WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,660
COMMITMENTS
47,721 64,198 18,362 155,211 125,382 221,294 207,942 22,366 35,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 14,230)
2,419 -2,436 8,302 2,359 7,296 13,080 13,162 1,150 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 26.3 7.5 63.7 51.5 90.8 85.3 9.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
59 101 53 40 53 141 176
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
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 724,681
COMMITMENTS
150,084 74,725 63,148 389,188 399,305 602,420 537,178 122,261 187,503
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 38,245)
39,743 -3,776 -9,705 -3,266 49,042 26,772 35,561 11,473 2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.3 8.7 53.7 55.1 83.1 74.1 16.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
148 105 119 183 236 398 411
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
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,995
COMMITMENTS
3,572 374 24 1,832 6,072 5,428 6,470 2,567 1,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 434)
472 11 -87 -94 299 291 223 143 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 4.7 0.3 22.9 75.9 67.9 80.9 32.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 2 10 15 23 20
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
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,449
COMMITMENTS
65,890 25,523 17,367 134,892 169,448 218,149 212,338 59,300 65,111
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,108)
-3,059 -488 2,491 -437 -377 -1,005 1,626 2,113 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 9.2 6.3 48.6 61.1 78.6 76.5 21.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
123 70 68 108 130 267 237
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
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,187
COMMITMENTS
13,059 4,696 1,340 0 768 14,399 6,804 4,788 12,383
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,978)
568 1,187 1,121 0 -172 1,689 2,136 289 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 24.5 7.0 0.0 4.0 75.0 35.5 25.0 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 10 0 3 14 20
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 146,273
COMMITMENTS
39,689 9,854 16,081 62,038 106,896 117,808 132,831 28,465 13,442
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,950)
2,772 1,221 -914 -3,609 -5,068 -1,751 -4,761 -3,199 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 6.7 11.0 42.4 73.1 80.5 90.8 19.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
58 20 27 40 37 113 76
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,767
COMMITMENTS
95,418 78,673 11,647 357,376 321,947 464,441 412,267 108,326 160,500
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -12,079)
-6,021 -17,622 1,264 6,902 3,169 2,145 -13,189 -14,224 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.7 2.0 62.4 56.2 81.1 72.0 18.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 27 22 57 70 96 110
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,838
COMMITMENTS
26,227 1,408 15,375 48,753 90,312 90,355 107,095 33,483 16,743
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,365)
556 -1,363 1,071 -1,877 506 -250 214 1,615 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.1 12.4 39.4 72.9 73.0 86.5 27.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 7 28 54 50 113 82
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
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,234
COMMITMENTS
2,936 1,422 1,083 1,812 2,861 5,831 5,366 1,403 1,868
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 334)
-106 -67 121 216 281 231 335 103 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 19.7 15.0 25.0 39.5 80.6 74.2 19.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 10 8 11 11 33 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,566
COMMITMENTS
102,187 108,455 122 210,383 150,329 312,692 258,906 54,874 108,660
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,867)
4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,549 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 29.5 0.0 57.2 40.9 85.1 70.4 14.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 27 2 45 42 60 69
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,853,596
COMMITMENTS
397,869 396,940 115,275 1146629 983,310 1659773 1495525 193,823 358,071
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 30,185)
-23,491 -13,706 36,107 39,697 30,223 52,313 52,624 -22,128 -22,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.4 6.2 61.9 53.0 89.5 80.7 10.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
45 69 44 85 114 156 201
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,754
COMMITMENTS
185,738 278,257 12,827 887,925 661,334 1086490 952,418 156,264 290,336
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 61,703)
26,884 43,202 436 43,767 -1,657 71,087 41,981 -9,384 19,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 22.4 1.0 71.4 53.2 87.4 76.6 12.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
41 34 14 65 78 111 121
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 399,900
COMMITMENTS
86,615 56,432 37,299 209,496 267,931 333,410 361,662 66,490 38,238
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 44,711)
13,086 6,037 5,599 20,531 22,658 39,216 34,294 5,495 10,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 14.1 9.3 52.4 67.0 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 27 26 51 44 95 81
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,218
COMMITMENTS
6,802 4,719 1 15,431 16,830 22,234 21,550 5,984 6,668
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -800)
-43 -41 0 -120 -313 -163 -354 -637 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 16.7 0.0 54.7 59.6 78.8 76.4 21.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 8 1 18 10 32 18
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 AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,828
COMMITMENTS
8,566 25,119 527 29,790 13,507 38,883 39,153 10,945 10,675
