WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 229,430: 45,302 66,634 10,060 152,852 118,086 208,214 194,780: 21,216 34,650
Old : 224,902: 44,984 65,475 9,820 149,335 116,680 204,139 191,975: 20,763 32,927
Other: 4,528: 553 1,394 5 3,517 1,406 4,075 2,805: 453 1,723
: : :
: : Changes in Commitments from: July 5, 2005 :
: -398: -2,769 4,335 611 3,528 -7,528 1,370 -2,582: -1,768 2,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 29.0 4.4 66.6 51.5 90.8 84.9: 9.2 15.1
Old : 100.0: 20.0 29.1 4.4 66.4 51.9 90.8 85.4: 9.2 14.6
Other: 100.0: 12.2 30.8 0.1 77.7 31.1 90.0 61.9: 10.0 38.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 55 99 47 40 54 133 168:
Old : 228: 54 102 43 38 53 128 166:
Other: 50: 8 11 1 9 28 18 39:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 35.4 52.2 43.0 35.7 31.4 51.9 37.9
Old : 36.6 36.0 53.1 43.7 36.4 33.0 53.0 39.8
Other: 72.6 36.8 87.0 46.2 70.8 34.3 81.3 42.4
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
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 686,436: 110,341 78,501 72,853 392,454 350,263 575,648 501,617: 110,788 184,819
Old : 306,868: 53,829 69,639 1,967 213,601 183,360 269,397 254,966: 37,471 51,902
Other: 379,568: 116,147 68,497 11,251 178,853 166,903 306,251 246,651: 73,317 132,917
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,816: 5,371 -7,026 -12,221 7,587 16,355 737 -2,892: -3,553 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 11.4 10.6 57.2 51.0 83.9 73.1: 16.1 26.9
Old : 100.0: 17.5 22.7 0.6 69.6 59.8 87.8 83.1: 12.2 16.9
Other: 100.0: 30.6 18.0 3.0 47.1 44.0 80.7 65.0: 19.3 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 122 113 116 170 205 367 379:
Old : 398: 90 80 12 101 148 201 230:
Other: 478: 128 95 57 131 193 287 319:
:----------------------------------------------------------------------------------------------------
: 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 17.6 34.2 23.5 23.2 15.7 33.8 20.7
Old : 40.4 31.5 56.3 39.0 40.4 31.5 56.2 39.0
Other: 21.0 10.8 28.8 16.1 20.7 9.8 28.2 15.1
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
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Old : 7,561: 3,100 363 111 1,926 5,773 5,137 6,247: 2,424 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 248: 83 55 -3 121 128 201 180: 47 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
Old : 100.0: 41.0 4.8 1.5 25.5 76.4 67.9 82.6: 32.1 17.4
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: 10 5 3 12 16 25 22:
Old : 34: 10 5 3 12 16 25 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 : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
Old : 32.6 41.5 48.2 61.9 32.6 38.2 46.7 53.4
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, 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
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 276,341: 68,949 26,011 14,876 135,329 169,825 219,154 210,712: 57,187 65,629
Old : 36,395: 12,440 4,573 692 14,825 23,327 27,957 28,592: 8,438 7,803
Other: 239,946: 61,826 26,755 8,867 120,504 146,498 191,197 182,120: 48,749 57,826
: : :
: : Changes in Commitments from: July 5, 2005 :
: -14,294: -3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810: -2,000 -1,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 9.4 5.4 49.0 61.5 79.3 76.3: 20.7 23.7
Old : 100.0: 34.2 12.6 1.9 40.7 64.1 76.8 78.6: 23.2 21.4
Other: 100.0: 25.8 11.2 3.7 50.2 61.1 79.7 75.9: 20.3 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 124 63 74 96 128 260 238:
Old : 199: 46 38 8 57 73 108 114:
Other: 332: 118 66 54 69 122 218 220:
:----------------------------------------------------------------------------------------------------
: 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 22.7 36.0 32.5 23.0 19.5 34.4 27.3
Old : 24.5 24.2 35.9 39.2 24.5 21.7 34.6 35.7
Other: 26.4 24.6 38.5 32.8 26.4 20.6 38.0 27.7
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,209: 12,491 3,509 219 0 940 12,710 4,668: 4,499 12,541
Old : 721: 352 95 15 0 9 367 119: 354 602
Other: 16,488: 12,226 3,501 117 0 931 12,343 4,549: 4,145 11,939
: : :
: : Changes in Commitments from: July 5, 2005 :
: 99: -4 314 80 0 24 76 418: 23 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 20.4 1.3 0.0 5.5 73.9 27.1: 26.1 72.9
Old : 100.0: 48.8 13.2 2.1 0.0 1.2 50.9 16.5: 49.1 83.5
Other: 100.0: 74.2 21.2 0.7 0.0 5.6 74.9 27.6: 25.1 72.4
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 9 6 0 3 12 15:
Old : 14: 7 5 1 0 2 7 8:
Other: 21: 9 9 4 0 3 10 15:
:----------------------------------------------------------------------------------------------------
: 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 : 67.6 15.0 72.6 21.2 66.9 14.8 71.7 20.9
Old : 45.6 13.2 50.9 16.5 43.6 12.5 48.8 14.4
Other: 68.7 15.6 73.9 21.9 68.1 15.6 73.2 21.9
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 151,223: 36,917 8,633 16,995 65,647 111,964 119,559 137,592: 31,664 13,631
Old : 47,402: 15,279 2,404 3,816 18,083 34,688 37,178 40,908: 10,224 6,494
Other: 103,821: 29,011 13,602 5,806 47,564 77,276 82,381 96,684: 21,440 7,137
: : :
: : Changes in Commitments from: July 5, 2005 :
: -10,819: -1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527: 3,384 2,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.7 11.2 43.4 74.0 79.1 91.0: 20.9 9.0
Old : 100.0: 32.2 5.1 8.1 38.1 73.2 78.4 86.3: 21.6 13.7
Other: 100.0: 27.9 13.1 5.6 45.8 74.4 79.3 93.1: 20.7 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 56 17 28 41 41 113 80:
Old : 92: 34 10 13 24 34 62 56:
Other: 124: 45 28 19 32 33 92 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 : 21.7 39.4 31.2 53.4 20.1 34.3 28.0 45.8
Old : 29.3 30.2 38.1 44.0 18.0 22.5 25.9 35.3
Other: 29.3 49.0 39.7 63.2 29.3 46.2 39.3 59.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Old : 584,846: 101,439 96,295 10,383 350,474 318,778 462,296 425,456: 122,550 159,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -34,338: -18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223: -10,471 -5,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 27.3
Old : 100.0: 17.3 16.5 1.8 59.9 54.5 79.0 72.7: 21.0 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 : 148: 29 30 22 53 70 93 111:
Old : 148: 29 30 22 53 70 93 111:
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 : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
Old : 33.2 15.4 40.6 24.5 30.2 14.9 35.6 22.1
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, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 122,473: 25,671 2,771 14,304 50,630 89,806 90,605 106,881: 31,868 15,592
Old : 41,923: 10,212 2,436 3,395 16,358 28,593 29,965 34,424: 11,958 7,499
