WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,430
COMMITMENTS
45,302 66,634 10,060 152,852 118,086 208,214 194,780 21,216 34,650
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -398)
-2,769 4,335 611 3,528 -7,528 1,370 -2,582 -1,768 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 29.0 4.4 66.6 51.5 90.8 84.9 9.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 99 47 40 54 133 168
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,828
COMMITMENTS
48,071 62,299 9,449 149,324 125,614 206,844 197,362 22,984 32,466
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,892)
845 2,947 -2,466 2,672 1,172 1,051 1,653 -2,943 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.1 4.1 65.0 54.7 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
64 95 43 39 57 137 165
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 686,436
COMMITMENTS
110,341 78,501 72,853 392,454 350,263 575,648 501,617 110,788 184,819
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,816)
5,371 -7,026 -12,221 7,587 16,355 737 -2,892 -3,553 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.4 10.6 57.2 51.0 83.9 73.1 16.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
122 113 116 170 205 367 379
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 689,252
COMMITMENTS
104,970 85,527 85,074 384,867 333,908 574,911 504,509 114,341 184,743
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -18,243)
-3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264 -7,391 -5,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 12.4 12.3 55.8 48.4 83.4 73.2 16.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
123 103 120 166 198 369 371
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,561
COMMITMENTS
3,100 363 111 1,926 5,773 5,137 6,247 2,424 1,314
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 248)
83 55 -3 121 128 201 180 47 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 4.8 1.5 25.5 76.4 67.9 82.6 32.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 12 16 25 22
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,313
COMMITMENTS
3,017 308 114 1,805 5,645 4,936 6,067 2,377 1,246
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 128)
154 -415 -32 12 554 134 107 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 4.2 1.6 24.7 77.2 67.5 83.0 32.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 4 4 10 17 24 23
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,341
COMMITMENTS
68,949 26,011 14,876 135,329 169,825 219,154 210,712 57,187 65,629
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -14,294)
-3,463 680 -6,545 -2,286 -6,945 -12,294 -12,810 -2,000 -1,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 9.4 5.4 49.0 61.5 79.3 76.3 20.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
124 63 74 96 128 260 238
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,635
COMMITMENTS
72,412 25,331 21,421 137,615 176,770 231,448 223,522 59,187 67,113
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -26,600)
-8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358 -3,864 -7,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.7 7.4 47.3 60.8 79.6 76.9 20.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
126 60 87 95 128 268 252
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,209
COMMITMENTS
12,491 3,509 219 0 940 12,710 4,668 4,499 12,541
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 99)
-4 314 80 0 24 76 418 23 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.6 20.4 1.3 0.0 5.5 73.9 27.1 26.1 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 12 15
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,110
COMMITMENTS
12,495 3,195 139 0 916 12,634 4,250 4,476 12,860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,706)
-1,822 916 -125 0 -10 -1,947 781 241 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 18.7 0.8 0.0 5.4 73.8 24.8 26.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 11 16
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,223
COMMITMENTS
36,917 8,633 16,995 65,647 111,964 119,559 137,592 31,664 13,631
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -10,819)
-1,452 -1,595 -3,852 -8,899 -8,080 -14,203 -13,527 3,384 2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 5.7 11.2 43.4 74.0 79.1 91.0 20.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
56 17 28 41 41 113 80
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,042
COMMITMENTS
38,369 10,228 20,847 74,546 120,044 133,762 151,119 28,280 10,923
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,471)
-1,998 487 1,430 -3,523 -5,403 -4,091 -3,486 -1,380 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 6.3 12.9 46.0 74.1 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
57 17 34 44 44 121 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 584,846
COMMITMENTS
101,439 96,295 10,383 350,474 318,778 462,296 425,456 122,550 159,390
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -34,338)
-18,570 -10,640 -102 -5,195 -18,481 -23,867 -29,223 -10,471 -5,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.5 1.8 59.9 54.5 79.0 72.7 21.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
29 30 22 53 70 93 111
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,184
COMMITMENTS
120,009 106,935 10,485 355,669 337,259 486,163 454,679 133,021 164,505
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -37,993)
-29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385 2,722 -8,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.3 1.7 57.4 54.5 78.5 73.4 21.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 33 23 56 72 100 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 122,473
COMMITMENTS
25,671 2,771 14,304 50,630 89,806 90,605 106,881 31,868 15,592
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,175)
-1,586 628 -2,665 -1,610 -3,361 -5,861 -5,398 -314 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 2.3 11.7 41.3 73.3 74.0 87.3 26.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
50 13 26 51 47 112 82
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,648
COMMITMENTS
27,257 2,143 16,969 52,240 93,167 96,466 112,279 32,182 16,369
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -20,293)
-7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833 -2,646 -4,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.7 13.2 40.6 72.4 75.0 87.3 25.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 12 31 52 46 118 83
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,900
COMMITMENTS
3,042 1,489 962 1,596 2,580 5,600 5,031 1,300 1,869
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 224)
-342 -33 219 337 14 214 200 10 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 21.6 13.9 23.1 37.4 81.2 72.9 18.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 11 9 9 11 31 29
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,676
COMMITMENTS
3,384 1,522 743 1,259 2,566 5,386 4,831 1,290 1,845
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -704)
-301 -35 43 -441 -624 -699 -616 -5 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.8 11.1 18.9 38.4 80.7 72.4 19.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 10 9 11 10 33 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,433
