: 5 6 2 0 2 6 9:
Other: 21: 9 9 3 0 3 10 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 13.8 72.8 19.7 67.1 13.8 72.2 19.6
Old : 49.8 16.2 52.7 19.1 49.2 15.0 50.9 17.5
Other: 68.8 14.2 74.0 20.2 68.3 14.2 73.5 20.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,816: 14,317 2,279 264 0 926 14,581 3,469: 4,235 15,347
Old : 2,127: 1,295 482 14 0 29 1,309 525: 818 1,602
Other: 16,689: 13,142 1,917 130 0 897 13,272 2,944: 3,417 13,745
: : :
: : Changes in Commitments from: June 21, 2005 :
: -949: -452 1,138 -324 0 24 -776 838: -173 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 12.1 1.4 0.0 4.9 77.5 18.4: 22.5 81.6
Old : 100.0: 60.9 22.7 0.7 0.0 1.4 61.5 24.7: 38.5 75.3
Other: 100.0: 78.7 11.5 0.8 0.0 5.4 79.5 17.6: 20.5 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 6 0 3 13 15:
Old : 15: 7 6 1 0 2 8 8:
Other: 22: 11 8 5 0 3 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 8.8 74.4 14.2 67.0 8.6 73.6 14.1
Old : 57.7 23.6 61.5 24.7 57.7 22.9 60.9 24.0
Other: 70.2 9.1 77.4 14.5 69.6 9.1 76.7 14.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 162,042: 38,369 10,228 20,847 74,546 120,044 133,762 151,119: 28,280 10,923
Old : 56,034: 16,349 5,080 5,905 25,214 40,514 47,468 51,499: 8,566 4,535
Other: 106,008: 31,314 14,442 5,648 49,332 79,530 86,294 99,620: 19,714 6,388
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,471: -1,998 487 1,430 -3,523 -5,403 -4,091 -3,486: -1,380 -1,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.3 12.9 46.0 74.1 82.5 93.3: 17.5 6.7
Old : 100.0: 29.2 9.1 10.5 45.0 72.3 84.7 91.9: 15.3 8.1
Other: 100.0: 29.5 13.6 5.3 46.5 75.0 81.4 94.0: 18.6 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 57 17 34 44 44 121 91:
Old : 100: 35 15 20 28 36 72 65:
Other: 135: 50 31 20 35 37 96 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 39.7 32.3 52.8 18.5 30.6 26.6 41.6
Old : 34.1 26.5 43.2 44.8 23.5 22.2 32.2 36.6
Other: 28.3 49.2 39.5 62.5 28.3 46.9 39.5 58.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 167,513: 40,367 9,741 19,417 78,069 125,447 137,853 154,605: 29,660 12,908
Old : 60,201: 18,664 5,473 5,079 26,490 43,277 50,233 53,829: 9,968 6,372
Other: 107,312: 31,499 14,064 4,542 51,579 82,170 87,620 100,776: 19,692 6,536
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,760: -543 -1,166 -2,305 55 -122 -2,793 -3,593: -967 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.8 11.6 46.6 74.9 82.3 92.3: 17.7 7.7
Old : 100.0: 31.0 9.1 8.4 44.0 71.9 83.4 89.4: 16.6 10.6
Other: 100.0: 29.4 13.1 4.2 48.1 76.6 81.6 93.9: 18.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 57 16 34 48 43 123 89:
Old : 99: 36 13 20 32 38 73 68:
Other: 129: 48 29 18 37 33 95 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 40.7 31.7 53.2 18.4 31.3 26.8 42.1
Old : 30.6 24.8 40.7 44.6 21.9 21.2 31.4 37.7
Other: 28.7 50.4 40.3 64.0 28.7 48.7 40.3 59.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 619,184: 120,009 106,935 10,485 355,669 337,259 486,163 454,679: 133,021 164,505
Old : 619,184: 120,009 106,935 10,485 355,669 337,259 486,163 454,679: 133,021 164,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -37,993: -29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385: 2,722 -8,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 17.3 1.7 57.4 54.5 78.5 73.4: 21.5 26.6
Old : 100.0: 19.4 17.3 1.7 57.4 54.5 78.5 73.4: 21.5 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 32 33 23 56 72 100 116:
Old : 156: 32 33 23 56 72 100 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 15.3 38.9 24.2 29.4 14.9 34.8 22.0
Old : 31.9 15.3 38.9 24.2 29.4 14.9 34.8 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Old : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,231: -3,322 -790 4,768 6,335 -2,193 7,781 1,785: -3,550 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
Old : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 36 31 23 59 72 105 116:
Old : 162: 36 31 23 59 72 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
Old : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 128,648: 27,257 2,143 16,969 52,240 93,167 96,466 112,279: 32,182 16,369
Old : 47,877: 10,022 1,649 6,960 17,786 30,693 34,768 39,302: 13,109 8,575
Other: 80,771: 22,412 5,671 4,832 34,454 62,474 61,698 72,977: 19,073 7,794
: : :
: : Changes in Commitments from: June 28, 2005 :
: -20,293: -7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833: -2,646 -4,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.7 13.2 40.6 72.4 75.0 87.3: 25.0 12.7
Old : 100.0: 20.9 3.4 14.5 37.1 64.1 72.6 82.1: 27.4 17.9
Other: 100.0: 27.7 7.0 6.0 42.7 77.3 76.4 90.4: 23.6 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 47 12 31 52 46 118 83:
Old : 94: 26 8 19 39 42 74 65:
Other: 114: 40 19 17 41 34 92 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 37.1 24.3 52.7 11.1 35.2 18.9 46.3
Old : 13.5 28.2 22.4 39.5 9.6 28.2 16.9 38.4
Other: 19.5 43.5 30.2 63.3 13.7 40.3 23.4 53.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 148,941: 34,673 2,977 22,232 57,208 102,903 114,113 128,112: 34,828 20,829
Old : 57,770: 12,865 3,124 8,746 20,555 34,160 42,166 46,030: 15,604 11,740
Other: 91,171: 28,790 6,835 6,504 36,653 68,743 71,947 82,082: 19,224 9,089
: : :
: : Changes in Commitments from: June 21, 2005 :
: -12,060: -16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143: -1,569 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 2.0 14.9 38.4 69.1 76.6 86.0: 23.4 14.0
Old : 100.0: 22.3 5.4 15.1 35.6 59.1 73.0 79.7: 27.0 20.3
Other: 100.0: 31.6 7.5 7.1 40.2 75.4 78.9 90.0: 21.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 45 14 42 54 48 126 95:
Old : 107: 27 17 29 44 44 87 81:
Other: 114: 40 24 25 38 33 93 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 34.9 22.8 50.5 11.0 31.4 18.0 40.8
Old : 12.4 23.3 21.6 35.5 10.5 19.6 16.1 29.9
Other: 18.4 44.9 29.1 62.3 12.9 39.5 22.5 50.7
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,676: 3,384 1,522 743 1,259 2,566 5,386 4,831: 1,290 1,845
Old : 6,676: 3,384 1,522 743 1,259 2,566 5,386 4,831: 1,290 1,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -704: -301 -35 43 -441 -624 -699 -616: -5 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 22.8 11.1 18.9 38.4 80.7 72.4: 19.3 27.6
Old : 100.0: 50.7 22.8 11.1 18.9 38.4 80.7 72.4: 19.3 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 10 9 11 10 33 28:
Old : 48: 21 10 9 11 10 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 36.4 52.7 52.4 31.9 34.1 45.4 45.5
Old : 35.2 36.4 52.7 52.4 31.9 34.1 45.4 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,380: 3,685 1,557 700 1,700 3,190 6,085 5,447: 1,295 1,933
Old : 1,081: 330 88 0 467 766 797 854: 284 227
Other: 6,299: 3,459 1,573 596 1,233 2,424 5,288 4,593: 1,011 1,706
: : :
: : Changes in Commitments from: June 21, 2005 :
: -482: -131 199 -256 -167 -475 -554 -532: 72 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 21.1 9.5 23.0 43.2 82.5 73.8: 17.5 26.2
Old : 100.0: 30.5 8.1 0.0 43.2 70.9 73.7 79.0: 26.3 21.0
Other: 100.0: 54.9 25.0 9.5 19.6 38.5 83.9 72.9: 16.1 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 16 8 8 12 28 30:
Old : 18: 10 2 0 1 5 11 7:
Other: 44: 13 17 8 8 9 28 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 33.2 61.6 49.6 39.3 29.3 51.3 38.2
Old : 63.9 71.1 71.9 79.0 63.9 71.1 71.9 79.0
Other: 43.5 34.1 63.7 49.8 43.5 29.7 57.2 41.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 352,512: 97,211 95,846 241 210,256 153,765 307,708 249,852: 44,804 102,660
Old : 352,512: 97,211 95,846 241 210,256 153,765 307,708 249,852: 44,804 102,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -13,421: 2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639: -11,279 -2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 27.2 0.1 59.6 43.6 87.3 70.9: 12.7 29.1
Old : 100.0: 27.6 27.2 0.1 59.6 43.6 87.3 70.9: 12.7 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 16 22 2 44 39 62 61:
Old : 97: 16 22 2 44 39 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 24.8 47.3 34.9 31.0 22.9 47.2 32.8
Old : 31.0 24.8 47.3 34.9 31.0 22.9 47.2 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Old : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,688: 2,030 6,591 196 -5,886 273 -3,660 7,060: 5,348 -5,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Old : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 14 19 3 47 41 64 60:
Old : 96: 14 19 3 47 41 64 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Old : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,792,932: 440,752 383,450 88,599 1,037,736 944,516 1,567,087 1,416,565: 225,845 376,367
Old : 1,792,932: 440,752 383,450 88,599 1,037,736 944,516 1,567,087 1,416,565: 225,845 376,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -110,735: 49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671: 15,665 -5,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 21.4 4.9 57.9 52.7 87.4 79.0: 12.6 21.0
Old : 100.0: 24.6 21.4 4.9 57.9 52.7 87.4 79.0: 12.6 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 41 75 42 78 117 146 207:
Old : 257: 41 75 42 78 117 146 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 17.7 49.6 27.1 30.5 16.0 42.8 22.8
Old : 35.1 17.7 49.6 27.1 30.5 16.0 42.8 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Old : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 9,031: -7,011 -37,140 20,683 -1,315 22,590 12,357 6,133: -3,326 2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
Old : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 39 83 42 80 119 148 215:
Old : 266: 39 83 42 80 119 148 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
Old : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,139,902: 195,498 188,668 11,384 777,884 660,027 984,766 860,079: 155,136 279,823
Old : 1,139,902: 195,498 188,668 11,384 777,884 660,027 984,766 860,079: 155,136 279,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,844: -5,811 -5,251 -1,642 46,466 21,382 39,013 14,489: -20,169 4,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.6 1.0 68.2 57.9 86.4 75.5: 13.6 24.5
Old : 100.0: 17.2 16.6 1.0 68.2 57.9 86.4 75.5: 13.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 38 36 20 62 77 108 125:
Old : 173: 38 36 20 62 77 108 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 24.7 40.5 34.7 27.4 24.0 38.7 32.5
Old : 27.8 24.7 40.5 34.7 27.4 24.0 38.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Old : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,384: -13,507 -38,260 -871 -932 9,921 -15,310 -29,210: 11,926 25,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
Old : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 35 37 15 63 74 105 119:
Old : 169: 35 37 15 63 74 105 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Old : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 343,769: 68,391 52,716 35,612 185,993 226,341 289,996 314,669: 53,773 29,100
Old : 343,769: 68,391 52,716 35,612 185,993 226,341 289,996 314,669: 53,773 29,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -99,462: -45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194: -3,266 -2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.3 10.4 54.1 65.8 84.4 91.5: 15.6 8.5
Old : 100.0: 19.9 15.3 10.4 54.1 65.8 84.4 91.5: 15.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 26 23 27 47 43 86 80:
Old : 107: 26 23 27 47 43 86 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 28.5 39.4 42.6 15.4 18.5 25.6 31.4
Old : 26.5 28.5 39.4 42.6 15.4 18.5 25.6 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Old : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 24,270: 13,095 5,357 2,724 3,560 14,908 19,379 22,989: 4,891 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
Old : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 32 21 33 44 42 90 82:
Old : 108: 32 21 33 44 42 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
Old : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,220: 5,905 5,108 1 15,684 15,974 21,590 21,083: 6,630 7,137
Old : 28,220: 5,905 5,108 1 15,684 15,974 21,590 21,083: 6,630 7,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 422: 571 1,489 1 252 -258 824 1,232: -402 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.1 0.0 55.6 56.6 76.5 74.7: 23.5 25.3
Old : 100.0: 20.9 18.1 0.0 55.6 56.6 76.5 74.7: 23.5 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 10 11 1 19 10 30 21:
Old : 49: 10 11 1 19 10 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 45.3 50.3 61.9 34.6 44.7 50.3 61.3
Old : 34.6 45.3 50.3 61.9 34.6 44.7 50.3 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Old : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -323: -1,155 656 0 475 -1,197 -680 -541: 357 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
Old : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 12 0 18 11 26 23:
Old : 48: 8 12 0 18 11 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
Old : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 44,580: 13,237 24,137 460 20,116 9,307 33,813 33,904: 10,767 10,676
Old : 44,580: 13,237 24,137 460 20,116 9,307 33,813 33,904: 10,767 10,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,402: 1,336 4,941 -251 7,540 2,883 8,625 7,573: -223 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 54.1 1.0 45.1 20.9 75.8 76.1: 24.2 23.9
Old : 100.0: 29.7 54.1 1.0 45.1 20.9 75.8 76.1: 24.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 26 21 4 13 12 40 36:
Old : 70: 26 21 4 13 12 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 43.1 45.5 52.5 32.8 43.1 45.5 52.1
Old : 32.8 43.1 45.5 52.5 32.8 43.1 45.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Old : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 122: -1,485 187 478 2,752 1,157 1,745 1,822: -1,623 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
Old : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 21 19 3 10 8 34 27:
Old : 57: 21 19 3 10 8 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 45.2 39.5 54.8 25.3 45.2 39.5 54.0
Old : 25.3 45.2 39.5 54.8 25.3 45.2 39.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Old : 37,619: 3,956 5,708 1,028 32,194 30,025 37,178 36,761: 441 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 465: 188 279 0 513 475 701 754: -236 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Old : 100.0: 10.5 15.2 2.7 85.6 79.8 98.8 97.7: 1.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 18 4 18 23 28 42:
Old : 61: 7 18 4 18 23 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Old : 52.8 47.4 71.7 72.4 51.1 46.5 67.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Old : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 943: 700 -578 1 242 1,529 943 952: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Old : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 17 4 19 22 29 40:
Old : 60: 7 17 4 19 22 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Old : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,055: 1,435 1,708 778 13,866 10,647 16,079 13,133: 3,976 6,922
Old : 20,055: 1,435 1,708 778 13,866 10,647 16,079 13,133: 3,976 6,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,878: -583 -361 -259 -1,585 -1,718 -2,427 -2,338: -451 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.5 3.9 69.1 53.1 80.2 65.5: 19.8 34.5
Old : 100.0: 7.2 8.5 3.9 69.1 53.1 80.2 65.5: 19.8 34.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 6 8 23 14 32 25:
Old : 37: 6 6 8 23 14 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 29.6 60.0 48.9 46.4 25.8 58.4 43.3
Old : 46.4 29.6 60.0 48.9 46.4 25.8 58.4 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Old : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 666: -710 95 148 935 148 373 391: 293 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
Old : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 7 11 24 15 36 29:
Old : 42: 8 7 11 24 15 36 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
Old : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 95,922: 11,416 26,389 20,884 49,337 21,817 81,637 69,090: 14,285 26,832
Old : 79,173: 10,822 27,379 14,434 42,723 16,741 67,979 58,554: 11,194 20,619
Other: 16,749: 5,228 3,644 1,816 6,614 5,076 13,658 10,536: 3,091 6,213
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,418: 1,587 -665 2,730 -573 733 3,744 2,798: 674 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 27.5 21.8 51.4 22.7 85.1 72.0: 14.9 28.0
Old : 100.0: 13.7 34.6 18.2 54.0 21.1 85.9 74.0: 14.1 26.0
Other: 100.0: 31.2 21.8 10.8 39.5 30.3 81.5 62.9: 18.5 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 58 42 22 28 86 111:
Old : 143: 35 60 36 19 28 79 108:
Other: 52: 14 16 6 9 18 27 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 16.1 46.1 25.2 30.4 13.9 45.1 20.7
Old : 36.8 15.0 52.7 24.5 36.8 13.3 50.9 21.7
Other: 46.8 31.3 68.4 40.6 45.4 23.0 62.3 31.8
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 91,504: 9,829 27,054 18,154 49,910 21,084 77,893 66,292: 13,611 25,212
Old : 75,077: 8,591 26,417 12,373 43,333 16,574 64,297 55,364: 10,780 19,713
Other: 16,427: 5,612 5,011 1,407 6,577 4,510 13,596 10,928: 2,831 5,499
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,934: -631 1,111 3,163 459 114 2,991 4,388: -57 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.6 19.8 54.5 23.0 85.1 72.4: 14.9 27.6
Old : 100.0: 11.4 35.2 16.5 57.7 22.1 85.6 73.7: 14.4 26.3
Other: 100.0: 34.2 30.5 8.6 40.0 27.5 82.8 66.5: 17.2 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 28 63 44 26 27 86 112:
Old : 138: 29 62 39 24 27 79 109:
Other: 53: 15 19 7 7 16 26 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 15.8 47.2 24.3 32.1 13.6 46.9 20.5
Old : 39.1 13.6 53.9 23.1 39.1 12.1 53.2 20.5
Other: 48.2 33.5 67.4 43.9 46.9 27.7 63.9 38.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,841: 598 889 171 782 638 1,551 1,698: 1,290 1,143
Old : 2,647: 610 914 117 696 604 1,423 1,635: 1,224 1,012
Other: 194: 31 18 11 86 34 128 63: 66 131
: : :
: : Changes in Commitments from: June 28, 2005 :
: -461: 49 -241 20 -293 -148 -224 -369: -237 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 31.3 6.0 27.5 22.5 54.6 59.8: 45.4 40.2
Old : 100.0: 23.0 34.5 4.4 26.3 22.8 53.8 61.8: 46.2 38.2
Other: 100.0: 16.0 9.3 5.7 44.3 17.5 66.0 32.5: 34.0 67.5
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 16 8 7 3 25 21:
Old : 36: 12 16 5 7 2 24 18:
Other: 12: 4 3 1 3 2 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 37.5 38.0 47.6 25.3 36.2 33.6 43.2
Old : 27.8 39.2 37.4 50.0 23.7 37.8 33.2 45.3
Other: 55.2 30.9 66.0 32.5 53.1 26.3 60.3 26.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,302: 549 1,130 151 1,075 786 1,775 2,067: 1,527 1,235
Old : 3,139: 560 1,150 116 991 768 1,667 2,034: 1,472 1,105
Other: 163: 24 15 0 84 18 108 33: 55 130
: : :
: : Changes in Commitments from: June 21, 2005 :
: -347: -46 -212 -163 -59 27 -268 -348: -79 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.2 4.6 32.6 23.8 53.8 62.6: 46.2 37.4
Old : 100.0: 17.8 36.6 3.7 31.6 24.5 53.1 64.8: 46.9 35.2
Other: 100.0: 14.7 9.2 0.0 51.5 11.0 66.3 20.2: 33.7 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 17 6 8 7 22 25:
Old : 37: 9 17 4 7 6 20 23:
Other: 12: 5 1 0 4 3 9 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 36.3 40.9 46.5 29.2 35.3 37.1 42.4
Old : 31.4 38.2 40.2 49.0 28.0 37.5 36.7 44.8
Other: 57.7 20.2 65.6 20.2 57.7 19.6 65.6 19.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 124,653: 29,660 34,150 10,874 69,224 54,616 109,758 99,640: 14,895 25,013
Old : 124,653: 29,660 34,150 10,874 69,224 54,616 109,758 99,640: 14,895 25,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,020: 872 1,891 416 -2,985 -1,686 -1,697 621: 677 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 27.4 8.7 55.5 43.8 88.1 79.9: 11.9 20.1
Old : 100.0: 23.8 27.4 8.7 55.5 43.8 88.1 79.9: 11.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 44 64 46 48 74 115 169:
Old : 209: 44 64 46 48 74 115 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 12.8 47.0 22.6 28.7 12.7 46.4 22.3
Old : 28.7 12.8 47.0 22.6 28.7 12.7 46.4 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Old : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,950: -2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623: -855 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Old : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 42 70 42 55 71 119 167:
Old : 212: 42 70 42 55 71 119 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
Old : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,408: 887 801 102 1,204 1,432 2,193 2,335: 1,215 1,073
Old : 3,408: 887 801 102 1,204 1,432 2,193 2,335: 1,215 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -312: -174 3 29 -140 31 -285 63: -27 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.5 3.0 35.3 42.0 64.3 68.5: 35.7 31.5
Old : 100.0: 26.0 23.5 3.0 35.3 42.0 64.3 68.5: 35.7 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 11 5 15 13 25 29:
Old : 42: 10 11 5 15 13 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.6 41.8 49.3 24.5 34.3 37.2 47.4
Old : 27.6 34.6 41.8 49.3 24.5 34.3 37.2 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Old : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 133: -30 134 -45 292 -112 217 -23: -84 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Old : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 9 6 16 10 30 25:
Old : 44: 14 9 6 16 10 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
Old : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 22,645: 9,018 3,742 1,780 7,452 4,697 18,250 10,219: 4,395 12,426
Old : 22,645: 9,018 3,742 1,780 7,452 4,697 18,250 10,219: 4,395 12,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,407: 1,025 108 122 135 662 1,282 892: 125 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 16.5 7.9 32.9 20.7 80.6 45.1: 19.4 54.9
Old : 100.0: 39.8 16.5 7.9 32.9 20.7 80.6 45.1: 19.4 54.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 42 24 23 30 40 87 75:
Old : 128: 42 24 23 30 40 87 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.7 28.4 20.2 15.5 12.7 26.8 17.7
Old : 16.7 13.7 28.4 20.2 15.5 12.7 26.8 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Old : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 57: 1,071 -749 -51 -428 846 592 46: -535 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
Old : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 38 21 19 31 36 82 66:
Old : 119: 38 21 19 31 36 82 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
Old : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 70,074: 19,364 15,276 540 22,184 38,018 42,088 53,834: 27,986 16,240
Old : 70,074: 19,364 15,276 540 22,184 38,018 42,088 53,834: 27,986 16,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,448: -1,595 -3,399 -51 1,997 557 351 -2,893: -1,799 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 21.8 0.8 31.7 54.3 60.1 76.8: 39.9 23.2
Old : 100.0: 27.6 21.8 0.8 31.7 54.3 60.1 76.8: 39.9 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 17 10 1 23 22 40 33:
Old : 65: 17 10 1 23 22 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 27.5 32.9 42.9 19.5 27.4 30.1 42.5
Old : 20.5 27.5 32.9 42.9 19.5 27.4 30.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Old : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,379: 4,087 2,087 5 -181 2,762 3,911 4,854: 468 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Old : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 15 2 21 24 40 40:
Old : 70: 18 15 2 21 24 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
Old : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,790: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,157 21,823
Old : 73,790: 1,694 47,234 0 63,939 4,733 65,633 51,967: 8,157 21,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 671: -70 1,049 0 398 -135 328 914: 343 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 64.0 0.0 86.6 6.4 88.9 70.4: 11.1 29.6
Old : 100.0: 2.3 64.0 0.0 86.6 6.4 88.9 70.4: 11.1 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 29 0 12 4 14 33:
Old : 45: 2 29 0 12 4 14 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 25.3 84.4 41.1 69.6 25.3 83.8 41.1
Old : 69.6 25.3 84.4 41.1 69.6 25.3 83.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Old : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,590: 185 2,219 0 2,014 206 2,199 2,425: -609 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
Old : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 26 0 10 4 12 30:
Old : 40: 2 26 0 10 4 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
Old : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 104,611: 82,516 4,364 160 13,690 94,527 96,366 99,051: 8,245 5,560
Old : 104,611: 82,516 4,364 160 13,690 94,527 96,366 99,051: 8,245 5,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,466: 4,872 396 -340 -840 3,830 3,692 3,886: -226 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 4.2 0.2 13.1 90.4 92.1 94.7: 7.9 5.3
Old : 100.0: 78.9 4.2 0.2 13.1 90.4 92.1 94.7: 7.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 61 7 1 15 16 77 23:
Old : 95: 61 7 1 15 16 77 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 68.5 50.2 84.9 33.0 67.9 50.2 84.2
Old : 33.0 68.5 50.2 84.9 33.0 67.9 50.2 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Old : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,206: -6,414 -1,000 495 2,628 -2,689 -3,291 -3,194: 85 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
Old : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 63 6 1 15 17 79 24:
Old : 98: 63 6 1 15 17 79 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
Old : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 73,218: 10,990 31,404 0 42,063 23,347 53,053 54,751: 20,165 18,467
Old : 73,218: 10,990 31,404 0 42,063 23,347 53,053 54,751: 20,165 18,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,220: 2,028 2,637 -175 1,118 3,588 2,971 6,050: 3,249 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 42.9 0.0 57.4 31.9 72.5 74.8: 27.5 25.2
Old : 100.0: 15.0 42.9 0.0 57.4 31.9 72.5 74.8: 27.5 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 10 22 0 17 15 27 37:
Old : 59: 10 22 0 17 15 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 24.0 56.5 40.5 37.6 24.0 52.0 40.4
Old : 42.0 24.0 56.5 40.5 37.6 24.0 52.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Old : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,766: -5,017 1,869 0 7,199 -937 2,182 932: -416 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
Old : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 18 1 17 14 27 33:
Old : 53: 10 18 1 17 14 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
Old : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 156,517: 11,579 63,765 1,023 120,359 61,368 132,961 126,156: 23,556 30,361
Old : 156,517: 11,579 63,765 1,023 120,359 61,368 132,961 126,156: 23,556 30,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,645: 735 1,076 167 7,671 7,885 8,573 9,128: 72 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 40.7 0.7 76.9 39.2 84.9 80.6: 15.1 19.4
Old : 100.0: 7.4 40.7 0.7 76.9 39.2 84.9 80.6: 15.1 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 17 33 4 26 20 45 55:
Old : 87: 17 33 4 26 20 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 31.6 63.9 46.7 35.1 23.4 52.7 36.9
Old : 41.2 31.6 63.9 46.7 35.1 23.4 52.7 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Old : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,146: -284 13,587 -18 8,445 -9,124 8,143 4,445: 3 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
Old : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 28 3 26 21 44 50:
Old : 82: 16 28 3 26 21 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
Old : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 148,960: 23,019 47,891 1,693 73,540 46,146 98,252 95,730: 50,708 53,230
Old : 148,960: 23,019 47,891 1,693 73,540 46,146 98,252 95,730: 50,708 53,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 9,788: -8,797 1,834 121 10,681 -434 2,005 1,521: 7,783 8,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 32.2 1.1 49.4 31.0 66.0 64.3: 34.0 35.7
Old : 100.0: 15.5 32.2 1.1 49.4 31.0 66.0 64.3: 34.0 35.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 26 41 8 30 26 59 72:
Old : 110: 26 41 8 30 26 59 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 22.9 40.9 33.6 27.3 21.9 40.1 32.6
Old : 27.6 22.9 40.9 33.6 27.3 21.9 40.1 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Old : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,394: 5,755 -1,286 -80 -6,430 2,193 -755 827: -2,639 -4,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Old : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 33 35 7 26 25 61 65:
Old : 108: 33 35 7 26 25 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
Old : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Old : 85,384: 25,048 921 295 53,089 75,560 78,432 76,776: 6,952 8,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 8,957: -274 0 50 8,568 8,818 8,344 8,868: 613 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Old : 100.0: 29.3 1.1 0.3 62.2 88.5 91.9 89.9: 8.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 2 9 16 13 18:
Old : 23: 3 1 2 9 16 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
Old : 66.5 59.4 87.9 76.6 58.4 50.9 74.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Old : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Old : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 1 8 15 12 16:
Old : 21: 3 1 1 8 15 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Old : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,560,214: 778,450 697,993 822,999 5,018,095 4,442,160 6,619,544 5,963,152: 940,670 1,597,062
Old : 7,560,214: 778,450 697,993 822,999 5,018,095 4,442,160 6,619,544 5,963,152: 940,670 1,597,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -293: -26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857: 37,563 98,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.2 10.9 66.4 58.8 87.6 78.9: 12.4 21.1
Old : 100.0: 10.3 9.2 10.9 66.4 58.8 87.6 78.9: 12.4 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 41 64 84 119 130 213 231:
Old : 249: 41 64 84 119 130 213 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 15.7 45.9 25.4 28.2 11.2 39.8 17.8