Other: 80,550: 21,155 6,031 5,213 34,272 61,213 60,640 72,457: 19,910 8,093
: : :
: : Changes in Commitments from: July 5, 2005 :
: -6,175: -1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398: -314 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.3 11.7 41.3 73.3 74.0 87.3: 26.0 12.7
Old : 100.0: 24.4 5.8 8.1 39.0 68.2 71.5 82.1: 28.5 17.9
Other: 100.0: 26.3 7.5 6.5 42.5 76.0 75.3 90.0: 24.7 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 50 13 26 51 47 112 82:
Old : 90: 24 11 13 39 42 68 62:
Other: 113: 44 17 17 43 31 96 57:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 38.1 24.4 54.5 11.3 36.0 18.3 47.5
Old : 15.6 31.7 26.3 44.1 13.7 31.0 22.6 42.6
Other: 19.8 43.1 29.9 61.9 13.1 39.8 22.4 52.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Old : 6,900: 3,042 1,489 962 1,596 2,580 5,600 5,031: 1,300 1,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 224: -342 -33 219 337 14 214 200: 10 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 27.1
Old : 100.0: 44.1 21.6 13.9 23.1 37.4 81.2 72.9: 18.8 27.1
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 : 48: 20 11 9 9 11 31 29:
Old : 48: 20 11 9 9 11 31 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 : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
Old : 38.5 32.9 53.3 49.2 35.0 30.9 46.1 41.7
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, 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Old : 370,433: 97,698 108,421 91 222,319 154,449 320,108 262,961: 50,325 107,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 17,921: 487 12,575 -150 12,063 684 12,400 13,109: 5,521 4,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
Old : 100.0: 26.4 29.3 0.0 60.0 41.7 86.4 71.0: 13.6 29.0
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 : 94: 12 23 2 45 39 59 62:
Old : 94: 12 23 2 45 39 59 62:
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 : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
Old : 30.2 24.6 46.0 35.2 30.2 22.9 46.0 33.5
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, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Old : 1,823,411: 421,360 410,646 79,168 1,106,932 953,087 1,607,460 1,442,901: 215,951 380,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 30,479: -19,392 27,196 -9,431 69,196 8,571 40,373 26,336: -9,894 4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 20.9
Old : 100.0: 23.1 22.5 4.3 60.7 52.3 88.2 79.1: 11.8 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 : 261: 40 78 44 78 118 148 210:
Old : 261: 40 78 44 78 118 148 210:
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 18.8 50.2 28.5 29.8 16.5 42.6 24.4
Old : 35.9 18.8 50.2 28.5 29.8 16.5 42.6 24.4
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Old : 1,181,051: 158,854 235,055 12,391 844,158 662,991 1,015,403 910,437: 165,648 270,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 41,149: -36,644 46,387 1,007 66,274 2,964 30,637 50,358: 10,512 -9,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 22.9
Old : 100.0: 13.5 19.9 1.0 71.5 56.1 86.0 77.1: 14.0 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 : 173: 36 35 15 64 79 108 121:
Old : 173: 36 35 15 64 79 108 121:
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 : 31.6 24.2 44.1 34.3 30.7 23.5 42.1 33.0
Old : 31.6 24.2 44.1 34.3 30.7 23.5 42.1 33.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Old : 355,189: 73,529 50,395 31,700 188,965 245,273 294,194 327,368: 60,995 27,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 11,420: 5,138 -2,321 -3,912 2,972 18,932 4,198 12,699: 7,222 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
Old : 100.0: 20.7 14.2 8.9 53.2 69.1 82.8 92.2: 17.2 7.8
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 : 110: 27 27 26 44 41 86 79:
Old : 110: 27 27 26 44 41 86 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 : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
Old : 24.4 34.5 37.2 47.6 16.3 27.7 25.7 39.4
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, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Old : 29,018: 6,845 4,760 1 15,551 17,143 22,397 21,904: 6,621 7,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 798: 940 -348 0 -133 1,169 807 821: -9 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 24.5
Old : 100.0: 23.6 16.4 0.0 53.6 59.1 77.2 75.5: 22.8 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 : 51: 12 9 1 20 12 33 21:
Old : 51: 12 9 1 20 12 33 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 : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
Old : 33.7 46.7 49.3 62.7 33.7 46.0 49.3 61.9
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 AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Old : 48,543: 9,604 24,412 584 28,666 12,896 38,854 37,892: 9,689 10,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,963: -3,633 275 124 8,550 3,589 5,041 3,988: -1,078 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 21.9
Old : 100.0: 19.8 50.3 1.2 59.1 26.6 80.0 78.1: 20.0 21.9
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 : 74: 18 31 4 14 13 33 47:
Old : 74: 18 31 4 14 13 33 47:
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 : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
Old : 46.3 39.7 57.3 49.1 46.3 39.7 57.3 49.1
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, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Old : 37,592: 3,966 5,821 1,023 32,224 29,955 37,213 36,799: 379 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -27: 10 113 -5 30 -70 35 38: -62 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 2.1
Old : 100.0: 10.6 15.5 2.7 85.7 79.7 99.0 97.9: 1.0 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 : 59: 7 18 4 18 21 28 40:
Old : 59: 7 18 4 18 21 28 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 : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
Old : 52.8 49.6 71.7 72.9 51.1 47.4 67.5 65.7
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
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Old : 20,608: 1,654 1,765 764 14,042 11,671 16,460 14,200: 4,148 6,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 553: 219 57 -14 176 1,024 381 1,067: 172 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
Old : 100.0: 8.0 8.6 3.7 68.1 56.6 79.9 68.9: 20.1 31.1
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 : 39: 5 7 7 24 15 32 26:
Old : 39: 5 7 7 24 15 32 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 : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
Old : 45.2 30.2 59.3 49.9 45.2 26.9 57.6 44.3
