WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 257,888
COMMITMENTS
43,440 68,720 24,113 160,148 120,350 227,701 213,183 30,187 44,705
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 8,745)
-1,425 -1,159 2,932 -292 -554 1,215 1,219 7,530 7,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 26.6 9.4 62.1 46.7 88.3 82.7 11.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
55 100 52 40 52 137 173
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,143
COMMITMENTS
44,865 69,879 21,181 160,440 120,904 226,486 211,964 22,657 37,179
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 5,483)
-2,856 5,681 2,819 5,229 -4,478 5,192 4,022 291 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.0 8.5 64.4 48.5 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 101 52 39 48 133 172
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 743,559
COMMITMENTS
143,203 76,057 73,620 397,558 413,696 614,381 563,373 129,178 180,186
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,718)
2,528 1,072 913 -4,850 -754 -1,409 1,231 5,127 2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 10.2 9.9 53.5 55.6 82.6 75.8 17.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
143 98 119 194 235 408 405
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,841
COMMITMENTS
140,675 74,985 72,707 402,408 414,450 615,790 562,142 124,051 177,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 15,160)
-9,409 260 9,559 13,220 15,145 13,370 24,964 1,790 -9,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 10.1 9.8 54.4 56.0 83.2 76.0 16.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
136 105 128 193 234 413 412
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,734
COMMITMENTS
3,288 360 205 1,580 5,715 5,073 6,280 2,661 1,454
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -175)
-440 15 176 -144 -325 -408 -134 233 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 4.7 2.7 20.4 73.9 65.6 81.2 34.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 4 4 9 14 24 20
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,909
COMMITMENTS
3,728 345 29 1,724 6,040 5,481 6,414 2,428 1,495
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -86)
156 -29 5 -108 -32 53 -56 -139 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 4.4 0.4 21.8 76.4 69.3 81.1 30.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 3 9 14 24 18
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,292
COMMITMENTS
70,606 24,332 17,506 128,304 166,197 216,416 208,035 55,876 64,257
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -772)
1,591 -2,903 2,413 -3,719 1,731 285 1,241 -1,057 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 8.9 6.4 47.1 61.0 79.5 76.4 20.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
122 74 67 85 124 249 237
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,064
COMMITMENTS
69,015 27,235 15,093 132,023 164,466 216,131 206,794 56,933 66,270
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,385)
3,125 1,712 -2,274 -2,869 -4,982 -2,018 -5,544 -2,367 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 10.0 5.5 48.3 60.2 79.2 75.7 20.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
113 69 64 103 127 260 228
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,333
COMMITMENTS
35,437 11,681 16,932 58,867 96,298 111,236 124,911 26,097 12,422
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 259)
-1,337 2,111 2,330 -15 -3,340 978 1,101 -719 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 8.5 12.3 42.9 70.1 81.0 91.0 19.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
55 23 34 38 34 114 83
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,074
COMMITMENTS
36,774 9,570 14,602 58,882 99,638 110,258 123,810 26,816 13,264
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,199)
-2,915 -284 -1,479 -3,156 -7,258 -7,550 -9,021 -1,649 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.0 10.7 43.0 72.7 80.4 90.3 19.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
52 18 26 40 36 108 75
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 554,372
COMMITMENTS
77,271 83,775 6,308 366,151 306,042 449,730 396,125 104,642 158,247
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,700)
-10,998 11,445 -729 18,280 -14,703 6,553 -3,987 -8,253 2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.1 1.1 66.0 55.2 81.1 71.5 18.9 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
27 30 20 64 73 100 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 556,072
COMMITMENTS
88,269 72,330 7,037 347,871 320,745 443,177 400,112 112,895 155,960
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -16,695)
-7,149 -6,343 -4,610 -9,505 -1,202 -21,264 -12,155 4,569 -4,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.0 1.3 62.6 57.7 79.7 72.0 20.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 27 23 59 72 98 112
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 113,404
COMMITMENTS
22,271 2,590 17,972 42,059 78,201 82,302 98,763 31,102 14,641
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,998)
-2,825 1,378 2,912 -3,983 -8,909 -3,896 -4,619 -1,102 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 2.3 15.8 37.1 69.0 72.6 87.1 27.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
46 13 34 54 48 119 87
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 118,402
COMMITMENTS
25,096 1,212 15,060 46,042 87,110 86,198 103,382 32,204 15,020
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,436)
-1,131 -196 -315 -2,711 -3,202 -4,157 -3,713 -1,279 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.0 12.7 38.9 73.6 72.8 87.3 27.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
49 6 31 54 49 115 83
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,663
COMMITMENTS
2,865 1,277 1,372 2,088 3,156 6,325 5,805 1,338 1,858
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 158)
-205 -5 287 124 -17 206 265 -48 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 16.7 17.9 27.2 41.2 82.5 75.8 17.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 10 9 13 12 35 26
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,505
COMMITMENTS
3,070 1,282 1,085 1,964 3,173 6,119 5,540 1,386 1,965
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 271)
134 -140 2 152 312 288 174 -17 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 17.1 14.5 26.2 42.3 81.5 73.8 18.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 9 10 12 10 36 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,649
COMMITMENTS
105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,423 106,989
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 530)
2,545 7,307 222 -1,325 -6,047 1,442 1,482 -912 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 31.3 0.6 55.2 38.5 85.2 70.3 14.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 29 4 44 41 61 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,119
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,335 107,941
