WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 9, 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 : 250,929: 42,445 79,061 19,949 164,743 114,168 227,137 213,178: 23,792 37,751
Old : 241,105: 41,972 76,444 18,507 157,568 111,209 218,047 206,160: 23,058 34,945
Other: 9,824: 1,894 4,038 21 7,175 2,959 9,090 7,018: 734 2,806
: : :
: : Changes in Commitments from: August 2, 2005 :
: -6,959: -995 10,341 -4,164 4,595 -6,182 -564 -5: -6,395 -6,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 31.5 8.0 65.7 45.5 90.5 85.0: 9.5 15.0
Old : 100.0: 17.4 31.7 7.7 65.4 46.1 90.4 85.5: 9.6 14.5
Other: 100.0: 19.3 41.1 0.2 73.0 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 56 108 54 40 52 136 182:
Old : 237: 54 114 50 36 52 129 180:
Other: 71: 16 18 2 10 34 28 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 29.5 50.6 35.8 34.1 23.1 49.1 29.4
Old : 35.5 30.6 52.1 37.0 35.5 26.3 51.1 32.7
Other: 65.6 33.8 78.0 43.1 63.2 31.5 75.6 40.2
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 2, 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 : 257,888: 43,440 68,720 24,113 160,148 120,350 227,701 213,183: 30,187 44,705
Old : 248,580: 43,205 66,773 22,491 153,581 117,763 219,277 207,027: 29,303 41,553
Other: 9,308: 1,841 3,553 16 6,567 2,587 8,424 6,156: 884 3,152
: : :
: : Changes in Commitments from: July 26, 2005 :
: 8,745: -1,425 -1,159 2,932 -292 -554 1,215 1,219: 7,530 7,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.6 9.4 62.1 46.7 88.3 82.7: 11.7 17.3
Old : 100.0: 17.4 26.9 9.0 61.8 47.4 88.2 83.3: 11.8 16.7
Other: 100.0: 19.8 38.2 0.2 70.6 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 55 100 52 40 52 137 173:
Old : 233: 55 104 49 37 52 132 172:
Other: 64: 14 15 1 10 33 24 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 30.7 47.6 37.0 32.4 25.3 47.1 31.4
Old : 33.6 31.8 49.1 38.2 33.6 28.2 48.9 34.5
Other: 62.8 33.2 75.5 43.5 60.4 31.4 72.8 40.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 9, 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 : 733,168: 125,700 79,548 74,363 405,864 400,333 605,927 554,244: 127,241 178,924
Old : 180,066: 32,862 50,227 84 113,689 98,673 146,635 148,984: 33,431 31,082
Other: 553,102: 139,503 75,986 27,614 292,175 301,660 459,292 405,260: 93,810 147,842
: : :
: : Changes in Commitments from: August 2, 2005 :
: -10,391: -17,503 3,491 743 8,306 -13,363 -8,454 -9,129: -1,937 -1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.8 10.1 55.4 54.6 82.6 75.6: 17.4 24.4
Old : 100.0: 18.2 27.9 0.0 63.1 54.8 81.4 82.7: 18.6 17.3
Other: 100.0: 25.2 13.7 5.0 52.8 54.5 83.0 73.3: 17.0 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 554: 120 111 112 204 237 398 409:
Old : 397: 73 76 3 134 136 209 213:
Other: 530: 129 102 72 148 226 316 367:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 18.7 32.8 24.5 22.4 16.4 31.4 21.1
Old : 30.2 27.9 41.5 40.9 30.2 27.8 41.4 40.7
Other: 23.6 18.3 32.5 23.7 23.1 17.0 32.0 22.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 2, 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 : 743,559: 143,203 76,057 73,620 397,558 413,696 614,381 563,373: 129,178 180,186
Old : 249,086: 35,850 64,514 160 178,690 148,015 214,700 212,689: 34,386 36,397
Other: 494,473: 162,168 66,358 18,645 218,868 265,681 399,681 350,684: 94,792 143,789
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,718: 2,528 1,072 913 -4,850 -754 -1,409 1,231: 5,127 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 10.2 9.9 53.5 55.6 82.6 75.8: 17.4 24.2
Old : 100.0: 14.4 25.9 0.1 71.7 59.4 86.2 85.4: 13.8 14.6
Other: 100.0: 32.8 13.4 3.8 44.3 53.7 80.8 70.9: 19.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 562: 143 98 119 194 235 408 405:
Old : 413: 72 91 3 117 154 192 245:
Other: 532: 152 89 65 147 224 332 349:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 18.6 31.6 24.5 21.8 16.5 31.1 21.4
Old : 41.6 29.6 57.0 40.7 41.6 29.6 56.9 40.7
Other: 18.7 15.3 26.5 20.9 18.4 14.3 26.2 19.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 9, 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 : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Old : 7,587: 3,290 356 23 1,444 5,762 4,757 6,141: 2,830 1,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -147: 2 -4 -182 -136 47 -316 -139: 169 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
Old : 100.0: 43.4 4.7 0.3 19.0 75.9 62.7 80.9: 37.3 19.1
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 : 34: 13 4 3 10 15 25 20:
Old : 34: 13 4 3 10 15 25 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 : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
Old : 34.3 47.8 49.2 65.3 34.3 47.8 49.2 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 2, 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 : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Old : 7,734: 3,288 360 205 1,580 5,715 5,073 6,280: 2,661 1,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -175: -440 15 176 -144 -325 -408 -134: 233 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 18.8
Old : 100.0: 42.5 4.7 2.7 20.4 73.9 65.6 81.2: 34.4 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 : 33: 12 4 4 9 14 24 20:
Old : 33: 12 4 4 9 14 24 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 : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
Old : 35.1 45.8 52.3 63.0 35.1 45.7 48.5 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 9, 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 : 256,519: 61,850 24,292 17,747 124,635 151,160 204,232 193,199: 52,287 63,320
Old : 251,721: 61,484 24,688 14,968 123,932 149,995 200,384 189,651: 51,337 62,070
Other: 4,798: 3,145 2,383 0 703 1,165 3,848 3,548: 950 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -15,773: -8,756 -40 241 -3,669 -15,037 -12,184 -14,836: -3,589 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 6.9 48.6 58.9 79.6 75.3: 20.4 24.7
Old : 100.0: 24.4 9.8 5.9 49.2 59.6 79.6 75.3: 20.4 24.7
Other: 100.0: 65.5 49.7 0.0 14.7 24.3 80.2 73.9: 19.8 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 108 75 72 89 126 238 244:
Old : 339: 111 77 64 89 126 237 237:
Other: 96: 13 21 0 11 55 24 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 20.2 36.3 30.2 24.8 18.3 36.2 26.4
Old : 25.3 20.5 37.0 30.6 25.3 18.5 36.9 26.9
Other: 57.2 38.7 69.3 52.6 57.2 38.7 69.3 52.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 2, 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 : 272,292: 70,606 24,332 17,506 128,304 166,197 216,416 208,035: 55,876 64,257
Old : 268,157: 70,225 25,173 14,831 127,975 165,000 213,031 205,004: 55,126 63,153
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: -772: 1,591 -2,903 2,413 -3,719 1,731 285 1,241: -1,057 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 8.9 6.4 47.1 61.0 79.5 76.4: 20.5 23.6
Old : 100.0: 26.2 9.4 5.5 47.7 61.5 79.4 76.4: 20.6 23.6
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 122 74 67 85 124 249 237:
Old : 355: 123 76 61 85 124 247 233:
Other: 94: 11 20 0 8 56 19 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 22.3 34.0 32.2 23.6 19.7 33.9 27.5
Old : 24.0 22.5 34.5 32.5 24.0 19.9 34.4 27.8
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 9, 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 : 125,731: 29,503 16,608 12,171 62,644 82,479 104,318 111,258: 21,413 14,473
Old : 22,452: 10,822 4,632 80 7,600 15,445 18,502 20,157: 3,950 2,295
Other: 103,279: 24,058 17,353 6,714 55,044 67,034 85,816 91,101: 17,463 12,178
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,602: -5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653: -4,684 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.2 9.7 49.8 65.6 83.0 88.5: 17.0 11.5
Old : 100.0: 48.2 20.6 0.4 33.8 68.8 82.4 89.8: 17.6 10.2
Other: 100.0: 23.3 16.8 6.5 53.3 64.9 83.1 88.2: 16.9 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 39 28 22 40 35 93 78:
Old : 73: 19 15 3 21 25 43 40:
Other: 119: 39 29 19 38 31 86 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 32.4 36.5 49.4 24.4 29.4 34.0 42.9
Old : 23.8 43.0 39.2 57.2 23.8 42.7 39.2 57.0
Other: 31.0 36.8 42.4 51.3 29.7 34.4 39.2 44.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 2, 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 : 137,333: 35,437 11,681 16,932 58,867 96,298 111,236 124,911: 26,097 12,422
Old : 25,926: 13,547 3,319 743 6,939 18,443 21,229 22,505: 4,697 3,421
Other: 111,407: 30,091 16,563 7,988 51,928 77,855 90,007 102,406: 21,400 9,001
: : :
: : Changes in Commitments from: July 26, 2005 :
: 259: -1,337 2,111 2,330 -15 -3,340 978 1,101: -719 -842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 8.5 12.3 42.9 70.1 81.0 91.0: 19.0 9.0
Old : 100.0: 52.3 12.8 2.9 26.8 71.1 81.9 86.8: 18.1 13.2
Other: 100.0: 27.0 14.9 7.2 46.6 69.9 80.8 91.9: 19.2 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 55 23 34 38 34 114 83:
Old : 85: 36 13 9 20 24 56 46:
Other: 132: 51 33 23 35 29 100 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.2 33.2 54.8 22.5 34.3 31.2 48.2
Old : 20.5 40.0 33.5 53.7 18.3 39.8 30.0 53.0
Other: 28.4 44.8 39.4 58.0 27.7 41.0 37.2 52.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 9, 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 : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Old : 574,689: 78,236 85,986 8,103 383,511 322,862 469,850 416,951: 104,839 157,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 20,317: 965 2,211 1,795 17,360 16,820 20,120 20,826: 197 -509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
Old : 100.0: 13.6 15.0 1.4 66.7 56.2 81.8 72.6: 18.2 27.4
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 : 159: 28 30 22 67 77 104 120:
Old : 159: 28 30 22 67 77 104 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 13.7 37.0 22.6 26.4 12.9 32.9 19.4
Old : 28.8 13.7 37.0 22.6 26.4 12.9 32.9 19.4
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 Code-020601
Commitments of Traders - Futures Only, August 2, 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 : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Old : 554,372: 77,271 83,775 6,308 366,151 306,042 449,730 396,125: 104,642 158,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,700: -10,998 11,445 -729 18,280 -14,703 6,553 -3,987: -8,253 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
Old : 100.0: 13.9 15.1 1.1 66.0 55.2 81.1 71.5: 18.9 28.5
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 : 155: 27 30 20 64 73 100 114:
Old : 155: 27 30 20 64 73 100 114:
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 : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
Old : 29.1 14.6 36.8 23.0 26.7 12.9 32.7 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 9, 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 : 108,509: 20,739 4,540 13,873 43,412 72,817 78,024 91,230: 30,485 17,279
Old : 23,609: 7,829 1,063 826 8,047 16,489 16,702 18,378: 6,907 5,231
Other: 84,900: 16,938 7,505 9,019 35,365 56,328 61,322 72,852: 23,578 12,048
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,895: -1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533: -617 2,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.2 12.8 40.0 67.1 71.9 84.1: 28.1 15.9
Old : 100.0: 33.2 4.5 3.5 34.1 69.8 70.7 77.8: 29.3 22.2
Other: 100.0: 20.0 8.8 10.6 41.7 66.3 72.2 85.8: 27.8 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 41 12 27 49 41 106 72:
Old : 82: 23 8 4 32 26 57 38:
Other: 107: 37 18 22 43 33 93 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 39.5 24.9 52.2 14.8 35.2 21.0 47.5
Old : 17.7 45.1 29.6 57.0 17.7 45.1 29.2 56.8
Other: 19.2 41.6 28.0 54.4 17.2 37.4 24.2 49.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 2, 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 : 113,404: 22,271 2,590 17,972 42,059 78,201 82,302 98,763: 31,102 14,641
Old : 30,784: 10,805 1,458 2,034 10,495 21,083 23,334 24,575: 7,450 6,209
Other: 82,620: 18,930 8,596 8,474 31,564 57,118 58,968 74,188: 23,652 8,432
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,998: -2,825 1,378 2,912 -3,983 -8,909 -3,896 -4,619: -1,102 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.3 15.8 37.1 69.0 72.6 87.1: 27.4 12.9
Old : 100.0: 35.1 4.7 6.6 34.1 68.5 75.8 79.8: 24.2 20.2
Other: 100.0: 22.9 10.4 10.3 38.2 69.1 71.4 89.8: 28.6 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 46 13 34 54 48 119 87:
Old : 91: 23 9 11 37 35 66 53:
Other: 118: 43 19 25 44 36 100 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.6 23.5 50.3 10.6 32.8 16.7 43.8
Old : 18.8 33.6 31.5 47.0 17.5 29.4 28.0 38.7
Other: 18.0 40.8 26.7 54.6 14.4 37.2 22.0 49.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Old : 7,160: 2,719 1,255 1,036 1,990 3,036 5,745 5,327: 1,415 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -503: -146 -22 -336 -98 -120 -580 -478: 77 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 25.6