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, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 94,971: 12,512 26,526 21,781 48,943 22,310 83,236 70,617: 11,735 24,354
Old : 77,333: 11,082 27,203 15,513 42,204 16,842 68,799 59,558: 8,534 17,775
Other: 17,638: 5,610 3,503 2,088 6,739 5,468 14,437 11,059: 3,201 6,579
: : :
: : Changes in Commitments from: July 5, 2005 :
: -951: 1,096 137 897 -394 493 1,599 1,527: -2,550 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 27.9 22.9 51.5 23.5 87.6 74.4: 12.4 25.6
Old : 100.0: 14.3 35.2 20.1 54.6 21.8 89.0 77.0: 11.0 23.0
Other: 100.0: 31.8 19.9 11.8 38.2 31.0 81.9 62.7: 18.1 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 50 39 18 26 80 104:
Old : 137: 39 53 33 17 26 74 101:
Other: 54: 14 18 5 7 18 26 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 : 31.0 19.2 48.3 29.7 31.0 14.3 45.7 21.9
Old : 38.0 18.8 55.1 30.3 38.0 13.7 52.6 23.6
Other: 46.2 31.0 67.0 41.5 44.8 22.2 61.4 30.7
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 2,711: 571 1,024 99 722 603 1,392 1,726: 1,319 985
Old : 2,492: 580 1,042 54 636 550 1,270 1,646: 1,222 846
Other: 219: 26 17 10 86 53 122 80: 97 139
: : :
: : Changes in Commitments from: July 5, 2005 :
: -130: -27 135 -72 -60 -35 -159 28: 29 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 37.8 3.7 26.6 22.2 51.3 63.7: 48.7 36.3
Old : 100.0: 23.3 41.8 2.2 25.5 22.1 51.0 66.1: 49.0 33.9
Other: 100.0: 11.9 7.8 4.6 39.3 24.2 55.7 36.5: 44.3 63.5
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 18 6 8 5 24 24:
Old : 38: 11 18 4 8 4 23 22:
Other: 14: 4 3 1 3 4 7 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 : 28.5 36.4 37.4 47.5 25.7 34.5 34.2 43.7
Old : 27.4 38.0 37.1 49.9 24.4 36.6 34.1 46.5
Other: 46.6 31.5 55.7 36.5 46.6 28.8 51.1 32.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Old : 134,933: 29,112 37,608 13,685 72,487 54,819 115,284 106,112: 19,649 28,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 10,280: -548 3,458 2,811 3,263 203 5,526 6,472: 4,754 3,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
Old : 100.0: 21.6 27.9 10.1 53.7 40.6 85.4 78.6: 14.6 21.4
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 : 227: 49 67 56 57 76 134 185:
Old : 227: 49 67 56 57 76 134 185:
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 : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
Old : 26.0 11.3 42.5 20.3 26.0 11.3 42.0 19.8
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, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Old : 3,596: 877 942 114 982 1,048 1,973 2,104: 1,623 1,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 188: -10 141 12 -222 -384 -220 -231: 408 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
Old : 100.0: 24.4 26.2 3.2 27.3 29.1 54.9 58.5: 45.1 41.5
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 : 39: 7 14 2 14 9 22 24:
Old : 39: 7 14 2 14 9 22 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 : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
Old : 23.3 31.8 37.1 43.6 23.0 31.2 35.3 41.7
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Old : 23,846: 9,950 3,738 2,551 6,923 4,710 19,424 10,999: 4,422 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,201: 932 -4 771 -529 13 1,174 780: 27 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
Old : 100.0: 41.7 15.7 10.7 29.0 19.8 81.5 46.1: 18.5 53.9
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 : 127: 43 21 26 30 39 89 73:
Old : 127: 43 21 26 30 39 89 73:
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 13.9 27.3 21.2 15.0 13.5 25.7 18.7
Old : 16.6 13.9 27.3 21.2 15.0 13.5 25.7 18.7
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, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Old : 91,423: 35,282 12,079 540 25,043 62,647 60,865 75,266: 30,558 16,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 21,349: 15,918 -3,197 0 2,859 24,629 18,777 21,432: 2,572 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
Old : 100.0: 38.6 13.2 0.6 27.4 68.5 66.6 82.3: 33.4 17.7
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 : 73: 24 11 1 22 24 46 36:
Old : 73: 24 11 1 22 24 46 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 : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
Old : 17.7 32.7 33.1 51.3 17.7 32.7 32.6 51.0
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Old : 69,525: 2,991 40,939 0 57,922 6,205 60,913 47,144: 8,612 22,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,265: 1,297 -6,295 0 -6,017 1,472 -4,720 -4,823: 455 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
Old : 100.0: 4.3 58.9 0.0 83.3 8.9 87.6 67.8: 12.4 32.2
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 : 35: 1 23 0 7 6 8 29:
Old : 35: 1 23 0 7 6 8 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 : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
Old : 70.2 33.2 87.6 44.6 69.8 33.2 87.2 44.6
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Old : 100,344: 79,187 4,891 165 12,371 89,508 91,723 94,564: 8,621 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -4,267: -3,329 527 5 -1,319 -5,019 -4,643 -4,487: 376 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 5.8
Old : 100.0: 78.9 4.9 0.2 12.3 89.2 91.4 94.2: 8.6 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 : 99: 61 8 1 16 17 78 26:
Old : 99: 61 8 1 16 17 78 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 : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
Old : 31.3 66.3 48.2 84.0 31.3 65.7 48.2 83.3
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Old : 74,117: 9,067 31,648 10 48,017 22,292 57,094 53,950: 17,023 20,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 899: -1,923 244 10 5,954 -1,055 4,041 -801: -3,142 1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 27.2
Old : 100.0: 12.2 42.7 0.0 64.8 30.1 77.0 72.8: 23.0 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 : 59: 6 23 1 18 18 25 41:
Old : 59: 6 23 1 18 18 25 41:
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 : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
Old : 44.4 26.9 61.3 39.0 40.5 26.9 57.4 39.0
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Old : 162,959: 10,830 73,906 1,544 126,369 56,864 138,743 132,314: 24,216 30,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 6,442: -749 10,141 521 6,010 -4,504 5,782 6,158: 660 284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
Old : 100.0: 6.6 45.4 0.9 77.5 34.9 85.1 81.2: 14.9 18.8
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 : 89: 16 36 5 25 22 44 60:
Old : 89: 16 36 5 25 22 44 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 : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
Old : 42.3 31.9 64.5 47.6 37.0 24.1 53.0 38.7
