WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,031
COMMITMENTS
40,160 62,038 15,997 151,210 118,110 207,367 196,145 26,664 37,886
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 13,336)
6,608 -3,272 -3,109 3,536 11,995 7,035 5,614 6,301 7,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.5 6.8 64.6 50.5 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 102 46 43 50 135 165
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,695
COMMITMENTS
33,552 65,310 19,106 147,674 106,115 200,332 190,531 20,363 30,164
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,151)
-165 4,518 6,508 5,040 3,847 11,383 14,873 -1,232 -4,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 29.6 8.7 66.9 48.1 90.8 86.3 9.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
51 105 46 44 58 129 183
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,341
COMMITMENTS
129,178 85,581 87,147 392,787 367,004 609,112 539,732 126,229 195,609
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 39,567)
25,066 -11,802 1,984 -700 41,264 26,350 31,446 13,217 8,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 11.6 11.9 53.4 49.9 82.8 73.4 17.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
146 114 128 180 213 410 399
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 695,774
COMMITMENTS
104,112 97,383 85,163 393,487 325,740 582,762 508,286 113,012 187,488
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,947)
4,683 6,284 21,274 -3,625 -6,435 22,332 21,123 -9,385 -8,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 14.0 12.2 56.6 46.8 83.8 73.1 16.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
142 106 124 164 191 387 378
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,374
COMMITMENTS
2,366 912 66 1,980 4,861 4,412 5,839 2,962 1,535
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -507)
-230 -291 20 -93 342 -303 71 -204 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 12.4 0.9 26.9 65.9 59.8 79.2 40.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 9 3 11 15 22 24
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,881
COMMITMENTS
2,596 1,203 46 2,073 4,519 4,715 5,768 3,166 2,113
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -311)
439 -194 -119 184 -6 504 -319 -815 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 15.3 0.6 26.3 57.3 59.8 73.2 40.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 3 9 14 23 27
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,252
COMMITMENTS
89,292 34,712 33,987 142,790 185,419 266,069 254,118 70,183 82,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 31,192)
7,730 10,755 2,866 14,041 21,078 24,637 34,699 6,555 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 10.3 10.1 42.5 55.1 79.1 75.6 20.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
141 75 99 97 127 303 265
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,060
COMMITMENTS
81,562 23,957 31,121 128,749 164,341 241,432 219,419 63,628 85,641
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,256)
3,707 -3,533 -3,974 -1,677 7,009 -1,944 -498 3,200 1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.9 10.2 42.2 53.9 79.1 71.9 20.9 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
134 65 82 82 121 265 239
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,273
COMMITMENTS
40,910 10,907 21,722 78,014 125,569 140,646 158,198 30,627 13,075
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,606)
11,187 -188 2,764 4,662 20,858 18,613 23,434 4,993 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 6.4 12.7 45.5 73.3 82.1 92.4 17.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
67 18 37 42 44 126 94
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,667
COMMITMENTS
29,723 11,095 18,958 73,352 104,711 122,033 134,764 25,634 12,903
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,212)
3,599 235 2,041 2,099 6,566 7,739 8,842 1,473 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 7.5 12.8 49.7 70.9 82.6 91.3 17.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
56 19 33 41 42 112 90
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,946
COMMITMENTS
152,744 102,141 6,796 359,557 373,342 519,097 482,279 133,849 170,667
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,515)
9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711 1,078 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 15.6 1.0 55.1 57.2 79.5 73.9 20.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 32 20 57 69 108 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,461
COMMITMENTS
143,742 100,599 9,457 373,491 379,934 526,690 489,990 132,771 169,471
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -27,075)
-16,279 -10,553 -1,664 -4,904 -14,666 -22,847 -26,883 -4,228 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 15.3 1.4 56.6 57.6 79.9 74.3 20.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
40 31 21 59 72 109 115
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 161,001
COMMITMENTS
50,707 10,028 18,910 54,987 112,317 124,604 141,255 36,397 19,746
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 11,480)
3,029 -632 5,242 4,286 9,682 12,557 14,292 -1,077 -2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 6.2 11.7 34.2 69.8 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
51 28 39 51 51 134 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 149,521
COMMITMENTS
47,678 10,660 13,668 50,701 102,635 112,047 126,963 37,474 22,558
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,471)
3,369 -2,942 352 -1,339 6,674 2,382 4,084 3,089 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 7.1 9.1 33.9 68.6 74.9 84.9 25.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 26 32 46 53 118 97
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,862
COMMITMENTS
3,816 1,358 956 1,867 3,665 6,639 5,979 1,223 1,883
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4)
47 295 -287 274 -190 34 -182 -30 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 17.3 12.2 23.7 46.6 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 15 10 12 14 34 31
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,858
COMMITMENTS
3,769 1,063 1,243 1,593 3,855 6,605 6,161 1,253 1,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
261 45 -129 56 -140 188 -224 -67 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 13.5 15.8 20.3 49.1 84.1 78.4 15.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 12 9 11 15 32 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,245
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,735 110,814
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,987)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,797 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 22.6 0.1 60.5 46.9 86.1 69.6 13.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,232