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,447)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -539 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,006,687
COMMITMENTS
488,007 376,932 121,689 1181143 1054995 1790839 1553616 215,848 453,071
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 96,875)
79,546 -8,119 -8,223 19,101 58,452 90,424 42,110 6,451 54,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 18.8 6.1 58.9 52.6 89.2 77.4 10.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
54 58 42 89 122 161 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,909,812
COMMITMENTS
408,461 385,051 129,912 1162042 996,543 1700415 1511506 209,397 398,306
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 56,216)
10,592 -11,889 14,637 15,413 13,233 40,642 15,981 15,574 40,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 20.2 6.8 60.8 52.2 89.0 79.1 11.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
46 64 44 76 116 146 200
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,450,245
COMMITMENTS
212,073 404,539 21,779 1084000 718,578 1317852 1144896 132,393 305,349
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 118,323)
18,355 53,837 326 98,950 47,168 117,631 101,331 692 16,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 27.9 1.5 74.7 49.5 90.9 78.9 9.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
37 42 20 67 80 109 137
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,922
COMMITMENTS
193,718 350,702 21,453 985,050 671,410 1200221 1043565 131,701 288,357
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 89,168)
7,980 72,445 8,626 97,125 10,076 113,731 91,147 -24,563 -1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 26.3 1.6 74.0 50.4 90.1 78.4 9.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 39 16 67 75 109 124
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 379,708
COMMITMENTS
115,455 54,550 38,716 174,646 253,207 328,817 346,473 50,891 33,235
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -53,187)
5,054 -447 -6,886 -44,586 -44,125 -46,418 -51,458 -6,769 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 14.4 10.2 46.0 66.7 86.6 91.2 13.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 21 29 41 37 84 73
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 432,895
COMMITMENTS
110,401 54,997 45,602 219,232 297,332 375,235 397,931 57,660 34,964
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 32,995)
23,786 -1,435 8,303 9,736 29,401 41,825 36,269 -8,830 -3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.7 10.5 50.6 68.7 86.7 91.9 13.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
31 25 32 52 42 100 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,723
COMMITMENTS
8,248 5,649 0 15,888 18,032 24,136 23,681 6,587 7,042
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 767)
345 524 -1 535 542 879 1,065 -112 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 18.4 0.0 51.7 58.7 78.6 77.1 21.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 9 0 19 12 33 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,956
COMMITMENTS
7,903 5,125 1 15,353 17,490 23,257 22,616 6,699 7,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,738)
1,101 406 0 -78 660 1,023 1,066 715 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 17.1 0.0 51.3 58.4 77.6 75.5 22.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 9 1 18 11 34 20
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 54,527
COMMITMENTS
12,556 30,204 471 29,251 12,390 42,278 43,065 12,249 11,462
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,674)
2,010 2,783 -187 -66 -977 1,757 1,619 -83 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 55.4 0.9 53.6 22.7 77.5 79.0 22.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 27 4 18 13 40 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,853
COMMITMENTS
10,546 27,421 658 29,317 13,367 40,521 41,446 12,332 11,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,025)
1,980 2,302 131 -473 -140 1,638 2,293 1,387 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 51.9 1.2 55.5 25.3 76.7 78.4 23.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 26 5 16 16 36 45
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259
COMMITMENTS
2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065)
-1,717 -378 -15 630 -642 -1,102 -1,035 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 18 4 21 20 30 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,908
COMMITMENTS
2,368 2,245 591 15,376 13,400 18,335 16,236 4,573 6,672
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 285)
81 354 -27 148 -15 202 312 83 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.8 2.6 67.1 58.5 80.0 70.9 20.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 7 9 21 17 32 30
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,623
COMMITMENTS
2,287 1,891 618 15,228 13,415 18,133 15,924 4,490 6,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 547)
951 12 -313 -38 839 600 538 -53 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.4 2.7 67.3 59.3 80.2 70.4 19.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 23 18 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,494
COMMITMENTS
13,735 23,031 20,659 49,322 24,720 83,716 68,410 11,778 27,084
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 837)
236 -2,685 165 -96 1,843 305 -677 532 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 24.1 21.6 51.6 25.9 87.7 71.6 12.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 50 38 25 31 86 101
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,657
COMMITMENTS
13,499 25,716 20,494 49,418 22,877 83,411 69,087 11,246 25,570
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,685)
673 -531 -6,231 1,211 1,268 -4,347 -5,494 -338 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 27.2 21.7 52.2 24.2 88.1 73.0 11.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
31 53 40 23 29 83 103
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,054
COMMITMENTS
805 807 5 482 462 1,292 1,274 762 780
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -165)
279 -70 -63 -158 81 58 -52 -223 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 39.3 0.2 23.5 22.5 62.9 62.0 37.1 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 11 2 6 4 13 16
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,219
COMMITMENTS
526 877 68 640 381 1,234 1,326 985 893
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -187)
21 -69 -2 -72 -63 -53 -134 -134 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 39.5 3.1 28.8 17.2 55.6 59.8 44.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 14 4 8 5 18 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 139,375
COMMITMENTS
33,991 35,059 16,948 72,381 60,955 123,320 112,962 16,055 26,413
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,677)
2,439 -1,979 3,989 -1,392 3,220 5,036 5,230 -2,359 -2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 25.2 12.2 51.9 43.7 88.5 81.0 11.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