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,285)
-1,038 707 -57 1,124 611 29 1,261 1,256 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 50.4 1.1 59.8 27.1 78.0 78.6 22.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 28 4 15 13 33 43
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,110
COMMITMENTS
3,754 5,348 1,023 32,031 29,839 36,808 36,210 302 900
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -482)
-212 -473 0 -193 -116 -405 -589 -77 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.4 2.8 86.3 80.4 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 17 4 18 22 28 40
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
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,076
COMMITMENTS
1,336 1,879 931 15,266 12,576 17,533 15,386 4,543 6,690
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,468)
-318 114 167 1,224 905 1,073 1,186 395 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.5 4.2 69.2 57.0 79.4 69.7 20.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 8 25 18 34 28
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,342
COMMITMENTS
12,826 26,247 26,725 48,207 21,609 87,758 74,581 11,584 24,761
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,371)
314 -279 4,944 -736 -701 4,522 3,964 -151 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 26.4 26.9 48.5 21.8 88.3 75.1 11.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 57 43 20 29 86 106
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,406
COMMITMENTS
505 946 70 712 444 1,287 1,460 1,119 946
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -305)
-66 -78 -29 -10 -159 -105 -266 -200 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 39.3 2.9 29.6 18.5 53.5 60.7 46.5 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 12 4 9 5 21 19
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,552
COMMITMENTS
31,344 37,663 16,598 74,679 58,532 122,621 112,793 19,931 29,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,619)
2,232 55 2,913 2,192 3,713 7,337 6,681 282 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 26.4 11.6 52.4 41.1 86.0 79.1 14.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 69 59 62 87 144 198
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,216
COMMITMENTS
969 820 21 833 1,067 1,823 1,908 1,393 1,308
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -380)
92 -122 -93 -149 19 -150 -196 -230 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 25.5 0.7 25.9 33.2 56.7 59.3 43.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 4 12 8 22 19
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,722
COMMITMENTS
7,680 3,956 3,309 7,900 5,206 18,889 12,471 4,833 11,251
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -124)
-2,270 218 758 977 496 -535 1,472 411 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 16.7 13.9 33.3 21.9 79.6 52.6 20.4 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
35 26 25 34 41 84 80
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,255
COMMITMENTS
35,684 9,859 543 23,890 65,844 60,117 76,246 31,138 15,009
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -168)
402 -2,220 3 -1,153 3,197 -748 980 580 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 10.8 0.6 26.2 72.2 65.9 83.6 34.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 7 2 21 24 50 33
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,416
COMMITMENTS
6,019 42,511 1 59,067 7,684 65,087 50,196 7,329 22,220
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,891)
3,028 1,572 1 1,145 1,479 4,174 3,052 -1,283 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 58.7 0.0 81.6 10.6 89.9 69.3 10.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 27 1 9 8 11 36
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 94,641
COMMITMENTS
74,606 4,382 240 11,198 84,265 86,044 88,887 8,597 5,754
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,703)
-4,581 -509 75 -1,173 -5,243 -5,679 -5,677 -24 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 4.6 0.3 11.8 89.0 90.9 93.9 9.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 15 14 78 22
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,596
COMMITMENTS
11,268 36,892 10 48,718 21,784 59,996 58,686 17,600 18,910
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,479)
2,201 5,244 0 701 -508 2,902 4,736 577 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 47.5 0.0 62.8 28.1 77.3 75.6 22.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 24 1 18 20 29 44
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,697
COMMITMENTS
9,165 68,221 476 133,055 67,280 142,696 135,977 26,001 32,720
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,738)
-1,665 -5,685 -1,068 6,686 10,416 3,953 3,663 1,785 2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 40.4 0.3 78.9 39.9 84.6 80.6 15.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 38 3 26 24 41 64
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
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,052
COMMITMENTS
23,055 34,925 293 74,964 60,278 98,312 95,496 44,740 47,556
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,766)
-1,212 2,810 -192 2,034 1,150 630 3,768 2,136 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.4 0.2 52.4 42.1 68.7 66.8 31.3 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 31 5 27 28 54 62
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,913
COMMITMENTS
9,372 1,000 360 47,036 54,223 56,768 55,583 4,145 5,330
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -24,172)
-14,089 -166 310 -6,344 -17,523 -20,123 -17,379 -4,049 -6,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 1.6 0.6 77.2 89.0 93.2 91.2 6.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 10 15 13 17
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,318,861
COMMITMENTS
772,012 911,185 806,329 4903921 4160089 6482262 5877603 836,599 1441258
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,781)
31,264 179,065 4,652 34,078 -71,322 69,994 112,395 -81,775 -124,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 12.4 11.0 67.0 56.8 88.6 80.3 11.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