Old : 29.1 15.7 45.9 25.4 28.2 11.2 39.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Old : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 53,136: 91,439 -60,730 -55,094 23,779 216,596 60,124 100,772: -6,988 -47,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
Old : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 46 56 78 120 129 212 221:
Old : 243: 46 56 78 120 129 212 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
Old : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 657,477: 50,644 47,546 4,438 474,463 512,612 529,545 564,596: 127,932 92,881
Old : 657,477: 50,644 47,546 4,438 474,463 512,612 529,545 564,596: 127,932 92,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,344: 3,494 763 153 -4,456 -508 -809 408: -1,535 -2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 7.2 0.7 72.2 78.0 80.5 85.9: 19.5 14.1
Old : 100.0: 7.7 7.2 0.7 72.2 78.0 80.5 85.9: 19.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 29 29 15 84 61 122 97:
Old : 175: 29 29 15 84 61 122 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 34.8 30.5 49.6 20.9 34.0 30.4 48.8
Old : 21.0 34.8 30.5 49.6 20.9 34.0 30.4 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Old : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 7,407: -5,715 1,622 327 11,790 8,380 6,402 10,329: 1,005 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
Old : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 26 27 12 86 62 120 94:
Old : 171: 26 27 12 86 62 120 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 35.2 30.3 50.3 21.0 34.3 30.2 49.4
Old : 21.1 35.2 30.3 50.3 21.0 34.3 30.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 858,167: 147,498 200,271 10,816 441,744 548,947 600,058 760,034: 258,109 98,133
Old : 858,167: 147,498 200,271 10,816 441,744 548,947 600,058 760,034: 258,109 98,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 22,044: 13,964 32,877 1,910 4,174 -18,969 20,048 15,818: 1,996 6,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 23.3 1.3 51.5 64.0 69.9 88.6: 30.1 11.4
Old : 100.0: 17.2 23.3 1.3 51.5 64.0 69.9 88.6: 30.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 42 54 12 58 57 106 117:
Old : 183: 42 54 12 58 57 106 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 29.1 33.5 44.9 20.0 26.1 28.1 40.1
Old : 23.9 29.1 33.5 44.9 20.0 26.1 28.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Old : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,617: 42,676 -20,787 364 -2,738 69,004 40,302 48,581: -3,685 -11,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
Old : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 41 45 12 57 55 106 104:
Old : 173: 41 45 12 57 55 106 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 31.0 34.1 49.0 20.4 29.6 28.8 44.1
Old : 23.5 31.0 34.1 49.0 20.4 29.6 28.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Old : 12,442: 1,272 358 0 6,466 10,962 7,738 11,320: 4,704 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 237: 312 134 0 -44 13 268 147: -31 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Old : 100.0: 10.2 2.9 0.0 52.0 88.1 62.2 91.0: 37.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 0 14 16 17 17:
Old : 30: 3 1 0 14 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Old : 27.0 37.8 42.7 65.3 25.3 36.8 39.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Old : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 434: 235 19 0 183 405 418 424: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Old : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Old : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Old : 31,128: 9,414 1,017 123 17,547 26,504 27,084 27,644: 4,044 3,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,010: 2,408 -375 -169 397 4,136 2,636 3,592: 374 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
Old : 100.0: 30.2 3.3 0.4 56.4 85.1 87.0 88.8: 13.0 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 10 2 1 18 19 28 22:
Old : 43: 10 2 1 18 19 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
Old : 48.9 51.5 64.8 69.3 48.9 51.3 62.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Old : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,529: 943 -913 64 2,957 3,342 3,964 2,493: -435 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Old : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 4 1 17 18 22 22:
Old : 37: 4 4 1 17 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Old : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 50,039: 6,882 8,066 0 25,556 32,793 32,438 40,859: 17,601 9,180
Old : 50,039: 6,882 8,066 0 25,556 32,793 32,438 40,859: 17,601 9,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 598: 98 -35 0 -132 29 -34 -6: 632 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.1 0.0 51.1 65.5 64.8 81.7: 35.2 18.3
Old : 100.0: 13.8 16.1 0.0 51.1 65.5 64.8 81.7: 35.2 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 11 13 0 30 24 41 37:
Old : 72: 11 13 0 30 24 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 38.3 31.1 54.1 20.3 35.4 30.8 50.4
Old : 20.3 38.3 31.1 54.1 20.3 35.4 30.8 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Old : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,582: -1,572 688 -80 3,948 3,497 2,296 4,105: 2,286 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
Old : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 11 15 0 31 24 42 39:
Old : 75: 11 15 0 31 24 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
Old : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 240,002: 81,637 108,929 1,823 133,988 76,436 217,448 187,188: 22,554 52,814
Old : 240,002: 81,637 108,929 1,823 133,988 76,436 217,448 187,188: 22,554 52,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 18,429: 9,314 21,271 678 16,077 1,150 26,069 23,099: -7,640 -4,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 45.4 0.8 55.8 31.8 90.6 78.0: 9.4 22.0
Old : 100.0: 34.0 45.4 0.8 55.8 31.8 90.6 78.0: 9.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 61 61 11 41 32 107 99:
Old : 185: 61 61 11 41 32 107 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 18.9 44.1 29.6 32.0 18.6 42.2 27.3
Old : 33.7 18.9 44.1 29.6 32.0 18.6 42.2 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Old : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,196: 9,010 8,753 121 18,182 10,360 27,313 19,234: 7,883 15,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
Old : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 59 56 8 42 31 104 92:
Old : 178: 59 56 8 42 31 104 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
Old : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,369: 16,534 7,964 0 25,456 40,238 41,990 48,202: 18,379 12,167
Old : 60,369: 16,534 7,964 0 25,456 40,238 41,990 48,202: 18,379 12,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -9,023: -7,913 6,491 0 1,533 -21,105 -6,380 -14,614: -2,643 5,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 13.2 0.0 42.2 66.7 69.6 79.8: 30.4 20.2
Old : 100.0: 27.4 13.2 0.0 42.2 66.7 69.6 79.8: 30.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 8 0 17 18 27 26:
Old : 47: 10 8 0 17 18 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 33.1 53.7 52.0 44.0 32.6 53.7 51.5
Old : 44.0 33.1 53.7 52.0 44.0 32.6 53.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Old : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -13,899: -12,019 -1,598 0 1,572 -11,402 -10,447 -13,000: -3,452 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Old : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 3 0 13 18 29 21:
Old : 46: 16 3 0 13 18 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
Old : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,238: 879 4,319 0 23,465 18,478 24,344 22,797: 4,894 6,441
Old : 29,238: 879 4,319 0 23,465 18,478 24,344 22,797: 4,894 6,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 273: 114 800 0 321 135 435 935: -162 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.8 0.0 80.3 63.2 83.3 78.0: 16.7 22.0
Old : 100.0: 3.0 14.8 0.0 80.3 63.2 83.3 78.0: 16.7 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 10 0 28 22 31 32:
Old : 53: 3 10 0 28 22 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.9 60.1 48.1 49.9 33.9 59.3 47.8
Old : 50.7 33.9 60.1 48.1 49.9 33.9 59.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Old : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 143: 277 221 0 -34 -409 243 -188: -100 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
Old : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 9 0 29 21 32 30:
Old : 53: 3 9 0 29 21 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
Old : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 240,200: 24,186 45,620 1,025 200,992 183,069 226,203 229,714: 13,997 10,486
Old : 240,200: 24,186 45,620 1,025 200,992 183,069 226,203 229,714: 13,997 10,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 6,741: 7,521 459 504 -578 6,504 7,447 7,467: -706 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.0 0.4 83.7 76.2 94.2 95.6: 5.8 4.4
Old : 100.0: 10.1 19.0 0.4 83.7 76.2 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 25 42 4 36 46 62 91:
Old : 131: 25 42 4 36 46 62 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 38.2 67.1 53.3 53.4 36.2 62.8 49.5
Old : 55.6 38.2 67.1 53.3 53.4 36.2 62.8 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Old : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 17,312: -270 -7,216 -101 16,995 23,761 16,624 16,444: 688 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Old : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 21 38 3 36 45 58 85:
Old : 123: 21 38 3 36 45 58 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Old : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,978: 11,583 5,454 390 9,644 19,185 21,617 25,029: 10,361 6,949
Old : 31,978: 11,583 5,454 390 9,644 19,185 21,617 25,029: 10,361 6,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 361: 708 -371 131 78 355 917 115: -556 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 17.1 1.2 30.2 60.0 67.6 78.3: 32.4 21.7
Old : 100.0: 36.2 17.1 1.2 30.2 60.0 67.6 78.3: 32.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 12 3 14 18 40 31:
Old : 65: 24 12 3 14 18 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 39.8 32.8 49.9 20.2 38.9 32.8 48.9
Old : 20.2 39.8 32.8 49.9 20.2 38.9 32.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Old : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 796: 174 5 67 484 2,161 725 2,233: 71 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Old : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 14 3 14 17 39 32:
Old : 66: 23 14 3 14 17 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
Old : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Old : 17,351: 4,964 200 0 9,396 2,200 14,360 2,400: 2,991 14,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
Old : 100.0: 28.6 1.2 0.0 54.2 12.7 82.8 13.8: 17.2 86.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 1 0 8 4 17 5:
Old : 20: 9 1 0 8 4 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Old : 54.3 12.7 68.3 13.8 54.3 9.7 67.7 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Old : 28,918: 1,295 2,807 694 13,609 21,807 15,598 25,308: 13,320 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -606: 30 -85 1 -143 -435 -112 -519: -494 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
Old : 100.0: 4.5 9.7 2.4 47.1 75.4 53.9 87.5: 46.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Old : 27.9 50.1 42.6 65.1 14.1 30.4 17.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Old : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -489: 0 -50 -100 867 -450 767 -600: -1,256 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Old : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Old : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 122,624: 42,886 18,329 10,269 35,021 81,531 88,176 110,129: 34,448 12,495
Old : 122,624: 42,886 18,329 10,269 35,021 81,531 88,176 110,129: 34,448 12,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,738: -10,096 11,994 -102 7,801 -14,337 -2,397 -2,445: 659 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.9 8.4 28.6 66.5 71.9 89.8: 28.1 10.2
Old : 100.0: 35.0 14.9 8.4 28.6 66.5 71.9 89.8: 28.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 94 28 26 23 30 123 79:
Old : 164: 94 28 26 23 30 123 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 33.5 34.2 53.6 13.3 27.3 19.4 41.9
Old : 24.6 33.5 34.2 53.6 13.3 27.3 19.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 124,362: 52,982 6,335 10,371 27,220 95,868 90,573 112,574: 33,789 11,788
Old : 124,362: 52,982 6,335 10,371 27,220 95,868 90,573 112,574: 33,789 11,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -6,112: -4,090 554 -5,055 1,544 -2,279 -7,601 -6,780: 1,489 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 5.1 8.3 21.9 77.1 72.8 90.5: 27.2 9.5
Old : 100.0: 42.6 5.1 8.3 21.9 77.1 72.8 90.5: 27.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 84 24 32 22 39 115 89:
Old : 153: 84 24 32 22 39 115 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 36.1 34.4 55.9 15.0 30.9 22.3 43.8
Old : 23.8 36.1 34.4 55.9 15.0 30.9 22.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 102,082: 33,523 20,166 14,839 39,755 54,135 88,117 89,140: 13,965 12,942
Old : 102,082: 33,523 20,166 14,839 39,755 54,135 88,117 89,140: 13,965 12,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -10,857: -8,324 -970 -1,495 686 -8,045 -9,133 -10,510: -1,724 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 19.8 14.5 38.9 53.0 86.3 87.3: 13.7 12.7
Old : 100.0: 32.8 19.8 14.5 38.9 53.0 86.3 87.3: 13.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 56 59 44 43 42 133 119:
Old : 176: 56 59 44 43 42 133 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 33.9 35.6 48.4 23.6 30.6 33.8 44.5
Old : 23.9 33.9 35.6 48.4 23.6 30.6 33.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 112,939: 41,847 21,136 16,334 39,069 62,180 97,250 99,650: 15,689 13,289
Old : 112,939: 41,847 21,136 16,334 39,069 62,180 97,250 99,650: 15,689 13,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 888: -854 1,218 886 1,000 -1,695 1,032 409: -144 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 18.7 14.5 34.6 55.1 86.1 88.2: 13.9 11.8
Old : 100.0: 37.1 18.7 14.5 34.6 55.1 86.1 88.2: 13.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 60 59 41 44 41 136 118:
Old : 181: 60 59 41 44 41 136 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 32.7 33.8 46.9 21.8 29.5 31.6 42.7
Old : 22.1 32.7 33.8 46.9 21.8 29.5 31.6 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 281,186: 146,733 41,859 23,779 54,747 195,088 225,259 260,726: 55,927 20,460
Old : 281,186: 146,733 41,859 23,779 54,747 195,088 225,259 260,726: 55,927 20,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -22,199: -28,787 -3,730 -1,012 4,978 -20,255 -24,821 -24,997: 2,622 2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 14.9 8.5 19.5 69.4 80.1 92.7: 19.9 7.3
Old : 100.0: 52.2 14.9 8.5 19.5 69.4 80.1 92.7: 19.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 125 48 36 37 41 181 110:
Old : 232: 125 48 36 37 41 181 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 39.5 33.0 59.0 21.1 37.7 27.5 51.5
Old : 24.3 39.5 33.0 59.0 21.1 37.7 27.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 303,385: 175,520 45,589 24,791 49,769 215,343 250,080 285,723: 53,305 17,662
Old : 303,385: 175,520 45,589 24,791 49,769 215,343 250,080 285,723: 53,305 17,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,614: 13,282 -8,139 3,686 -2,154 19,358 14,814 14,905: -1,200 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 15.0 8.2 16.4 71.0 82.4 94.2: 17.6 5.8
Old : 100.0: 57.9 15.0 8.2 16.4 71.0 82.4 94.2: 17.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 137 49 30 33 50 186 117:
Old : 251: 137 49 30 33 50 186 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 37.3 37.3 56.7 25.6 35.1 32.0 49.1
Old : 27.7 37.3 37.3 56.7 25.6 35.1 32.0 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Old : 12,395: 6,216 2,202 543 2,251 8,829 9,010 11,574: 3,385 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 185: 93 185 -313 15 193 -205 65: 390 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 6.6
Old : 100.0: 50.1 17.8 4.4 18.2 71.2 72.7 93.4: 27.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 21 2 7 5 6 33 14:
Old : 36: 21 2 7 5 6 33 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Old : 46.9 83.9 59.3 90.9 46.9 77.5 55.1 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Old : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 701: -134 273 70 396 106 332 449: 369 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Old : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 2 10 4 6 34 17:
Old : 38: 21 2 10 4 6 34 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Old : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 76,322: 20,597 7,137 3,017 36,697 46,160 60,311 56,314: 16,011 20,008
Old : 75,707: 20,462 7,125 3,011 36,257 45,791 59,730 55,927: 15,977 19,780
Other: 615: 141 18 0 440 369 581 387: 34 228
: : :
: : Changes in Commitments from: June 28, 2005 :
: 842: 1,709 -914 102 -1,796 1,621 15 809: 827 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.4 4.0 48.1 60.5 79.0 73.8: 21.0 26.2
Old : 100.0: 27.0 9.4 4.0 47.9 60.5 78.9 73.9: 21.1 26.1
Other: 100.0: 22.9 2.9 0.0 71.5 60.0 94.5 62.9: 5.5 37.1
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 38 16 15 47 49 93 73:
Old : 126: 38 16 15 47 49 93 73:
Other: 24: 3 2 0 4 16 7 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 34.9 33.6 43.3 22.1 27.3 29.6 35.3
Old : 24.5 35.2 33.3 43.6 22.2 28.0 29.7 36.0
Other: 88.1 45.9 94.5 55.6 88.1 42.8 91.4 52.5
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 75,480: 18,888 8,051 2,915 38,493 44,539 60,296 55,505: 15,184 19,975
Old : 74,967: 18,783 8,038 2,915 38,135 44,205 59,833 55,158: 15,134 19,809
Other: 513: 105 13 0 358 334 463 347: 50 166
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,437: 1,035 -1,329 464 -1,893 -444 -394 -1,309: -3,043 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.7 3.9 51.0 59.0 79.9 73.5: 20.1 26.5
Old : 100.0: 25.1 10.7 3.9 50.9 59.0 79.8 73.6: 20.2 26.4
Other: 100.0: 20.5 2.5 0.0 69.8 65.1 90.3 67.6: 9.7 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 33 20 17 53 46 99 73:
Old : 124: 33 20 17 53 46 99 73:
Other: 22: 2 1 0 4 16 6 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 34.2 35.2 43.2 23.5 26.3 30.8 34.0
Old : 25.7 34.4 34.9 43.4 23.6 26.8 30.9 34.6
Other: 85.8 52.2 90.3 61.0 85.8 50.5 88.5 59.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 25,904: 2,395 1,544 253 18,264 16,958 20,912 18,755: 4,992 7,149
Old : 25,836: 2,375 1,544 253 18,264 16,954 20,892 18,751: 4,944 7,085
Other: 68: 20 0 0 0 4 20 4: 48 64
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,257: 472 396 -296 -796 -726 -620 -626: -637 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.0 1.0 70.5 65.5 80.7 72.4: 19.3 27.6
Old : 100.0: 9.2 6.0 1.0 70.7 65.6 80.9 72.6: 19.1 27.4
Other: 100.0: 29.4 0.0 0.0 0.0 5.9 29.4 5.9: 70.6 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 5 2 19 19 27 25:
Old : 39: 7 5 2 19 19 27 25:
Other: 3: 1 0 0 0 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 49.1 62.8 60.3 50.1 45.4 60.8 53.7
Old : 50.2 49.2 63.0 60.5 50.2 45.5 61.0 53.8
Other: 29.4 5.9 29.4 5.9 29.4 5.9 29.4 5.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 27,161: 1,923 1,148 549 19,060 17,684 21,532 19,381: 5,629 7,780
Old : 2,198: 119 0 0 1,011 1,376 1,130 1,376: 1,068 822
Other: 24,963: 1,906 1,250 447 18,049 16,308 20,402 18,005: 4,561 6,958
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,616: 250 -810 138 -344 82 44 -590: -3,660 -3,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.2 2.0 70.2 65.1 79.3 71.4: 20.7 28.6
Old : 100.0: 5.4 0.0 0.0 46.0 62.6 51.4 62.6: 48.6 37.4
Other: 100.0: 7.6 5.0 1.8 72.3 65.3 81.7 72.1: 18.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 3 3 19 19 26 24:
Old : 18: 1 0 0 9 9 10 9:
Other: 35: 5 4 3 18 17 25 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 48.6 61.6 59.9 47.1 44.5 57.3 52.2
Old : 43.7 53.7 50.4 62.6 39.4 53.7 46.0 58.3
Other: 51.4 49.4 65.1 60.5 51.4 47.0 62.4 55.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 91,929: 21,910 14,997 3,200 55,137 66,271 80,247 84,468: 11,682 7,461