COMMITMENTS
97,698 108,421 91 222,319 154,449 320,108 262,961 50,325 107,472
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 17,921)
487 12,575 -150 12,063 684 12,400 13,109 5,521 4,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 29.3 0.0 60.0 41.7 86.4 71.0 13.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 23 2 45 39 59 62
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 352,512
COMMITMENTS
97,211 95,846 241 210,256 153,765 307,708 249,852 44,804 102,660
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -13,421)
2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -11,279 -2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 27.2 0.1 59.6 43.6 87.3 70.9 12.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 22 2 44 39 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,823,411
COMMITMENTS
421,360 410,646 79,168 1106932 953,087 1607460 1442901 215,951 380,510
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 30,479)
-19,392 27,196 -9,431 69,196 8,571 40,373 26,336 -9,894 4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 22.5 4.3 60.7 52.3 88.2 79.1 11.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
40 78 44 78 118 148 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,792,932
COMMITMENTS
440,752 383,450 88,599 1037736 944,516 1567087 1416565 225,845 376,367
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -110,735)
49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671 15,665 -5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.4 4.9 57.9 52.7 87.4 79.0 12.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
41 75 42 78 117 146 207
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,181,051
COMMITMENTS
158,854 235,055 12,391 844,158 662,991 1015403 910,437 165,648 270,614
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 41,149)
-36,644 46,387 1,007 66,274 2,964 30,637 50,358 10,512 -9,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.9 1.0 71.5 56.1 86.0 77.1 14.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
36 35 15 64 79 108 121
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,902
COMMITMENTS
195,498 188,668 11,384 777,884 660,027 984,766 860,079 155,136 279,823
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,844)
-5,811 -5,251 -1,642 46,466 21,382 39,013 14,489 -20,169 4,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.6 1.0 68.2 57.9 86.4 75.5 13.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 36 20 62 77 108 125
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 355,189
COMMITMENTS
73,529 50,395 31,700 188,965 245,273 294,194 327,368 60,995 27,821
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 11,420)
5,138 -2,321 -3,912 2,972 18,932 4,198 12,699 7,222 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 14.2 8.9 53.2 69.1 82.8 92.2 17.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 27 26 44 41 86 79
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 343,769
COMMITMENTS
68,391 52,716 35,612 185,993 226,341 289,996 314,669 53,773 29,100
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -99,462)
-45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194 -3,266 -2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.3 10.4 54.1 65.8 84.4 91.5 15.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 23 27 47 43 86 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,018
COMMITMENTS
6,845 4,760 1 15,551 17,143 22,397 21,904 6,621 7,114
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 798)
940 -348 0 -133 1,169 807 821 -9 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 16.4 0.0 53.6 59.1 77.2 75.5 22.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 9 1 20 12 33 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,220
COMMITMENTS
5,905 5,108 1 15,684 15,974 21,590 21,083 6,630 7,137
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 422)
571 1,489 1 252 -258 824 1,232 -402 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.1 0.0 55.6 56.6 76.5 74.7 23.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 1 19 10 30 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 48,543
COMMITMENTS
9,604 24,412 584 28,666 12,896 38,854 37,892 9,689 10,651
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,963)
-3,633 275 124 8,550 3,589 5,041 3,988 -1,078 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 50.3 1.2 59.1 26.6 80.0 78.1 20.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 31 4 14 13 33 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,580
COMMITMENTS
13,237 24,137 460 20,116 9,307 33,813 33,904 10,767 10,676
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,402)
1,336 4,941 -251 7,540 2,883 8,625 7,573 -223 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 54.1 1.0 45.1 20.9 75.8 76.1 24.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 21 4 13 12 40 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,592
COMMITMENTS
3,966 5,821 1,023 32,224 29,955 37,213 36,799 379 793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -27)
10 113 -5 30 -70 35 38 -62 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.5 2.7 85.7 79.7 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 18 21 28 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,619
COMMITMENTS
3,956 5,708 1,028 32,194 30,025 37,178 36,761 441 858
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 465)
188 279 0 513 475 701 754 -236 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 15.2 2.7 85.6 79.8 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 18 4 18 23 28 42
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,608
COMMITMENTS
1,654 1,765 764 14,042 11,671 16,460 14,200 4,148 6,408
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 553)
219 57 -14 176 1,024 381 1,067 172 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.6 3.7 68.1 56.6 79.9 68.9 20.1 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 7 24 15 32 26
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,055
COMMITMENTS
1,435 1,708 778 13,866 10,647 16,079 13,133 3,976 6,922
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,878)
-583 -361 -259 -1,585 -1,718 -2,427 -2,338 -451 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 8.5 3.9 69.1 53.1 80.2 65.5 19.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 8 23 14 32 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,971
COMMITMENTS
12,512 26,526 21,781 48,943 22,310 83,236 70,617 11,735 24,354
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -951)
1,096 137 897 -394 493 1,599 1,527 -2,550 -2,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 27.9 22.9 51.5 23.5 87.6 74.4 12.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 50 39 18 26 80 104
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,922
COMMITMENTS
11,416 26,389 20,884 49,337 21,817 81,637 69,090 14,285 26,832
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,418)
1,587 -665 2,730 -573 733 3,744 2,798 674 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 27.5 21.8 51.4 22.7 85.1 72.0 14.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
35 58 42 22 28 86 111
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,711