44 66 83 126 137 216 243
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 656,661
COMMITMENTS
56,475 42,991 4,555 468,997 504,548 530,027 552,094 126,634 104,567
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,458)
2,725 -363 -1,351 -5,735 -4,001 -4,361 -5,715 1,903 3,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.5 0.7 71.4 76.8 80.7 84.1 19.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
34 26 14 86 63 129 94
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 948,367
COMMITMENTS
136,355 238,163 6,976 472,874 607,771 616,205 852,910 332,162 95,457
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,639)
19,321 -12,196 -4,786 -34,025 20,074 -19,490 3,092 17,851 -4,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.1 0.7 49.9 64.1 65.0 89.9 35.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
36 55 15 53 59 99 119
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,266
COMMITMENTS
1,060 337 0 6,543 10,960 7,603 11,297 4,663 969
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4)
0 -16 0 18 3 18 -13 -22 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.7 0.0 53.3 89.4 62.0 92.1 38.0 7.9
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 07/12/05 |
--------------------------------------------------------------| 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,841
COMMITMENTS
8,875 1,584 0 17,455 25,387 26,330 26,971 4,511 3,870
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -729)
353 292 -123 -960 -1,048 -730 -879 1 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 5.1 0.0 56.6 82.3 85.4 87.5 14.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 0 16 19 24 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,712
COMMITMENTS
7,370 7,104 0 26,167 31,857 33,537 38,961 14,175 8,751
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,669)
921 -1,681 0 -180 -938 741 -2,619 -3,410 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.9 0.0 54.8 66.8 70.3 81.7 29.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 12 0 28 22 40 34
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,459
COMMITMENTS
99,804 72,397 1,791 144,453 158,689 246,048 232,877 20,411 33,582
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,744)
28,170 -3,377 -1,240 -16,376 37,378 10,554 32,761 -2,810 -25,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 27.2 0.7 54.2 59.6 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 54 9 35 42 110 100
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,659
COMMITMENTS
16,209 9,453 7 32,041 38,703 48,257 48,163 15,402 15,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831)
-1,659 141 0 2,823 -880 1,164 -739 -1,995 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.8 0.0 50.3 60.8 75.8 75.7 24.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 1 16 16 24 25
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,274
COMMITMENTS
778 4,244 0 23,431 19,290 24,209 23,534 5,065 5,740
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 189)
-22 194 0 94 -1,607 72 -1,413 117 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 14.5 0.0 80.0 65.9 82.7 80.4 17.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 21 31 31
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 (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 224,709
COMMITMENTS
26,083 43,567 880 184,792 170,003 211,755 214,450 12,954 10,259
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,726)
-947 -226 -187 -1,320 275 -2,454 -138 -272 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 19.4 0.4 82.2 75.7 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 36 5 35 47 63 86
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,610
COMMITMENTS
13,414 7,083 411 12,320 21,970 26,145 29,464 11,465 8,146
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,446)
1,352 1,146 -19 972 730 2,305 1,857 141 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 18.8 1.1 32.8 58.4 69.5 78.3 30.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 13 3 16 20 44 35
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 22,289
COMMITMENTS
5,592 0 70 12,129 5,694 17,791 5,764 4,498 16,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,938)
628 -200 70 2,733 3,494 3,431 3,364 1,507 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 0.0 0.3 54.4 25.5 79.8 25.9 20.2 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 0 1 9 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,959
COMMITMENTS
1,153 2,366 107 14,289 22,338 15,549 24,811 13,410 4,148
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 624)
-142 55 -334 981 339 505 60 119 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.2 0.4 49.3 77.1 53.7 85.7 46.3 14.3
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 07/12/05 |
--------------------------------------------------------------| 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
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,213
COMMITMENTS
43,198 21,296 13,183 38,382 80,908 94,763 115,387 33,450 12,826
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,934)
1,447 2,405 2,404 1,098 92 4,949 4,901 -15 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 16.6 10.3 29.9 63.1 73.9 90.0 26.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
91 32 28 24 31 124 84
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,141
COMMITMENTS
39,644 22,767 17,077 38,690 57,185 95,411 97,029 15,730 14,112
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,735)
2,922 1,126 971 -353 1,531 3,540 3,628 1,195 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 20.5 15.4 34.8 51.5 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
64 61 47 43 40 144 121
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
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 270,001
COMMITMENTS
116,572 62,461 23,347 75,991 160,039 215,910 245,847 54,091 24,154
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 110)
-8,013 11,598 -185 9,853 -17,007 1,655 -5,594 -1,545 5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 23.1 8.6 28.1 59.3 80.0 91.1 20.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