59 62 63 54 85 142 192
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,698
COMMITMENTS
31,552 37,038 12,959 73,773 57,735 118,284 107,732 18,414 28,966
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,854)
208 -625 -3,639 -906 -797 -4,337 -5,061 -1,517 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 27.1 9.5 54.0 42.2 86.5 78.8 13.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 68 53 60 83 134 189
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,102
COMMITMENTS
1,116 1,228 274 1,072 1,018 2,462 2,520 1,640 1,582
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 561)
185 169 188 45 45 418 402 143 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 29.9 6.7 26.1 24.8 60.0 61.4 40.0 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 16 5 16 9 30 28
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,541
COMMITMENTS
931 1,059 86 1,027 973 2,044 2,118 1,497 1,423
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 325)
-38 239 65 194 -94 221 210 104 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 29.9 2.4 29.0 27.5 57.7 59.8 42.3 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 14 6 15 8 27 27
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,137
COMMITMENTS
7,477 3,978 4,012 8,748 5,808 20,237 13,798 4,900 11,339
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,414)
204 -175 541 590 1,040 1,335 1,406 79 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 15.8 16.0 34.8 23.1 80.5 54.9 19.5 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
31 28 22 40 43 88 80
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,723
COMMITMENTS
7,273 4,153 3,471 8,158 4,768 18,902 12,392 4,821 11,331
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1)
-407 197 162 258 -438 13 -79 -12 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 17.5 14.6 34.4 20.1 79.7 52.2 20.3 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 31 23 35 35 82 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,906
COMMITMENTS
28,966 16,802 540 29,385 53,362 58,891 70,704 29,015 17,202
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,847)
-2,874 2,481 -3 2,142 -9,120 -735 -6,642 -2,112 3,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 19.1 0.6 33.4 60.7 67.0 80.4 33.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 13 1 22 24 46 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 90,753
COMMITMENTS
31,840 14,321 543 27,243 62,482 59,626 77,346 31,127 13,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -502)
-3,844 4,462 0 3,353 -3,362 -491 1,100 -11 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 15.8 0.6 30.0 68.8 65.7 85.2 34.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 9 2 23 25 48 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,327
COMMITMENTS
4,633 35,959 24 58,879 13,085 63,536 49,068 7,791 22,259
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,441)
29 -5,074 23 -3,660 4,286 -3,608 -765 1,167 -1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 50.4 0.0 82.5 18.3 89.1 68.8 10.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 18 1 8 12 12 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,768
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 6,624 23,935
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,352)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -705 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 55.6 0.0 84.8 11.9 91.0 67.6 9.0 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 95,783
COMMITMENTS
74,738 1,568 200 12,074 87,479 87,012 89,247 8,771 6,536
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,299)
-733 -294 30 -1,081 -2,053 -1,784 -2,317 485 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 1.6 0.2 12.6 91.3 90.8 93.2 9.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
57 8 1 17 14 74 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,082
COMMITMENTS
75,471 1,862 170 13,155 89,532 88,796 91,564 8,286 5,518
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,441)
865 -2,520 -70 1,957 5,267 2,752 2,677 -311 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 1.9 0.2 13.6 92.2 91.5 94.3 8.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
60 8 1 17 14 78 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,519
COMMITMENTS
12,377 29,356 89 43,456 22,949 55,922 52,394 17,597 21,125
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,244)
101 -2,785 66 -2,882 -771 -2,715 -3,490 471 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 39.9 0.1 59.1 31.2 76.1 71.3 23.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 18 3 16 19 30 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,763
COMMITMENTS
12,276 32,141 23 46,338 23,720 58,637 55,884 17,126 19,879
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,833)
1,008 -4,751 13 -2,380 1,936 -1,359 -2,802 -474 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 42.4 0.0 61.2 31.3 77.4 73.8 22.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 22 2 17 20 31 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 165,281
COMMITMENTS
9,337 52,488 436 130,470 84,655 140,243 137,579 25,038 27,702
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,267)
1,305 -3,312 13 1,781 9,030 3,099 5,731 1,168 -1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 31.8 0.3 78.9 51.2 84.9 83.2 15.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 31 2 24 23 40 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,014
COMMITMENTS
8,032 55,800 423 128,689 75,625 137,144 131,848 23,870 29,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,683)
-1,133 -12,421 -53 -4,366 8,345 -5,552 -4,129 -2,131 -3,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 34.7 0.3 79.9 47.0 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 30 2 23 22 37 53
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,594
COMMITMENTS
24,408 24,599 626 72,783 74,601 97,817 99,826 45,777 43,768
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,191)
-112 -8,217 -25 823 9,748 686 1,506 -1,877 -2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.1 0.4 50.7 52.0 68.1 69.5 31.9 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 28 7 26 27 59 59
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,785
COMMITMENTS
24,520 32,816 651 71,960 64,853 97,131 98,320 47,654 46,465
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,733)
1,465 -2,109 358 -3,004 4,575 -1,181 2,824 2,914 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.7 0.4 49.7 44.8 67.1 67.9 32.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 30 8 23 28 54 64
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,436
COMMITMENTS
4,884 1,000 795 61,490 64,820 67,169 66,615 5,267 5,821
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,827)
-1,113 0 380 4,559 3,279 3,826 3,659 1,001 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 1.4 1.1 84.9 89.5 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 16 13 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,727,059