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Old : 140,286: 24,267 32,115 485 72,930 59,128 97,682 91,728: 42,604 48,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -8,674: 1,248 -15,776 -1,208 -610 12,982 -570 -4,002: -8,104 -4,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
Old : 100.0: 17.3 22.9 0.3 52.0 42.1 69.6 65.4: 30.4 34.6
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 : 95: 25 29 5 26 28 53 60:
Old : 95: 25 29 5 26 28 53 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 : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
Old : 32.2 27.2 46.6 38.1 31.9 26.1 46.2 37.0
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Old : 85,085: 23,461 1,166 50 53,380 71,746 76,891 72,962: 8,194 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -299: -1,587 245 -245 291 -3,814 -1,541 -3,814: 1,242 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
Old : 100.0: 27.6 1.4 0.1 62.7 84.3 90.4 85.8: 9.6 14.2
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: 3 1 1 9 15 12 17:
Old : 22: 3 1 1 9 15 12 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 : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
Old : 61.0 54.1 85.9 71.9 54.0 42.0 69.8 57.2
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Old : 7,330,642: 740,748 732,120 801,677 4,869,843 4,231,411 6,412,268 5,765,208: 918,374 1,565,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -229,572: -37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944: -22,296 -31,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
Old : 100.0: 10.1 10.0 10.9 66.4 57.7 87.5 78.6: 12.5 21.4
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 : 250: 43 61 82 122 133 213 234:
Old : 250: 43 61 82 122 133 213 234:
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 : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
Old : 30.2 14.1 46.6 23.3 29.2 10.8 41.0 17.7
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Old : 659,119: 53,750 43,354 5,906 474,732 508,549 534,388 557,809: 124,731 101,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,642: 3,106 -4,192 1,468 269 -4,063 4,843 -6,787: -3,201 8,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
Old : 100.0: 8.2 6.6 0.9 72.0 77.2 81.1 84.6: 18.9 15.4
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 : 178: 32 28 18 84 63 128 98:
Old : 178: 32 28 18 84 63 128 98:
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 : 20.9 35.0 30.4 49.5 20.8 34.2 30.4 48.7
Old : 20.9 35.0 30.4 49.5 20.8 34.2 30.4 48.7
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Old : 950,006: 117,034 250,359 11,762 506,899 587,697 635,695 849,818: 314,311 100,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 91,839: -30,464 50,088 946 65,155 38,750 35,637 89,784: 56,202 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 10.5
Old : 100.0: 12.3 26.4 1.2 53.4 61.9 66.9 89.5: 33.1 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 : 186: 34 60 19 59 59 107 124:
Old : 186: 34 60 19 59 59 107 124:
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 27.7 33.0 41.9 18.5 23.8 25.7 34.6
Old : 23.5 27.7 33.0 41.9 18.5 23.8 25.7 34.6
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Old : 12,270: 1,060 353 0 6,525 10,957 7,585 11,310: 4,685 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -172: -212 -5 0 59 -5 -153 -10: -19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
Old : 100.0: 8.6 2.9 0.0 53.2 89.3 61.8 92.2: 38.2 7.8
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 : 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 : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
Old : 27.6 38.4 43.3 66.2 26.0 37.4 40.7 64.8
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Old : 31,570: 8,522 1,292 123 18,415 26,435 27,060 27,850: 4,510 3,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 442: -892 275 0 868 -69 -24 206: 466 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 11.8
Old : 100.0: 27.0 4.1 0.4 58.3 83.7 85.7 88.2: 14.3 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 : 39: 7 2 1 16 20 23 23:
Old : 39: 7 2 1 16 20 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 : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
Old : 47.9 50.5 66.6 66.5 47.9 49.2 65.7 64.4
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Old : 50,381: 6,449 8,785 0 26,347 32,795 32,796 41,580: 17,585 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 342: -433 719 0 791 2 358 721: -16 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
Old : 100.0: 12.8 17.4 0.0 52.3 65.1 65.1 82.5: 34.9 17.5
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 : 68: 11 11 0 30 22 41 33:
Old : 68: 11 11 0 30 22 41 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 40.4 32.4 56.9 19.8 36.4 30.6 51.9
Old : 20.5 40.4 32.4 56.9 19.8 36.4 30.6 51.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Old : 258,715: 71,634 75,774 3,031 160,829 121,311 235,494 200,116: 23,221 58,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,713: -10,003 -33,155 1,208 26,841 44,875 18,046 12,928: 667 5,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 22.7
Old : 100.0: 27.7 29.3 1.2 62.2 46.9 91.0 77.3: 9.0 22.7
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 : 187: 65 56 10 38 40 109 100:
Old : 187: 65 56 10 38 40 109 100:
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 : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
Old : 43.6 22.6 53.1 33.2 40.9 20.7 49.2 29.2
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Old : 64,490: 17,868 9,312 7 29,218 39,583 47,093 48,902: 17,397 15,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,121: 1,334 1,348 7 3,762 -655 5,103 700: -982 3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
Old : 100.0: 27.7 14.4 0.0 45.3 61.4 73.0 75.8: 27.0 24.2
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 : 44: 8 9 1 16 17 25 26:
Old : 44: 8 9 1 16 17 25 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 : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
Old : 42.1 34.3 58.6 53.0 42.0 33.7 58.5 52.0
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Old : 29,085: 800 4,050 0 23,337 20,897 24,137 24,947: 4,948 4,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -153: -79 -269 0 -128 2,419 -207 2,150: 54 -2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
Old : 100.0: 2.8 13.9 0.0 80.2 71.8 83.0 85.8: 17.0 14.2
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 : 53: 3 9 0 28 22 31 31:
Old : 53: 3 9 0 28 22 31 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 : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