127 59 41 42 43 187 131
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
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,922
COMMITMENTS
4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932)
-1,538 2 32 222 -1,278 -1,284 -1,244 352 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 2 10 6 6 38 17
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
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,964
COMMITMENTS
21,208 6,664 1,277 45,053 56,984 67,538 64,925 16,426 19,039
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,510)
1,551 -368 -771 2,543 5,464 3,323 4,325 187 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.9 1.5 53.7 67.9 80.4 77.3 19.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 15 10 44 56 89 75
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 - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 25,702
COMMITMENTS
2,428 1,241 677 17,004 16,963 20,109 18,881 5,593 6,821
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -410)
-12 -282 321 -869 -283 -560 -244 150 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 4.8 2.6 66.2 66.0 78.2 73.5 21.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 8 5 22 20 33 29
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 92,001
COMMITMENTS
20,603 23,421 2,427 57,148 56,575 80,178 82,423 11,823 9,578
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,770)
348 8,004 -1,034 1,935 -6,798 1,249 172 521 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 25.5 2.6 62.1 61.5 87.1 89.6 12.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
57 57 32 51 45 129 115
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,314
COMMITMENTS
14,321 2,163 1,570 12,099 26,827 27,990 30,560 4,324 1,754
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,823)
-2,819 -768 -323 1,640 -899 -1,502 -1,990 -321 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 6.7 4.9 37.4 83.0 86.6 94.6 13.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
57 11 17 19 18 83 40
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
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,143
COMMITMENTS
23,761 24,726 2,440 92,410 94,779 118,611 121,945 8,532 5,198
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 640)
104 1,612 -445 125 -1,301 -216 -134 856 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 19.4 1.9 72.7 74.5 93.3 95.9 6.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
47 48 16 51 37 107 96
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 410,328
COMMITMENTS
127,970 46,542 25,632 189,988 300,121 343,590 372,295 66,738 38,033
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 15,974)
5,539 -6,863 9,219 -367 13,439 14,391 15,795 1,583 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.3 6.2 46.3 73.1 83.7 90.7 16.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
66 31 38 52 47 139 101
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
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,874
COMMITMENTS
26,761 16,400 7,178 50,038 62,984 83,977 86,562 10,897 8,312
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 517)
-1,410 594 231 1,125 -960 -54 -135 571 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 17.3 7.6 52.7 66.4 88.5 91.2 11.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
96 71 49 85 88 205 194
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,038
COMMITMENTS
17,475 1,741 2,245 6,273 23,446 25,993 27,432 3,045 1,606
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 986)
529 338 78 1,754 640 2,361 1,056 -1,375 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 6.0 7.7 21.6 80.7 89.5 94.5 10.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
30 8 8 7 4 43 16
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,861
COMMITMENTS
30,882 21,319 24,141 88,548 107,288 143,571 152,748 35,290 26,113
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,438)
-1,119 -4,495 -3,621 4,974 7,689 234 -427 -5,672 -5,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.9 13.5 49.5 60.0 80.3 85.4 19.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
31 24 32 62 58 114 95
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 512,089
COMMITMENTS
48,327 72,426 167,083 224,046 243,546 439,456 483,055 72,633 29,034
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 17,613)
-232 3,067 7,420 11,417 8,741 18,605 19,228 -992 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 14.1 32.6 43.8 47.6 85.8 94.3 14.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 44 65 95 81 186 154
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,062
COMMITMENTS
8,053 3,870 1,462 23,638 23,850 33,153 29,182 4,909 8,880
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -160)
-2,512 240 180 1,583 -1,132 -749 -712 589 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 10.2 3.8 62.1 62.7 87.1 76.7 12.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 12 20 16
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,105
COMMITMENTS
3,464 29,142 15,291 98,751 79,162 117,506 123,595 10,599 4,510
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 703)
3,105 7,911 -8,909 6,703 3,563 899 2,565 -196 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 22.7 11.9 77.1 61.8 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 5 25 26 30 31
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,509
COMMITMENTS
27,917 11,347 2,684 38,028 49,433 68,629 63,464 3,880 9,045
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,524)
3,096 0 0 1,002 3,792 4,098 3,792 426 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 15.6 3.7 52.4 68.2 94.6 87.5 5.4 12.5
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 07/12/05 |
--------------------------------------------------------------| 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,797
COMMITMENTS
0 10,072 5,153 47,821 38,076 52,974 53,301 3,823 3,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,834)
0 4,845 -959 4,219 -1,776 3,260 2,110 -426 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.7 9.1 84.2 67.0 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 18 17 20 21