COMMITMENTS
769,756 1046973 833,324 5229987 4326021 6833067 6206318 893,992 1520741
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 265,213)
-12,969 30,172 9,298 242,411 200,870 238,740 240,340 26,473 24,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 13.5 10.8 67.7 56.0 88.4 80.3 11.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
43 71 87 121 132 214 245
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,461,846
COMMITMENTS
782,725 1016801 824,026 4987576 4125151 6594327 5965978 867,519 1495868
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 142,985)
10,713 105,616 17,697 83,655 -34,938 112,065 88,375 30,920 54,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.6 11.0 66.8 55.3 88.4 80.0 11.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
46 66 79 123 131 210 237
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 648,000
COMMITMENTS
51,938 48,535 4,945 464,565 502,071 521,448 555,551 126,552 92,449
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -7,214)
-2,020 1,836 1,011 -5,499 -901 -6,508 1,946 -706 -9,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 7.5 0.8 71.7 77.5 80.5 85.7 19.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
33 34 17 86 64 131 103
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,214
COMMITMENTS
53,958 46,699 3,934 470,064 502,972 527,956 553,605 127,258 101,609
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,447)
-2,517 3,708 -621 1,067 -1,576 -2,071 1,511 624 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 7.1 0.6 71.7 76.8 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 28 13 85 62 130 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,005,704
COMMITMENTS
186,822 294,936 11,209 504,744 595,655 702,775 901,800 302,929 103,904
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 55,735)
33,110 45,505 5,306 48,213 -9,344 86,629 41,467 -30,894 14,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.3 1.1 50.2 59.2 69.9 89.7 30.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
46 62 17 56 60 113 128
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 949,969
COMMITMENTS
153,712 249,431 5,903 456,531 604,999 616,146 860,333 333,823 89,636
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,602)
17,357 11,268 -1,073 -16,343 -2,772 -59 7,423 1,661 -5,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 26.3 0.6 48.1 63.7 64.9 90.6 35.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 56 15 54 60 105 122
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,341
COMMITMENTS
1,279 452 0 7,027 10,927 8,306 11,379 4,035 962
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -84)
-187 -42 0 224 -160 37 -202 -121 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 3.7 0.0 56.9 88.5 67.3 92.2 32.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 16 20 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,443
COMMITMENTS
9,078 1,418 0 20,271 30,077 29,349 31,495 4,094 1,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,427)
94 -210 0 2,213 3,322 2,307 3,112 1,120 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 4.2 0.0 60.6 89.9 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 0 17 19 22 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,222
COMMITMENTS
6,680 7,552 455 27,461 32,784 34,596 40,791 14,626 8,431
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -112)
-172 -1,065 455 513 178 796 -432 -908 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.3 0.9 55.8 66.6 70.3 82.9 29.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 15 1 30 22 42 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,334
COMMITMENTS
6,852 8,617 0 26,948 32,606 33,800 41,223 15,534 8,111
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,622)
-518 1,513 0 781 749 263 2,262 1,359 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 17.5 0.0 54.6 66.1 68.5 83.6 31.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 16 0 30 22 41 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,181
COMMITMENTS
144,814 63,824 1,863 139,901 209,786 286,578 275,473 21,603 32,708
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,391)
20,772 2,635 -267 -847 20,643 19,658 23,011 -267 -3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 20.7 0.6 45.4 68.1 93.0 89.4 7.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 49 8 37 45 121 98
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 288,790
COMMITMENTS
124,042 61,189 2,130 140,748 189,143 266,920 252,462 21,870 36,328
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,331)
24,238 -11,208 339 -3,705 30,454 20,872 19,585 1,459 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 21.2 0.7 48.7 65.5 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 7 34 44 114 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,900
COMMITMENTS
20,549 3,232 0 21,469 48,155 42,018 51,387 18,882 9,513
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -38)
-94 -68 0 -1,376 1,731 -1,470 1,663 1,432 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 5.3 0.0 35.3 79.1 69.0 84.4 31.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 0 12 18 23 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,938
COMMITMENTS
20,643 3,300 0 22,845 46,424 43,488 49,724 17,450 11,214
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,721)
4,434 -6,153 -7 -9,196 7,721 -4,769 1,561 2,048 -4,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 5.4 0.0 37.5 76.2 71.4 81.6 28.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,750
COMMITMENTS
458 4,072 0 25,044 20,356 25,502 24,428 5,248 6,322
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,638)
-10 -62 0 1,699 1,222 1,689 1,160 -51 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 13.2 0.0 81.4 66.2 82.9 79.4 17.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 9 0 28 22 30 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,112
COMMITMENTS
468 4,134 0 23,345 19,134 23,813 23,268 5,299 5,844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 21 30 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 226,147
COMMITMENTS
25,067 44,056 511 184,317 171,172 209,895 215,739 16,252 10,408
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,268)
1,091 1,206 -71 -495 1,703 525 2,838 3,743 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.5 0.2 81.5 75.7 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 36 3 32 49 58 87
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 221,879
COMMITMENTS
23,976 42,850 582 184,812 169,469 209,370 212,901 12,509 8,978
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,830)
-2,107 -717 -298 20 -534 -2,385 -1,549 -445 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 19.3 0.3 83.3 76.4 94.4 96.0 5.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
23 39 4 32 49 57 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,679
COMMITMENTS
16,110 6,727 418 14,834 26,556 31,362 33,701 13,317 10,978
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,977)