Old : 50.9 37.6 60.6 53.6 50.0 37.6 59.7 53.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Old : 227,435: 27,030 43,793 1,067 186,112 169,728 214,209 214,588: 13,226 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -12,765: 2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126: -771 2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
Old : 100.0: 11.9 19.3 0.5 81.8 74.6 94.2 94.4: 5.8 5.6
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 : 129: 23 41 6 35 49 61 93:
Old : 129: 23 41 6 35 49 61 93:
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 : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
Old : 55.5 35.7 65.8 50.5 50.8 33.0 59.7 46.1
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Old : 35,164: 12,062 5,937 430 11,348 21,240 23,840 27,607: 11,324 7,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,186: 479 483 40 1,704 2,055 2,223 2,578: 963 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
Old : 100.0: 34.3 16.9 1.2 32.3 60.4 67.8 78.5: 32.2 21.5
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 : 70: 24 13 3 16 19 41 34:
Old : 70: 24 13 3 16 19 41 34:
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 39.8 33.3 49.4 20.5 39.3 33.3 48.7
Old : 20.5 39.8 33.3 49.4 20.5 39.3 33.3 48.7
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 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 12, 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 : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Old : 28,335: 1,295 2,311 441 13,308 21,999 15,044 24,751: 13,291 3,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -583: 0 -496 -253 -301 192 -554 -557: -29 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
Old : 100.0: 4.6 8.2 1.6 47.0 77.6 53.1 87.4: 46.9 12.6
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 : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 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 : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
Old : 28.1 51.8 42.4 67.1 14.4 32.8 18.0 40.4
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
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 12, 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 : 123,279: 41,751 18,891 10,779 37,284 80,816 89,814 110,486: 33,465 12,793
Old : 123,279: 41,751 18,891 10,779 37,284 80,816 89,814 110,486: 33,465 12,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 655: -1,135 562 510 2,263 -715 1,638 357: -983 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 15.3 8.7 30.2 65.6 72.9 89.6: 27.1 10.4
Old : 100.0: 33.9 15.3 8.7 30.2 65.6 72.9 89.6: 27.1 10.4
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: 91 26 27 23 33 121 81:
Old : 160: 91 26 27 23 33 121 81:
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 : 25.9 32.3 36.1 51.2 14.1 25.9 20.4 40.1
Old : 25.9 32.3 36.1 51.2 14.1 25.9 20.4 40.1
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 12, 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 : 106,406: 36,722 21,641 16,106 39,043 55,654 91,871 93,401: 14,535 13,005
Old : 106,406: 36,722 21,641 16,106 39,043 55,654 91,871 93,401: 14,535 13,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,324: 3,199 1,475 1,267 -712 1,519 3,754 4,261: 570 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 20.3 15.1 36.7 52.3 86.3 87.8: 13.7 12.2
Old : 100.0: 34.5 20.3 15.1 36.7 52.3 86.3 87.8: 13.7 12.2
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 : 184: 60 62 47 45 41 143 121:
Old : 184: 60 62 47 45 41 143 121:
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 : 23.4 35.0 35.5 48.5 23.2 31.4 33.7 44.5
Old : 23.4 35.0 35.5 48.5 23.2 31.4 33.7 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, 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
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, July 12, 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 : 269,891: 124,585 50,863 23,532 66,138 177,046 214,255 251,441: 55,636 18,450
Old : 269,891: 124,585 50,863 23,532 66,138 177,046 214,255 251,441: 55,636 18,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -11,295: -22,148 9,004 -247 11,391 -18,042 -11,004 -9,285: -291 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 18.8 8.7 24.5 65.6 79.4 93.2: 20.6 6.8
Old : 100.0: 46.2 18.8 8.7 24.5 65.6 79.4 93.2: 20.6 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 : 235: 123 50 39 40 42 181 118:
Old : 235: 123 50 39 40 42 181 118:
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 : 24.6 39.2 33.0 57.4 21.1 36.4 26.2 50.7
Old : 24.6 39.2 33.0 57.4 21.1 36.4 26.2 50.7
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
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Old : 12,854: 6,470 2,430 562 2,363 8,760 9,395 11,752: 3,459 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 459: 254 228 19 112 -69 385 178: 74 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
Old : 100.0: 50.3 18.9 4.4 18.4 68.1 73.1 91.4: 26.9 8.6
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 : 40: 22 2 10 6 6 37 17:
Old : 40: 22 2 10 6 6 37 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 : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
Old : 46.5 82.2 58.7 88.4 46.5 75.6 54.4 80.6
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
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 80,454: 19,657 7,032 2,048 42,510 51,520 64,215 60,600: 16,239 19,854
Old : 79,757: 19,517 7,044 2,018 42,029 51,120 63,564 60,182: 16,193 19,575
Other: 697: 170 18 0 481 400 651 418: 46 279
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,132: -940 -105 -969 5,813 5,360 3,904 4,286: 228 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.7 2.5 52.8 64.0 79.8 75.3: 20.2 24.7
Old : 100.0: 24.5 8.8 2.5 52.7 64.1 79.7 75.5: 20.3 24.5
Other: 100.0: 24.4 2.6 0.0 69.0 57.4 93.4 60.0: 6.6 40.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 36 17 13 44 47 88 70:
Old : 121: 36 17 13 44 47 88 70:
Other: 27: 3 2 0 4 19 7 21:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 34.5 38.5 45.6 22.3 26.2 29.8 34.4
Old : 29.2 34.7 38.4 45.7 22.5 26.4 30.0 35.1
Other: 85.1 43.3 93.4 51.9 85.1 40.6 90.7 49.2
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 - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 26,112: 2,440 1,523 356 17,873 17,246 20,669 19,125: 5,443 6,987
Old : 26,044: 2,420 1,523 356 17,873 17,242 20,649 19,121: 5,395 6,923
Other: 68: 20 0 0 0 4 20 4: 48 64
: : :
: : Changes in Commitments from: July 5, 2005 :
: 208: 45 -21 103 -391 288 -243 370: 451 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.8 1.4 68.4 66.0 79.2 73.2: 20.8 26.8
Old : 100.0: 9.3 5.8 1.4 68.6 66.2 79.3 73.4: 20.7 26.6