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,576
COMMITMENTS
1,866 15,382 7,183 50,006 34,293 59,055 56,858 4,521 6,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,523)
912 889 788 4,688 2,427 6,388 4,104 -865 1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 24.2 11.3 78.7 53.9 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 6 24 20 30 26
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,457
COMMITMENTS
0 397 1,410 44,111 38,656 45,521 40,463 936 5,994
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,292)
-639 397 -87 6,018 1,086 5,292 1,396 0 3,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 3.0 95.0 83.2 98.0 87.1 2.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 18 19 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,407
COMMITMENTS
0 13,201 605 53,186 44,459 53,791 58,265 9,616 5,142
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 268)
0 4,719 -2,171 1,830 -2,552 -341 -4 609 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.8 1.0 83.9 70.1 84.8 91.9 15.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,055
COMMITMENTS
46,055 50,823 4,453 46,744 43,020 97,252 98,296 5,803 4,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,614)
2,614 12,144 1,220 9,718 -662 13,552 12,702 -938 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 49.3 4.3 45.4 41.7 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 17 21 20 24
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,776
COMMITMENTS
780 4,714 1,077 28,591 22,201 30,448 27,992 6,328 8,784
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,583)
-372 3,123 -803 3,386 93 2,211 2,413 372 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 12.8 2.9 77.7 60.4 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,140,001
COMMITMENTS
295,321 62,869 211,984 615,120 852,485 1122425 1127338 17,576 12,663
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,013)
13,226 2,754 -2,267 5,125 14,654 16,084 15,141 -4,071 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 5.5 18.6 54.0 74.8 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 84 80 120 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,150
COMMITMENTS
27,895 36,186 61,271 95,946 86,398 185,112 183,855 2,038 3,295
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 11,931)
-6,655 -3,565 8,761 9,388 6,296 11,494 11,492 437 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.3 32.7 51.3 46.2 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 7 17 27 28 46 46
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 71,269
COMMITMENTS
20,465 3,980 16,875 33,259 50,014 70,599 70,869 670 400
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,181)
-780 -140 810 1,891 1,271 1,921 1,941 260 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 5.6 23.7 46.7 70.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 9 36 32 45 42
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,153 1,179 4,202 17,925 20,412 25,280 25,793 1,104 591
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 182)
0 -154 82 -922 762 -840 690 1,022 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 4.5 15.9 67.9 77.4 95.8 97.8 4.2 2.2
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 07/12/05 |
--------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,852
COMMITMENTS
780 3,788 2,437 7,083 4,077 10,300 10,302 552 550
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,618)
86 1,018 86 894 -36 1,066 1,068 552 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 34.9 22.5 65.3 37.6 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 16 15 21 19
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
2,398 2,971 546 8,442 7,696 11,386 11,213 553 726
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 24.9 4.6 70.7 64.5 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,236
COMMITMENTS
3,260 1,624 2,640 5,936 7,402 11,836 11,666 400 570
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -916)
40 4 0 -256 -200 -216 -196 -700 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 13.3 21.6 48.5 60.5 96.7 95.3 3.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 4 16 15 22 19
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,150
COMMITMENTS
9,610 280 1,170 8,890 17,720 19,670 19,170 480 980
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,180)
700 0 120 340 660 1,160 780 20 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 1.4 5.8 44.1 87.9 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 20 22 24
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 822,636
COMMITMENTS
108,705 89,806 137,627 511,125 523,348 757,457 750,781 65,179 71,855
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,560)
-13,564 1,566 4,632 9,006 -4,440 74 1,758 -5,634 -7,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.9 16.7 62.1 63.6 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
66 82 94 80 91 213 216
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,868
COMMITMENTS
8,476 5,527 26 2,562 7,073 11,064 12,626 2,804 1,242
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 105)
181 225 -36 -75 -101 70 88 35 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 39.9 0.2 18.5 51.0 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
58 23 2 11 24 70 48
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,869
COMMITMENTS
4,140 870 111 1,544 5,774 5,795 6,755 2,074 1,114
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -39)
51 10 -34 -19 -74 -2 -98 -37 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 11.1 1.4 19.6 73.4 73.6 85.8 26.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 2 9 12 25 22
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,927
COMMITMENTS
41,980 9,707 9,699 87,989 128,155 139,668 147,561 18,259 10,366
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,227)
-4,013 2,749 -319 4,750 -1,039 418 1,391 -3,645 -4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 6.1 6.1 55.7 81.1 88.4 93.4 11.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
52 19 28 70 76 139 108
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
Updated July 29, 2005