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,532 111,513
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,615)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,984 10,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,894,636
COMMITMENTS
398,652 449,685 104,071 1178407 962,347 1681130 1516103 213,506 378,533
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43,194)
-70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591 -41,338 -39,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 23.7 5.5 62.2 50.8 88.7 80.0 11.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
45 89 41 83 121 157 222
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,937,830
COMMITMENTS
469,385 499,938 95,652 1117949 924,104 1682986 1519694 254,844 418,136
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,716)
12,445 63,133 -8,841 -14,541 -60,139 -10,937 -5,847 6,221 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.8 4.9 57.7 47.7 86.8 78.4 13.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
49 83 39 80 115 154 212
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,124,442
COMMITMENTS
214,816 232,179 13,897 732,350 628,724 961,063 874,800 163,379 249,642
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,086)
-16,586 3,579 -3,231 21,509 7,796 1,692 8,144 -19,778 -26,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.6 1.2 65.1 55.9 85.5 77.8 14.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
34 47 16 64 75 107 129
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,142,528
COMMITMENTS
231,402 228,600 17,128 710,841 620,928 959,371 866,656 183,157 275,872
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,163)
57,895 -12,014 -12,866 -29,116 -2,330 15,913 -27,210 -8,750 34,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 20.0 1.5 62.2 54.3 84.0 75.9 16.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
36 46 16 59 73 105 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 418,961
COMMITMENTS
100,676 62,426 49,581 216,556 276,867 366,813 388,874 52,148 30,087
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,375)
16,639 2,073 1,604 -3,275 18,317 14,968 21,994 6,407 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 14.9 11.8 51.7 66.1 87.6 92.8 12.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 20 31 44 43 86 80
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 397,586
COMMITMENTS
84,037 60,353 47,977 219,831 258,550 351,845 366,880 45,741 30,706
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,279)
12,737 8,781 -16,416 15,709 22,075 12,030 14,440 4,249 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.2 12.1 55.3 65.0 88.5 92.3 11.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 20 29 43 45 81 79
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,121
COMMITMENTS
6,489 2,963 0 14,957 17,429 21,446 20,392 6,675 7,729
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -23,471)
-6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619 -10,583 -2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.5 0.0 53.2 62.0 76.3 72.5 23.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 0 15 13 26 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,592
COMMITMENTS
12,595 4,039 1,383 20,356 35,589 34,334 41,011 17,258 10,581
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,094)
241 -738 727 3,687 5,478 4,655 5,467 4,439 3,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 7.8 2.7 39.5 69.0 66.5 79.5 33.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 8 7 22 21 47 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,056
COMMITMENTS
13,386 19,009 233 9,824 5,267 23,443 24,509 12,613 11,547
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -51,529)
100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776 -2,044 -17,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 52.7 0.6 27.2 14.6 65.0 68.0 35.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 21 1 13 6 31 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,585
COMMITMENTS
13,286 39,506 4,229 55,413 14,550 72,928 58,285 14,657 29,300
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 15,001)
927 3,934 3,609 8,048 3,013 12,584 10,556 2,417 4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 45.1 4.8 63.3 16.6 83.3 66.5 16.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 31 16 24 17 53 55
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,267
COMMITMENTS
2,728 1,974 889 14,516 12,217 18,133 15,080 4,134 7,187
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 576)
79 111 -78 531 297 532 330 44 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 8.9 4.0 65.2 54.9 81.4 67.7 18.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 7 10 23 16 36 29
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,691
COMMITMENTS
2,649 1,863 967 13,985 11,920 17,601 14,750 4,090 6,941
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 533)
186 -67 61 323 414 570 408 -37 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.6 4.5 64.5 55.0 81.1 68.0 18.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 6 8 22 16 34 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 88,570
COMMITMENTS
10,460 25,943 14,991 49,451 20,970 74,902 61,904 13,668 26,666
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,970)
-147 1,716 -78 -1,456 -4,842 -1,681 -3,204 -2,289 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 29.3 16.9 55.8 23.7 84.6 69.9 15.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 56 37 24 26 78 105
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 92,540
COMMITMENTS
10,607 24,227 15,069 50,907 25,812 76,583 65,108 15,957 27,432
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,911)
274 2,776 -4,454 2,003 -1,006 -2,177 -2,684 266 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 26.2 16.3 55.0 27.9 82.8 70.4 17.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
30 58 37 29 32 82 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,649
COMMITMENTS
595 1,342 314 1,134 759 2,043 2,415 1,606 1,234
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -343)
-99 -255 -171 -93 15 -363 -411 20 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 36.8 8.6 31.1 20.8 56.0 66.2 44.0 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 16 8 5 5 20 25
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,992
COMMITMENTS
694 1,597 485 1,227 744 2,406 2,826 1,586 1,166
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86)
129 -106 -26 -87 28 16 -104 70 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 40.0 12.1 30.7 18.6 60.3 70.8 39.7 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 14 10 6 5 23 26
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,623
COMMITMENTS
31,066 28,992 13,344 71,140 59,306 115,550 101,642 15,073 28,981