Old : 100.0: 38.0 17.5 14.5 27.8 42.4 80.2 74.4: 19.8 25.6
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: 15 9 9 11 13 32 26:
Old : 45: 15 9 9 11 13 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 : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
Old : 36.1 34.5 51.7 52.5 35.4 32.3 47.8 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Old : 7,663: 2,865 1,277 1,372 2,088 3,156 6,325 5,805: 1,338 1,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 158: -205 -5 287 124 -17 206 265: -48 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 24.2
Old : 100.0: 37.4 16.7 17.9 27.2 41.2 82.5 75.8: 17.5 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 : 46: 17 10 9 13 12 35 26:
Old : 46: 17 10 9 13 12 35 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 : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
Old : 35.7 33.2 51.9 53.0 33.6 31.0 45.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 9, 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 : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Old : 368,486: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,300 108,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,837: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,877 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 29.5
Old : 100.0: 27.9 30.8 0.4 56.7 39.4 85.0 70.5: 15.0 29.5
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 : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 69:
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 16.2 44.0 24.9 28.1 15.4 44.0 23.8
Old : 28.1 16.2 44.0 24.9 28.1 15.4 44.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 2, 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 : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Old : 360,649: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,423 106,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 530: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -912 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
Old : 100.0: 29.4 31.3 0.6 55.2 38.5 85.2 70.3: 14.8 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 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 : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
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 Code-043602
Commitments of Traders - Futures Only, August 9, 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 : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Old : 2,017,608: 516,550 440,569 107,293 1,175,865 1,053,642 1,799,708 1,601,504: 217,900 416,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,921: 28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888: 2,052 -36,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 20.6
Old : 100.0: 25.6 21.8 5.3 58.3 52.2 89.2 79.4: 10.8 20.6
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 : 252: 49 61 41 87 115 157 196:
Old : 252: 49 61 41 87 115 157 196:
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 23.0 52.3 34.2 30.1 20.5 42.5 29.5
Old : 35.9 23.0 52.3 34.2 30.1 20.5 42.5 29.5
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 Code-043602
Commitments of Traders - Futures Only, August 2, 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 : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Old : 2,006,687: 488,007 376,932 121,689 1,181,143 1,054,995 1,790,839 1,553,616: 215,848 453,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 96,875: 79,546 -8,119 -8,223 19,101 58,452 90,424 42,110: 6,451 54,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
Old : 100.0: 24.3 18.8 6.1 58.9 52.6 89.2 77.4: 10.8 22.6
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 : 260: 54 58 42 89 122 161 204:
Old : 260: 54 58 42 89 122 161 204:
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 22.0 50.6 33.0 29.4 19.7 41.2 28.5
Old : 34.6 22.0 50.6 33.0 29.4 19.7 41.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 9, 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 : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Old : 1,521,730: 186,892 440,290 26,581 1,171,516 744,988 1,384,989 1,211,859: 136,741 309,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 71,485: -25,181 35,751 4,802 87,516 26,410 67,137 66,963: 4,348 4,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
Old : 100.0: 12.3 28.9 1.7 77.0 49.0 91.0 79.6: 9.0 20.4
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 : 188: 33 47 25 71 82 116 142:
Old : 188: 33 47 25 71 82 116 142:
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 : 34.7 23.6 49.6 34.2 31.9 23.0 44.2 31.9
Old : 34.7 23.6 49.6 34.2 31.9 23.0 44.2 31.9
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 Code-044601
Commitments of Traders - Futures Only, August 2, 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 : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Old : 1,450,245: 212,073 404,539 21,779 1,084,000 718,578 1,317,852 1,144,896: 132,393 305,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 118,323: 18,355 53,837 326 98,950 47,168 117,631 101,331: 692 16,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 21.1
Old : 100.0: 14.6 27.9 1.5 74.7 49.5 90.9 78.9: 9.1 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 : 183: 37 42 20 67 80 109 137:
Old : 183: 37 42 20 67 80 109 137:
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 23.8 47.4 35.1 31.4 23.1 42.8 32.9
Old : 32.1 23.8 47.4 35.1 31.4 23.1 42.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 9, 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 : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Old : 380,090: 120,241 49,868 44,896 163,079 255,623 328,216 350,387: 51,874 29,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 382: 4,786 -4,682 6,180 -11,567 2,416 -601 3,914: 983 -3,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 7.8
Old : 100.0: 31.6 13.1 11.8 42.9 67.3 86.4 92.2: 13.6 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 : 107: 30 24 31 43 40 87 81:
Old : 107: 30 24 31 43 40 87 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 : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
Old : 36.6 39.4 47.9 50.0 27.8 34.0 36.4 42.0
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 Code-045601
Commitments of Traders - Futures Only, August 2, 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 : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Old : 379,708: 115,455 54,550 38,716 174,646 253,207 328,817 346,473: 50,891 33,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -53,187: 5,054 -447 -6,886 -44,586 -44,125 -46,418 -51,458: -6,769 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 8.8
Old : 100.0: 30.4 14.4 10.2 46.0 66.7 86.6 91.2: 13.4 8.8
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 : 101: 29 21 29 41 37 84 73:
Old : 101: 29 21 29 41 37 84 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 : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
Old : 33.9 42.4 49.2 52.8 25.7 34.7 36.1 42.6
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 Code-124601
Commitments of Traders - Futures Only, August 9, 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 : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Old : 30,910: 8,732 5,593 2 15,899 17,998 24,633 23,593: 6,277 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 187: 484 -56 2 11 -34 497 -88: -310 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 23.7
Old : 100.0: 28.2 18.1 0.0 51.4 58.2 79.7 76.3: 20.3 23.7
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 : 53: 14 10 2 19 11 35 21:
Old : 53: 14 10 2 19 11 35 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 : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
Old : 31.9 45.4 47.6 61.6 31.9 44.2 47.6 60.4
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 Code-124601
Commitments of Traders - Futures Only, August 2, 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 : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Old : 30,723: 8,248 5,649 0 15,888 18,032 24,136 23,681: 6,587 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 767: 345 524 -1 535 542 879 1,065: -112 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 22.9
Old : 100.0: 26.8 18.4 0.0 51.7 58.7 78.6 77.1: 21.4 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 : 53: 14 9 0 19 12 33 21:
Old : 53: 14 9 0 19 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 : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
Old : 32.0 45.7 47.8 62.0 32.0 44.7 47.8 61.0
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 Code-124603
Commitments of Traders - Futures Only, August 9, 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 : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Old : 59,122: 11,240 36,108 402 36,599 10,185 48,241 46,695: 10,881 12,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,595: -1,316 5,904 -69 7,348 -2,205 5,963 3,630: -1,368 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 21.0
Old : 100.0: 19.0 61.1 0.7 61.9 17.2 81.6 79.0: 18.4 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 : 73: 19 27 5 18 12 40 41:
Old : 73: 19 27 5 18 12 40 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 : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
Old : 48.7 32.4 58.3 44.2 48.7 32.4 57.8 44.2
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 Code-124603
Commitments of Traders - Futures Only, August 2, 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 : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Old : 54,527: 12,556 30,204 471 29,251 12,390 42,278 43,065: 12,249 11,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,674: 2,010 2,783 -187 -66 -977 1,757 1,619: -83 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 21.0
Old : 100.0: 23.0 55.4 0.9 53.6 22.7 77.5 79.0: 22.5 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 : 74: 20 27 4 18 13 40 42:
Old : 74: 20 27 4 18 13 40 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 : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
Old : 43.6 37.9 53.2 49.0 43.6 37.9 53.2 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, August 9, 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 : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
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 : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 38:
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 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
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 Code-246602
Commitments of Traders - Futures Only, August 2, 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 : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 9, 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 : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Old : 19,916: 1,681 2,033 609 13,416 11,201 15,706 13,843: 4,210 6,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,992: -687 -212 18 -1,960 -2,199 -2,629 -2,393: -363 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 30.5
Old : 100.0: 8.4 10.2 3.1 67.4 56.2 78.9 69.5: 21.1 30.5
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 : 40: 7 8 10 22 16 34 29:
Old : 40: 7 8 10 22 16 34 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 : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
Old : 42.7 31.1 60.3 51.8 42.7 28.5 58.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Old : 22,908: 2,368 2,245 591 15,376 13,400 18,335 16,236: 4,573 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 285: 81 354 -27 148 -15 202 312: 83 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 29.1
Old : 100.0: 10.3 9.8 2.6 67.1 58.5 80.0 70.9: 20.0 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 : 40: 8 7 9 21 17 32 30:
Old : 40: 8 7 9 21 17 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 45.6
Old : 43.6 30.7 61.2 51.5 43.6 28.5 59.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 9, 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 : 95,169: 15,389 22,811 18,018 48,640 25,914 82,047 66,743: 13,122 28,426
Old : 67,549: 14,380 34,105 2,954 42,171 13,095 59,505 50,154: 8,044 17,395
Other: 27,620: 14,132 1,829 1,941 6,469 12,819 22,542 16,589: 5,078 11,031
: : :
: : Changes in Commitments from: August 2, 2005 :
: -325: 1,654 -220 -2,641 -682 1,194 -1,669 -1,667: 1,344 1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 24.0 18.9 51.1 27.2 86.2 70.1: 13.8 29.9
Old : 100.0: 21.3 50.5 4.4 62.4 19.4 88.1 74.2: 11.9 25.8
Other: 100.0: 51.2 6.6 7.0 23.4 46.4 81.6 60.1: 18.4 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 54 37 23 34 86 100:
Old : 138: 29 62 18 18 32 62 98:
Other: 74: 30 13 9 12 24 45 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.7 45.7 29.4 30.9 16.1 45.3 23.3
Old : 43.4 21.5 61.1 32.8 43.4 20.0 61.1 30.9