COMMITMENTS
571 1,024 99 722 603 1,392 1,726 1,319 985
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -130)
-27 135 -72 -60 -35 -159 28 29 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 37.8 3.7 26.6 22.2 51.3 63.7 48.7 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 18 6 8 5 24 24
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,841
COMMITMENTS
598 889 171 782 638 1,551 1,698 1,290 1,143
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -461)
49 -241 20 -293 -148 -224 -369 -237 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 31.3 6.0 27.5 22.5 54.6 59.8 45.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 16 8 7 3 25 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,933
COMMITMENTS
29,112 37,608 13,685 72,487 54,819 115,284 106,112 19,649 28,821
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 10,280)
-548 3,458 2,811 3,263 203 5,526 6,472 4,754 3,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 27.9 10.1 53.7 40.6 85.4 78.6 14.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
49 67 56 57 76 134 185
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 124,653
COMMITMENTS
29,660 34,150 10,874 69,224 54,616 109,758 99,640 14,895 25,013
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,020)
872 1,891 416 -2,985 -1,686 -1,697 621 677 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 27.4 8.7 55.5 43.8 88.1 79.9 11.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
44 64 46 48 74 115 169
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,596
COMMITMENTS
877 942 114 982 1,048 1,973 2,104 1,623 1,492
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 188)
-10 141 12 -222 -384 -220 -231 408 419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 26.2 3.2 27.3 29.1 54.9 58.5 45.1 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 14 2 14 9 22 24
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,408
COMMITMENTS
887 801 102 1,204 1,432 2,193 2,335 1,215 1,073
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -312)
-174 3 29 -140 31 -285 63 -27 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 23.5 3.0 35.3 42.0 64.3 68.5 35.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 11 5 15 13 25 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,846
COMMITMENTS
9,950 3,738 2,551 6,923 4,710 19,424 10,999 4,422 12,847
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,201)
932 -4 771 -529 13 1,174 780 27 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 15.7 10.7 29.0 19.8 81.5 46.1 18.5 53.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 21 26 30 39 89 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,645
COMMITMENTS
9,018 3,742 1,780 7,452 4,697 18,250 10,219 4,395 12,426
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,407)
1,025 108 122 135 662 1,282 892 125 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 16.5 7.9 32.9 20.7 80.6 45.1 19.4 54.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 24 23 30 40 87 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,423
COMMITMENTS
35,282 12,079 540 25,043 62,647 60,865 75,266 30,558 16,157
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 21,349)
15,918 -3,197 0 2,859 24,629 18,777 21,432 2,572 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 13.2 0.6 27.4 68.5 66.6 82.3 33.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 11 1 22 24 46 36
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 70,074
COMMITMENTS
19,364 15,276 540 22,184 38,018 42,088 53,834 27,986 16,240
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,448)
-1,595 -3,399 -51 1,997 557 351 -2,893 -1,799 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.8 0.8 31.7 54.3 60.1 76.8 39.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 10 1 23 22 40 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,525
COMMITMENTS
2,991 40,939 0 57,922 6,205 60,913 47,144 8,612 22,381
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,265)
1,297 -6,295 0 -6,017 1,472 -4,720 -4,823 455 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 58.9 0.0 83.3 8.9 87.6 67.8 12.4 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 23 0 7 6 8 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,790
COMMITMENTS
1,694 47,234 0 63,939 4,733 65,633 51,967 8,157 21,823
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 671)
-70 1,049 0 398 -135 328 914 343 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 64.0 0.0 86.6 6.4 88.9 70.4 11.1 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 29 0 12 4 14 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 100,344
COMMITMENTS
79,187 4,891 165 12,371 89,508 91,723 94,564 8,621 5,780
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -4,267)
-3,329 527 5 -1,319 -5,019 -4,643 -4,487 376 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 4.9 0.2 12.3 89.2 91.4 94.2 8.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
61 8 1 16 17 78 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,611
COMMITMENTS
82,516 4,364 160 13,690 94,527 96,366 99,051 8,245 5,560
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,466)
4,872 396 -340 -840 3,830 3,692 3,886 -226 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 4.2 0.2 13.1 90.4 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
61 7 1 15 16 77 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,117
COMMITMENTS
9,067 31,648 10 48,017 22,292 57,094 53,950 17,023 20,167
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 899)
-1,923 244 10 5,954 -1,055 4,041 -801 -3,142 1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 42.7 0.0 64.8 30.1 77.0 72.8 23.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 23 1 18 18 25 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,218
COMMITMENTS
10,990 31,404 0 42,063 23,347 53,053 54,751 20,165 18,467
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,220)
2,028 2,637 -175 1,118 3,588 2,971 6,050 3,249 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 42.9 0.0 57.4 31.9 72.5 74.8 27.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 22 0 17 15 27 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 162,959
COMMITMENTS
10,830 73,906 1,544 126,369 56,864 138,743 132,314 24,216 30,645
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 6,442)
-749 10,141 521 6,010 -4,504 5,782 6,158 660 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 45.4 0.9 77.5 34.9 85.1 81.2 14.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 36 5 25 22 44 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 156,517
COMMITMENTS
11,579 63,765 1,023 120,359 61,368 132,961 126,156 23,556 30,361
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,645)
735 1,076 167 7,671 7,885 8,573 9,128 72 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 40.7 0.7 76.9 39.2 84.9 80.6 15.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 33 4 26 20 45 55
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,286
COMMITMENTS
24,267 32,115 485 72,930 59,128 97,682 91,728 42,604 48,558
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -8,674)
1,248 -15,776 -1,208 -610 12,982 -570 -4,002 -8,104 -4,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 22.9 0.3 52.0 42.1 69.6 65.4 30.4 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 29 5 26 28 53 60