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,708)
234 7,431 -3,186 1,123 -4,443 -1,829 -198 -879 -2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 22.2 10.2 54.5 45.4 88.5 77.8 11.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
46 59 40 54 75 123 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 133,331
COMMITMENTS
30,832 21,561 16,530 70,017 63,749 117,379 101,840 15,952 31,491
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,012)
-4,408 5,277 -1,413 684 -7,474 -5,137 -3,610 -2,875 -4,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 16.2 12.4 52.5 47.8 88.0 76.4 12.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
46 55 41 57 82 128 162
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,587
COMMITMENTS
1,091 664 118 1,052 1,513 2,261 2,295 1,326 1,292
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -53)
-85 9 -11 -165 -176 -261 -178 208 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.5 3.3 29.3 42.2 63.0 64.0 37.0 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 10 6 17 12 29 26
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,640
COMMITMENTS
1,176 655 129 1,217 1,689 2,522 2,473 1,118 1,167
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 221)
-57 154 15 121 -147 79 22 142 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 18.0 3.5 33.4 46.4 69.3 67.9 30.7 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 9 5 18 16 33 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,181
COMMITMENTS
6,922 4,383 1,709 7,745 3,189 16,376 9,281 4,805 11,900
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -672)
-1,424 657 338 456 -540 -630 455 -42 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 20.7 8.1 36.6 15.1 77.3 43.8 22.7 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 25 21 33 30 81 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,853
COMMITMENTS
8,346 3,726 1,371 7,289 3,729 17,006 8,826 4,847 13,027
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,445)
-1,570 -786 -5 263 424 -1,312 -367 -133 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 17.1 6.3 33.4 17.1 77.8 40.4 22.2 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 23 17 27 37 74 66
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 67,143
COMMITMENTS
16,872 16,588 586 20,368 34,699 37,826 51,873 29,317 15,270
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,956)
5,940 -11,933 -61 -6,053 19,402 -174 7,408 4,130 -3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 24.7 0.9 30.3 51.7 56.3 77.3 43.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
16 14 2 20 23 37 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 63,187
COMMITMENTS
10,932 28,521 647 26,421 15,297 38,000 44,465 25,187 18,722
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,999)
1,257 -7,715 52 -30,511 -20,903 -29,202 -28,566 -1,797 -2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 45.1 1.0 41.8 24.2 60.1 70.4 39.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 19 4 25 20 40 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,529
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,423 22,901
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,005)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,798 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 61.5 0.0 86.0 6.5 88.2 68.0 11.8 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,534
COMMITMENTS
2,905 46,486 0 64,004 4,362 66,909 50,848 6,625 22,686
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,486)
962 -769 -1 -14,427 -14,649 -13,466 -15,419 -3,020 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 63.2 0.0 87.0 5.9 91.0 69.1 9.0 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 26 0 12 3 14 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,351
COMMITMENTS
84,058 4,968 5 11,902 93,386 95,965 98,359 8,386 5,992
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,927)
1,743 601 -116 1,345 1,346 2,972 1,831 -1,045 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 4.8 0.0 11.4 89.5 92.0 94.3 8.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
65 7 1 13 16 79 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,424
COMMITMENTS
82,315 4,367 121 10,557 92,040 92,993 96,528 9,431 5,896
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,456)
1,817 1,127 -2,743 -16,831 -17,515 -17,757 -19,131 -699 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 4.3 0.1 10.3 89.9 90.8 94.2 9.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
62 7 1 11 18 74 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 65,232
COMMITMENTS
13,979 26,898 175 33,746 20,696 47,900 47,769 17,332 17,463
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,543)
-218 -4,248 -368 -2,534 2,274 -3,120 -2,342 -423 -1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 41.2 0.3 51.7 31.7 73.4 73.2 26.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 18 1 16 15 28 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,775
COMMITMENTS
14,197 31,146 543 36,280 18,422 51,020 50,111 17,755 18,664
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,745)
-471 7,903 -180 -25,775 -38,822 -26,426 -31,099 -6,319 -1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 45.3 0.8 52.8 26.8 74.2 72.9 25.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 21 2 16 13 29 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,726
COMMITMENTS
11,128 49,102 874 104,243 62,607 116,245 112,583 23,481 27,143
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,322)
2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070 1,563 -1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 35.1 0.6 74.6 44.8 83.2 80.6 16.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 28 3 25 18 44 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 144,048
COMMITMENTS
8,991 61,022 929 112,210 53,702 122,130 115,653 21,918 28,395
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -41,940)
3,696 18,616 93 -39,766 -63,335 -35,977 -44,626 -5,963 2,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 42.4 0.6 77.9 37.3 84.8 80.3 15.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 30 4 32 17 48 49
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 142,566
COMMITMENTS
26,061 47,343 1,652 69,289 44,387 97,002 93,382 45,564 49,184
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,333)
-274 1,343 39 4,027 1,934 3,792 3,316 -1,459 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 33.2 1.2 48.6 31.1 68.0 65.5 32.0 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 33 9 23 24 56 63
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,233
COMMITMENTS
26,335 46,000 1,613 65,262 42,453 93,210 90,066 47,023 50,167
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -53,474)