Other: 35.2 25.0 53.0 36.0 33.1 24.1 50.8 33.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 2, 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 : 95,494: 13,735 23,031 20,659 49,322 24,720 83,716 68,410: 11,778 27,084
Old : 72,286: 12,956 30,922 9,387 42,811 14,377 65,154 54,686: 7,132 17,600
Other: 23,208: 10,486 1,816 1,565 6,511 10,343 18,562 13,724: 4,646 9,484
: : :
: : Changes in Commitments from: July 26, 2005 :
: 837: 236 -2,685 165 -96 1,843 305 -677: 532 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 21.6 51.6 25.9 87.7 71.6: 12.3 28.4
Old : 100.0: 17.9 42.8 13.0 59.2 19.9 90.1 75.7: 9.9 24.3
Other: 100.0: 45.2 7.8 6.7 28.1 44.6 80.0 59.1: 20.0 40.9
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 35 50 38 25 31 86 101:
Old : 136: 32 58 21 19 30 63 99:
Other: 70: 29 11 5 12 22 43 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 : 31.1 18.1 46.4 30.6 31.1 15.5 45.3 22.3
Old : 40.9 22.7 57.4 34.2 40.9 18.5 57.2 26.4
Other: 39.1 24.3 55.2 35.0 37.2 23.9 52.7 32.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, August 9, 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 : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Old : 1,830: 1,040 692 7 341 405 1,388 1,104: 442 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -224: 235 -115 2 -141 -57 96 -170: -320 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
Old : 100.0: 56.8 37.8 0.4 18.6 22.1 75.8 60.3: 24.2 39.7
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 : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
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 : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
Old : 60.9 42.0 73.0 54.4 60.9 42.0 73.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, August 2, 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 : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Old : 2,054: 805 807 5 482 462 1,292 1,274: 762 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -165: 279 -70 -63 -158 81 58 -52: -223 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
Old : 100.0: 39.2 39.3 0.2 23.5 22.5 62.9 62.0: 37.1 38.0
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 : 27: 6 11 2 6 4 13 16:
Old : 27: 6 11 2 6 4 13 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 : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Old : 43.6 39.7 57.5 53.7 43.6 39.6 57.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 9, 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 : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Old : 130,694: 33,959 38,052 13,075 68,856 53,737 115,890 104,864: 14,804 25,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -8,681: -32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098: -1,251 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Old : 100.0: 26.0 29.1 10.0 52.7 41.1 88.7 80.2: 11.3 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 45 69 42 44 71 116 165:
Old : 207: 45 69 42 44 71 116 165:
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 13.7 43.1 23.0 27.1 13.3 42.8 22.0
Old : 27.1 13.7 43.1 23.0 27.1 13.3 42.8 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 2, 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 : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Old : 139,375: 33,991 35,059 16,948 72,381 60,955 123,320 112,962: 16,055 26,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,677: 2,439 -1,979 3,989 -1,392 3,220 5,036 5,230: -2,359 -2,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
Old : 100.0: 24.4 25.2 12.2 51.9 43.7 88.5 81.0: 11.5 19.0
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 : 229: 59 62 63 54 85 142 192:
Old : 229: 59 62 63 54 85 142 192:
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 : 25.7 13.6 41.5 22.2 25.7 13.5 40.4 21.5
Old : 25.7 13.6 41.5 22.2 25.7 13.5 40.4 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 9, 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 : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Old : 4,200: 1,102 1,132 285 1,063 951 2,450 2,368: 1,750 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 98: -14 -96 11 -9 -67 -12 -152: 110 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
Old : 100.0: 26.2 27.0 6.8 25.3 22.6 58.3 56.4: 41.7 43.6
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 : 49: 13 17 5 14 13 29 33:
Old : 49: 13 17 5 14 13 29 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 : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Old : 21.1 23.1 33.8 33.4 20.8 21.0 29.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 2, 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 : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Old : 4,102: 1,116 1,228 274 1,072 1,018 2,462 2,520: 1,640 1,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 561: 185 169 188 45 45 418 402: 143 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
Old : 100.0: 27.2 29.9 6.7 26.1 24.8 60.0 61.4: 40.0 38.6
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 : 47: 11 16 5 16 9 30 28:
Old : 47: 11 16 5 16 9 30 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 : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
Old : 22.7 33.3 35.4 43.4 22.5 28.8 31.8 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 9, 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 : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Old : 27,793: 9,219 3,918 4,029 9,151 7,334 22,399 15,281: 5,394 12,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,656: 1,742 -60 17 403 1,526 2,162 1,483: 494 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
Old : 100.0: 33.2 14.1 14.5 32.9 26.4 80.6 55.0: 19.4 45.0
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 : 134: 37 24 26 40 45 95 85:
Old : 134: 37 24 26 40 45 95 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
Old : 16.3 17.9 26.8 25.3 13.9 13.8 23.8 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 2, 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 : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Old : 25,137: 7,477 3,978 4,012 8,748 5,808 20,237 13,798: 4,900 11,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,414: 204 -175 541 590 1,040 1,335 1,406: 79 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
Old : 100.0: 29.7 15.8 16.0 34.8 23.1 80.5 54.9: 19.5 45.1
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 : 126: 31 28 22 40 43 88 80:
Old : 126: 31 28 22 40 43 88 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 : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
Old : 21.7 20.8 32.0 29.1 15.4 14.1 24.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 9, 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 : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Old : 92,585: 33,587 19,373 540 27,978 58,661 62,105 78,574: 30,480 14,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,679: 4,621 2,571 0 -1,407 5,299 3,214 7,870: 1,465 -3,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
Old : 100.0: 36.3 20.9 0.6 30.2 63.4 67.1 84.9: 32.9 15.1
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 : 74: 24 14 1 20 23 44 38:
Old : 74: 24 14 1 20 23 44 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Old : 19.3 30.4 35.1 49.7 19.1 30.4 33.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 2, 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 : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Old : 87,906: 28,966 16,802 540 29,385 53,362 58,891 70,704: 29,015 17,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,847: -2,874 2,481 -3 2,142 -9,120 -735 -6,642: -2,112 3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 19.6
Old : 100.0: 33.0 19.1 0.6 33.4 60.7 67.0 80.4: 33.0 19.6
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 : 76: 24 13 1 22 24 46 38:
Old : 76: 24 13 1 22 24 46 38:
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 : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
Old : 19.2 30.4 35.3 49.7 18.5 30.4 33.1 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 9, 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 : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Old : 71,277: 6,045 38,256 34 56,219 12,407 62,298 50,697: 8,979 20,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -50: 1,412 2,297 10 -2,660 -678 -1,238 1,629: 1,188 -1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
Old : 100.0: 8.5 53.7 0.0 78.9 17.4 87.4 71.1: 12.6 28.9
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 : 39: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 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 : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Old : 69.7 33.8 85.3 46.5 69.7 33.7 82.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 2, 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 : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Old : 71,327: 4,633 35,959 24 58,879 13,085 63,536 49,068: 7,791 22,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,441: 29 -5,074 23 -3,660 4,286 -3,608 -765: 1,167 -1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
Old : 100.0: 6.5 50.4 0.0 82.5 18.3 89.1 68.8: 10.9 31.2
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 : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
Old : 71.1 34.0 87.3 44.5 71.1 34.0 85.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 9, 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 : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Old : 97,200: 75,620 1,411 356 13,432 90,258 89,408 92,025: 7,792 5,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,417: 882 -157 156 1,358 2,779 2,396 2,778: -979 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 5.3
Old : 100.0: 77.8 1.5 0.4 13.8 92.9 92.0 94.7: 8.0 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 : 96: 63 7 2 17 13 80 22:
Old : 96: 63 7 2 17 13 80 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 : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
Old : 29.7 69.5 45.0 88.3 29.7 69.1 45.0 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 2, 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 : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Old : 95,783: 74,738 1,568 200 12,074 87,479 87,012 89,247: 8,771 6,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,299: -733 -294 30 -1,081 -2,053 -1,784 -2,317: 485 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 6.8
Old : 100.0: 78.0 1.6 0.2 12.6 91.3 90.8 93.2: 9.2 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 : 92: 57 8 1 17 14 74 23:
Old : 92: 57 8 1 17 14 74 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 : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
Old : 31.4 66.8 47.4 86.0 31.4 66.5 47.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 9, 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 : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Old : 72,461: 11,090 26,599 113 44,467 24,323 55,670 51,035: 16,791 21,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,058: -1,287 -2,757 24 1,011 1,374 -252 -1,359: -806 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 29.6
Old : 100.0: 15.3 36.7 0.2 61.4 33.6 76.8 70.4: 23.2 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 : 57: 10 19 3 16 20 29 39:
Old : 57: 10 19 3 16 20 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
Old : 41.3 32.8 58.7 46.1 39.0 32.8 52.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 2, 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 : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Old : 73,519: 12,377 29,356 89 43,456 22,949 55,922 52,394: 17,597 21,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,244: 101 -2,785 66 -2,882 -771 -2,715 -3,490: 471 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
Old : 100.0: 16.8 39.9 0.1 59.1 31.2 76.1 71.3: 23.9 28.7
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 : 56: 11 18 3 16 19 30 37:
Old : 56: 11 18 3 16 19 30 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 32.7 58.6 46.2 39.0 32.6 52.8 44.3
Old : 42.0 32.7 58.6 46.2 39.0 32.6 52.8 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 9, 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 : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Old : 177,994: 12,768 61,428 769 139,535 83,986 153,072 146,183: 24,922 31,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,713: 3,431 8,940 333 9,065 -669 12,829 8,604: -116 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
Old : 100.0: 7.2 34.5 0.4 78.4 47.2 86.0 82.1: 14.0 17.9
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 : 87: 14 33 2 26 23 41 57:
Old : 87: 14 33 2 26 23 41 57:
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 : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Old : 45.0 37.4 68.0 49.1 40.3 27.6 54.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 2, 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 : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Old : 165,281: 9,337 52,488 436 130,470 84,655 140,243 137,579: 25,038 27,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,267: 1,305 -3,312 13 1,781 9,030 3,099 5,731: 1,168 -1,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
Old : 100.0: 5.6 31.8 0.3 78.9 51.2 84.9 83.2: 15.1 16.8
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 : 83: 15 31 2 24 23 40 55:
Old : 83: 15 31 2 24 23 40 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 : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
Old : 45.6 40.9 67.4 53.2 40.0 30.6 53.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 9, 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 : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Old : 145,759: 28,507 24,276 1,148 70,541 74,659 100,196 100,083: 45,563 45,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,165: 4,099 -323 522 -2,242 58 2,379 257: -214 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
Old : 100.0: 19.6 16.7 0.8 48.4 51.2 68.7 68.7: 31.3 31.3
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 : 89: 31 22 11 23 25 58 54:
Old : 89: 31 22 11 23 25 58 54:
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 : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
Old : 30.0 33.0 43.5 44.0 24.4 22.8 36.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 2, 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 : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Old : 143,594: 24,408 24,599 626 72,783 74,601 97,817 99,826: 45,777 43,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,191: -112 -8,217 -25 823 9,748 686 1,506: -1,877 -2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
Old : 100.0: 17.0 17.1 0.4 50.7 52.0 68.1 69.5: 31.9 30.5
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 : 97: 30 28 7 26 27 59 59:
Old : 97: 30 28 7 26 27 59 59:
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 31.4 43.6 43.1 23.4 27.7 36.8 37.5
Old : 29.1 31.4 43.6 43.1 23.4 27.7 36.8 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, August 9, 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 : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
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 : 24: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 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 : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
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 : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 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 : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 9, 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 : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Old : 7,869,826: 799,396 1,137,983 800,949 5,349,492 4,327,034 6,949,837 6,265,966: 919,989 1,603,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 142,767: 29,640 91,010 -32,375 119,505 1,013 116,770 59,648: 25,997 83,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
Old : 100.0: 10.2 14.5 10.2 68.0 55.0 88.3 79.6: 11.7 20.4
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 : 268: 50 66 85 126 138 220 249:
Old : 268: 50 66 85 126 138 220 249:
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 11.6 48.2 21.1 31.2 9.5 41.1 16.2
Old : 32.1 11.6 48.2 21.1 31.2 9.5 41.1 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 2, 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 : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Old : 7,727,059: 769,756 1,046,973 833,324 5,229,987 4,326,021 6,833,067 6,206,318: 893,992 1,520,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 265,213: -12,969 30,172 9,298 242,411 200,870 238,740 240,340: 26,473 24,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 19.7
Old : 100.0: 10.0 13.5 10.8 67.7 56.0 88.4 80.3: 11.6 19.7
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 : 264: 43 71 87 121 132 214 245:
Old : 264: 43 71 87 121 132 214 245:
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 12.0 48.4 21.9 31.7 10.0 42.0 17.5
Old : 32.6 12.0 48.4 21.9 31.7 10.0 42.0 17.5
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 Code-138741
Commitments of Traders - Futures Only, August 9, 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 : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Old : 650,761: 52,704 48,547 4,924 463,279 503,936 520,907 557,407: 129,854 93,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,761: 766 12 -21 -1,286 1,865 -541 1,856: 3,302 905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 14.3
Old : 100.0: 8.1 7.5 0.8 71.2 77.4 80.0 85.7: 20.0 14.3
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 : 183: 32 33 18 85 64 129 104:
Old : 183: 32 33 18 85 64 129 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Old : 20.9 35.3 30.9 49.7 20.9 34.4 30.8 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 2, 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 : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Old : 648,000: 51,938 48,535 4,945 464,565 502,071 521,448 555,551: 126,552 92,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -7,214: -2,020 1,836 1,011 -5,499 -901 -6,508 1,946: -706 -9,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 14.3
Old : 100.0: 8.0 7.5 0.8 71.7 77.5 80.5 85.7: 19.5 14.3
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 : 184: 33 34 17 86 64 131 103:
Old : 184: 33 34 17 86 64 131 103:
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 35.4 31.0 50.3 21.0 34.6 30.9 49.4
Old : 21.0 35.4 31.0 50.3 21.0 34.6 30.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 9, 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 : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Old : 1,022,076: 192,289 284,588 13,254 521,621 606,099 727,164 903,941: 294,912 118,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 16,372: 5,467 -10,348 2,045 16,877 10,444 24,389 2,141: -8,017 14,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
Old : 100.0: 18.8 27.8 1.3 51.0 59.3 71.1 88.4: 28.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 38 55 21 55 63 107 125:
Old : 187: 38 55 21 55 63 107 125:
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 : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
Old : 24.3 24.2 35.3 35.7 20.5 19.5 30.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 2, 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 : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Old : 1,005,704: 186,822 294,936 11,209 504,744 595,655 702,775 901,800: 302,929 103,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 55,735: 33,110 45,505 5,306 48,213 -9,344 86,629 41,467: -30,894 14,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
Old : 100.0: 18.6 29.3 1.1 50.2 59.2 69.9 89.7: 30.1 10.3
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 : 199: 46 62 17 56 60 113 128:
Old : 199: 46 62 17 56 60 113 128:
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 25.1 34.7 37.2 20.1 21.0 29.9 32.2
Old : 24.6 25.1 34.7 37.2 20.1 21.0 29.9 32.2
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 Code-338741
Commitments of Traders - Futures Only, August 9, 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 : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
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 : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
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 Code-338741
Commitments of Traders - Futures Only, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 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 : 32: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
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 Code-33874A
Commitments of Traders - Futures Only, August 9, 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 : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 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 : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 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 : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
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 Code-33874A
Commitments of Traders - Futures Only, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 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 : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 9, 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 : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Old : 48,286: 7,168 8,624 0 27,063 31,729 34,231 40,353: 14,055 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -936: 488 1,072 -455 -398 -1,055 -365 -438: -571 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 16.4
Old : 100.0: 14.8 17.9 0.0 56.0 65.7 70.9 83.6: 29.1 16.4
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 : 74: 13 15 0 30 22 43 37:
Old : 74: 13 15 0 30 22 43 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 : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 48.4
Old : 24.3 39.6 36.3 55.7 22.4 34.0 33.3 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Old : 49,222: 6,680 7,552 455 27,461 32,784 34,596 40,791: 14,626 8,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -112: -172 -1,065 455 513 178 796 -432: -908 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
Old : 100.0: 13.6 15.3 0.9 55.8 66.6 70.3 82.9: 29.7 17.1
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 : 74: 12 15 1 30 22 42 38:
Old : 74: 12 15 1 30 22 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
Old : 22.6 40.3 34.1 55.4 20.4 34.7 31.0 48.8
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 Code-209742
Commitments of Traders - Futures Only, August 9, 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 : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Old : 318,590: 133,283 64,292 1,920 159,845 219,107 295,048 285,319: 23,542 33,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,409: -11,531 468 57 19,944 9,321 8,470 9,846: 1,939 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 10.4
Old : 100.0: 41.8 20.2 0.6 50.2 68.8 92.6 89.6: 7.4 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 : 191: 69 54 11 36 41 114 97:
Old : 191: 69 54 11 36 41 114 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 : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
Old : 37.9 36.6 50.6 49.7 30.4 25.9 39.7 35.4
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 Code-209742
Commitments of Traders - Futures Only, August 2, 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 : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Old : 308,181: 144,814 63,824 1,863 139,901 209,786 286,578 275,473: 21,603 32,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,391: 20,772 2,635 -267 -847 20,643 19,658 23,011: -267 -3,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 10.6
Old : 100.0: 47.0 20.7 0.6 45.4 68.1 93.0 89.4: 7.0 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 79 49 8 37 45 121 98:
Old : 200: 79 49 8 37 45 121 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 : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 36.7
Old : 36.4 36.1 49.5 47.5 31.0 27.3 40.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 9, 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 : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Old : 72,496: 30,047 2,029 0 22,896 61,145 52,943 63,174: 19,553 9,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,596: 9,498 -1,203 0 1,427 12,990 10,925 11,787: 671 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 12.9
Old : 100.0: 41.4 2.8 0.0 31.6 84.3 73.0 87.1: 27.0 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 : 43: 15 2 0 12 18 27 20:
Old : 43: 15 2 0 12 18 27 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 : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
Old : 42.5 37.7 55.4 63.0 42.5 37.4 55.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 2, 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 : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Old : 60,900: 20,549 3,232 0 21,469 48,155 42,018 51,387: 18,882 9,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -38: -94 -68 0 -1,376 1,731 -1,470 1,663: 1,432 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 15.6
Old : 100.0: 33.7 5.3 0.0 35.3 79.1 69.0 84.4: 31.0 15.6
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 : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 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 : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 60.0
Old : 44.1 38.5 55.6 61.2 44.1 37.6 55.6 60.0
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 Code-239741