2,299 125 3 1,061 2,736 3,363 2,864 614 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 15.1 0.9 33.2 59.4 70.2 75.4 29.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 12 3 19 24 49 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,702
COMMITMENTS
13,811 6,602 415 13,773 23,820 27,999 30,837 12,703 9,865
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 16.2 1.0 33.8 58.5 68.8 75.8 31.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 12 3 17 21 46 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,351
COMMITMENTS
6,505 0 0 14,499 8,041 21,004 8,041 4,347 17,310
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,062)
913 0 -70 2,370 2,347 3,213 2,277 -151 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 0.0 0.0 57.2 31.7 82.9 31.7 17.1 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 0 9 5 19 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,806
COMMITMENTS
1,615 3,551 29 15,263 22,171 16,907 25,751 13,899 5,055
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,785)
104 1,209 -4 476 -203 576 1,002 1,209 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 11.5 0.1 49.5 72.0 54.9 83.6 45.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 1 15 19 19 31
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,021
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,690 4,272
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 8.1 0.1 51.0 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,020
COMMITMENTS
43,043 9,640 13,790 32,724 87,071 89,557 110,501 32,463 11,519
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,465)
1,741 -9,744 524 -3,729 8,167 -1,464 -1,053 -1 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 7.9 11.3 26.8 71.4 73.4 90.6 26.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
90 23 26 18 36 117 78
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,485
COMMITMENTS
41,302 19,384 13,266 36,453 78,904 91,021 111,554 32,464 11,931
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,728)
-1,896 -1,912 83 -1,929 -2,004 -3,742 -3,833 -986 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 15.7 10.7 29.5 63.9 73.7 90.3 26.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
89 28 29 21 32 119 82
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 117,895
COMMITMENTS
46,210 28,016 18,049 38,363 56,950 102,622 103,015 15,273 14,880
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,643)
3,860 2,485 679 -337 104 4,202 3,268 -559 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 23.8 15.3 32.5 48.3 87.0 87.4 13.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
69 73 59 43 41 161 138
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,252
COMMITMENTS
42,350 25,531 17,370 38,700 56,846 98,420 99,747 15,832 14,505
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,111)
2,706 2,764 293 10 -339 3,009 2,718 102 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 22.3 15.2 33.9 49.8 86.1 87.3 13.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
65 68 53 45 43 154 132
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 244,488
COMMITMENTS
118,941 53,372 18,462 55,334 155,141 192,737 226,975 51,751 17,513
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -12,398)
8,256 -8,291 -1,992 -12,967 4,031 -6,703 -6,252 -5,695 -6,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 21.8 7.6 22.6 63.5 78.8 92.8 21.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
113 60 30 29 41 157 118
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 256,886
COMMITMENTS
110,685 61,663 20,454 68,301 151,110 199,440 233,227 57,446 23,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -13,115)
-5,887 -798 -2,893 -7,690 -8,929 -16,470 -12,620 3,355 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 24.0 8.0 26.6 58.8 77.6 90.8 22.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
109 66 42 38 42 173 132
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,178
COMMITMENTS
5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001)
239 92 -35 336 394 540 451 461 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 3 10 6 6 38 18
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,177
COMMITMENTS
5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745)
162 0 30 182 210 374 240 -1,119 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 2 11 6 6 38 18
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 90,847
COMMITMENTS
22,561 7,137 3,360 48,639 61,384 74,560 71,881 16,287 18,966
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,481)
2,644 -509 1,667 352 2,309 4,663 3,467 818 2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 7.9 3.7 53.5 67.6 82.1 79.1 17.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
41 13 16 47 54 98 78
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 85,366
COMMITMENTS
19,917 7,646 1,693 48,287 59,075 69,897 68,414 15,469 16,952
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,402)
-1,291 982 416 3,234 2,091 2,359 3,489 -957 -2,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.0 2.0 56.6 69.2 81.9 80.1 18.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 15 12 51 59 96 81
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,416
COMMITMENTS
2,472 2,003 582 17,888 16,667 20,942 19,252 6,474 8,164
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 881)
338 -309 -16 -241 564 81 239 800 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.3 2.1 65.2 60.8 76.4 70.2 23.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 6 3 22 15 31 23
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,535
COMMITMENTS
2,134 2,312 598 18,129 16,103 20,861 19,013 5,674 7,522
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 833)
-294 1,071 -79 1,125 -860 752 132 81 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.7 2.3 68.3 60.7 78.6 71.7 21.4 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 7 3 24 16 33 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,139
COMMITMENTS
20,114 26,280 3,017 59,378 53,972 82,509 83,269 11,630 10,870
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 251)
-1,248 -896 606 618 -182 -24 -472 275 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 27.9 3.2 63.1 57.3 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
49 60 38 54 47 127 127
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 93,888
COMMITMENTS
21,362 27,176 2,411 58,760 54,154 82,533 83,741 11,355 10,147
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,887)
759 3,755 -16 1,612 -2,421 2,355 1,318 -468 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 28.9 2.6 62.6 57.7 87.9 89.2 12.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
56 62 32 54 47 129 124
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,191
COMMITMENTS
13,306 2,270 1,637 12,127 25,589 27,070 29,496 4,121 1,695
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -381)
106 267 55 -410 -923 -249 -601 -132 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 7.3 5.2 38.9 82.0 86.8 94.6 13.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