Old : 91,704: 21,910 15,002 3,194 54,928 66,174 80,032 84,370: 11,672 7,334
Other: 225: 6 1 0 209 97 215 98: 10 127
: : :
: : Changes in Commitments from: June 28, 2005 :
: 3,687: 3,317 -5,278 939 -232 9,259 4,024 4,920: -337 -1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 16.3 3.5 60.0 72.1 87.3 91.9: 12.7 8.1
Old : 100.0: 23.9 16.4 3.5 59.9 72.2 87.3 92.0: 12.7 8.0
Other: 100.0: 2.7 0.4 0.0 92.9 43.1 95.6 43.6: 4.4 56.4
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 59 50 34 48 45 134 105:
Old : 178: 59 50 34 47 45 133 105:
Other: 11: 1 1 0 4 5 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 44.7 40.1 55.2 27.7 41.0 39.6 49.3
Old : 27.7 44.8 40.2 55.3 27.7 41.1 39.7 49.4
Other: 94.2 38.7 95.6 43.6 94.2 38.7 95.6 43.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 88,242: 18,593 20,275 2,261 55,369 57,012 76,223 79,548: 12,019 8,694
Old : 1,824: 3 1 0 1,709 1,661 1,712 1,662: 112 162
Other: 86,418: 18,590 20,274 2,261 53,660 55,351 74,511 77,886: 11,907 8,532
: : :
: : Changes in Commitments from: June 21, 2005 :
: -5,711: -53 -8,747 -475 -3,364 5,418 -3,892 -3,804: -1,819 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.0 2.6 62.7 64.6 86.4 90.1: 13.6 9.9
Old : 100.0: 0.2 0.1 0.0 93.7 91.1 93.9 91.1: 6.1 8.9
Other: 100.0: 21.5 23.5 2.6 62.1 64.1 86.2 90.1: 13.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 58 50 27 50 43 125 105:
Old : 9: 1 1 0 4 3 5 4:
Other: 178: 58 50 27 49 43 124 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.7 42.3 49.0 29.0 35.2 41.2 43.6
Old : 93.7 91.1 93.9 91.1 93.7 91.1 93.9 91.1
Other: 29.6 40.6 42.1 49.3 29.6 37.8 42.0 46.0
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,866: 15,663 4,071 1,727 9,153 23,618 26,543 29,416: 4,323 1,450
Old : 29,605: 15,591 4,762 875 8,971 22,584 25,437 28,221: 4,168 1,384
Other: 1,261: 771 8 153 182 1,034 1,106 1,195: 155 66
: : :
: : Changes in Commitments from: June 28, 2005 :
: 280: 2,199 33 -252 -1,622 736 325 517: -45 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 13.2 5.6 29.7 76.5 86.0 95.3: 14.0 4.7
Old : 100.0: 52.7 16.1 3.0 30.3 76.3 85.9 95.3: 14.1 4.7
Other: 100.0: 61.1 0.6 12.1 14.4 82.0 87.7 94.8: 12.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 58 21 16 16 17 87 41:
Old : 106: 58 21 9 16 17 80 41:
Other: 17: 11 1 5 3 3 15 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 52.8 38.9 71.6 25.5 51.5 38.9 69.3
Old : 26.5 52.5 40.0 71.1 26.5 51.2 40.0 69.3
Other: 52.6 86.0 76.0 94.8 49.5 82.3 69.3 82.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,586: 13,464 4,038 1,979 10,775 22,882 26,218 28,899: 4,368 1,687
Old : 29,337: 13,311 4,656 1,200 10,593 21,840 25,104 27,696: 4,233 1,641
Other: 1,249: 778 7 154 182 1,042 1,114 1,203: 135 46
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,401: 2,133 351 -194 461 2,150 2,400 2,307: 1 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.2 6.5 35.2 74.8 85.7 94.5: 14.3 5.5
Old : 100.0: 45.4 15.9 4.1 36.1 74.4 85.6 94.4: 14.4 5.6
Other: 100.0: 62.3 0.6 12.3 14.6 83.4 89.2 96.3: 10.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 56 19 15 17 17 82 42:
Old : 103: 54 21 11 16 17 77 42:
Other: 17: 11 1 5 3 3 15 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 51.6 39.2 70.0 24.7 51.1 36.4 63.7
Old : 26.7 53.1 40.3 69.4 25.2 52.7 37.4 65.5
Other: 53.1 87.4 76.7 96.3 50.0 83.7 70.0 83.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 118,026: 23,218 14,876 1,366 86,722 95,198 111,306 111,440: 6,720 6,586
Old : 42,275: 13,976 14,106 92 22,647 24,187 36,715 38,385: 5,560 3,890
Other: 75,751: 10,098 1,626 418 64,075 71,011 74,591 73,055: 1,160 2,696
: : :
: : Changes in Commitments from: June 28, 2005 :
: 243: 494 1,845 -1,082 2,060 -4,252 1,472 -3,489: -1,229 3,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.6 1.2 73.5 80.7 94.3 94.4: 5.7 5.6
Old : 100.0: 33.1 33.4 0.2 53.6 57.2 86.8 90.8: 13.2 9.2
Other: 100.0: 13.3 2.1 0.6 84.6 93.7 98.5 96.4: 1.5 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 57 30 11 48 36 110 74:
Old : 138: 55 28 2 37 25 93 54:
Other: 74: 19 11 5 34 31 55 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 38.0 51.0 54.8 23.3 26.3 33.6 36.8
Old : 20.3 31.7 31.2 47.3 18.2 29.3 27.0 44.1
Other: 50.6 52.6 68.0 69.9 31.1 35.7 41.5 47.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 117,783: 22,724 13,031 2,448 84,662 99,450 109,834 114,929: 7,949 2,854
Old : 41,982: 14,234 12,940 85 21,315 26,628 35,634 39,653: 6,348 2,329
Other: 75,801: 10,026 1,627 827 63,347 72,822 74,200 75,276: 1,601 525
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,750: -977 -5,061 80 -1,594 3,509 -2,491 -1,472: -259 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.1 2.1 71.9 84.4 93.3 97.6: 6.7 2.4
Old : 100.0: 33.9 30.8 0.2 50.8 63.4 84.9 94.5: 15.1 5.5
Other: 100.0: 13.2 2.1 1.1 83.6 96.1 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 56 31 17 48 37 112 81:
Old : 143: 52 34 3 37 28 91 63:
Other: 79: 23 12 9 32 32 57 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.7 50.9 57.9 22.8 28.8 33.4 38.7
Old : 20.6 32.3 30.9 47.4 20.6 29.8 30.0 43.8
Other: 50.1 55.7 67.4 72.8 30.6 38.4 40.9 49.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 376,077: 110,689 54,201 14,513 189,854 268,051 315,056 336,765: 61,021 39,312
Old : 376,077: 110,689 54,201 14,513 189,854 268,051 315,056 336,765: 61,021 39,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -9,125: 9,597 -9,963 -1,386 -11,560 6,895 -3,349 -4,454: -5,776 -4,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.4 3.9 50.5 71.3 83.8 89.5: 16.2 10.5
Old : 100.0: 29.4 14.4 3.9 50.5 71.3 83.8 89.5: 16.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 62 27 31 50 47 127 92:
Old : 157: 62 27 31 50 47 127 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 31.0 29.7 48.3 16.6 24.1 27.2 37.7
Old : 17.3 31.0 29.7 48.3 16.6 24.1 27.2 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983
Old : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 15,839: 23,900 4,647 1,830 -16,922 2,321 8,808 8,798: 7,031 7,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 11.4
Old : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 55 34 30 51 49 125 95:
Old : 160: 55 34 30 51 49 125 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6
Old : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 89,739: 27,632 15,536 5,072 47,741 62,243 80,445 82,851: 9,294 6,888
Old : 63,795: 27,052 15,096 295 29,172 43,229 56,519 58,620: 7,276 5,175
Other: 25,944: 3,342 3,202 2,015 18,569 19,014 23,926 24,231: 2,018 1,713
: : :
: : Changes in Commitments from: June 28, 2005 :
: -153: 800 736 -1,002 -217 -213 -419 -479: 266 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 17.3 5.7 53.2 69.4 89.6 92.3: 10.4 7.7
Old : 100.0: 42.4 23.7 0.5 45.7 67.8 88.6 91.9: 11.4 8.1
Other: 100.0: 12.9 12.3 7.8 71.6 73.3 92.2 93.4: 7.8 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 100 70 46 86 88 212 187:
Old : 280: 101 71 7 56 68 160 143:
Other: 173: 39 37 17 64 71 112 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 25.0 34.0 38.1 20.1 19.0 32.1 30.7
Old : 26.1 27.2 41.2 42.9 26.1 26.9 41.2 42.1
Other: 33.4 36.5 48.4 48.3 32.0 31.1 40.9 40.1
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 89,892: 26,832 14,800 6,074 47,958 62,456 80,864 83,330: 9,028 6,562
Old : 64,538: 27,085 15,240 389 30,205 44,049 57,679 59,678: 6,859 4,860
Other: 25,354: 3,681 3,494 1,751 17,753 18,407 23,185 23,652: 2,169 1,702
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,554: 811 1,306 225 51 478 1,087 2,009: 467 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.5 6.8 53.4 69.5 90.0 92.7: 10.0 7.3
Old : 100.0: 42.0 23.6 0.6 46.8 68.3 89.4 92.5: 10.6 7.5
Other: 100.0: 14.5 13.8 6.9 70.0 72.6 91.4 93.3: 8.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 102 61 43 88 89 211 178:
Old : 269: 101 59 6 60 64 164 127:
Other: 169: 38 33 15 63 73 108 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.9 34.3 37.8 20.3 19.3 32.1 31.1
Old : 26.6 26.6 41.4 42.0 26.6 26.6 41.4 41.4
Other: 33.1 36.9 46.5 49.2 31.7 32.4 41.2 41.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 33,821: 23,445 2,577 2,182 4,311 26,765 29,938 31,524: 3,883 2,297
Old : 33,821: 23,445 2,577 2,182 4,311 26,765 29,938 31,524: 3,883 2,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 2,586: 1,934 376 -94 127 1,700 1,967 1,982: 619 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 6.5 12.7 79.1 88.5 93.2: 11.5 6.8
Old : 100.0: 69.3 7.6 6.5 12.7 79.1 88.5 93.2: 11.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 33 8 7 8 6 46 17:
Old : 53: 33 8 7 8 6 46 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 83.3 52.4 91.2 32.1 76.1 50.2 81.8
Old : 32.1 83.3 52.4 91.2 32.1 76.1 50.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693
Old : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,051: 2,591 409 -198 75 2,056 2,468 2,267: -417 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4
Old : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 32 10 9 8 7 47 20:
Old : 55: 32 10 9 8 7 47 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7
Old : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 190,385: 36,052 28,200 28,930 85,791 103,412 150,773 160,542: 39,612 29,843
Old : 190,385: 36,052 28,200 28,930 85,791 103,412 150,773 160,542: 39,612 29,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,097: 4,845 2,090 -549 -7,959 -5,163 -3,663 -3,622: -1,434 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.8 15.2 45.1 54.3 79.2 84.3: 20.8 15.7
Old : 100.0: 18.9 14.8 15.2 45.1 54.3 79.2 84.3: 20.8 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 36 30 35 54 57 114 101:
Old : 134: 36 30 35 54 57 114 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 19.8 26.7 30.5 12.4 12.0 20.1 18.4
Old : 16.0 19.8 26.7 30.5 12.4 12.0 20.1 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Old : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,008: -164 -427 -78 5,713 7,313 5,471 6,808: 2,537 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
Old : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 29 29 56 62 107 102:
Old : 130: 31 29 29 56 62 107 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
Old : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 476,263: 38,484 67,377 150,219 215,000 227,282 403,703 444,878: 72,560 31,385
Old : 476,263: 38,484 67,377 150,219 215,000 227,282 403,703 444,878: 72,560 31,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,620: -1,882 1,445 4,779 3,142 -1,884 6,039 4,340: -1,419 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 14.1 31.5 45.1 47.7 84.8 93.4: 15.2 6.6
Old : 100.0: 8.1 14.1 31.5 45.1 47.7 84.8 93.4: 15.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 54 45 56 92 78 175 153:
Old : 198: 54 45 56 92 78 175 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.4 29.4 38.3 6.7 11.8 10.2 18.2
Old : 19.0 25.4 29.4 38.3 6.7 11.8 10.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Old : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -15,534: -2,716 -6,061 -7,463 -4,053 -3,340 -14,232 -16,864: -1,302 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
Old : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 56 39 59 89 77 176 148:
Old : 191: 56 39 59 89 77 176 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Old : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Old : 38,090: 12,522 1,142 797 20,277 24,958 33,596 26,897: 4,494 11,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,774: 1,098 -589 -611 -4,353 -2,356 -3,866 -3,556: 1,092 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
Old : 100.0: 32.9 3.0 2.1 53.2 65.5 88.2 70.6: 11.8 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 2 14 13 18 16:
Old : 22: 4 1 2 14 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
Old : 55.2 40.6 76.4 56.6 48.8 37.6 66.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Old : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,924: -316 186 350 1,349 1,796 1,383 2,332: 541 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Old : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 1 1 15 14 19 16:
Old : 24: 4 1 1 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Old : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Old : 128,375: 724 17,059 28,229 89,126 76,108 118,079 121,396: 10,296 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,267: -62 510 604 -4,477 -5,984 -3,935 -4,870: -332 603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
Old : 100.0: 0.6 13.3 22.0 69.4 59.3 92.0 94.6: 8.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 4 23 24 28 28:
Old : 34: 1 4 4 23 24 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
Old : 61.2 42.6 72.8 62.1 46.9 27.3 51.8 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Old : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,163: -162 -772 3,188 1,310 1,022 4,336 3,438: -1,173 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Old : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 4 24 25 29 29:
Old : 35: 1 4 4 24 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Old : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Old : 63,128: 19,937 10,894 2,684 36,929 40,381 59,550 53,959: 3,578 9,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -4,596: 1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577: 174 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 14.5
Old : 100.0: 31.6 17.3 4.3 58.5 64.0 94.3 85.5: 5.7 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
Old : 60.8 49.1 83.5 69.9 53.4 38.2 68.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Old : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,318: 5,524 2,224 3,940 3,970 6,664 13,434 12,828: -116 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Old : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Old : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Old : 56,714: 0 7,807 5,499 47,578 41,430 53,077 54,736: 3,637 1,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -3,780: 0 -394 -502 -2,468 -1,050 -2,970 -1,946: -810 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
Old : 100.0: 0.0 13.8 9.7 83.9 73.1 93.6 96.5: 6.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
Old : 51.7 44.2 71.7 66.4 27.8 26.7 39.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Old : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -177: 0 -1,020 124 -368 683 -244 -213: 67 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Old : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 18 16 21 19:
Old : 23: 0 3 3 18 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Old : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Old : 56,501: 2,727 15,222 5,209 43,293 28,761 51,229 49,192: 5,272 7,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,771: 235 -446 -2,827 -3,356 -5,330 -5,948 -8,603: 177 2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
Old : 100.0: 4.8 26.9 9.2 76.6 50.9 90.7 87.1: 9.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 4 20 17 24 22:
Old : 28: 2 3 4 20 17 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
Old : 37.2 37.3 62.0 59.5 30.5 33.7 46.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Old : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,750: 418 833 777 1,075 2,997 2,270 4,607: 480 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Old : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 5 6 22 19 28 25:
Old : 31: 1 5 6 22 19 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Old : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Old : 40,689: 2,383 0 677 36,817 37,914 39,877 38,591: 812 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,604: -1,122 0 52 -100 -1,566 -1,170 -1,514: -434 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 5.2
Old : 100.0: 5.9 0.0 1.7 90.5 93.2 98.0 94.8: 2.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 17 18 18 19:
Old : 22: 1 0 1 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
Old : 58.0 42.8 83.5 68.4 57.4 34.4 65.0 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Old : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -74: -1,288 0 192 712 -564 -384 -372: 310 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Old : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 19 19 20 20:
Old : 23: 1 0 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Old : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Old : 64,435: 0 7,906 4,501 50,987 47,158 55,488 59,565: 8,947 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,901: 0 938 -124 -2,658 -2,006 -2,782 -1,192: 881 -709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 7.6
Old : 100.0: 0.0 12.3 7.0 79.1 73.2 86.1 92.4: 13.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 22 19 24 21:
Old : 27: 0 2 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
Old : 35.5 59.0 55.1 77.2 30.5 48.2 44.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Old : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,651: 0 2,066 479 85 -66 564 2,479: 1,087 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Old : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 19 25 21:
Old : 27: 0 2 2 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Old : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Old : 85,075: 42,318 35,105 2,644 34,708 42,963 79,670 80,712: 5,405 4,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,715: 274 -67 -678 -5,546 -4,670 -5,950 -5,415: 235 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 41.3 3.1 40.8 50.5 93.6 94.9: 6.4 5.1
Old : 100.0: 49.7 41.3 3.1 40.8 50.5 93.6 94.9: 6.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 1 16 20 19 22:
Old : 25: 3 1 1 16 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
Old : 68.3 63.5 83.1 77.0 66.3 60.2 73.5 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Old : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 5,738: 2,722 2,856 1,218 2,774 1,890 6,714 5,964: -976 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Old : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 1 20 21 23 23:
Old : 27: 2 2 1 20 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Old : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Old : 31,638: 1,772 1,128 2,897 20,305 19,610 24,974 23,635: 6,664 8,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -6,096: -638 -1,442 44 -6,583 -4,055 -7,177 -5,453: 1,081 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 25.3
Old : 100.0: 5.6 3.6 9.2 64.2 62.0 78.9 74.7: 21.1 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 14 16 17 18:
Old : 21: 1 2 2 14 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
Old : 41.9 42.2 70.5 58.8 38.7 30.1 51.7 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Old : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,761: 5 -248 23 2,651 2,705 2,679 2,480: 82 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Old : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 17 19 19:
Old : 23: 2 1 2 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Old : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Old : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Old : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 0 12 17 15 17:
Old : 30: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Old : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Old : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Old : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 12 17 15 17:
Old : 26: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Old : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Old : 1,073,777: 251,028 51,979 201,046 601,110 807,634 1,053,184 1,060,659: 20,593 13,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -42,779: -8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454: -6,186 -10,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 1.2
Old : 100.0: 23.4 4.8 18.7 56.0 75.2 98.1 98.8: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 21 15 31 83 80 117 114:
Old : 126: 21 15 31 83 80 117 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
Old : 26.3 23.2 41.8 38.3 20.9 18.1 31.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Old : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 47,717: -9,164 2,852 16,008 33,925 15,220 40,769 34,080: 6,948 13,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Old : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 28 11 32 98 86 138 120:
Old : 147: 28 11 32 98 86 138 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Old : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Old : 169,646: 33,506 43,101 46,696 87,572 76,766 167,774 166,563: 1,872 3,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 4,346: 345 839 1,604 1,833 823 3,782 3,266: 564 1,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
Old : 100.0: 19.8 25.4 27.5 51.6 45.3 98.9 98.2: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 8 16 26 25 43 43:
Old : 46: 11 8 16 26 25 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
Old : 42.3 46.6 58.6 68.1 19.4 29.8 30.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Old : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,089: -2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311: 714 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Old : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 8 16 26 25 44 43:
Old : 47: 12 8 16 26 25 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Old : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 66,939: 19,405 3,940 15,563 31,141 46,744 66,109 66,247: 830 692
Old : 66,939: 19,405 3,940 15,563 31,141 46,744 66,109 66,247: 830 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,060: 1,609 -1,373 155 -3,074 -122 -1,310 -1,340: 250 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.9 23.2 46.5 69.8 98.8 99.0: 1.2 1.0
Old : 100.0: 29.0 5.9 23.2 46.5 69.8 98.8 99.0: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 4 9 35 30 44 40:
Old : 48: 5 4 9 35 30 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 46.5 67.3 67.8 37.5 36.6 43.3 45.7
Old : 54.2 46.5 67.3 67.8 37.5 36.6 43.3 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Old : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,305: 1,340 -710 698 -1,001 1,169 1,037 1,157: 268 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
Old : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
Old : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Old : 24,164: 3,383 503 4,058 16,167 19,094 23,608 23,655: 556 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,416: 106 176 -310 -1,768 -1,282 -1,972 -1,416: 556 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 2.1
Old : 100.0: 14.0 2.1 16.8 66.9 79.0 97.7 97.9: 2.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 3 19 23 24 26:
Old : 33: 4 1 3 19 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
Old : 58.9 43.2 79.7 66.5 49.6 39.4 56.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Old : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,222: -162 0 -6 1,390 1,228 1,222 1,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Old : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 4 20 24 25 28:
Old : 33: 4 1 4 20 24 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Old : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Old : 9,078: 694 2,426 2,615 5,515 4,037 8,824 9,078: 254 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -558: 464 16 -130 -1,146 -190 -812 -304: 254 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 0.0
Old : 100.0: 7.6 26.7 28.8 60.8 44.5 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 15 16 19 20:
Old : 28: 2 3 3 15 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
Old : 56.6 62.5 80.4 83.7 35.7 39.3 49.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Old : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 258: 56 -1,372 1,586 -1,220 -46 422 168: -164 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Old : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 15 15 19 19:
Old : 28: 2 3 3 15 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Old : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Old : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,202: 680 1,270 -172 1,016 678 1,524 1,776: 678 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Old : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 12 9 15 13:
Old : 20: 2 2 3 12 9 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Old : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Old : 12,200: 3,080 2,340 2,600 5,900 6,690 11,580 11,630: 620 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -1,150: 360 160 -820 -330 -290 -790 -950: -360 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 4.7
Old : 100.0: 25.2 19.2 21.3 48.4 54.8 94.9 95.3: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 4 17 16 22 20:
Old : 24: 3 2 4 17 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
Old : 47.7 63.6 70.7 78.7 34.4 44.3 50.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Old : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,360: -140 320 440 300 450 600 1,210: 760 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Old : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 5 16 18 21 23:
Old : 25: 3 2 5 16 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Old : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Old : 16,150: 7,750 360 1,050 6,930 14,140 15,730 15,550: 420 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 1,540: 2,420 0 -200 -660 1,800 1,560 1,600: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
Old : 100.0: 48.0 2.2 6.5 42.9 87.6 97.4 96.3: 2.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 2 18 20 21 24:
Old : 27: 3 2 2 18 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
Old : 65.8 59.1 81.7 81.2 56.8 52.4 67.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Old : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 380: 620 0 -320 20 700 320 380: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Old : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 19 20 22 25:
Old : 28: 3 2 3 19 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Old : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 813,974: 121,277 88,519 128,945 493,272 510,966 743,494 728,430: 70,480 85,544
Old : 813,974: 121,277 88,519 128,945 493,272 510,966 743,494 728,430: 70,480 85,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: 30,771: 8,708 -2,042 6,790 11,914 23,114 27,412 27,862: 3,359 2,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 10.9 15.8 60.6 62.8 91.3 89.5: 8.7 10.5
Old : 100.0: 14.9 10.9 15.8 60.6 62.8 91.3 89.5: 8.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 75 82 93 78 86 215 213:
Old : 266: 75 82 93 78 86 215 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 16.7 33.8 27.7 18.0 12.1 25.1 19.6
Old : 21.7 16.7 33.8 27.7 18.0 12.1 25.1 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Old : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 11,588: 4,307 2,146 12,968 -15,460 -13,112 1,815 2,002: 9,773 9,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
Old : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 66 92 98 76 86 213 220:
Old : 265: 66 92 98 76 86 213 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
Old : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Old : 13,772: 8,402 5,544 42 2,560 6,838 11,004 12,424: 2,768 1,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -295: 249 287 -373 -156 -742 -280 -828: -15 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 9.8
Old : 100.0: 61.0 40.3 0.3 18.6 49.7 79.9 90.2: 20.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 58 27 2 11 22 71 49:
Old : 118: 58 27 2 11 22 71 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 43.6 39.2 59.2 24.4 43.6 39.2 59.2
Old : 24.4 43.6 39.2 59.2 24.4 43.6 39.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Old : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 294: 53 145 3 173 -92 229 56: 65 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Old : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 60 22 6 11 25 75 51:
Old : 119: 60 22 6 11 25 75 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Old : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 9,070: 5,603 820 38 747 7,045 6,388 7,903: 2,682 1,167
Old : 9,070: 5,603 820 38 747 7,045 6,388 7,903: 2,682 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -2,285: -2,581 74 -422 247 -1,784 -2,756 -2,132: 471 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
Old : 100.0: 61.8 9.0 0.4 8.2 77.7 70.4 87.1: 29.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 24 6 3 8 18 32 27:
Old : 52: 24 6 3 8 18 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.8 45.1 65.2 32.9 46.2 45.1 64.4
Old : 32.9 46.8 45.1 65.2 32.9 46.2 45.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Old : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -328: 388 -54 445 -222 277 611 668: -939 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 11.6
Old : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 31 9 5 6 19 41 30:
Old : 61: 31 9 5 6 19 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
Old : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 5, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 146,699: 42,687 7,383 7,567 79,289 120,820 129,543 135,770: 17,156 10,929
Old : 146,699: 42,687 7,383 7,567 79,289 120,820 129,543 135,770: 17,156 10,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2005 :
: -5,097: 6,106 -482 -219 -8,894 -3,592 -3,007 -4,293: -2,090 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 5.0 5.2 54.0 82.4 88.3 92.6: 11.7 7.4
Old : 100.0: 29.1 5.0 5.2 54.0 82.4 88.3 92.6: 11.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 56 19 27 61 72 129 107:
Old : 156: 56 19 27 61 72 129 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 21.3 38.7 34.9 18.2 17.4 30.4 27.1
Old : 23.2 21.3 38.7 34.9 18.2 17.4 30.4 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Old : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,890: -1,294 -127 -1,801 -2,712 -1,212 -5,807 -3,140: 2,917 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
Old : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 49 20 27 63 73 123 109:
Old : 150: 49 20 27 63 73 123 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Old : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2005