3,396 5,290 984 -59,982 -62,855 -55,602 -56,581 2,128 3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 32.8 1.2 46.5 30.3 66.5 64.2 33.5 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 37 9 26 24 61 65
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,507,371
COMMITMENTS
713,300 685,146 837,127 5046849 4438964 6597276 5961237 910,095 1546134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 97,676)
56,837 15,876 34,559 41,687 18,411 133,083 68,846 -35,407 28,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 9.1 11.2 67.2 59.1 87.9 79.4 12.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
44 60 85 115 125 211 226
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,409,695
COMMITMENTS
656,463 669,270 802,568 5005162 4420553 6464193 5892391 945,502 1517304
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,543,793)
-329,447 -73,851 -238,500 -857,599 -1179229 -1425546 -1491580 -118,247 -52,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 9.0 10.8 67.5 59.7 87.2 79.5 12.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
43 58 77 115 128 203 223
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 652,414
COMMITMENTS
52,865 45,161 3,958 467,129 504,740 523,952 553,859 128,462 98,555
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -119,882)
-2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671 -23,700 -26,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.9 0.6 71.6 77.4 80.3 84.9 19.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
29 27 12 85 59 122 90
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 772,296
COMMITMENTS
54,950 69,092 13,260 551,924 565,178 620,134 647,530 152,162 124,766
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,501)
-3,917 3,614 -1,971 57,995 53,445 52,107 55,088 5,394 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 8.9 1.7 71.5 73.2 80.3 83.8 19.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
38 30 28 101 68 154 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 799,506
COMMITMENTS
90,858 188,181 8,542 440,308 498,912 539,708 695,635 259,798 103,871
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -412,177)
-111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949 -102,311 -17,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.5 1.1 55.1 62.4 67.5 87.0 32.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 52 11 58 55 98 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,211,683
COMMITMENTS
202,817 211,222 54,392 592,365 824,970 849,574 1090584 362,109 121,099
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,268)
3,700 -2,620 26,541 69,288 75,763 99,529 99,684 22,739 22,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.4 4.5 48.9 68.1 70.1 90.0 29.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
53 48 38 70 62 139 132
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,980
COMMITMENTS
1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329)
0 52 82 478 655 560 789 769 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,113
COMMITMENTS
10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125)
416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 18 21 27 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,859
COMMITMENTS
8,356 7,413 80 21,740 29,267 30,176 36,760 14,683 8,099
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,748)
-613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276 -6,359 -17,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 16.5 0.2 48.5 65.2 67.3 81.9 32.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 15 1 29 23 43 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,607
COMMITMENTS
8,969 11,637 1,828 43,768 36,571 54,565 50,036 21,042 25,571
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 19,012)
-288 164 1,784 7,534 10,121 9,030 12,069 9,982 6,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 15.4 2.4 57.9 48.4 72.2 66.2 27.8 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 18 5 43 38 61 61
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,377
COMMITMENTS
63,313 78,905 1,024 99,729 64,926 164,066 144,855 22,311 41,522
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,479)
-22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616 -81,668 -16,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 42.3 0.5 53.5 34.8 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 6 39 32 96 88
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,856
COMMITMENTS
86,234 110,228 15,779 198,864 220,464 300,877 346,471 103,979 58,385
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,243)
6,364 -1,099 8,448 37,390 41,829 52,202 49,178 34,041 37,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 27.2 3.9 49.1 54.5 74.3 85.6 25.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 54 22 52 41 118 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,291
COMMITMENTS
36,466 3,071 0 22,351 72,745 58,817 75,816 24,474 7,475
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 23,855)
16,620 -1,516 -564 1,601 27,995 17,657 25,915 6,198 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 3.7 0.0 26.8 87.3 70.6 91.0 29.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 4 0 10 20 27 24
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,436
COMMITMENTS
19,846 4,587 564 20,750 44,750 41,160 49,901 18,276 9,535
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,142)
4,318 1,908 -386 -30,999 -25,619 -27,067 -24,097 -1,075 -4,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 7.7 0.9 34.9 75.3 69.3 84.0 30.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 7 2 11 17 21 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,822
COMMITMENTS
488 3,298 0 23,178 18,752 23,666 22,050 5,156 6,772
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,682)
-67 -11,140 -886 -12,262 -6,771 -13,215 -18,797 -3,467 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 11.4 0.0 80.4 65.1 82.1 76.5 17.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 22 31 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,504
COMMITMENTS
555 14,438 886 35,440 25,523 36,881 40,847 8,623 4,657
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,558)
-494 558 441 5,278 5,981 5,225 6,980 1,333 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 31.7 1.9 77.9 56.1 81.1 89.8 18.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 14 4 31 27 37 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 216,147
COMMITMENTS
16,935 52,377 622 184,575 152,804 202,132 205,803 14,015 10,344
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -88,973)
-31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552 -13,672 -25,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 24.2 0.3 85.4 70.7 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
20 38 6 32 41 54 83
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 305,120
COMMITMENTS
48,353 36,596 21,728 207,352 211,031 277,433 269,355 27,687 35,765