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 : 41: 7 5 3 20 19 29 26:
Old : 41: 7 5 3 20 19 29 26:
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 : 47.8 49.2 61.1 59.4 47.8 44.9 58.5 53.5
Old : 48.0 49.4 61.2 59.5 48.0 45.0 58.7 53.6
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, 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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 90,231: 20,255 15,417 3,461 55,213 63,373 78,929 82,251: 11,302 7,980
Old : 89,925: 20,269 15,417 3,381 55,004 63,276 78,654 82,074: 11,271 7,851
Other: 306: 66 80 0 209 97 275 177: 31 129
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,698: -1,655 420 261 76 -2,898 -1,318 -2,217: -380 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.1 3.8 61.2 70.2 87.5 91.2: 12.5 8.8
Old : 100.0: 22.5 17.1 3.8 61.2 70.4 87.5 91.3: 12.5 8.7
Other: 100.0: 21.6 26.1 0.0 68.3 31.7 89.9 57.8: 10.1 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 53 49 40 47 45 130 110:
Old : 174: 53 49 39 46 45 129 109:
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 : 28.5 43.4 40.9 53.0 28.5 40.6 40.8 48.0
Old : 28.6 43.6 41.0 53.2 28.6 40.7 40.9 48.2
Other: 88.9 49.7 89.9 57.8 88.9 49.7 89.9 57.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 34,137: 17,140 2,931 1,893 10,459 27,726 29,492 32,550: 4,645 1,587
Old : 32,561: 16,968 3,680 939 10,176 26,402 28,083 31,021: 4,478 1,540
Other: 1,576: 972 51 154 283 1,324 1,409 1,529: 167 47
: : :
: : Changes in Commitments from: July 5, 2005 :
: 3,271: 1,477 -1,140 166 1,306 4,108 2,949 3,134: 322 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 8.6 5.5 30.6 81.2 86.4 95.4: 13.6 4.6
Old : 100.0: 52.1 11.3 2.9 31.3 81.1 86.2 95.3: 13.8 4.7
Other: 100.0: 61.7 3.2 9.8 18.0 84.0 89.4 97.0: 10.6 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 66 19 20 13 18 95 43:
Old : 111: 64 22 12 12 17 86 42:
Other: 24: 14 2 6 4 5 20 11:
:----------------------------------------------------------------------------------------------------
: 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 55.8 39.1 75.5 23.2 50.0 35.8 68.8
Old : 25.4 56.3 40.2 75.2 23.9 50.2 36.7 68.7
Other: 43.1 85.6 67.9 94.5 40.7 83.2 64.1 87.0
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
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 126,503: 23,657 23,114 2,885 92,285 96,080 118,827 122,079: 7,676 4,424
Old : 44,362: 13,675 21,309 292 24,499 19,157 38,466 40,758: 5,896 3,604
Other: 82,141: 12,088 3,911 487 67,786 76,923 80,361 81,321: 1,780 820
: : :
: : Changes in Commitments from: July 5, 2005 :
: 8,477: 439 8,238 1,519 5,563 882 7,521 10,639: 956 -2,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 18.3 2.3 73.0 76.0 93.9 96.5: 6.1 3.5
Old : 100.0: 30.8 48.0 0.7 55.2 43.2 86.7 91.9: 13.3 8.1
Other: 100.0: 14.7 4.8 0.6 82.5 93.6 97.8 99.0: 2.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 61 44 21 48 37 113 101:
Old : 158: 59 42 2 38 24 98 67:
Other: 90: 21 20 8 35 34 62 57:
:----------------------------------------------------------------------------------------------------
: 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 : 34.2 36.9 50.7 52.4 23.4 25.2 33.4 34.6
Old : 20.8 31.5 31.1 45.5 17.2 30.6 26.7 42.2
Other: 47.7 52.1 65.3 68.4 30.2 36.2 41.7 47.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 394,354: 122,431 53,405 16,413 190,355 286,682 329,199 356,500: 65,155 37,854
Old : 394,354: 122,431 53,405 16,413 190,355 286,682 329,199 356,500: 65,155 37,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,277: 11,742 -796 1,900 501 18,631 14,143 19,735: 4,134 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 13.5 4.2 48.3 72.7 83.5 90.4: 16.5 9.6
Old : 100.0: 31.0 13.5 4.2 48.3 72.7 83.5 90.4: 16.5 9.6
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 : 161: 64 26 30 52 49 130 94:
Old : 161: 64 26 30 52 49 130 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 : 17.3 31.7 29.0 48.0 16.0 24.1 26.2 36.6
Old : 17.3 31.7 29.0 48.0 16.0 24.1 26.2 36.6
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, 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
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 94,357: 28,171 15,806 6,947 48,913 63,944 84,031 86,697: 10,326 7,660
Old : 65,142: 28,064 16,919 162 29,260 42,443 57,486 59,524: 7,656 5,618
Other: 29,215: 5,216 3,996 1,676 19,653 21,501 26,545 27,173: 2,670 2,042
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,618: 539 270 1,875 1,172 1,701 3,586 3,846: 1,032 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.8 7.4 51.8 67.8 89.1 91.9: 10.9 8.1
Old : 100.0: 43.1 26.0 0.2 44.9 65.2 88.2 91.4: 11.8 8.6
Other: 100.0: 17.9 13.7 5.7 67.3 73.6 90.9 93.0: 9.1 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 101 63 47 79 85 204 182:
Old : 270: 100 66 5 53 64 155 133:
Other: 173: 44 37 14 59 69 110 114:
:----------------------------------------------------------------------------------------------------
: 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 24.7 33.5 36.8 19.3 18.8 31.3 29.9
Old : 25.1 26.7 40.5 41.6 25.1 26.6 40.5 41.2
Other: 32.1 35.1 47.5 46.5 30.4 30.3 41.7 39.1
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, July 12, 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 : 28,052: 16,946 1,403 2,167 4,519 22,806 23,632 26,376: 4,420 1,676
Old : 28,052: 16,946 1,403 2,167 4,519 22,806 23,632 26,376: 4,420 1,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -5,769: -6,499 -1,174 -15 208 -3,959 -6,306 -5,148: 537 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 5.0 7.7 16.1 81.3 84.2 94.0: 15.8 6.0
Old : 100.0: 60.4 5.0 7.7 16.1 81.3 84.2 94.0: 15.8 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 : 48: 29 7 7 8 5 41 16:
Old : 48: 29 7 7 8 5 41 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 : 34.6 86.6 55.5 93.0 34.5 76.8 50.2 81.2
Old : 34.6 86.6 55.5 93.0 34.5 76.8 50.2 81.2
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, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 184,299: 32,001 25,814 27,762 83,574 99,599 143,337 153,175: 40,962 31,124
Old : 184,299: 32,001 25,814 27,762 83,574 99,599 143,337 153,175: 40,962 31,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -6,086: -4,051 -2,386 -1,168 -2,217 -3,813 -7,436 -7,367: 1,350 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.0 15.1 45.3 54.0 77.8 83.1: 22.2 16.9
Old : 100.0: 17.4 14.0 15.1 45.3 54.0 77.8 83.1: 22.2 16.9
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: 32 27 34 61 58 116 99:
Old : 128: 32 27 34 61 58 116 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 : 15.7 18.1 25.9 28.6 12.6 11.2 20.2 17.9