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,960
COMMITMENTS
23,019 47,891 1,693 73,540 46,146 98,252 95,730 50,708 53,230
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 9,788)
-8,797 1,834 121 10,681 -434 2,005 1,521 7,783 8,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 32.2 1.1 49.4 31.0 66.0 64.3 34.0 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 41 8 30 26 59 72
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,085
COMMITMENTS
23,461 1,166 50 53,380 71,746 76,891 72,962 8,194 12,123
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -299)
-1,587 245 -245 291 -3,814 -1,541 -3,814 1,242 3,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 1.4 0.1 62.7 84.3 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 9 15 12 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384
COMMITMENTS
25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957)
-274 0 50 8,568 8,818 8,344 8,868 613 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 9 16 13 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,330,642
COMMITMENTS
740,748 732,120 801,677 4869843 4231411 6412268 5765208 918,374 1565434
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -229,572)
-37,702 34,127 -21,322 -148,252 -210,749 -207,276 -197,944 -22,296 -31,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 10.0 10.9 66.4 57.7 87.5 78.6 12.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
43 61 82 122 133 213 234
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,214
COMMITMENTS
778,450 697,993 822,999 5018095 4442160 6619544 5963152 940,670 1597062
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -293)
-26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857 37,563 98,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.2 10.9 66.4 58.8 87.6 78.9 12.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
41 64 84 119 130 213 231
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 659,119
COMMITMENTS
53,750 43,354 5,906 474,732 508,549 534,388 557,809 124,731 101,310
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,642)
3,106 -4,192 1,468 269 -4,063 4,843 -6,787 -3,201 8,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 6.6 0.9 72.0 77.2 81.1 84.6 18.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
32 28 18 84 63 128 98
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 657,477
COMMITMENTS
50,644 47,546 4,438 474,463 512,612 529,545 564,596 127,932 92,881
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,344)
3,494 763 153 -4,456 -508 -809 408 -1,535 -2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 7.2 0.7 72.2 78.0 80.5 85.9 19.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
29 29 15 84 61 122 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 950,006
COMMITMENTS
117,034 250,359 11,762 506,899 587,697 635,695 849,818 314,311 100,188
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 91,839)
-30,464 50,088 946 65,155 38,750 35,637 89,784 56,202 2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 26.4 1.2 53.4 61.9 66.9 89.5 33.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 60 19 59 59 107 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 858,167
COMMITMENTS
147,498 200,271 10,816 441,744 548,947 600,058 760,034 258,109 98,133
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 22,044)
13,964 32,877 1,910 4,174 -18,969 20,048 15,818 1,996 6,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 23.3 1.3 51.5 64.0 69.9 88.6 30.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
42 54 12 58 57 106 117
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,270
COMMITMENTS
1,060 353 0 6,525 10,957 7,585 11,310 4,685 960
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -172)
-212 -5 0 59 -5 -153 -10 -19 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.9 0.0 53.2 89.3 61.8 92.2 38.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,442
COMMITMENTS
1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237)
312 134 0 -44 13 268 147 -31 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 14 16 17 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,570
COMMITMENTS
8,522 1,292 123 18,415 26,435 27,060 27,850 4,510 3,720
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 442)
-892 275 0 868 -69 -24 206 466 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.1 0.4 58.3 83.7 85.7 88.2 14.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 1 16 20 23 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,128
COMMITMENTS
9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010)
2,408 -375 -169 397 4,136 2,636 3,592 374 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 1 18 19 28 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,381
COMMITMENTS
6,449 8,785 0 26,347 32,795 32,796 41,580 17,585 8,801
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 342)
-433 719 0 791 2 358 721 -16 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.4 0.0 52.3 65.1 65.1 82.5 34.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 11 0 30 22 41 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,039
COMMITMENTS
6,882 8,066 0 25,556 32,793 32,438 40,859 17,601 9,180
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 598)
98 -35 0 -132 29 -34 -6 632 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 16.1 0.0 51.1 65.5 64.8 81.7 35.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 13 0 30 24 41 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,715
COMMITMENTS
71,634 75,774 3,031 160,829 121,311 235,494 200,116 23,221 58,599
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,713)
-10,003 -33,155 1,208 26,841 44,875 18,046 12,928 667 5,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 29.3 1.2 62.2 46.9 91.0 77.3 9.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
65 56 10 38 40 109 100
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,002
COMMITMENTS
81,637 108,929 1,823 133,988 76,436 217,448 187,188 22,554 52,814
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,429)
9,314 21,271 678 16,077 1,150 26,069 23,099 -7,640 -4,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 45.4 0.8 55.8 31.8 90.6 78.0 9.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 61 11 41 32 107 99
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,490
COMMITMENTS
17,868 9,312 7 29,218 39,583 47,093 48,902 17,397 15,588
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,121)
1,334 1,348 7 3,762 -655 5,103 700 -982 3,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 14.4 0.0 45.3 61.4 73.0 75.8 27.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 1 16 17 25 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,369
COMMITMENTS
16,534 7,964 0 25,456 40,238 41,990 48,202 18,379 12,167
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,023)
-7,913 6,491 0 1,533 -21,105 -6,380 -14,614 -2,643 5,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 13.2 0.0 42.2 66.7 69.6 79.8 30.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 0 17 18 27 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,085
COMMITMENTS
800 4,050 0 23,337 20,897 24,137 24,947 4,948 4,138