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 56,383)
-605 3,471 18,006 21,206 19,037 38,607 40,514 17,776 15,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.0 7.1 68.0 69.2 90.9 88.3 9.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
20 38 19 43 50 75 96
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,821
COMMITMENTS
10,701 5,820 192 9,082 16,669 19,975 22,681 10,846 8,140
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 18.9 0.6 29.5 54.1 64.8 73.6 35.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 11 3 13 16 37 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,741
COMMITMENTS
9,951 7,215 88 9,125 14,537 19,164 21,840 11,577 8,901
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574)
-4,252 667 -2,520 -7,459 -11,526 -14,231 -13,379 -7,343 -8,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 23.5 0.3 29.7 47.3 62.3 71.0 37.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 12 1 13 15 35 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867
COMMITMENTS
1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271)
-2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 3 15 21 20 36
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 130,474
COMMITMENTS
57,072 5,781 15,426 25,676 98,147 98,174 119,354 32,300 11,120
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,032)
-2,653 3 1,613 1,043 -436 3 1,180 2,029 852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 4.4 11.8 19.7 75.2 75.2 91.5 24.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
88 27 31 15 40 114 88
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,442
COMMITMENTS
59,725 5,778 13,813 24,633 98,583 98,171 118,174 30,271 10,268
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,585)
-5,223 -1,701 5,173 6,843 3,921 6,793 7,393 -208 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 4.5 10.8 19.2 76.8 76.4 92.0 23.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
95 23 28 17 40 119 87
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,051
COMMITMENTS
42,701 19,918 15,448 38,069 63,875 96,218 99,241 15,833 12,810
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 7,104)
5,809 3,838 2,740 -3,355 895 5,194 7,473 1,910 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 17.8 13.8 34.0 57.0 85.9 88.6 14.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
63 55 44 39 42 137 116
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,947
COMMITMENTS
36,892 16,080 12,708 41,424 62,980 91,024 91,768 13,923 13,179
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,374)
5,271 2,471 -1,002 882 3,901 5,151 5,370 223 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 15.3 12.1 39.5 60.0 86.7 87.4 13.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 50 36 40 44 129 110
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 289,771
COMMITMENTS
162,238 53,728 21,105 51,923 195,985 235,266 270,818 54,505 18,953
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 32,737)
42,780 -8,869 -949 -13,626 42,346 28,205 32,528 4,532 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 18.5 7.3 17.9 67.6 81.2 93.5 18.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
139 55 31 36 49 190 124
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 257,034
COMMITMENTS
119,458 62,597 22,054 65,549 153,639 207,061 238,290 49,973 18,744
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 4,883)
7,662 -10,092 288 -6,072 14,966 1,878 5,162 3,005 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 24.4 8.6 25.5 59.8 80.6 92.7 19.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
112 54 32 37 40 164 116
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,509
COMMITMENTS
6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643)
-273 166 212 -563 -1,620 -624 -1,242 -1,019 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 2 10 5 6 36 17
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,152
COMMITMENTS
6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834)
-458 -153 235 276 474 53 556 781 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 8 6 39 16
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 78,917
COMMITMENTS
17,853 9,380 2,451 40,386 44,983 60,690 56,814 18,227 22,103
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,031)
3,529 -1,968 -453 -2,934 169 142 -2,252 -4,173 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 11.9 3.1 51.2 57.0 76.9 72.0 23.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 18 19 53 47 96 79
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 82,948
COMMITMENTS
14,324 11,348 2,904 43,320 44,814 60,548 59,066 22,400 23,882
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,937)
-2,001 1,927 1,209 3,549 -472 2,757 2,664 3,180 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 13.7 3.5 52.2 54.0 73.0 71.2 27.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
26 28 17 58 46 95 81
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,777
COMMITMENTS
1,673 1,958 411 19,404 17,602 21,488 19,971 9,289 10,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,277)
-466 -1,253 -149 684 2,821 69 1,419 1,208 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 6.4 1.3 63.0 57.2 69.8 64.9 30.2 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 2 18 17 23 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,500
COMMITMENTS
2,139 3,211 560 18,720 14,781 21,419 18,552 8,081 10,948
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -144)
-341 198 -386 -589 -1,120 -1,316 -1,308 1,172 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 10.9 1.9 63.5 50.1 72.6 62.9 27.4 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 8 3 20 14 27 24
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 93,953
COMMITMENTS
18,646 29,022 2,736 58,733 51,594 80,115 83,352 13,838 10,601
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,337)
-498 1,361 -936 104 -571 -1,330 -146 -7 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 30.9 2.9 62.5 54.9 85.3 88.7 14.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
60 59 30 58 44 134 119
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 95,290
COMMITMENTS
19,144 27,661 3,672 58,629 52,165 81,445 83,498 13,845 11,792
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,091)
-1,269 8,871 -3,222 1,679 -8,207 -2,812 -2,558 1,721 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 29.0 3.9 61.5 54.7 85.5 87.6 14.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
52 68 31 56 45 130 127
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,185
COMMITMENTS
11,331 3,687 2,173 10,314 20,732 23,818 26,592 4,367 1,593
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -649)
693 -741 228 -2,108 -221 -1,187 -734 538 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 13.1 7.7 36.6 73.6 84.5 94.3 15.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