48 14 16 21 17 77 40
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,572
COMMITMENTS
13,200 2,003 1,582 12,537 26,512 27,319 30,097 4,253 1,475
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -742)
-1,121 -160 12 438 -315 -671 -463 -71 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 6.3 5.0 39.7 84.0 86.5 95.3 13.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
54 10 18 21 17 82 40
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,674
COMMITMENTS
22,734 23,339 1,978 93,309 96,996 118,021 122,313 8,653 4,361
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,380)
-1,484 -2,797 -871 -1,195 789 -3,550 -2,879 170 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 18.4 1.6 73.7 76.6 93.2 96.6 6.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 48 15 53 37 111 93
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,054
COMMITMENTS
24,218 26,136 2,849 94,504 96,207 121,571 125,192 8,483 4,862
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,911)
457 1,410 409 2,094 1,428 2,960 3,247 -49 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.1 2.2 72.7 74.0 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
51 45 18 53 36 112 95
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 452,855
COMMITMENTS
154,747 42,061 29,153 190,137 340,482 374,037 411,696 78,818 41,159
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 28,722)
17,917 1,782 4,731 -4,058 16,065 18,590 22,578 10,132 6,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 9.3 6.4 42.0 75.2 82.6 90.9 17.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
70 30 33 53 55 145 99
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 424,133
COMMITMENTS
136,830 40,279 24,422 194,195 324,417 355,447 389,118 68,686 35,015
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 13,805)
8,860 -6,263 -1,210 4,207 24,296 11,857 16,823 1,948 -3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 9.5 5.8 45.8 76.5 83.8 91.7 16.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
70 27 31 55 51 144 94
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,689
COMMITMENTS
26,818 16,687 7,402 50,182 63,196 84,402 87,285 9,287 6,404
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -243)
1,191 245 -521 -804 525 -134 249 -109 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 17.8 7.9 53.6 67.5 90.1 93.2 9.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
97 70 54 90 91 217 198
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,932
COMMITMENTS
25,627 16,442 7,923 50,986 62,671 84,536 87,036 9,396 6,896
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -942)
-1,134 42 745 948 -313 559 474 -1,501 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 17.5 8.4 54.3 66.7 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
87 74 48 88 86 201 193
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,732
COMMITMENTS
11,640 2,405 2,194 8,895 18,960 22,729 23,559 3,003 2,173
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,691)
-4,704 717 -106 2,624 -3,148 -2,186 -2,537 -505 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 9.3 8.5 34.6 73.7 88.3 91.6 11.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 8 6 9 4 33 16
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,423
COMMITMENTS
16,344 1,688 2,300 6,271 22,108 24,915 26,096 3,508 2,327
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -615)
-1,131 -53 55 -2 -1,338 -1,078 -1,336 463 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 5.9 8.1 22.1 77.8 87.7 91.8 12.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
29 8 8 7 4 42 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,682
COMMITMENTS
33,197 21,706 21,689 86,579 108,763 141,465 152,158 35,217 24,524
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,727)
5,131 3,339 -915 -4,049 -796 167 1,628 -1,894 -3,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 12.3 12.3 49.0 61.6 80.1 86.1 19.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
34 25 34 56 58 110 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,409
COMMITMENTS
28,066 18,367 22,604 90,628 109,559 141,298 150,530 37,111 27,879
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -452)
-2,816 -2,952 -1,537 2,080 2,271 -2,273 -2,218 1,821 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 10.3 12.7 50.8 61.4 79.2 84.4 20.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 24 34 60 56 110 96
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 502,094
COMMITMENTS
52,929 68,726 168,470 208,580 238,172 429,979 475,368 72,115 26,726
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,122)
12,239 1,132 -4,432 -11,977 -1,321 -4,170 -4,621 -1,952 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.7 33.6 41.5 47.4 85.6 94.7 14.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
51 50 71 95 82 192 162
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 508,216
COMMITMENTS
40,690 67,594 172,902 220,557 239,493 434,149 479,989 74,067 28,227
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -3,873)
-7,637 -4,832 5,819 -3,489 -4,053 -5,307 -3,066 1,434 -807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.3 34.0 43.4 47.1 85.4 94.4 14.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 55 71 92 80 189 161
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,424
COMMITMENTS
3,950 3,893 1,339 27,108 24,147 32,397 29,379 4,027 7,045
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,900)
-2,900 2,031 -313 959 -871 -2,254 847 354 -2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 10.7 3.7 74.4 66.3 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 10 16 14
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,324
COMMITMENTS
6,850 1,862 1,652 26,149 25,018 34,651 28,532 3,673 9,792
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 262)
-1,203 -2,008 190 2,511 1,168 1,498 -650 -1,236 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 4.9 4.3 68.2 65.3 90.4 74.4 9.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 19 13 21 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,913
COMMITMENTS
2,911 25,448 16,508 93,699 78,405 113,118 120,361 9,795 2,552
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,084)
-127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519 -488 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 20.7 13.4 76.2 63.8 92.0 97.9 8.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 24 27 28 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,997
COMMITMENTS
3,038 29,873 14,435 101,241 79,572 118,714 123,880 10,283 5,117
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 892)
-426 731 -856 2,490 410 1,208 285 -316 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 23.2 11.2 78.5 61.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 4 25 26 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,206
COMMITMENTS
34,252 8,929 2,684 32,925 51,736 69,861 63,349 3,345 9,857
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,223)