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -153)
-79 -269 0 -128 2,419 -207 2,150 54 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 13.9 0.0 80.2 71.8 83.0 85.8 17.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 28 22 31 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,238
COMMITMENTS
879 4,319 0 23,465 18,478 24,344 22,797 4,894 6,441
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273)
114 800 0 321 135 435 935 -162 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 14.8 0.0 80.3 63.2 83.3 78.0 16.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 22 31 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 227,435
COMMITMENTS
27,030 43,793 1,067 186,112 169,728 214,209 214,588 13,226 12,847
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -12,765)
2,844 -1,827 42 -14,880 -13,341 -11,994 -15,126 -771 2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 19.3 0.5 81.8 74.6 94.2 94.4 5.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
23 41 6 35 49 61 93
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,200
COMMITMENTS
24,186 45,620 1,025 200,992 183,069 226,203 229,714 13,997 10,486
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,741)
7,521 459 504 -578 6,504 7,447 7,467 -706 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 19.0 0.4 83.7 76.2 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 42 4 36 46 62 91
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,164
COMMITMENTS
12,062 5,937 430 11,348 21,240 23,840 27,607 11,324 7,557
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,186)
479 483 40 1,704 2,055 2,223 2,578 963 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 16.9 1.2 32.3 60.4 67.8 78.5 32.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 13 3 16 19 41 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,978
COMMITMENTS
11,583 5,454 390 9,644 19,185 21,617 25,029 10,361 6,949
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361)
708 -371 131 78 355 917 115 -556 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 17.1 1.2 30.2 60.0 67.6 78.3 32.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 12 3 14 18 40 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351
COMMITMENTS
4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 1 0 8 4 17 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,335
COMMITMENTS
1,295 2,311 441 13,308 21,999 15,044 24,751 13,291 3,584
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -583)
0 -496 -253 -301 192 -554 -557 -29 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.2 1.6 47.0 77.6 53.1 87.4 46.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918
COMMITMENTS
1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606)
30 -85 1 -143 -435 -112 -519 -494 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,279
COMMITMENTS
41,751 18,891 10,779 37,284 80,816 89,814 110,486 33,465 12,793
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 655)
-1,135 562 510 2,263 -715 1,638 357 -983 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 15.3 8.7 30.2 65.6 72.9 89.6 27.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
91 26 27 23 33 121 81
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,624
COMMITMENTS
42,886 18,329 10,269 35,021 81,531 88,176 110,129 34,448 12,495
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,738)
-10,096 11,994 -102 7,801 -14,337 -2,397 -2,445 659 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 14.9 8.4 28.6 66.5 71.9 89.8 28.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
94 28 26 23 30 123 79
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 106,406
COMMITMENTS
36,722 21,641 16,106 39,043 55,654 91,871 93,401 14,535 13,005
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,324)
3,199 1,475 1,267 -712 1,519 3,754 4,261 570 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 20.3 15.1 36.7 52.3 86.3 87.8 13.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
60 62 47 45 41 143 121
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,082
COMMITMENTS
33,523 20,166 14,839 39,755 54,135 88,117 89,140 13,965 12,942
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -10,857)
-8,324 -970 -1,495 686 -8,045 -9,133 -10,510 -1,724 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 19.8 14.5 38.9 53.0 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
56 59 44 43 42 133 119
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 269,891
COMMITMENTS
124,585 50,863 23,532 66,138 177,046 214,255 251,441 55,636 18,450
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -11,295)
-22,148 9,004 -247 11,391 -18,042 -11,004 -9,285 -291 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 18.8 8.7 24.5 65.6 79.4 93.2 20.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
123 50 39 40 42 181 118
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 281,186
COMMITMENTS
146,733 41,859 23,779 54,747 195,088 225,259 260,726 55,927 20,460
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -22,199)
-28,787 -3,730 -1,012 4,978 -20,255 -24,821 -24,997 2,622 2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 14.9 8.5 19.5 69.4 80.1 92.7 19.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
125 48 36 37 41 181 110
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,854
COMMITMENTS
6,470 2,430 562 2,363 8,760 9,395 11,752 3,459 1,102
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 459)
254 228 19 112 -69 385 178 74 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 18.9 4.4 18.4 68.1 73.1 91.4 26.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 6 6 37 17
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,395
COMMITMENTS
6,216 2,202 543 2,251 8,829 9,010 11,574 3,385 821
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 185)
93 185 -313 15 193 -205 65 390 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 17.8 4.4 18.2 71.2 72.7 93.4 27.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 2 7 5 6 33 14
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 80,454
COMMITMENTS
19,657 7,032 2,048 42,510 51,520 64,215 60,600 16,239 19,854
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,132)
-940 -105 -969 5,813 5,360 3,904 4,286 228 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 8.7 2.5 52.8 64.0 79.8 75.3 20.2 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 17 13 44 47 88 70
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,322
COMMITMENTS
20,597 7,137 3,017 36,697 46,160 60,311 56,314 16,011 20,008
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 842)
1,709 -914 102 -1,796 1,621 15 809 827 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.4 4.0 48.1 60.5 79.0 73.8 21.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
38 16 15 47 49 93 73
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,112
COMMITMENTS
2,440 1,523 356 17,873 17,246 20,669 19,125 5,443 6,987
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 208)
45 -21 103 -391 288 -243 370 451 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 5.8 1.4 68.4 66.0 79.2 73.2 20.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 5 3 20 19 29 26
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 25,904