52 17 14 16 16 75 40
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,834
COMMITMENTS
10,638 4,428 1,945 12,422 20,953 25,005 27,326 3,829 1,508
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,382)
1,122 847 201 183 910 1,506 1,958 -124 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 15.4 6.7 43.1 72.7 86.7 94.8 13.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
49 18 17 18 14 75 42
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,533
COMMITMENTS
23,701 18,092 2,368 86,256 95,941 112,325 116,401 8,208 4,132
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -15,425)
-3,136 -5,311 -1,669 -7,703 -7,091 -12,508 -14,071 -2,917 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 15.0 2.0 71.6 79.6 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
54 34 18 49 37 112 86
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,958
COMMITMENTS
26,837 23,403 4,037 93,959 103,032 124,833 130,472 11,125 5,486
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -361)
1,822 -2,565 911 -6,345 -239 -3,612 -1,893 3,251 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.2 3.0 69.1 75.8 91.8 96.0 8.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
62 39 21 50 39 123 96
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 369,363
COMMITMENTS
77,192 59,517 14,069 218,336 258,835 309,597 332,421 59,766 36,942
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 16,760)
5,821 -9,467 -1,599 12,142 29,020 16,364 17,954 396 -1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 16.1 3.8 59.1 70.1 83.8 90.0 16.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
44 32 27 53 48 111 93
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 352,603
COMMITMENTS
71,371 68,984 15,668 206,194 229,815 293,233 314,467 59,370 38,136
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,769)
1,693 -16,851 486 -14,041 7,170 -11,862 -9,195 3,093 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 19.6 4.4 58.5 65.2 83.2 89.2 16.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
37 38 28 51 45 108 92
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 88,338
COMMITMENTS
26,021 13,494 5,849 47,907 61,978 79,777 81,321 8,561 7,017
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,136)
-767 2,414 -169 -5,780 -10,002 -6,716 -7,757 1,580 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 15.3 6.6 54.2 70.2 90.3 92.1 9.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
101 54 46 84 85 208 173
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,474
COMMITMENTS
26,788 11,080 6,018 53,687 71,980 86,493 89,078 6,981 4,396
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -8,918)
-10,321 -169 -5,618 8,763 -2,988 -7,176 -8,775 -1,742 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.9 6.4 57.4 77.0 92.5 95.3 7.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
109 45 55 76 85 210 171
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,184
COMMITMENTS
18,920 1,792 2,474 4,109 23,009 25,503 27,275 3,681 1,909
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 502)
-567 -731 310 737 804 480 383 22 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 6.1 8.5 14.1 78.8 87.4 93.5 12.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
31 5 5 8 6 40 16
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,682
COMMITMENTS
19,487 2,523 2,164 3,372 22,205 25,023 26,892 3,659 1,790
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -6,973)
1,476 560 -555 -7,532 -6,482 -6,611 -6,477 -362 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 8.8 7.5 11.8 77.4 87.2 93.8 12.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
34 9 6 8 7 45 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,474
COMMITMENTS
31,371 26,537 29,557 88,037 101,262 148,965 157,356 38,509 30,118
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 332)
-1,378 -1,177 454 2,240 2,822 1,316 2,099 -984 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 14.2 15.8 47.0 54.0 79.5 83.9 20.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 27 29 57 63 106 102
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,142
COMMITMENTS
32,749 27,714 29,103 85,797 98,440 147,649 155,257 39,493 31,885
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,282)
1,652 2,527 5,386 -5,802 -3,818 1,236 4,095 6,046 3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 14.8 15.6 45.8 52.6 78.9 83.0 21.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 25 32 59 63 113 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 487,177
COMMITMENTS
43,082 71,993 152,903 215,911 232,506 411,896 457,402 75,281 29,775
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 20,877)
11,029 8,187 5,087 8,673 12,231 24,789 25,505 -3,912 -4,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 14.8 31.4 44.3 47.7 84.5 93.9 15.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 51 65 88 78 182 156
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 466,300
COMMITMENTS
32,053 63,806 147,816 207,238 220,275 387,107 431,897 79,193 34,403
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,404)
295 -909 4,389 -2,231 2,636 2,453 6,116 3,951 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 13.7 31.7 44.4 47.2 83.0 92.6 17.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
48 54 65 85 74 173 157
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,940
COMMITMENTS
11,740 1,545 1,058 23,281 25,518 36,079 28,121 2,861 10,819
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,884)
-327 -248 546 5,701 3,118 5,920 3,416 -1,036 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 4.0 2.7 59.8 65.5 92.7 72.2 7.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 15 19 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,056
COMMITMENTS
12,067 1,793 512 17,580 22,400 30,159 24,705 3,897 9,351
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -576)
350 -924 16 -1,504 494 -1,138 -414 562 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 5.3 1.5 51.6 65.8 88.6 72.5 11.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 14 14 17 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,479
COMMITMENTS
948 17,321 24,437 92,293 81,070 117,678 122,828 11,801 6,651
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 5,483)
-3,622 1,297 5,445 2,128 -328 3,951 6,414 1,532 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 13.4 18.9 71.3 62.6 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 24 27 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,996
COMMITMENTS
4,570 16,024 18,992 90,165 81,398 113,727 116,414 10,269 7,582
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -385)
-1,270 332 526 910 -2,750 166 -1,892 -551 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 12.9 15.3 72.7 65.6 91.7 93.9 8.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 22 23 25 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,406