Old : 15.7 18.1 25.9 28.6 12.6 11.2 20.2 17.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 494,476: 48,559 69,359 159,663 212,629 234,805 420,851 463,827: 73,625 30,649
Old : 494,476: 48,559 69,359 159,663 212,629 234,805 420,851 463,827: 73,625 30,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 18,213: 10,075 1,982 9,444 -2,371 7,523 17,148 18,949: 1,065 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.0 32.3 43.0 47.5 85.1 93.8: 14.9 6.2
Old : 100.0: 9.8 14.0 32.3 43.0 47.5 85.1 93.8: 14.9 6.2
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 : 202: 51 48 62 94 80 185 154:
Old : 202: 51 48 62 94 80 185 154:
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 : 18.0 24.8 27.2 37.5 6.9 11.2 10.4 17.6
Old : 18.0 24.8 27.2 37.5 6.9 11.2 10.4 17.6
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Old : 38,222: 10,565 3,630 1,282 22,055 24,982 33,902 29,894: 4,320 8,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 132: -1,957 2,488 485 1,778 24 306 2,997: -174 -2,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
Old : 100.0: 27.6 9.5 3.4 57.7 65.4 88.7 78.2: 11.3 21.8
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 : 23: 3 2 2 15 13 18 17:
Old : 23: 3 2 2 15 13 18 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 : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
Old : 52.2 40.8 74.8 60.5 44.6 39.0 64.1 55.0
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Old : 127,402: 359 21,231 24,200 92,048 75,599 116,607 121,030: 10,795 6,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -973: -365 4,172 -4,029 2,922 -509 -1,472 -366: 499 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
Old : 100.0: 0.3 16.7 19.0 72.3 59.3 91.5 95.0: 8.5 5.0
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: 1 4 5 22 23 27 28:
Old : 33: 1 4 5 22 23 27 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 : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
Old : 59.4 43.3 73.0 62.2 49.0 28.9 54.8 44.0
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Old : 67,985: 24,821 11,347 2,684 37,026 45,641 64,531 59,672: 3,454 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 4,857: 4,884 453 0 97 5,260 4,981 5,713: -124 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
Old : 100.0: 36.5 16.7 3.9 54.5 67.1 94.9 87.8: 5.1 12.2
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 : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 1 15 14 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 : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
Old : 63.7 45.6 84.9 69.2 56.8 35.6 70.6 57.3
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Old : 53,963: 0 5,227 6,112 43,602 39,852 49,714 51,191: 4,249 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -2,751: 0 -2,580 613 -3,976 -1,578 -3,363 -3,545: 612 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 5.1
Old : 100.0: 0.0 9.7 11.3 80.8 73.9 92.1 94.9: 7.9 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 : 23: 0 3 2 18 16 20 19:
Old : 23: 0 3 2 18 16 20 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 : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
Old : 46.8 42.6 68.6 65.3 22.9 23.9 35.2 36.7
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Old : 58,053: 954 14,493 6,395 45,318 31,866 52,667 52,754: 5,386 5,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 1,552: -1,773 -729 1,186 2,025 3,105 1,438 3,562: 114 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
Old : 100.0: 1.6 25.0 11.0 78.1 54.9 90.7 90.9: 9.3 9.1
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 : 30: 1 4 5 23 19 28 24:
Old : 30: 1 4 5 23 19 28 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 : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
Old : 37.4 34.4 61.6 56.9 31.9 29.8 45.6 45.3
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Old : 41,165: 639 0 1,497 38,093 37,570 40,229 39,067: 936 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 476: -1,744 0 820 1,276 -344 352 476: 124 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 5.1
Old : 100.0: 1.6 0.0 3.6 92.5 91.3 97.7 94.9: 2.3 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 : 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 : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
Old : 57.9 42.4 80.9 67.9 57.4 34.1 61.4 52.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Old : 63,139: 0 8,482 2,776 51,356 47,011 54,132 58,269: 9,007 4,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,296: 0 576 -1,725 369 -147 -1,356 -1,296: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 7.7
Old : 100.0: 0.0 13.4 4.4 81.3 74.5 85.7 92.3: 14.3 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 : 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 : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
Old : 36.5 57.1 56.6 76.3 31.5 50.4 47.0 64.9
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Old : 90,441: 43,441 38,679 3,233 37,026 43,682 83,700 85,594: 6,741 4,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,366: 1,123 3,574 589 2,318 719 4,030 4,882: 1,336 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 5.4
Old : 100.0: 48.0 42.8 3.6 40.9 48.3 92.5 94.6: 7.5 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 : 25: 3 1 2 16 20 19 23:
Old : 25: 3 1 2 16 20 19 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 : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
Old : 66.2 63.7 81.9 78.6 64.1 62.7 72.7 70.2
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Old : 34,193: 1,152 1,591 1,880 25,205 22,108 28,237 25,579: 5,956 8,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,555: -620 463 -1,017 4,900 2,498 3,263 1,944: -708 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 25.2
Old : 100.0: 3.4 4.7 5.5 73.7 64.7 82.6 74.8: 17.4 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 : 22: 1 2 2 15 16 18 18:
Old : 22: 1 2 2 15 16 18 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 : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
Old : 42.8 44.6 70.5 60.5 40.6 32.8 58.8 45.9
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Old : 1,127,988: 282,095 60,115 214,251 609,995 837,831 1,106,341 1,112,197: 21,647 15,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 54,211: 31,067 8,136 13,205 8,885 30,197 53,157 51,538: 1,054 2,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
Old : 100.0: 25.0 5.3 19.0 54.1 74.3 98.1 98.6: 1.9 1.4
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 : 127: 21 17 34 83 80 119 116:
Old : 127: 21 17 34 83 80 119 116:
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 : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 27.8