COMMITMENTS
2,395 1,544 253 18,264 16,958 20,912 18,755 4,992 7,149
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,257)
472 396 -296 -796 -726 -620 -626 -637 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 6.0 1.0 70.5 65.5 80.7 72.4 19.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 5 2 19 19 27 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 90,231
COMMITMENTS
20,255 15,417 3,461 55,213 63,373 78,929 82,251 11,302 7,980
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,698)
-1,655 420 261 76 -2,898 -1,318 -2,217 -380 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 17.1 3.8 61.2 70.2 87.5 91.2 12.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
53 49 40 47 45 130 110
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 91,929
COMMITMENTS
21,910 14,997 3,200 55,137 66,271 80,247 84,468 11,682 7,461
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,687)
3,317 -5,278 939 -232 9,259 4,024 4,920 -337 -1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 16.3 3.5 60.0 72.1 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 50 34 48 45 134 105
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,137
COMMITMENTS
17,140 2,931 1,893 10,459 27,726 29,492 32,550 4,645 1,587
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 3,271)
1,477 -1,140 166 1,306 4,108 2,949 3,134 322 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 8.6 5.5 30.6 81.2 86.4 95.4 13.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
66 19 20 13 18 95 43
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,866
COMMITMENTS
15,663 4,071 1,727 9,153 23,618 26,543 29,416 4,323 1,450
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 280)
2,199 33 -252 -1,622 736 325 517 -45 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 13.2 5.6 29.7 76.5 86.0 95.3 14.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
58 21 16 16 17 87 41
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,503
COMMITMENTS
23,657 23,114 2,885 92,285 96,080 118,827 122,079 7,676 4,424
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 8,477)
439 8,238 1,519 5,563 882 7,521 10,639 956 -2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 18.3 2.3 73.0 76.0 93.9 96.5 6.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
61 44 21 48 37 113 101
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,026
COMMITMENTS
23,218 14,876 1,366 86,722 95,198 111,306 111,440 6,720 6,586
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 243)
494 1,845 -1,082 2,060 -4,252 1,472 -3,489 -1,229 3,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.6 1.2 73.5 80.7 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
57 30 11 48 36 110 74
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 394,354
COMMITMENTS
122,431 53,405 16,413 190,355 286,682 329,199 356,500 65,155 37,854
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,277)
11,742 -796 1,900 501 18,631 14,143 19,735 4,134 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 13.5 4.2 48.3 72.7 83.5 90.4 16.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
64 26 30 52 49 130 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 376,077
COMMITMENTS
110,689 54,201 14,513 189,854 268,051 315,056 336,765 61,021 39,312
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,125)
9,597 -9,963 -1,386 -11,560 6,895 -3,349 -4,454 -5,776 -4,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 14.4 3.9 50.5 71.3 83.8 89.5 16.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
62 27 31 50 47 127 92
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,357
COMMITMENTS
28,171 15,806 6,947 48,913 63,944 84,031 86,697 10,326 7,660
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,618)
539 270 1,875 1,172 1,701 3,586 3,846 1,032 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 16.8 7.4 51.8 67.8 89.1 91.9 10.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
101 63 47 79 85 204 182
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 89,739
COMMITMENTS
27,632 15,536 5,072 47,741 62,243 80,445 82,851 9,294 6,888
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -153)
800 736 -1,002 -217 -213 -419 -479 266 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 17.3 5.7 53.2 69.4 89.6 92.3 10.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
100 70 46 86 88 212 187
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,052
COMMITMENTS
16,946 1,403 2,167 4,519 22,806 23,632 26,376 4,420 1,676
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -5,769)
-6,499 -1,174 -15 208 -3,959 -6,306 -5,148 537 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 5.0 7.7 16.1 81.3 84.2 94.0 15.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
29 7 7 8 5 41 16
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,821
COMMITMENTS
23,445 2,577 2,182 4,311 26,765 29,938 31,524 3,883 2,297
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 2,586)
1,934 376 -94 127 1,700 1,967 1,982 619 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 7.6 6.5 12.7 79.1 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
33 8 7 8 6 46 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,299
COMMITMENTS
32,001 25,814 27,762 83,574 99,599 143,337 153,175 40,962 31,124
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -6,086)
-4,051 -2,386 -1,168 -2,217 -3,813 -7,436 -7,367 1,350 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 14.0 15.1 45.3 54.0 77.8 83.1 22.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
32 27 34 61 58 116 99
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,385
COMMITMENTS
36,052 28,200 28,930 85,791 103,412 150,773 160,542 39,612 29,843
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097)
4,845 2,090 -549 -7,959 -5,163 -3,663 -3,622 -1,434 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 14.8 15.2 45.1 54.3 79.2 84.3 20.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 30 35 54 57 114 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 494,476
COMMITMENTS
48,559 69,359 159,663 212,629 234,805 420,851 463,827 73,625 30,649
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 18,213)
10,075 1,982 9,444 -2,371 7,523 17,148 18,949 1,065 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 14.0 32.3 43.0 47.5 85.1 93.8 14.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
51 48 62 94 80 185 154
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 476,263
COMMITMENTS
38,484 67,377 150,219 215,000 227,282 403,703 444,878 72,560 31,385
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,620)
-1,882 1,445 4,779 3,142 -1,884 6,039 4,340 -1,419 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 14.1 31.5 45.1 47.7 84.8 93.4 15.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
54 45 56 92 78 175 153
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,222
COMMITMENTS
10,565 3,630 1,282 22,055 24,982 33,902 29,894 4,320 8,328
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 132)
-1,957 2,488 485 1,778 24 306 2,997 -174 -2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 9.5 3.4 57.7 65.4 88.7 78.2 11.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 13 18 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,090
COMMITMENTS