COMMITMENTS
12,491 7,442 604 37,791 36,662 50,886 44,708 3,520 9,698
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,644)
1,460 604 -244 674 1,460 1,890 1,820 -246 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.7 1.1 69.5 67.4 93.5 82.2 6.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 14 17 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,762
COMMITMENTS
11,031 6,838 848 37,117 35,202 48,996 42,888 3,766 9,874
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,339)
1,565 0 0 838 1,972 2,403 1,972 -64 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 13.0 1.6 70.3 66.7 92.9 81.3 7.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 13 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,671
COMMITMENTS
0 9,221 5,877 50,414 41,797 56,291 56,895 4,380 3,776
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,156)
0 224 0 -420 -462 -420 -238 -736 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.2 9.7 83.1 68.9 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 15 21 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,827
COMMITMENTS
0 8,997 5,877 50,834 42,259 56,711 57,133 5,116 4,694
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,134)
-2,132 2,412 2,426 6,471 -520 6,765 4,318 369 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.6 9.5 82.2 68.4 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 13 19 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,522
COMMITMENTS
2,074 14,835 7,259 45,574 31,094 54,907 53,188 4,615 6,334
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -881)
-2,220 1,226 1,075 1,424 -3,608 279 -1,307 -1,160 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 24.9 12.2 76.6 52.2 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 22 18 27 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,403
COMMITMENTS
4,294 13,609 6,184 44,150 34,702 54,628 54,495 5,775 5,908
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,423)
-6,136 323 3,418 3,276 -1,262 558 2,479 1,865 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 22.5 10.2 73.1 57.5 90.4 90.2 9.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 5 19 16 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,367
COMMITMENTS
4,793 0 433 36,205 40,044 41,431 40,477 936 1,890
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,337)
3,476 0 -434 -1,581 2,073 1,461 1,639 -124 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.0 1.0 85.5 94.5 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 19 19 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,030
COMMITMENTS
1,317 0 867 37,786 37,971 39,970 38,838 1,060 2,192
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 813)
1,293 0 -621 141 1,500 813 879 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 2.1 92.1 92.5 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 18 19 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,685
COMMITMENTS
0 4,902 4,146 53,560 49,230 57,706 58,278 6,979 6,407
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -663)
0 -2,313 588 -1,605 1,277 -1,017 -448 354 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 6.4 82.8 76.1 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,348
COMMITMENTS
0 7,215 3,558 55,165 47,953 58,723 58,726 6,625 6,622
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,810)
0 1,108 118 3,329 -280 3,447 946 -1,637 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 5.4 84.4 73.4 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,052
COMMITMENTS
39,322 32,316 2,104 37,480 45,743 78,906 80,163 6,146 4,889
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,226)
4,506 6,042 0 5,118 2,922 9,624 8,964 -1,398 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 38.0 2.5 44.1 53.8 92.8 94.3 7.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 19 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,826
COMMITMENTS
34,816 26,274 2,104 32,362 42,821 69,282 71,199 7,544 5,627
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,030)
1,108 3,062 744 3,816 1,090 5,668 4,896 362 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 34.2 2.7 42.1 55.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 17 18 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,973
COMMITMENTS
2,405 2,818 2,830 24,237 20,960 29,472 26,608 5,501 8,365
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.1 8.1 69.3 59.9 84.3 76.1 15.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,068,839
COMMITMENTS
268,352 43,308 194,088 586,568 821,637 1049008 1059033 19,831 9,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,253)
16,251 3,235 -1,167 9,605 28,941 24,689 31,009 3,564 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 4.1 18.2 54.9 76.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 12 32 86 82 126 117
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,040,586
COMMITMENTS
252,101 40,073 195,255 576,963 792,696 1024319 1028024 16,267 12,562
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 28,632)
15,666 -13,952 15,027 -649 26,742 30,044 27,817 -1,412 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 3.9 18.8 55.4 76.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 12 32 84 79 121 113
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,389
COMMITMENTS
35,722 54,510 46,814 99,259 79,284 181,795 180,608 594 1,781
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,941)
-2,764 971 12,330 13,138 9,191 22,704 22,492 -763 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 29.9 25.7 54.4 43.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 6 17 29 28 48 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,448
COMMITMENTS
38,486 53,539 34,484 86,121 70,093 159,091 158,116 1,357 2,332
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,273)
9,336 2,741 2,958 4,676 11,040 16,970 16,739 303 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 33.4 21.5 53.7 43.7 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 17 28 27 47 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,694
COMMITMENTS
16,456 6,023 14,710 35,216 45,697 66,382 66,430 312 264
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,283)
1,860 1,200 2,634 1,837 2,417 6,331 6,251 -48 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.0 22.1 52.8 68.5 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 4 6 37 33 46 39
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,411
COMMITMENTS
14,596 4,823 12,076 33,379 43,280 60,051 60,179 360 232
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,008)
240 580 510 1,206 988 1,956 2,078 52 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 8.0 20.0 55.3 71.6 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 4 6 37 33 45 39