Old : 27.1 22.5 42.6 38.5 21.8 17.8 32.2 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, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Old : 175,219: 34,550 39,751 52,510 86,558 80,102 173,618 172,363: 1,601 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 5,573: 1,044 -3,350 5,814 -1,014 3,336 5,844 5,800: -271 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 1.6
Old : 100.0: 19.7 22.7 30.0 49.4 45.7 99.1 98.4: 0.9 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 : 48: 13 7 17 26 27 45 45:
Old : 48: 13 7 17 26 27 45 45:
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 45.5 58.5 67.4 18.1 25.5 27.3 32.0
Old : 42.0 45.5 58.5 67.4 18.1 25.5 27.3 32.0
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 69,088: 21,245 4,120 16,065 31,368 48,743 68,678 68,928: 410 160
Old : 69,088: 21,245 4,120 16,065 31,368 48,743 68,678 68,928: 410 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,149: 1,840 180 502 227 1,999 2,569 2,681: -420 -532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 6.0 23.3 45.4 70.6 99.4 99.8: 0.6 0.2
Old : 100.0: 30.8 6.0 23.3 45.4 70.6 99.4 99.8: 0.6 0.2
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 : 51: 7 4 9 36 32 46 42:
Old : 51: 7 4 9 36 32 46 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 : 54.8 45.3 67.4 68.7 38.6 37.7 43.4 47.1
Old : 54.8 45.3 67.4 68.7 38.6 37.7 43.4 47.1
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Old : 26,202: 3,153 1,333 4,120 18,847 19,650 26,120 25,103: 82 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,038: -230 830 62 2,680 556 2,512 1,448: -474 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
Old : 100.0: 12.0 5.1 15.7 71.9 75.0 99.7 95.8: 0.3 4.2
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 : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 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 : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
Old : 61.5 43.8 82.4 66.7 55.6 38.3 61.8 51.7
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Old : 9,234: 694 2,770 2,351 6,189 4,113 9,234 9,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 156: 0 344 -264 674 76 410 156: -254 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 30.0 25.5 67.0 44.5 100.0 100.0: 0.0 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 : 29: 2 3 3 17 16 21 20:
Old : 29: 2 3 3 17 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 : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
Old : 52.8 65.6 77.5 85.8 35.1 45.7 52.5 53.6
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Old : 13,152: 3,220 1,620 2,640 6,192 7,602 12,052 11,862: 1,100 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 952: 140 -720 40 292 912 472 232: 480 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 9.8
Old : 100.0: 24.5 12.3 20.1 47.1 57.8 91.6 90.2: 8.4 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 : 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 : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
Old : 46.2 53.8 69.6 70.3 32.7 35.6 46.4 47.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Old : 18,970: 8,910 280 1,050 8,550 17,060 18,510 18,390: 460 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 2,820: 1,160 -80 0 1,620 2,920 2,780 2,840: 40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 3.1
Old : 100.0: 47.0 1.5 5.5 45.1 89.9 97.6 96.9: 2.4 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 : 28: 4 1 3 18 21 22 25:
Old : 28: 4 1 3 18 21 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 : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
Old : 67.7 55.6 83.3 81.8 61.4 50.1 71.7 71.8
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 828,196: 122,269 88,240 132,995 502,119 527,788 757,383 749,023: 70,813 79,173
Old : 828,196: 122,269 88,240 132,995 502,119 527,788 757,383 749,023: 70,813 79,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 14,222: 992 -279 4,050 8,847 16,822 13,889 20,593: 333 -6,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 10.7 16.1 60.6 63.7 91.4 90.4: 8.6 9.6
Old : 100.0: 14.8 10.7 16.1 60.6 63.7 91.4 90.4: 8.6 9.6
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 : 271: 80 85 97 80 88 222 220:
Old : 271: 80 85 97 80 88 222 220:
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 : 21.6 15.7 33.4 26.3 17.7 11.6 24.7 18.2
Old : 21.6 15.7 33.4 26.3 17.7 11.6 24.7 18.2
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Old : 13,763: 8,295 5,302 62 2,637 7,174 10,994 12,538: 2,769 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -9: -107 -242 20 77 336 -10 114: 1 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
Old : 100.0: 60.3 38.5 0.5 19.2 52.1 79.9 91.1: 20.1 8.9
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 : 114: 55 22 2 11 24 68 48:
Old : 114: 55 22 2 11 24 68 48:
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 : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
Old : 25.1 41.7 39.9 57.9 25.1 41.7 39.9 57.9
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 7,908: 4,089 860 145 1,563 5,848 5,797 6,853: 2,111 1,055
Old : 7,908: 4,089 860 145 1,563 5,848 5,797 6,853: 2,111 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: -1,162: -1,514 40 107 816 -1,197 -591 -1,050: -571 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.9 1.8 19.8 74.0 73.3 86.7: 26.7 13.3
Old : 100.0: 51.7 10.9 1.8 19.8 74.0 73.3 86.7: 26.7 13.3
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 : 44: 16 8 3 9 13 26 23:
Old : 44: 16 8 3 9 13 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 : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.4
Old : 33.8 50.8 49.0 69.1 33.8 50.1 49.0 68.4
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, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, July 12, 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 : 161,154: 45,993 6,958 10,018 83,239 129,194 139,250 146,170: 21,904 14,984
Old : 161,154: 45,993 6,958 10,018 83,239 129,194 139,250 146,170: 21,904 14,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2005 :
: 14,455: 3,306 -425 2,451 3,950 8,374 9,707 10,400: 4,748 4,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.3 6.2 51.7 80.2 86.4 90.7: 13.6 9.3
Old : 100.0: 28.5 4.3 6.2 51.7 80.2 86.4 90.7: 13.6 9.3
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 : 161: 53 19 30 65 76 134 112:
Old : 161: 53 19 30 65 76 134 112:
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 : 21.2 20.2 34.6 32.9 14.8 15.5 25.6 24.1
Old : 21.2 20.2 34.6 32.9 14.8 15.5 25.6 24.1
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, 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
Updated July 22, 2005