12,522 1,142 797 20,277 24,958 33,596 26,897 4,494 11,193
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,774)
1,098 -589 -611 -4,353 -2,356 -3,866 -3,556 1,092 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 3.0 2.1 53.2 65.5 88.2 70.6 11.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 14 13 18 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,402
COMMITMENTS
359 21,231 24,200 92,048 75,599 116,607 121,030 10,795 6,372
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -973)
-365 4,172 -4,029 2,922 -509 -1,472 -366 499 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 16.7 19.0 72.3 59.3 91.5 95.0 8.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 5 22 23 27 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,375
COMMITMENTS
724 17,059 28,229 89,126 76,108 118,079 121,396 10,296 6,979
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,267)
-62 510 604 -4,477 -5,984 -3,935 -4,870 -332 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 13.3 22.0 69.4 59.3 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 23 24 28 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,985
COMMITMENTS
24,821 11,347 2,684 37,026 45,641 64,531 59,672 3,454 8,313
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 4,857)
4,884 453 0 97 5,260 4,981 5,713 -124 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 16.7 3.9 54.5 67.1 94.9 87.8 5.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,128
COMMITMENTS
19,937 10,894 2,684 36,929 40,381 59,550 53,959 3,578 9,169
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,596)
1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577 174 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 17.3 4.3 58.5 64.0 94.3 85.5 5.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 13 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,963
COMMITMENTS
0 5,227 6,112 43,602 39,852 49,714 51,191 4,249 2,772
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -2,751)
0 -2,580 613 -3,976 -1,578 -3,363 -3,545 612 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.7 11.3 80.8 73.9 92.1 94.9 7.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 18 16 20 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,714
COMMITMENTS
0 7,807 5,499 47,578 41,430 53,077 54,736 3,637 1,978
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,780)
0 -394 -502 -2,468 -1,050 -2,970 -1,946 -810 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.8 9.7 83.9 73.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,053
COMMITMENTS
954 14,493 6,395 45,318 31,866 52,667 52,754 5,386 5,299
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 1,552)
-1,773 -729 1,186 2,025 3,105 1,438 3,562 114 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 25.0 11.0 78.1 54.9 90.7 90.9 9.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 23 19 28 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,501
COMMITMENTS
2,727 15,222 5,209 43,293 28,761 51,229 49,192 5,272 7,309
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,771)
235 -446 -2,827 -3,356 -5,330 -5,948 -8,603 177 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 26.9 9.2 76.6 50.9 90.7 87.1 9.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,165
COMMITMENTS
639 0 1,497 38,093 37,570 40,229 39,067 936 2,098
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 476)
-1,744 0 820 1,276 -344 352 476 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 0.0 3.6 92.5 91.3 97.7 94.9 2.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,689
COMMITMENTS
2,383 0 677 36,817 37,914 39,877 38,591 812 2,098
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,604)
-1,122 0 52 -100 -1,566 -1,170 -1,514 -434 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 1.7 90.5 93.2 98.0 94.8 2.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,139
COMMITMENTS
0 8,482 2,776 51,356 47,011 54,132 58,269 9,007 4,870
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,296)
0 576 -1,725 369 -147 -1,356 -1,296 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.4 4.4 81.3 74.5 85.7 92.3 14.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 19 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,435
COMMITMENTS
0 7,906 4,501 50,987 47,158 55,488 59,565 8,947 4,870
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,901)
0 938 -124 -2,658 -2,006 -2,782 -1,192 881 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 7.0 79.1 73.2 86.1 92.4 13.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 19 24 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,441
COMMITMENTS
43,441 38,679 3,233 37,026 43,682 83,700 85,594 6,741 4,847
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,366)
1,123 3,574 589 2,318 719 4,030 4,882 1,336 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 42.8 3.6 40.9 48.3 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 2 16 20 19 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,075
COMMITMENTS
42,318 35,105 2,644 34,708 42,963 79,670 80,712 5,405 4,363
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,715)
274 -67 -678 -5,546 -4,670 -5,950 -5,415 235 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 41.3 3.1 40.8 50.5 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 20 19 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,193
COMMITMENTS
1,152 1,591 1,880 25,205 22,108 28,237 25,579 5,956 8,614
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,555)
-620 463 -1,017 4,900 2,498 3,263 1,944 -708 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 4.7 5.5 73.7 64.7 82.6 74.8 17.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 15 16 18 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,638
COMMITMENTS
1,772 1,128 2,897 20,305 19,610 24,974 23,635 6,664 8,003
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -6,096)
-638 -1,442 44 -6,583 -4,055 -7,177 -5,453 1,081 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 3.6 9.2 64.2 62.0 78.9 74.7 21.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 16 17 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,127,988
COMMITMENTS
282,095 60,115 214,251 609,995 837,831 1106341 1112197 21,647 15,791
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 54,211)
31,067 8,136 13,205 8,885 30,197 53,157 51,538 1,054 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 5.3 19.0 54.1 74.3 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 83 80 119 116
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,073,777
COMMITMENTS
251,028 51,979 201,046 601,110 807,634 1053184 1060659 20,593 13,118
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -42,779)
-8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454 -6,186 -10,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 4.8 18.7 56.0 75.2 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
21 15 31 83 80 117 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,219
COMMITMENTS
34,550 39,751 52,510 86,558 80,102 173,618 172,363 1,601 2,856
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 5,573)
1,044 -3,350 5,814 -1,014 3,336 5,844 5,800 -271 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 22.7 30.0 49.4 45.7 99.1 98.4 0.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 7 17 26 27 45 45