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 1,840
COMMITMENTS
480 740 140 1,120 860 1,740 1,740 100 100
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -570)
-580 -700 140 -210 -10 -650 -570 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 40.2 7.6 60.9 46.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 10 11 15 15
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,358
COMMITMENTS
3,439 327 4,374 16,545 19,148 24,358 23,849 0 509
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 697)
-550 126 978 409 -365 837 739 -140 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 1.3 18.0 67.9 78.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 19 22 24 26
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,661
COMMITMENTS
3,989 201 3,396 16,136 19,513 23,521 23,110 140 551
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,558)
-272 -646 1,910 -220 428 1,418 1,692 140 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 0.8 14.4 68.2 82.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 18 23 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,378
COMMITMENTS
174 3,782 1,159 7,881 4,273 9,214 9,214 164 164
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 378)
-86 -344 344 168 340 426 340 -48 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 40.3 12.4 84.0 45.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 14 13 18 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,000
COMMITMENTS
260 4,126 815 7,713 3,933 8,788 8,874 212 126
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 217)
86 -674 43 -80 722 49 91 168 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 45.8 9.1 85.7 43.7 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 13 12 18 15
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,186
COMMITMENTS
714 1,191 804 7,517 6,933 9,035 8,928 151 258
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 172)
-344 -86 258 258 0 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.0 8.8 81.8 75.5 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 9 16 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,014
COMMITMENTS
1,058 1,277 546 7,259 6,933 8,863 8,756 151 258
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.2 6.1 80.5 76.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,990
COMMITMENTS
2,860 1,860 2,980 5,930 6,530 11,770 11,370 220 620
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,150)
-300 -340 560 1,070 880 1,330 1,100 -180 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 15.5 24.9 49.5 54.5 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 5 16 17 22 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,840
COMMITMENTS
3,160 2,200 2,420 4,860 5,650 10,440 10,270 400 570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 800)
-80 -60 420 530 740 870 1,100 -70 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 20.3 22.3 44.8 52.1 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 5 16 18 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,230
COMMITMENTS
4,710 360 1,570 7,570 11,640 13,850 13,570 380 660
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,500)
1,620 80 360 -400 720 1,580 1,160 -80 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 2.5 11.0 53.2 81.8 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 18 18 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,730
COMMITMENTS
3,090 280 1,210 7,970 10,920 12,270 12,410 460 320
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 120)
-60 -320 80 0 660 20 420 100 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 2.2 9.5 62.6 85.8 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 19 16 22 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 771,615
COMMITMENTS
108,262 88,415 109,187 496,818 500,964 714,267 698,566 57,348 73,049
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -35,533)
9,025 1,741 -10,548 -32,579 -21,165 -34,102 -29,972 -1,431 -5,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 11.5 14.2 64.4 64.9 92.6 90.5 7.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 89 87 83 94 206 216
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 807,148
COMMITMENTS
99,237 86,674 119,735 529,397 522,129 748,369 728,538 58,779 78,610
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 23,602)
7,090 -4,098 -13,460 32,458 36,476 26,088 18,918 -2,486 4,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 10.7 14.8 65.6 64.7 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
73 77 97 83 94 217 222
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,773
COMMITMENTS
8,100 5,112 412 2,543 7,672 11,055 13,196 2,718 577
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 504)
99 -84 48 502 786 649 750 -145 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 37.1 3.0 18.5 55.7 80.3 95.8 19.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
58 20 5 14 24 76 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,269
COMMITMENTS
8,001 5,196 364 2,041 6,886 10,406 12,446 2,863 823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 206)
-77 533 -1 135 -261 57 271 149 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 39.2 2.7 15.4 51.9 78.4 93.8 21.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 22 4 15 23 77 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,683
COMMITMENTS
7,796 800 15 722 8,552 8,533 9,367 3,150 2,316
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,303)
1,326 10 -84 -224 1,168 1,018 1,094 1,285 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 6.8 0.1 6.2 73.2 73.0 80.2 27.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 6 2 5 18 33 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,380
COMMITMENTS
6,470 790 99 946 7,384 7,515 8,273 1,865 1,107
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 574)
557 0 -34 -85 684 438 650 136 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 8.4 1.1 10.1 78.7 80.1 88.2 19.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
26 6 2 5 18 31 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 154,686
COMMITMENTS
37,875 7,992 9,587 90,895 125,624 138,357 143,203 16,329 11,483
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,335)
8,092 63 -1,529 -1,595 5,696 4,968 4,230 -3,633 -2,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 5.2 6.2 58.8 81.2 89.4 92.6 10.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
49 20 28 72 75 135 110
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,351
COMMITMENTS
29,783 7,929 11,116 92,490 119,928 133,389 138,973 19,962 14,378
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 11,761)
436 -1,242 -269 5,222 10,867 5,389 9,356 6,372 2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 5.2 7.2 60.3 78.2 87.0 90.6 13.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
45 18 30 66 78 123 116
Updated July 1, 2005