1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013 -899 1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 12.2 3.7 45.0 70.7 95.4 86.5 4.6 13.5
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 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,429
COMMITMENTS
32,951 11,347 2,684 39,550 57,331 75,185 71,362 4,244 8,067
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,920)
5,034 0 0 1,522 7,898 6,556 7,898 364 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 14.3 3.4 49.8 72.2 94.7 89.8 5.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 15 15 17 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,734
COMMITMENTS
0 12,850 2,681 42,823 30,961 45,504 46,492 4,230 3,242
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,869)
0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991 -101 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.8 5.4 86.1 62.3 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,603
COMMITMENTS
0 9,132 4,967 45,305 37,384 50,272 51,483 4,331 3,120
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,194)
0 -940 -186 -2,516 -692 -2,702 -1,818 508 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.7 9.1 83.0 68.5 92.1 94.3 7.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 19 19 21 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,160
COMMITMENTS
7,703 9,458 3,351 40,159 38,691 51,213 51,500 3,947 3,660
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,523)
242 -2,596 -454 -6,357 -3,474 -6,569 -6,524 46 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 17.1 6.1 72.8 70.1 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 24 21 28 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,683
COMMITMENTS
7,461 12,054 3,805 46,516 42,165 57,782 58,024 3,901 3,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,893)
5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166 -620 -3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.5 6.2 75.4 68.4 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 5 25 22 30 29
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,256
COMMITMENTS
1,069 0 1,193 52,428 48,811 54,690 50,004 566 5,252
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,673)
1,069 -1,121 296 5,740 8,726 7,105 7,901 -432 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.2 94.9 88.3 99.0 90.5 1.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,583
COMMITMENTS
0 1,121 897 46,688 40,085 47,585 42,103 998 6,480
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,126)
0 724 -513 2,577 1,429 2,064 1,640 62 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 1.8 96.1 82.5 97.9 86.7 2.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 18 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,379
COMMITMENTS
0 14,412 330 54,640 42,499 54,970 57,241 7,409 5,138
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,707)
0 -847 -120 -3,686 -3,190 -3,806 -4,157 -901 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 23.1 0.5 87.6 68.1 88.1 91.8 11.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,086
COMMITMENTS
0 15,259 450 58,326 45,689 58,776 61,398 8,310 5,688
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,679)
0 2,058 -155 5,140 1,230 4,985 3,133 -1,306 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.7 0.7 86.9 68.1 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 21 26 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,715
COMMITMENTS
36,173 47,121 4,191 48,753 38,350 89,117 89,662 4,598 4,053
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -8,648)
-3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333 -109 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 50.3 4.5 52.0 40.9 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 18 20 21 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,363
COMMITMENTS
40,153 49,726 5,259 52,244 43,010 97,656 97,995 4,707 4,368
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -692)
-5,902 -1,097 806 5,500 -10 404 -301 -1,096 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 48.6 5.1 51.0 42.0 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 21 21 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,819
COMMITMENTS
3,415 200 1,296 25,669 23,920 30,380 25,416 2,439 7,403
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,948)
2,635 -4,255 37 -2,707 1,401 -35 -2,817 -3,913 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.6 3.9 78.2 72.9 92.6 77.4 7.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 17 17 21 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,767
COMMITMENTS
780 4,455 1,259 28,376 22,519 30,415 28,233 6,352 8,534
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9)
0 -259 182 -215 318 -33 241 24 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 12.1 3.4 77.2 61.2 82.7 76.8 17.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,446
COMMITMENTS
2,108 1,178 0 45,152 45,160 47,260 46,338 186 1,108
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.5 0.0 95.2 95.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 14 16 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,897
COMMITMENTS
620 1,178 0 25,905 24,797 26,525 25,975 372 922
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.4 0.0 96.3 92.2 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 15 16 16 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,119,504
COMMITMENTS
306,148 61,093 196,437 597,585 849,945 1100170 1107475 19,334 12,029
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -56,146)
18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875 3,102 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 5.5 17.5 53.4 75.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 16 33 84 80 118 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,175,650
COMMITMENTS
287,853 56,432 226,000 645,565 881,918 1159418 1164350 16,232 11,300
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 35,649)
-7,468 -6,437 14,016 30,445 29,433 36,993 37,012 -1,344 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 4.8 19.2 54.9 75.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 19 34 97 87 133 124
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,978
COMMITMENTS
27,348 43,094 56,180 92,274 77,523 175,802 176,797 3,176 2,181
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -25,054)
-10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500 93 -6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 24.1 31.4 51.6 43.3 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 9 17 27 27 45 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,032
COMMITMENTS
38,190 36,193 72,523 90,236 86,581 200,949 195,297 3,083 8,735
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 16,882)
10,295 7 11,252 -5,710 183 15,837 11,442 1,045 5,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 17.7 35.5 44.2 42.4 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 6 17 27 28 46 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,820
COMMITMENTS