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,646
COMMITMENTS
33,506 43,101 46,696 87,572 76,766 167,774 166,563 1,872 3,083
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,346)
345 839 1,604 1,833 823 3,782 3,266 564 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.4 27.5 51.6 45.3 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 16 26 25 43 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,088
COMMITMENTS
21,245 4,120 16,065 31,368 48,743 68,678 68,928 410 160
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,149)
1,840 180 502 227 1,999 2,569 2,681 -420 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 6.0 23.3 45.4 70.6 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 9 36 32 46 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,939
COMMITMENTS
19,405 3,940 15,563 31,141 46,744 66,109 66,247 830 692
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,060)
1,609 -1,373 155 -3,074 -122 -1,310 -1,340 250 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 5.9 23.2 46.5 69.8 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 9 35 30 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,202
COMMITMENTS
3,153 1,333 4,120 18,847 19,650 26,120 25,103 82 1,099
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,038)
-230 830 62 2,680 556 2,512 1,448 -474 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 5.1 15.7 71.9 75.0 99.7 95.8 0.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 19 22 24 25
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,164
COMMITMENTS
3,383 503 4,058 16,167 19,094 23,608 23,655 556 509
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,416)
106 176 -310 -1,768 -1,282 -1,972 -1,416 556 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.1 16.8 66.9 79.0 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 3 19 23 24 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,234
COMMITMENTS
694 2,770 2,351 6,189 4,113 9,234 9,234 0 0
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 156)
0 344 -264 674 76 410 156 -254 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 30.0 25.5 67.0 44.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 17 16 21 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,078
COMMITMENTS
694 2,426 2,615 5,515 4,037 8,824 9,078 254 0
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -558)
464 16 -130 -1,146 -190 -812 -304 254 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 26.7 28.8 60.8 44.5 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 16 19 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,152
COMMITMENTS
3,220 1,620 2,640 6,192 7,602 12,052 11,862 1,100 1,290
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 952)
140 -720 40 292 912 472 232 480 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 12.3 20.1 47.1 57.8 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 17 16 22 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,200
COMMITMENTS
3,080 2,340 2,600 5,900 6,690 11,580 11,630 620 570
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,150)
360 160 -820 -330 -290 -790 -950 -360 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.2 21.3 48.4 54.8 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 17 16 22 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 18,970
COMMITMENTS
8,910 280 1,050 8,550 17,060 18,510 18,390 460 580
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 2,820)
1,160 -80 0 1,620 2,920 2,780 2,840 40 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 1.5 5.5 45.1 89.9 97.6 96.9 2.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 21 22 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,150
COMMITMENTS
7,750 360 1,050 6,930 14,140 15,730 15,550 420 600
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,540)
2,420 0 -200 -660 1,800 1,560 1,600 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 2.2 6.5 42.9 87.6 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 18 20 21 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 828,196
COMMITMENTS
122,269 88,240 132,995 502,119 527,788 757,383 749,023 70,813 79,173
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,222)
992 -279 4,050 8,847 16,822 13,889 20,593 333 -6,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 10.7 16.1 60.6 63.7 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
80 85 97 80 88 222 220
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 813,974
COMMITMENTS
121,277 88,519 128,945 493,272 510,966 743,494 728,430 70,480 85,544
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 30,771)
8,708 -2,042 6,790 11,914 23,114 27,412 27,862 3,359 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 10.9 15.8 60.6 62.8 91.3 89.5 8.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
75 82 93 78 86 215 213
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,763
COMMITMENTS
8,295 5,302 62 2,637 7,174 10,994 12,538 2,769 1,225
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -9)
-107 -242 20 77 336 -10 114 1 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 38.5 0.5 19.2 52.1 79.9 91.1 20.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
55 22 2 11 24 68 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,772
COMMITMENTS
8,402 5,544 42 2,560 6,838 11,004 12,424 2,768 1,348
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -295)
249 287 -373 -156 -742 -280 -828 -15 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 40.3 0.3 18.6 49.7 79.9 90.2 20.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
58 27 2 11 22 71 49
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,908
COMMITMENTS
4,089 860 145 1,563 5,848 5,797 6,853 2,111 1,055
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: -1,162)
-1,514 40 107 816 -1,197 -591 -1,050 -571 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 10.9 1.8 19.8 74.0 73.3 86.7 26.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 8 3 9 13 26 23
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,070
COMMITMENTS
5,603 820 38 747 7,045 6,388 7,903 2,682 1,167
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,285)
-2,581 74 -422 247 -1,784 -2,756 -2,132 471 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 9.0 0.4 8.2 77.7 70.4 87.1 29.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 6 3 8 18 32 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/12/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,154
COMMITMENTS
45,993 6,958 10,018 83,239 129,194 139,250 146,170 21,904 14,984
CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST: 14,455)
3,306 -425 2,451 3,950 8,374 9,707 10,400 4,748 4,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 4.3 6.2 51.7 80.2 86.4 90.7 13.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
53 19 30 65 76 134 112
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,699
COMMITMENTS
42,687 7,383 7,567 79,289 120,820 129,543 135,770 17,156 10,929
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097)
6,106 -482 -219 -8,894 -3,592 -3,007 -4,293 -2,090 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 5.0 5.2 54.0 82.4 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
56 19 27 61 72 129 107
Updated July 22, 2005