Commitments of Traders - Futures Only, August 9, 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 : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Old : 30,811: 452 4,129 0 25,385 20,583 25,837 24,712: 4,974 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 61: -6 57 0 341 227 335 284: -274 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.9 80.2: 16.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 9 0 28 23 30 32:
Old : 53: 2 9 0 28 23 30 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 : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
Old : 53.4 34.9 63.4 49.1 53.0 34.9 62.9 49.1
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 Code-239741
Commitments of Traders - Futures Only, August 2, 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 : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Old : 30,750: 458 4,072 0 25,044 20,356 25,502 24,428: 5,248 6,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,638: -10 -62 0 1,699 1,222 1,689 1,160: -51 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
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 : 52: 2 9 0 28 22 30 31:
Old : 52: 2 9 0 28 22 30 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 : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
Old : 53.5 35.0 63.0 49.2 53.0 35.0 62.5 49.0
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 Code-239742
Commitments of Traders - Futures Only, August 9, 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 : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Old : 220,704: 14,863 44,041 585 190,825 166,472 206,273 211,098: 14,431 9,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,443: -10,204 -15 74 6,508 -4,700 -3,622 -4,641: -1,821 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 4.4
Old : 100.0: 6.7 20.0 0.3 86.5 75.4 93.5 95.6: 6.5 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 : 117: 19 36 3 30 49 50 87:
Old : 117: 19 36 3 30 49 50 87:
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 : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
Old : 62.2 36.6 71.6 52.9 57.3 34.3 64.9 48.3
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 Code-239742
Commitments of Traders - Futures Only, August 2, 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 : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Old : 226,147: 25,067 44,056 511 184,317 171,172 209,895 215,739: 16,252 10,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,268: 1,091 1,206 -71 -495 1,703 525 2,838: 3,743 1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 4.6
Old : 100.0: 11.1 19.5 0.2 81.5 75.7 92.8 95.4: 7.2 4.6
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 : 124: 25 36 3 32 49 58 87:
Old : 124: 25 36 3 32 49 58 87:
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 : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
Old : 56.5 36.4 67.0 52.9 52.6 33.9 61.0 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 9, 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 : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Old : 44,683: 15,278 7,013 571 14,902 25,845 30,751 33,429: 13,932 11,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 25.2
Old : 100.0: 34.2 15.7 1.3 33.4 57.8 68.8 74.8: 31.2 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 : 75: 29 12 2 19 20 48 34:
Old : 75: 29 12 2 19 20 48 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 : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
Old : 19.5 39.3 30.4 49.1 19.5 39.3 30.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 2, 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 : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Old : 44,679: 16,110 6,727 418 14,834 26,556 31,362 33,701: 13,317 10,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
Old : 100.0: 36.1 15.1 0.9 33.2 59.4 70.2 75.4: 29.8 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 29 12 3 19 24 49 38:
Old : 80: 29 12 3 19 24 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 48.8
Old : 19.5 39.1 31.6 49.2 19.5 38.8 31.4 48.8
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 Code-240743
Commitments of Traders - Futures Only, August 9, 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 : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
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 : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
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 : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
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 Code-240743
Commitments of Traders - Futures Only, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 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 : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 9, 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 : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Old : 33,478: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,983 5,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 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 : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 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 : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, August 2, 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 : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Old : 30,806: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,899 5,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, August 9, 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 : 123,818: 41,925 12,687 14,667 35,010 85,551 91,602 112,905: 32,216 10,913
Old : 123,818: 41,925 12,687 14,667 35,010 85,551 91,602 112,905: 32,216 10,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,798: -1,118 3,047 877 2,286 -1,520 2,045 2,404: -247 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.2 11.8 28.3 69.1 74.0 91.2: 26.0 8.8
Old : 100.0: 33.9 10.2 11.8 28.3 69.1 74.0 91.2: 26.0 8.8
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 : 162: 92 30 27 20 30 122 78:
Old : 162: 92 30 27 20 30 122 78:
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 : 25.8 32.8 36.8 52.3 15.3 29.4 21.5 43.5
Old : 25.8 32.8 36.8 52.3 15.3 29.4 21.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, August 2, 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 : 122,020: 43,043 9,640 13,790 32,724 87,071 89,557 110,501: 32,463 11,519
Old : 122,020: 43,043 9,640 13,790 32,724 87,071 89,557 110,501: 32,463 11,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,465: 1,741 -9,744 524 -3,729 8,167 -1,464 -1,053: -1 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.9 11.3 26.8 71.4 73.4 90.6: 26.6 9.4
Old : 100.0: 35.3 7.9 11.3 26.8 71.4 73.4 90.6: 26.6 9.4
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: 90 23 26 18 36 117 78:
Old : 156: 90 23 26 18 36 117 78:
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 : 24.0 32.6 35.4 52.2 14.8 29.1 21.6 43.2
Old : 24.0 32.6 35.4 52.2 14.8 29.1 21.6 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, August 9, 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 : 113,439: 44,439 28,075 15,082 38,976 54,672 98,497 97,829: 14,942 15,610
Old : 113,439: 44,439 28,075 15,082 38,976 54,672 98,497 97,829: 14,942 15,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,456: -1,771 59 -2,967 613 -2,278 -4,125 -5,186: -331 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 24.7 13.3 34.4 48.2 86.8 86.2: 13.2 13.8
Old : 100.0: 39.2 24.7 13.3 34.4 48.2 86.8 86.2: 13.2 13.8
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 : 203: 65 74 56 44 43 155 139:
Old : 203: 65 74 56 44 43 155 139:
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 35.7 46.4 23.2 32.0 34.9 43.4
Old : 23.4 35.0 35.7 46.4 23.2 32.0 34.9 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, August 2, 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 : 117,895: 46,210 28,016 18,049 38,363 56,950 102,622 103,015: 15,273 14,880
Old : 117,895: 46,210 28,016 18,049 38,363 56,950 102,622 103,015: 15,273 14,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,643: 3,860 2,485 679 -337 104 4,202 3,268: -559 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 23.8 15.3 32.5 48.3 87.0 87.4: 13.0 12.6
Old : 100.0: 39.2 23.8 15.3 32.5 48.3 87.0 87.4: 13.0 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 : 208: 69 73 59 43 41 161 138:
Old : 208: 69 73 59 43 41 161 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 36.6 34.7 47.5 22.4 33.2 33.5 44.0
Old : 22.4 36.6 34.7 47.5 22.4 33.2 33.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, August 9, 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 : 287,839: 168,613 50,914 19,873 48,576 199,406 237,062 270,193: 50,777 17,646
Old : 287,839: 168,613 50,914 19,873 48,576 199,406 237,062 270,193: 50,777 17,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 43,351: 49,672 -2,458 1,411 -6,758 44,265 44,325 43,218: -974 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 17.7 6.9 16.9 69.3 82.4 93.9: 17.6 6.1
Old : 100.0: 58.6 17.7 6.9 16.9 69.3 82.4 93.9: 17.6 6.1
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: 128 61 28 33 45 181 119:
Old : 249: 128 61 28 33 45 181 119:
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 : 33.4 37.0 44.7 56.3 31.9 36.4 38.9 49.5
Old : 33.4 37.0 44.7 56.3 31.9 36.4 38.9 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, August 2, 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 : 244,488: 118,941 53,372 18,462 55,334 155,141 192,737 226,975: 51,751 17,513
Old : 244,488: 118,941 53,372 18,462 55,334 155,141 192,737 226,975: 51,751 17,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -12,398: 8,256 -8,291 -1,992 -12,967 4,031 -6,703 -6,252: -5,695 -6,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 21.8 7.6 22.6 63.5 78.8 92.8: 21.2 7.2
Old : 100.0: 48.6 21.8 7.6 22.6 63.5 78.8 92.8: 21.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 113 60 30 29 41 157 118:
Old : 223: 113 60 30 29 41 157 118:
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 : 31.6 41.1 39.2 59.3 26.0 38.5 31.8 51.4
Old : 31.6 41.1 39.2 59.3 26.0 38.5 31.8 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 9, 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 : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Old : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46: 163 -240 -25 182 694 320 429: -274 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Old : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 3 9 6 6 38 17:
Old : 43: 24 3 9 6 6 38 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 : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Old : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 2, 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 : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Old : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,001: 239 92 -35 336 394 540 451: 461 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Old : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
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 : 43: 23 3 10 6 6 38 18:
Old : 43: 23 3 10 6 6 38 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 : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Old : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 9, 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 : 92,305: 21,926 8,480 4,150 48,168 58,266 74,244 70,896: 18,061 21,409
Old : 88,175: 22,324 8,509 2,942 45,221 57,207 70,487 68,658: 17,688 19,517
Other: 4,130: 796 1,165 14 2,947 1,059 3,757 2,238: 373 1,892
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,458: -635 1,343 790 -471 -3,118 -316 -985: 1,774 2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.2 4.5 52.2 63.1 80.4 76.8: 19.6 23.2
Old : 100.0: 25.3 9.7 3.3 51.3 64.9 79.9 77.9: 20.1 22.1
Other: 100.0: 19.3 28.2 0.3 71.4 25.6 91.0 54.2: 9.0 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 40 17 18 46 49 97 77:
Old : 135: 42 16 17 46 49 97 76:
Other: 35: 5 6 1 4 21 9 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 32.8 36.8 44.3 23.4 29.9 31.0 37.0
Old : 27.6 33.8 35.5 45.6 22.1 31.2 30.0 38.6
Other: 85.2 39.4 90.8 46.9 85.2 39.4 89.6 46.2
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 2, 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 : 90,847: 22,561 7,137 3,360 48,639 61,384 74,560 71,881: 16,287 18,966
Old : 88,584: 22,644 7,211 2,708 47,190 60,687 72,542 70,606: 16,042 17,978
Other: 2,263: 555 564 14 1,449 697 2,018 1,275: 245 988
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,481: 2,644 -509 1,667 352 2,309 4,663 3,467: 818 2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 7.9 3.7 53.5 67.6 82.1 79.1: 17.9 20.9
Old : 100.0: 25.6 8.1 3.1 53.3 68.5 81.9 79.7: 18.1 20.3
Other: 100.0: 24.5 24.9 0.6 64.0 30.8 89.2 56.3: 10.8 43.7
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 41 13 16 47 54 98 78:
Old : 135: 42 13 15 47 54 98 77:
Other: 34: 3 6 1 5 21 8 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 33.1 38.4 45.0 23.7 30.6 31.3 37.6
Old : 30.1 33.9 38.0 46.0 22.9 31.3 30.7 38.3
Other: 78.0 38.7 89.2 47.7 78.0 36.8 86.7 45.8
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 9, 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 : 29,956: 3,212 2,478 421 18,900 18,276 22,533 21,175: 7,423 8,781
Old : 29,863: 3,212 2,478 421 18,900 18,263 22,533 21,162: 7,330 8,701
Other: 93: 0 0 0 0 13 0 13: 93 80
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,540: 740 475 -161 1,012 1,609 1,591 1,923: 949 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.3 1.4 63.1 61.0 75.2 70.7: 24.8 29.3
Old : 100.0: 10.8 8.3 1.4 63.3 61.2 75.5 70.9: 24.5 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 14.0 0.0 14.0: 100.0 86.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 7 2 24 14 35 22:
Old : 44: 10 7 2 24 13 35 21:
Other: 4: 0 0 0 0 4 0 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 55.6 47.5 61.7 25.8 41.4 34.8 45.7
Old : 34.8 55.8 47.7 61.8 25.9 41.5 34.9 45.8
Other: 0.0 14.0 0.0 14.0 0.0 14.0 0.0 14.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 27,416: 2,472 2,003 582 17,888 16,667 20,942 19,252: 6,474 8,164
Old : 27,325: 2,464 2,003 582 17,886 16,654 20,932 19,239: 6,393 8,086
Other: 91: 8 0 0 2 13 10 13: 81 78
: : :
: : Changes in Commitments from: July 26, 2005 :
: 881: 338 -309 -16 -241 564 81 239: 800 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.3 2.1 65.2 60.8 76.4 70.2: 23.6 29.8
Old : 100.0: 9.0 7.3 2.1 65.5 60.9 76.6 70.4: 23.4 29.6
Other: 100.0: 8.8 0.0 0.0 2.2 14.3 11.0 14.3: 89.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 6 3 22 15 31 23:
Old : 41: 8 6 3 22 15 31 23:
Other: 6: 1 0 0 1 4 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 52.7 51.1 59.3 29.7 40.3 39.9 45.6
Old : 36.6 52.9 51.3 59.5 29.8 40.5 40.1 45.8
Other: 11.0 14.3 11.0 14.3 11.0 14.3 11.0 14.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 9, 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 : 94,924: 20,017 29,715 3,541 61,482 51,393 85,040 84,649: 9,884 10,275
Old : 94,458: 20,105 29,845 3,323 61,179 51,145 84,607 84,313: 9,851 10,145
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: August 2, 2005 :
: 785: -97 3,435 524 2,104 -2,579 2,531 1,380: -1,746 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 31.3 3.7 64.8 54.1 89.6 89.2: 10.4 10.8
Old : 100.0: 21.3 31.6 3.5 64.8 54.1 89.6 89.3: 10.4 10.7
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 45 68 39 53 47 126 133:
Old : 190: 45 68 37 53 47 125 132:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 33.8 41.6 44.4 26.9 31.2 40.9 40.2
Old : 27.1 33.9 41.8 44.6 27.1 31.4 41.3 40.4
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, August 2, 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 : 94,139: 20,114 26,280 3,017 59,378 53,972 82,509 83,269: 11,630 10,870
Old : 93,673: 20,202 26,410 2,799 59,075 53,724 82,076 82,933: 11,597 10,740
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: July 26, 2005 :
: 251: -1,248 -896 606 618 -182 -24 -472: 275 723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 27.9 3.2 63.1 57.3 87.6 88.5: 12.4 11.5
Old : 100.0: 21.6 28.2 3.0 63.1 57.4 87.6 88.5: 12.4 11.5
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 49 60 38 54 47 127 127:
Old : 185: 49 60 36 54 47 126 126:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 36.2 40.1 46.2 27.4 33.3 40.0 42.1
Old : 27.6 36.4 40.3 46.4 27.6 33.4 40.2 42.3
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 9, 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 : 31,364: 13,064 2,473 1,630 12,724 25,383 27,418 29,486: 3,946 1,878
Old : 29,504: 12,659 2,789 960 12,117 23,912 25,736 27,661: 3,768 1,843
Other: 1,860: 842 121 233 607 1,471 1,682 1,825: 178 35
: : :
: : Changes in Commitments from: August 2, 2005 :
: 173: -242 203 -7 597 -206 348 -10: -175 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 7.9 5.2 40.6 80.9 87.4 94.0: 12.6 6.0
Old : 100.0: 42.9 9.5 3.3 41.1 81.0 87.2 93.8: 12.8 6.2
Other: 100.0: 45.3 6.5 12.5 32.6 79.1 90.4 98.1: 9.6 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 46 15 17 23 17 77 44:
Old : 94: 47 17 12 22 15 72 41:
Other: 31: 13 7 6 7 5 24 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 : 29.5 60.4 42.0 76.6 24.1 51.7 35.8 66.2
Old : 30.3 62.1 43.0 76.7 24.5 52.9 36.4 67.0
Other: 46.6 81.6 68.6 92.7 43.6 77.8 63.8 83.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, August 2, 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 : 31,191: 13,306 2,270 1,637 12,127 25,589 27,070 29,496: 4,121 1,695
Old : 29,358: 12,934 2,642 933 11,542 24,124 25,409 27,699: 3,949 1,659
Other: 1,833: 859 115 217 585 1,465 1,661 1,797: 172 36
: : :
: : Changes in Commitments from: July 26, 2005 :
: -381: 106 267 55 -410 -923 -249 -601: -132 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 7.3 5.2 38.9 82.0 86.8 94.6: 13.2 5.4
Old : 100.0: 44.1 9.0 3.2 39.3 82.2 86.5 94.3: 13.5 5.7
Other: 100.0: 46.9 6.3 11.8 31.9 79.9 90.6 98.0: 9.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 48 14 16 21 17 77 40:
Old : 93: 48 15 14 20 16 74 39:
Other: 26: 11 5 6 6 5 21 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 60.8 42.3 77.3 25.7 53.8 37.5 68.6
Old : 28.8 62.4 43.3 77.3 26.2 55.0 38.2 69.6
Other: 46.6 82.8 68.0 94.1 43.6 79.1 64.2 85.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 9, 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 : 126,009: 22,769 22,148 2,344 91,842 95,480 116,955 119,972: 9,054 6,037
Old : 28,057: 5,342 13,698 179 18,163 11,232 23,684 25,109: 4,373 2,948
Other: 97,952: 18,125 9,148 1,467 73,679 84,248 93,271 94,863: 4,681 3,089
: : :
: : Changes in Commitments from: August 2, 2005 :
: -665: 35 -1,191 366 -1,467 -1,516 -1,066 -2,341: 401 1,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.6 1.9 72.9 75.8 92.8 95.2: 7.2 4.8
Old : 100.0: 19.0 48.8 0.6 64.7 40.0 84.4 89.5: 15.6 10.5
Other: 100.0: 18.5 9.3 1.5 75.2 86.0 95.2 96.8: 4.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 49 42 15 51 38 109 90:
Old : 111: 32 26 2 40 19 73 47:
Other: 119: 35 26 10 43 37 83 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.7 51.0 49.4 22.4 22.8 34.7 31.8
Old : 31.9 35.7 42.2 51.0 27.4 35.6 37.7 48.9
Other: 40.8 39.9 57.1 57.1 27.2 26.5 36.8 37.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, August 2, 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 : 126,674: 22,734 23,339 1,978 93,309 96,996 118,021 122,313: 8,653 4,361
Old : 38,012: 10,257 21,058 100 21,452 13,618 31,809 34,776: 6,203 3,236
Other: 88,662: 13,747 3,551 608 71,857 83,378 86,212 87,537: 2,450 1,125
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,380: -1,484 -2,797 -871 -1,195 789 -3,550 -2,879: 170 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 18.4 1.6 73.7 76.6 93.2 96.6: 6.8 3.4
Old : 100.0: 27.0 55.4 0.3 56.4 35.8 83.7 91.5: 16.3 8.5
Other: 100.0: 15.5 4.0 0.7 81.0 94.0 97.2 98.7: 2.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 49 48 15 53 37 111 93:
Old : 140: 44 40 2 41 23 86 64:
Other: 99: 25 19 9 44 34 74 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 34.2 51.3 50.3 21.8 22.6 33.4 32.0
Old : 27.4 33.6 36.1 49.2 24.5 33.6 33.1 48.6
Other: 44.5 45.1 62.3 62.4 29.3 30.3 39.2 42.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, August 9, 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 : 489,576: 174,115 51,109 36,234 202,135 357,393 412,484 444,736: 77,092 44,840
Old : 489,576: 174,115 51,109 36,234 202,135 357,393 412,484 444,736: 77,092 44,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,721: 19,368 9,048 7,081 11,998 16,911 38,447 33,040: -1,726 3,681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.4 7.4 41.3 73.0 84.3 90.8: 15.7 9.2
Old : 100.0: 35.6 10.4 7.4 41.3 73.0 84.3 90.8: 15.7 9.2
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: 65 41 43 54 54 153 111:
Old : 184: 65 41 43 54 54 153 111:
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 : 14.0 29.7 24.5 49.1 14.0 24.4 23.6 38.8
Old : 14.0 29.7 24.5 49.1 14.0 24.4 23.6 38.8
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 Code-080732
Commitments of Traders - Futures Only, August 2, 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 : 452,855: 154,747 42,061 29,153 190,137 340,482 374,037 411,696: 78,818 41,159
Old : 452,855: 154,747 42,061 29,153 190,137 340,482 374,037 411,696: 78,818 41,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 28,722: 17,917 1,782 4,731 -4,058 16,065 18,590 22,578: 10,132 6,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.3 6.4 42.0 75.2 82.6 90.9: 17.4 9.1
Old : 100.0: 34.2 9.3 6.4 42.0 75.2 82.6 90.9: 17.4 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 : 173: 70 30 33 53 55 145 99:
Old : 173: 70 30 33 53 55 145 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 : 15.6 31.1 25.9 50.1 14.3 24.6 23.0 39.8
Old : 15.6 31.1 25.9 50.1 14.3 24.6 23.0 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 9, 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 : 93,177: 27,198 16,739 7,588 50,756 63,327 85,542 87,654: 7,635 5,523
Old : 41,806: 19,600 15,185 166 16,759 22,774 36,525 38,125: 5,281 3,681
Other: 51,371: 12,389 6,345 2,631 33,997 40,553 49,017 49,529: 2,354 1,842
: : :
: : Changes in Commitments from: August 2, 2005 :
: -512: 380 52 186 574 131 1,140 369: -1,652 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 18.0 8.1 54.5 68.0 91.8 94.1: 8.2 5.9
Old : 100.0: 46.9 36.3 0.4 40.1 54.5 87.4 91.2: 12.6 8.8
Other: 100.0: 24.1 12.4 5.1 66.2 78.9 95.4 96.4: 4.6 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 91 74 55 91 90 214 200:
Old : 260: 83 72 6 60 59 144 136:
Other: 220: 65 43 26 71 84 150 142:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 23.7 33.8 35.0 18.7 17.3 30.6 27.4
Old : 20.3 31.7 31.8 44.1 20.2 29.1 31.7 41.5
Other: 28.5 27.8 44.6 42.8 26.2 20.7 40.0 30.7
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, August 2, 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 : 93,689: 26,818 16,687 7,402 50,182 63,196 84,402 87,285: 9,287 6,404
Old : 56,018: 24,134 17,167 198 25,596 34,465 49,928 51,830: 6,090 4,188
Other: 37,671: 7,587 4,423 2,301 24,586 28,731 34,474 35,455: 3,197 2,216
: : :
: : Changes in Commitments from: July 26, 2005 :
: -243: 1,191 245 -521 -804 525 -134 249: -109 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 17.8 7.9 53.6 67.5 90.1 93.2: 9.9 6.8
Old : 100.0: 43.1 30.6 0.4 45.7 61.5 89.1 92.5: 10.9 7.5
Other: 100.0: 20.1 11.7 6.1 65.3 76.3 91.5 94.1: 8.5 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 97 70 54 90 91 217 198:
Old : 272: 89 78 5 58 59 148 141:
Other: 201: 59 34 25 69 80 138 132:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.2 33.7 35.6 18.8 17.8 30.7 28.1
Old : 23.5 28.6 38.6 41.5 23.5 28.5 38.6 40.5
Other: 28.7 27.7 42.7 41.0 25.2 24.8 38.3 35.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, August 9, 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 : 26,450: 13,115 2,661 2,652 8,344 19,238 24,111 24,551: 2,339 1,899
Old : 26,450: 13,115 2,661 2,652 8,344 19,238 24,111 24,551: 2,339 1,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 718: 1,475 256 458 -551 278 1,382 992: -664 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 10.1 10.0 31.5 72.7 91.2 92.8: 8.8 7.2
Old : 100.0: 49.6 10.1 10.0 31.5 72.7 91.2 92.8: 8.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 15 9 7 6 29 24:
Old : 42: 14 15 9 7 6 29 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 : 39.3 77.9 65.1 85.6 39.3 67.6 62.1 74.0
Old : 39.3 77.9 65.1 85.6 39.3 67.6 62.1 74.0
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 Code-098662
Commitments of Traders - Futures Only, August 2, 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 : 25,732: 11,640 2,405 2,194 8,895 18,960 22,729 23,559: 3,003 2,173
Old : 25,732: 11,640 2,405 2,194 8,895 18,960 22,729 23,559: 3,003 2,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,691: -4,704 717 -106 2,624 -3,148 -2,186 -2,537: -505 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 9.3 8.5 34.6 73.7 88.3 91.6: 11.7 8.4
Old : 100.0: 45.2 9.3 8.5 34.6 73.7 88.3 91.6: 11.7 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 20 8 6 9 4 33 16:
Old : 41: 20 8 6 9 4 33 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 : 43.2 79.5 65.1 88.1 43.2 68.8 59.4 76.9
Old : 43.2 79.5 65.1 88.1 43.2 68.8 59.4 76.9
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 Code-022651
Commitments of Traders - Futures Only, August 9, 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 : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565
Old : 181,744: 35,550 21,486 22,289 87,842 112,404 145,681 156,179: 36,063 25,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,062: 2,353 -220 600 1,263 3,641 4,216 4,021: 846 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 14.1