19,332 4,080 17,622 35,518 50,338 72,472 72,040 348 780
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -500)
-1,163 40 -633 1,498 -427 -298 -1,020 -202 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.6 24.2 48.8 69.1 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 10 38 33 49 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,320
COMMITMENTS
20,495 4,040 18,255 34,020 50,765 72,770 73,060 550 260
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,051)
30 60 1,380 761 751 2,171 2,191 -120 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 5.5 24.9 46.4 69.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 11 37 34 48 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
2,601 1,863 4,048 18,019 17,740 24,668 23,651 124 1,141
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,592)
-426 438 -34 -1,132 -1,996 -1,592 -1,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 7.5 16.3 72.7 71.6 99.5 95.4 0.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 19 23 24 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| 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
3,027 1,425 4,082 19,151 19,736 26,260 25,243 124 1,141
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-126 246 -120 1,226 -676 980 -550 -980 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.4 15.5 72.6 74.8 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 19 22 24 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,204
COMMITMENTS
582 3,562 2,527 6,543 3,565 9,652 9,654 552 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,074)
-198 -352 -210 -666 -512 -1,074 -1,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 34.9 24.8 64.1 34.9 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 18 14 23 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,278
COMMITMENTS
780 3,914 2,737 7,209 4,077 10,726 10,728 552 550
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 426)
0 126 300 126 0 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 34.7 24.3 63.9 36.2 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 17 15 22 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| 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
1,888 2,971 546 8,952 8,206 11,386 11,723 553 216
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-510 0 0 510 510 0 510 0 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 24.9 4.6 75.0 68.7 95.4 98.2 4.6 1.8
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 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,926
COMMITMENTS
3,520 1,694 2,940 6,266 7,852 12,726 12,486 200 440
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -670)
-180 50 -280 -150 -390 -610 -620 -60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 13.1 22.7 48.5 60.7 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 15 22 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,596
COMMITMENTS
3,700 1,644 3,220 6,416 8,242 13,336 13,106 260 490
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,360)
440 20 580 480 840 1,500 1,440 -140 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 12.1 23.7 47.2 60.6 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 5 15 16 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,512
COMMITMENTS
9,800 280 1,240 9,100 18,620 20,140 20,140 372 372
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 142)
370 0 10 -140 140 240 150 -98 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 1.4 6.0 44.4 90.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 18 20 22 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,370
COMMITMENTS
9,430 280 1,230 9,240 18,480 19,900 19,990 470 380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 220)
-180 0 60 350 760 230 820 -10 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 1.4 6.0 45.4 90.7 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 23 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 840,179
COMMITMENTS
121,061 94,991 160,738 490,451 508,328 772,250 764,057 67,929 76,122
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 37,591)
14,867 726 22,133 -11,713 4,216 25,287 27,075 12,304 10,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.3 19.1 58.4 60.5 91.9 90.9 8.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
78 85 97 82 94 220 225
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 802,588
COMMITMENTS
106,194 94,265 138,605 502,164 504,112 746,963 736,982 55,625 65,606
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -20,048)
-2,511 4,459 978 -8,961 -19,236 -10,494 -13,799 -9,554 -6,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.7 17.3 62.6 62.8 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
65 84 91 81 90 209 212
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,299
COMMITMENTS
8,847 4,240 285 2,401 9,224 11,533 13,749 2,766 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 439)
193 -132 89 73 527 355 484 84 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 29.7 2.0 16.8 64.5 80.7 96.2 19.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 17 3 11 27 72 45
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,860
COMMITMENTS
8,654 4,372 196 2,328 8,697 11,178 13,265 2,682 595
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8)
178 -1,155 170 -234 1,624 114 639 -122 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.4 31.5 1.4 16.8 62.7 80.6 95.7 19.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 20 3 10 27 70 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,932
COMMITMENTS
7,578 826 8 958 9,093 8,544 9,927 2,388 1,005
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,123)
2,002 64 -1 -93 1,933 1,908 1,996 215 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 7.6 0.1 8.8 83.2 78.2 90.8 21.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 8 1 5 21 31 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,809
COMMITMENTS
5,576 762 9 1,051 7,160 6,636 7,931 2,173 878
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 940)
1,436 -108 -102 -493 1,386 841 1,176 99 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 8.7 0.1 11.9 81.3 75.3 90.0 24.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 7 1 6 19 27 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 152,857
COMMITMENTS
44,849 11,875 7,134 84,123 126,043 136,106 145,052 16,751 7,805
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,390)
5,479 790 -1,823 -5,699 406 -2,043 -627 -347 -1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.8 4.7 55.0 82.5 89.0 94.9 11.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
54 19 32 60 72 130 110
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 155,247
COMMITMENTS
39,370 11,085 8,957 89,822 125,637 138,149 145,679 17,098 9,568
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,680)
-2,610 1,378 -742 1,833 -2,518 -1,519 -1,882 -1,161 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.1 5.8 57.9 80.9 89.0 93.8 11.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
51 20 31 70 76 138 111
Updated August 12, 2005