Old : 100.0: 19.6 11.8 12.3 48.3 61.8 80.2 85.9: 19.8 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 : 128: 30 32 33 59 57 114 100:
Old : 128: 30 32 33 59 57 114 100:
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 : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8
Old : 14.8 20.2 25.9 31.9 12.9 13.7 20.4 19.8
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 Code-022651
Commitments of Traders - Futures Only, August 2, 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 : 176,682: 33,197 21,706 21,689 86,579 108,763 141,465 152,158: 35,217 24,524
Old : 176,682: 33,197 21,706 21,689 86,579 108,763 141,465 152,158: 35,217 24,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,727: 5,131 3,339 -915 -4,049 -796 167 1,628: -1,894 -3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 12.3 12.3 49.0 61.6 80.1 86.1: 19.9 13.9
Old : 100.0: 18.8 12.3 12.3 49.0 61.6 80.1 86.1: 19.9 13.9
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: 34 25 34 56 58 110 101:
Old : 127: 34 25 34 56 58 110 101:
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 : 15.5 19.8 27.2 32.6 13.4 13.3 20.2 20.3
Old : 15.5 19.8 27.2 32.6 13.4 13.3 20.2 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, August 9, 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 : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010
Old : 527,804: 64,888 75,464 177,589 213,638 245,741 456,115 498,794: 71,689 29,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 25,710: 11,959 6,738 9,119 5,058 7,569 26,136 23,426: -426 2,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5
Old : 100.0: 12.3 14.3 33.6 40.5 46.6 86.4 94.5: 13.6 5.5
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 : 209: 57 44 64 100 85 194 161:
Old : 209: 57 44 64 100 85 194 161:
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 26.0 29.9 38.3 7.6 11.5 11.7 17.6
Old : 20.3 26.0 29.9 38.3 7.6 11.5 11.7 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 Code-023651
Commitments of Traders - Futures Only, August 2, 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 : 502,094: 52,929 68,726 168,470 208,580 238,172 429,979 475,368: 72,115 26,726
Old : 502,094: 52,929 68,726 168,470 208,580 238,172 429,979 475,368: 72,115 26,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,122: 12,239 1,132 -4,432 -11,977 -1,321 -4,170 -4,621: -1,952 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.7 33.6 41.5 47.4 85.6 94.7: 14.4 5.3
Old : 100.0: 10.5 13.7 33.6 41.5 47.4 85.6 94.7: 14.4 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 : 205: 51 50 71 95 82 192 162:
Old : 205: 51 50 71 95 82 192 162:
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 : 19.1 25.3 28.8 37.5 7.5 11.3 11.2 17.6
Old : 19.1 25.3 28.8 37.5 7.5 11.3 11.2 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 9, 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 : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
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 : 24: 2 3 1 16 12 18 16:
Old : 24: 2 3 1 16 12 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 : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, August 2, 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 : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Old : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,900: -2,900 2,031 -313 959 -871 -2,254 847: 354 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Old : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 14 10 16 14:
Old : 23: 2 3 1 14 10 16 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 : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Old : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
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 Code-02365C
Commitments of Traders - Futures Only, August 9, 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 : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
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: 2 3 4 24 28 28 33:
Old : 36: 2 3 4 24 28 28 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 : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
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 Code-02365C
Commitments of Traders - Futures Only, August 2, 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 : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Old : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,084: -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519: -488 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Old : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 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 : 35: 2 3 4 24 27 28 32:
Old : 35: 2 3 4 24 27 28 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 : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Old : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 9, 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 : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
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 : 23: 2 3 1 14 13 16 17:
Old : 23: 2 3 1 14 13 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 : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, August 2, 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 : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Old : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,223: 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013: -899 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
Old : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
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: 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 : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Old : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 9, 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 : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 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 : 25: 1 3 3 18 17 21 21:
Old : 25: 1 3 3 18 17 21 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 : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, August 2, 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 : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Old : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,869: 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991: -101 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Old : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
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 : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Old : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, August 9, 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 : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 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 : 29: 1 3 4 21 21 25 25:
Old : 29: 1 3 4 21 21 25 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 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
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 Code-02365F
Commitments of Traders - Futures Only, August 2, 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 : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Old : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,523: 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524: 46 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
Old : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 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 : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 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 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Old : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
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 Code-02365G
Commitments of Traders - Futures Only, August 9, 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 : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -182: -6 0 -2 -296 62 -304 60: 122 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 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 : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 21 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 : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
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 Code-02365G
Commitments of Traders - Futures Only, August 2, 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 : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Old : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,673: 1,069 -1,121 296 5,740 8,726 7,105 7,901: -432 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Old : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 21 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 : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Old : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -219: 0 -1,091 123 -404 844 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Old : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,707: 0 -847 -120 -3,686 -3,190 -3,806 -4,157: -901 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
Old : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Old : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 9, 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 : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
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 : 26: 3 1 3 19 20 22 24:
Old : 26: 3 1 3 19 20 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 : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, August 2, 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 : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Old : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -8,648: -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333: -109 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Old : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
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 : 26: 3 1 2 18 20 21 23:
Old : 26: 3 1 2 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Old : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 9, 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 : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,393: 236 865 -351 904 396 789 910: 604 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
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 : 24: 3 1 1 16 18 20 19:
Old : 24: 3 1 1 16 18 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 : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, August 2, 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 : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Old : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,948: 2,635 -4,255 37 -2,707 1,401 -35 -2,817: -3,913 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
Old : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
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 : 23: 3 1 2 17 17 21 19:
Old : 23: 3 1 2 17 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Old : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
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 Code-03565B
Commitments of Traders - Futures Only, August 9, 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 : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
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 : 130: 22 18 35 85 82 121 121:
Old : 130: 22 18 35 85 82 121 121:
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 : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
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 Code-03565B
Commitments of Traders - Futures Only, August 2, 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 : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Old : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -56,146: 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875: 3,102 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
Old : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
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 : 125: 20 16 33 84 80 118 115:
Old : 125: 20 16 33 84 80 118 115:
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 23.0 43.5 39.1 23.6 17.8 33.6 29.2
Old : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
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 Code-03565C
Commitments of Traders - Futures Only, August 9, 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 : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
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 : 50: 9 12 17 28 28 47 47:
Old : 50: 9 12 17 28 28 47 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 : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
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 Code-03565C
Commitments of Traders - Futures Only, August 2, 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 : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Old : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -25,054: -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500: 93 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Old : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 9 17 27 27 45 46:
Old : 48: 11 9 17 27 27 45 46:
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 : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Old : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 9, 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 : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100
Old : 78,178: 22,022 4,180 19,482 36,426 54,416 77,930 78,078: 248 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,358: 2,690 100 1,860 908 4,078 5,458 6,038: -100 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1
Old : 100.0: 28.2 5.3 24.9 46.6 69.6 99.7 99.9: 0.3 0.1
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 : 51: 7 3 9 37 35 47 44:
Old : 51: 7 3 9 37 35 47 44:
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 : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3
Old : 52.7 48.6 67.2 68.7 36.2 41.7 43.6 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, August 2, 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 : 72,820: 19,332 4,080 17,622 35,518 50,338 72,472 72,040: 348 780
Old : 72,820: 19,332 4,080 17,622 35,518 50,338 72,472 72,040: 348 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -500: -1,163 40 -633 1,498 -427 -298 -1,020: -202 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.6 24.2 48.8 69.1 99.5 98.9: 0.5 1.1
Old : 100.0: 26.5 5.6 24.2 48.8 69.1 99.5 98.9: 0.5 1.1
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 : 52: 7 4 10 38 33 49 43:
Old : 52: 7 4 10 38 33 49 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 : 50.4 49.1 65.4 69.7 36.2 40.4 42.8 48.7
Old : 50.4 49.1 65.4 69.7 36.2 40.4 42.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
Commitments of Traders - Futures Only, August 9, 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 : 780: 280 140 20 360 520 660 680: 120 100
Old : 780: 280 140 20 360 520 660 680: 120 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
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 : 20: 2 3 1 7 9 10 12:
Old : 20: 2 3 1 7 9 10 12:
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 : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
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 Code-06465A
Commitments of Traders - Futures Only, August 9, 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 : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -741: 0 210 -36 -623 -325 -659 -151: -82 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 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 : 33: 2 4 4 19 24 24 29:
Old : 33: 2 4 4 19 24 24 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 : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
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 Code-06465A
Commitments of Traders - Futures Only, August 2, 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 : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Old : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,592: -426 438 -34 -1,132 -1,996 -1,592 -1,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Old : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
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 : 34: 2 4 4 19 23 24 28:
Old : 34: 2 4 4 19 23 24 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 : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Old : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, August 9, 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 : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 426: -42 -84 63 363 405 384 384: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 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 : 28: 3 2 3 17 12 22 15:
Old : 28: 3 2 3 17 12 22 15:
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 : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
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 Code-06465B
Commitments of Traders - Futures Only, August 2, 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 : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Old : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,074: -198 -352 -210 -666 -512 -1,074 -1,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Old : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 18 14 23 17:
Old : 30: 3 2 3 18 14 23 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 : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Old : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders - Futures Only, August 9, 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 : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 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 : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
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 : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, August 9, 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 : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 428: -240 720 -80 768 -232 448 408: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
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 : 23: 4 2 5 16 16 22 21:
Old : 23: 4 2 5 16 16 22 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 : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, August 2, 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 : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Old : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -670: -180 50 -280 -150 -390 -610 -620: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Old : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
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 : 23: 4 2 5 16 15 22 20:
Old : 23: 4 2 5 16 15 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 : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Old : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, August 9, 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 : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
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 : 30: 4 1 4 21 22 25 27:
Old : 30: 4 1 4 21 22 25 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 : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
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 Code-06465M
Commitments of Traders - Futures Only, August 2, 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 : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Old : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 142: 370 0 10 -140 140 240 150: -98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 1.8
Old : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 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 : 28: 4 1 4 18 20 22 25:
Old : 28: 4 1 4 18 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Old : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
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 Code-067651
Commitments of Traders - Futures Only, August 9, 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 : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009
Old : 887,515: 139,400 104,412 162,445 509,259 533,649 811,104 800,506: 76,411 87,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 47,336: 18,339 9,421 1,707 18,808 25,321 38,854 36,449: 8,482 10,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 9.8
Old : 100.0: 15.7 11.8 18.3 57.4 60.1 91.4 90.2: 8.6 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 : 293: 86 97 104 80 91 232 238:
Old : 293: 86 97 104 80 91 232 238:
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 : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0
Old : 19.9 15.5 31.1 25.9 16.7 11.5 23.4 18.0
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 Code-067651
Commitments of Traders - Futures Only, August 2, 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 : 840,179: 121,061 94,991 160,738 490,451 508,328 772,250 764,057: 67,929 76,122
Old : 840,179: 121,061 94,991 160,738 490,451 508,328 772,250 764,057: 67,929 76,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 37,591: 14,867 726 22,133 -11,713 4,216 25,287 27,075: 12,304 10,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.3 19.1 58.4 60.5 91.9 90.9: 8.1 9.1
Old : 100.0: 14.4 11.3 19.1 58.4 60.5 91.9 90.9: 8.1 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 : 271: 78 85 97 82 94 220 225:
Old : 271: 78 85 97 82 94 220 225:
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 15.2 33.6 25.4 17.8 11.2 24.9 17.6
Old : 21.0 15.2 33.6 25.4 17.8 11.2 24.9 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11: -57 106 -8 67 -204 2 -106: 9 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 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 : 111: 57 16 2 12 26 71 43:
Old : 111: 57 16 2 12 26 71 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 : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, August 2, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Old : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 439: 193 -132 89 73 527 355 484: 84 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Old : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
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 : 113: 58 17 3 11 27 72 45:
Old : 113: 58 17 3 11 27 72 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 : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Old : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, August 9, 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 : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229
Old : 12,334: 8,655 724 8 1,170 10,373 9,833 11,105: 2,501 1,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 10.0
Old : 100.0: 70.2 5.9 0.1 9.5 84.1 79.7 90.0: 20.3 10.0
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 : 57: 27 7 1 7 20 34 28:
Old : 57: 27 7 1 7 20 34 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 : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5
Old : 33.5 48.0 46.9 68.9 33.5 47.7 46.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, August 2, 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 : 10,932: 7,578 826 8 958 9,093 8,544 9,927: 2,388 1,005
Old : 10,932: 7,578 826 8 958 9,093 8,544 9,927: 2,388 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,123: 2,002 64 -1 -93 1,933 1,908 1,996: 215 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 0.1 8.8 83.2 78.2 90.8: 21.8 9.2
Old : 100.0: 69.3 7.6 0.1 8.8 83.2 78.2 90.8: 21.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 26 8 1 5 21 31 30:
Old : 57: 26 8 1 5 21 31 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 : 33.6 47.2 48.4 66.5 33.6 46.7 47.5 66.0
Old : 33.6 47.2 48.4 66.5 33.6 46.7 47.5 66.0
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 Code-111652
Commitments of Traders - Futures Only, August 9, 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 : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860
Old : 157,071: 49,302 9,233 7,506 83,428 130,472 140,236 147,211: 16,835 9,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,214: 4,453 -2,642 372 -695 4,429 4,130 2,159: 84 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3
Old : 100.0: 31.4 5.9 4.8 53.1 83.1 89.3 93.7: 10.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 60 17 32 72 74 148 110:
Old : 169: 60 17 32 72 74 148 110:
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 : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4
Old : 21.4 22.9 36.4 38.8 16.0 16.9 26.1 28.4
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 Code-111652
Commitments of Traders - Futures Only, August 2, 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 : 152,857: 44,849 11,875 7,134 84,123 126,043 136,106 145,052: 16,751 7,805
Old : 152,857: 44,849 11,875 7,134 84,123 126,043 136,106 145,052: 16,751 7,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,390: 5,479 790 -1,823 -5,699 406 -2,043 -627: -347 -1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.8 4.7 55.0 82.5 89.0 94.9: 11.0 5.1
Old : 100.0: 29.3 7.8 4.7 55.0 82.5 89.0 94.9: 11.0 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 : 158: 54 19 32 60 72 130 110:
Old : 158: 54 19 32 60 72 130 110:
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 : 22.2 21.7 37.5 37.1 16.3 15.8 26.5 27.3
Old : 22.2 21.7 37.5 37.1 16.3 15.8 26.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005